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 Optimization


The Complexity of Matching Games: A Survey

Journal of Artificial Intelligence Research

Matching games naturally generalize assignment games, a well-known class of cooperative games. Interest in matching games has grown recently due to some breakthrough results and new applications. This state-of-the-art survey provides an overview of matching games and extensions, such as b-matching games and partitioned matching games; the latter originating from the emerging area of international kidney exchange. In this survey we focus on computational complexity aspects of various game-theoretical solution concepts, such as the core, nucleolus and Shapley value, when the input is restricted to a matching game or one of its variants.


A Mathematical Runtime Analysis of the Non-dominated Sorting Genetic Algorithm III (NSGA-III)

arXiv.org Artificial Intelligence

The Non-dominated Sorting Genetic Algorithm II (NSGA-II) is the most prominent multi-objective evolutionary algorithm for real-world applications. While it performs evidently well on bi-objective optimization problems, empirical studies suggest that it is less effective when applied to problems with more than two objectives. A recent mathematical runtime analysis confirmed this observation by proving the NGSA-II for an exponential number of iterations misses a constant factor of the Pareto front of the simple 3-objective OneMinMax problem. In this work, we provide the first mathematical runtime analysis of the NSGA-III, a refinement of the NSGA-II aimed at better handling more than two objectives. We prove that the NSGA-III with sufficiently many reference points -- a small constant factor more than the size of the Pareto front, as suggested for this algorithm -- computes the complete Pareto front of the 3-objective OneMinMax benchmark in an expected number of O(n log n) iterations. This result holds for all population sizes (that are at least the size of the Pareto front). It shows a drastic advantage of the NSGA-III over the NSGA-II on this benchmark. The mathematical arguments used here and in previous work on the NSGA-II suggest that similar findings are likely for other benchmarks with three or more objectives.


Semantic Information Recovery in Wireless Networks

arXiv.org Artificial Intelligence

Motivated by the recent success of Machine Learning (ML) tools in wireless communications, the idea of semantic communication by Weaver from 1949 has gained attention. It breaks with Shannon's classic design paradigm by aiming to transmit the meaning of a message, i.e., semantics, rather than its exact version and thus allows for savings in information rate. In this work, we extend the fundamental approach from Basu et al. for modeling semantics to the complete communications Markov chain. Thus, we model semantics by means of hidden random variables and define the semantic communication task as the data-reduced and reliable transmission of messages over a communication channel such that semantics is best preserved. We cast this task as an end-to-end Information Bottleneck problem, allowing for compression while preserving relevant information most. As a solution approach, we propose the ML-based semantic communication system SINFONY and use it for a distributed multipoint scenario: SINFONY communicates the meaning behind multiple messages that are observed at different senders to a single receiver for semantic recovery. We analyze SINFONY by processing images as message examples. Numerical results reveal a tremendous rate-normalized SNR shift up to 20 dB compared to classically designed communication systems.


FIRE: An Optimization Approach for Fast Interpretable Rule Extraction

arXiv.org Artificial Intelligence

We present FIRE, Fast Interpretable Rule Extraction, an optimization-based framework to extract a small but useful collection of decision rules from tree ensembles. FIRE selects sparse representative subsets of rules from tree ensembles, that are easy for a practitioner to examine. To further enhance the interpretability of the extracted model, FIRE encourages fusing rules during selection, so that many of the selected decision rules share common antecedents. The optimization framework utilizes a fusion regularization penalty to accomplish this, along with a non-convex sparsity-inducing penalty to aggressively select rules. Optimization problems in FIRE pose a challenge to off-the-shelf solvers due to problem scale and the non-convexity of the penalties. To address this, making use of problem-structure, we develop a specialized solver based on block coordinate descent principles; our solver performs up to 40x faster than existing solvers. We show in our experiments that FIRE outperforms state-of-the-art rule ensemble algorithms at building sparse rule sets, and can deliver more interpretable models compared to existing methods.


Robust Reinforcement Learning through Efficient Adversarial Herding

arXiv.org Artificial Intelligence

Although reinforcement learning (RL) is considered the gold standard for policy design, it may not always provide a robust solution in various scenarios. This can result in severe performance degradation when the environment is exposed to potential disturbances. Adversarial training using a two-player max-min game has been proven effective in enhancing the robustness of RL agents. In this work, we extend the two-player game by introducing an adversarial herd, which involves a group of adversaries, in order to address ($\textit{i}$) the difficulty of the inner optimization problem, and ($\textit{ii}$) the potential over pessimism caused by the selection of a candidate adversary set that may include unlikely scenarios. We first prove that adversarial herds can efficiently approximate the inner optimization problem. Then we address the second issue by replacing the worst-case performance in the inner optimization with the average performance over the worst-$k$ adversaries. We evaluate the proposed method on multiple MuJoCo environments. Experimental results demonstrate that our approach consistently generates more robust policies.


Kalman Filter Auto-tuning through Enforcing Chi-Squared Normalized Error Distributions with Bayesian Optimization

arXiv.org Artificial Intelligence

The nonlinear and stochastic relationship between noise covariance parameter values and state estimator performance makes optimal filter tuning a very challenging problem. Popular optimization-based tuning approaches can easily get trapped in local minima, leading to poor noise parameter identification and suboptimal state estimation. Recently, black box techniques based on Bayesian optimization with Gaussian processes (GPBO) have been shown to overcome many of these issues, using normalized estimation error squared (NEES) and normalized innovation error (NIS) statistics to derive cost functions for Kalman filter auto-tuning. While reliable noise parameter estimates are obtained in many cases, GPBO solutions obtained with these conventional cost functions do not always converge to optimal filter noise parameters and lack robustness to parameter ambiguities in time-discretized system models. This paper addresses these issues by making two main contributions. First, we show that NIS and NEES errors are only chi-squared distributed for tuned estimators. As a result, chi-square tests are not sufficient to ensure that an estimator has been correctly tuned. We use this to extend the familiar consistency tests for NIS and NEES to penalize if the distribution is not chi-squared distributed. Second, this cost measure is applied within a Student-t processes Bayesian Optimization (TPBO) to achieve robust estimator performance for time discretized state space models. The robustness, accuracy, and reliability of our approach are illustrated on classical state estimation problems.


A Distribution Optimization Framework for Confidence Bounds of Risk Measures

arXiv.org Artificial Intelligence

We present a distribution optimization framework that significantly improves confidence bounds for various risk measures compared to previous methods. Our framework encompasses popular risk measures such as the entropic risk measure, conditional value at risk (CVaR), spectral risk measure, distortion risk measure, equivalent certainty, and rank-dependent expected utility, which are well established in risk-sensitive decision-making literature. To achieve this, we introduce two estimation schemes based on concentration bounds derived from the empirical distribution, specifically using either the Wasserstein distance or the supremum distance. Unlike traditional approaches that add or subtract a confidence radius from the empirical risk measures, our proposed schemes evaluate a specific transformation of the empirical distribution based on the distance. Consequently, our confidence bounds consistently yield tighter results compared to previous methods. We further verify the efficacy of the proposed framework by providing tighter problem-dependent regret bound for the CVaR bandit.


Viewpoint Generation using Feature-Based Constrained Spaces for Robot Vision Systems

arXiv.org Artificial Intelligence

The efficient computation of viewpoints under consideration of various system and process constraints is a common challenge that any robot vision system is confronted with when trying to execute a vision task. Although fundamental research has provided solid and sound solutions for tackling this problem, a holistic framework that poses its formal description, considers the heterogeneity of robot vision systems, and offers an integrated solution remains unaddressed. Hence, this publication outlines the generation of viewpoints as a geometrical problem and introduces a generalized theoretical framework based on Feature-Based Constrained Spaces ($\mathcal{C}$-spaces) as the backbone for solving it. A $\mathcal{C}$-space can be understood as the topological space that a viewpoint constraint spans, where the sensor can be positioned for acquiring a feature while fulfilling the regarded constraint. The present study demonstrates that many viewpoint constraints can be efficiently formulated as $\mathcal{C}$-spaces providing geometric, deterministic, and closed solutions. The introduced $\mathcal{C}$-spaces are characterized based on generic domain and viewpoint constraints models to ease the transferability of the present framework to different applications and robot vision systems. The effectiveness and efficiency of the concepts introduced are verified on a simulation-based scenario and validated on a real robot vision system comprising two different sensors.


Online Multi-Contact Receding Horizon Planning via Value Function Approximation

arXiv.org Artificial Intelligence

Planning multi-contact motions in a receding horizon fashion requires a value function to guide the planning with respect to the future, e.g., building momentum to traverse large obstacles. Traditionally, the value function is approximated by computing trajectories in a prediction horizon (never executed) that foresees the future beyond the execution horizon. However, given the non-convex dynamics of multi-contact motions, this approach is computationally expensive. To enable online Receding Horizon Planning (RHP) of multi-contact motions, we find efficient approximations of the value function. Specifically, we propose a trajectory-based and a learning-based approach. In the former, namely RHP with Multiple Levels of Model Fidelity, we approximate the value function by computing the prediction horizon with a convex relaxed model. In the latter, namely Locally-Guided RHP, we learn an oracle to predict local objectives for locomotion tasks, and we use these local objectives to construct local value functions for guiding a short-horizon RHP. We evaluate both approaches in simulation by planning centroidal trajectories of a humanoid robot walking on moderate slopes, and on large slopes where the robot cannot maintain static balance. Our results show that locally-guided RHP achieves the best computation efficiency (95\%-98.6\% cycles converge online). This computation advantage enables us to demonstrate online receding horizon planning of our real-world humanoid robot Talos walking in dynamic environments that change on-the-fly.


Online Resource Allocation: Bandits feedback and Advice on Time-varying Demands

arXiv.org Artificial Intelligence

We consider a general online resource allocation model with bandit feedback and time-varying demands. While online resource allocation has been well studied in the literature, most existing works make the strong assumption that the demand arrival process is stationary. In practical applications, such as online advertisement and revenue management, however, this process may be exogenous and non-stationary, like the constantly changing internet traffic. Motivated by the recent Online Algorithms with Advice framework [Mitazenmacher and Vassilvitskii, \emph{Commun. ACM} 2022], we explore how online advice can inform policy design. We establish an impossibility result that any algorithm perform poorly in terms of regret without any advice in our setting. In contrast, we design an robust online algorithm that leverages the online predictions on the total demand volumes. Empowered with online advice, our proposed algorithm is shown to have both theoretical performance and promising numerical results compared with other algorithms in literature. We also provide two explicit examples for the time-varying demand scenarios and derive corresponding theoretical performance guarantees. Finally, we adapt our model to a network revenue management problem, and numerically demonstrate that our algorithm can still performs competitively compared to existing baselines.