Optimization
NeuroPrim: An Attention-based Model for Solving NP-hard Spanning Tree Problems
Shi, Yuchen, Han, Congying, Guo, Tiande
Spanning tree problems with specialized constraints can be difficult to solve in real-world scenarios, often requiring intricate algorithmic design and exponential time. Recently, there has been growing interest in end-to-end deep neural networks for solving routing problems. However, such methods typically produce sequences of vertices, which makes it difficult to apply them to general combinatorial optimization problems where the solution set consists of edges, as in various spanning tree problems. In this paper, we propose NeuroPrim, a novel framework for solving various spanning tree problems by defining a Markov Decision Process (MDP) for general combinatorial optimization problems on graphs. Our approach reduces the action and state space using Prim's algorithm and trains the resulting model using REINFORCE. We apply our framework to three difficult problems on Euclidean space: the Degree-constrained Minimum Spanning Tree (DCMST) problem, the Minimum Routing Cost Spanning Tree (MRCST) problem, and the Steiner Tree Problem in graphs (STP). Experimental results on literature instances demonstrate that our model outperforms strong heuristics and achieves small optimality gaps of up to 250 vertices. Additionally, we find that our model has strong generalization ability, with no significant degradation observed on problem instances as large as 1000. Our results suggest that our framework can be effective for solving a wide range of combinatorial optimization problems beyond spanning tree problems.
Generating Formal Safety Assurances for High-Dimensional Reachability
Providing formal safety and performance guarantees for autonomous systems is becoming increasingly important. Hamilton-Jacobi (HJ) reachability analysis is a popular formal verification tool for providing these guarantees, since it can handle general nonlinear system dynamics, bounded adversarial system disturbances, and state and input constraints. However, it involves solving a PDE, whose computational and memory complexity scales exponentially with respect to the state dimensionality, making its direct use on large-scale systems intractable. A recently proposed method called DeepReach overcomes this challenge by leveraging a sinusoidal neural PDE solver for high-dimensional reachability problems, whose computational requirements scale with the complexity of the underlying reachable tube rather than the state space dimension. Unfortunately, neural networks can make errors and thus the computed solution may not be safe, which falls short of achieving our overarching goal to provide formal safety assurances. In this work, we propose a method to compute an error bound for the DeepReach solution. This error bound can then be used for reachable tube correction, resulting in a safe approximation of the true reachable tube. We also propose a scenario-based optimization approach to compute a probabilistic bound on this error correction for general nonlinear dynamical systems. We demonstrate the efficacy of the proposed approach in obtaining probabilistically safe reachable tubes for high-dimensional rocket-landing and multi-vehicle collision-avoidance problems.
Real-Time Deformable-Contact-Aware Model Predictive Control for Force-Modulated Manipulation
Wijayarathne, Lasitha, Zhou, Ziyi, Zhao, Ye, Hammond, Frank L. III
Force modulation of robotic manipulators has been extensively studied for several decades. However, it is not yet commonly used in safety-critical applications due to a lack of accurate interaction contact modeling and weak performance guarantees - a large proportion of them concerning the modulation of interaction forces. This study presents a high-level framework for simultaneous trajectory optimization and force control of the interaction between a manipulator and soft environments, which is prone to external disturbances. Sliding friction and normal contact force are taken into account. The dynamics of the soft contact model and the manipulator are simultaneously incorporated in a trajectory optimizer to generate desired motion and force profiles. A constrained optimization framework based on Alternative Direction Method of Multipliers (ADMM) has been employed to efficiently generate real-time optimal control inputs and high-dimensional state trajectories in a Model Predictive Control fashion. Experimental validation of the model performance is conducted on a soft substrate with known material properties using a Cartesian space force control mode. Results show a comparison of ground truth and real-time model-based contact force and motion tracking for multiple Cartesian motions in the valid range of the friction model. It is shown that a contact model-based motion planner can compensate for frictional forces and motion disturbances and improve the overall motion and force tracking accuracy. The proposed high-level planner has the potential to facilitate the automation of medical tasks involving the manipulation of compliant, delicate, and deformable tissues.
Efficient Learning for Selecting Top-m Context-Dependent Designs
Zhang, Gongbo, Chen, Sihua, Huang, Kuihua, Peng, Yijie
We consider a simulation optimization problem for a context-dependent decision-making, which aims to determine the top-m designs for all contexts. Under a Bayesian framework, we formulate the optimal dynamic sampling decision as a stochastic dynamic programming problem, and develop a sequential sampling policy to efficiently learn the performance of each design under each context. The asymptotically optimal sampling ratios are derived to attain the optimal large deviations rate of the worst-case of probability of false selection. The proposed sampling policy is proved to be consistent and its asymptotic sampling ratios are asymptotically optimal. Numerical experiments demonstrate that the proposed method improves the efficiency for selection of top-m context-dependent designs.
The First Proven Performance Guarantees for the Non-Dominated Sorting Genetic Algorithm II (NSGA-II) on a Combinatorial Optimization Problem
Cerf, Sacha, Doerr, Benjamin, Hebras, Benjamin, Kahane, Yakob, Wietheger, Simon
The Non-dominated Sorting Genetic Algorithm-II (NSGA-II) is one of the most prominent algorithms to solve multi-objective optimization problems. Recently, the first mathematical runtime guarantees have been obtained for this algorithm, however only for synthetic benchmark problems. In this work, we give the first proven performance guarantees for a classic optimization problem, the NP-complete bi-objective minimum spanning tree problem. More specifically, we show that the NSGA-II with population size $N \ge 4((n-1) w_{\max} + 1)$ computes all extremal points of the Pareto front in an expected number of $O(m^2 n w_{\max} \log(n w_{\max}))$ iterations, where $n$ is the number of vertices, $m$ the number of edges, and $w_{\max}$ is the maximum edge weight in the problem instance. This result confirms, via mathematical means, the good performance of the NSGA-II observed empirically. It also shows that mathematical analyses of this algorithm are not only possible for synthetic benchmark problems, but also for more complex combinatorial optimization problems. As a side result, we also obtain a new analysis of the performance of the global SEMO algorithm on the bi-objective minimum spanning tree problem, which improves the previous best result by a factor of $|F|$, the number of extremal points of the Pareto front, a set that can be as large as $n w_{\max}$. The main reason for this improvement is our observation that both multi-objective evolutionary algorithms find the different extremal points in parallel rather than sequentially, as assumed in the previous proofs.
Best Practices for Machine Learning Systems: An Industrial Framework for Analysis and Optimization
Chouliaras, Georgios Christos, Kiełczewski, Kornel, Beka, Amit, Konopnicki, David, Bernardi, Lucas
In the last few years, the Machine Learning (ML) and Artificial Intelligence community has developed an increasing interest in Software Engineering (SE) for ML Systems leading to a proliferation of best practices, rules, and guidelines aiming at improving the quality of the software of ML Systems. However, understanding their impact on the overall quality has received less attention. Practices are usually presented in a prescriptive manner, without an explicit connection to their overall contribution to software quality. Based on the observation that different practices influence different aspects of software-quality and that one single quality aspect might be addressed by several practices we propose a framework to analyse sets of best practices with focus on quality impact and prioritization of their implementation. We first introduce a hierarchical Software Quality Model (SQM) specifically tailored for ML Systems. Relying on expert knowledge, the connection between individual practices and software quality aspects is explicitly elicited for a large set of well-established practices. Applying set-function optimization techniques we can answer questions such as what is the set of practices that maximizes SQM coverage, what are the most important ones, which practices should be implemented in order to improve specific quality aspects, among others. We illustrate the usage of our framework by analyzing well-known sets of practices.
Design Principles for Generalization and Scalability of AI in Communication Systems
Soldati, Pablo, Ghadimi, Euhanna, Demirel, Burak, Wang, Yu, Gaigalas, Raimundas, Sintorn, Mathias
Artificial intelligence (AI) has emerged as a powerful tool for addressing complex and dynamic tasks in communication systems, where traditional rule-based algorithms often struggle. However, most AI applications to networking tasks are designed and trained for specific, limited conditions, hindering the algorithms from learning and adapting to generic situations, such as those met across radio access networks (RAN). This paper proposes design principles for sustainable and scalable AI integration in communication systems, focusing on creating AI algorithms that can generalize across network environments, intents, and control tasks. This approach enables a limited number of AI-driven RAN functions to tackle larger problems, improve system performance, and simplify lifecycle management. To achieve sustainability and automation, we introduce a scalable learning architecture that supports all deployed AI applications in the system. This architecture separates centralized learning functionalities from distributed actuation and inference functions, enabling efficient data collection and management, computational and storage resources optimization, and cost reduction. We illustrate these concepts by designing a generalized link adaptation algorithm, demonstrating the benefits of our proposed approach.
Robust Data-driven Prescriptiveness Optimization
Poursoltani, Mehran, Delage, Erick, Georghiou, Angelos
The abundance of data has led to the emergence of a variety of optimization techniques that attempt to leverage available side information to provide more anticipative decisions. The wide range of methods and contexts of application have motivated the design of a universal unitless measure of performance known as the coefficient of prescriptiveness. This coefficient was designed to quantify both the quality of contextual decisions compared to a reference one and the prescriptive power of side information. To identify policies that maximize the former in a data-driven context, this paper introduces a distributionally robust contextual optimization model where the coefficient of prescriptiveness substitutes for the classical empirical risk minimization objective. We present a bisection algorithm to solve this model, which relies on solving a series of linear programs when the distributional ambiguity set has an appropriate nested form and polyhedral structure. Studying a contextual shortest path problem, we evaluate the robustness of the resulting policies against alternative methods when the out-of-sample dataset is subject to varying amounts of distribution shift.
Faster Discrete Convex Function Minimization with Predictions: The M-Convex Case
Recent research on algorithms with predictions [29] has demonstrated that we can improve algorithms' performance beyond the limitations of the worst-case analysis using predictions learned from past data. In particular, a surge of interest has been given to research on using predictions to improve the time complexity of algorithms, which we refer to as warm-starts with predictions for convenience. Since Dinitz et al. [11]'s seminal work on speeding up the Hungarian method for weighted bipartite matching with predictions, researchers have extended this idea to algorithms for various problems [7, 35, 10]. Sakaue and Oki [39] have found similarities between the idea and standard warm-starts in continuous convex optimization and extended it to L-convex function minimization, a broad class of discrete optimization problems studied in discrete convex analysis [31]. They thus have shown that warm-starts with predictions can improve the time complexity of algorithms for various discrete optimization problems, including weighted bipartite matching and weighted matroid intersection. In this paper, we extend the idea of warm-starts with predictions to a new direction called M-convex function minimization, another important problem class studied in discrete convex analysis. The M-convexity is in conjugate relation to the L-convexity. Therefore, exploring the applicability of warm-starts with predictions to M-convex function minimization is crucial to broaden further the range of algorithms that can benefit from predictions, as is also mentioned in [39]. Specifically, we focus on an important subclass of M-convex function minimization called laminar convex minimization (Laminar), which forms a large problem class and is widely studied in the field of operations research.
Domain-Agnostic Batch Bayesian Optimization with Diverse Constraints via Bayesian Quadrature
Adachi, Masaki, Hayakawa, Satoshi, Wan, Xingchen, Jørgensen, Martin, Oberhauser, Harald, Osborne, Michael A.
Real-world optimisation problems often feature complex combinations of (1) diverse constraints, (2) discrete and mixed spaces, and are (3) highly parallelisable. (4) There are also cases where the objective function cannot be queried if unknown constraints are not satisfied, e.g. in drug discovery, safety on animal experiments (unknown constraints) must be established before human clinical trials (querying objective function) may proceed. However, most existing works target each of the above three problems in isolation and do not consider (4) unknown constraints with query rejection. For problems with diverse constraints and/or unconventional input spaces, it is difficult to apply these techniques as they are often mutually incompatible. We propose cSOBER, a domain-agnostic prudent parallel active sampler for Bayesian optimisation, based on SOBER of Adachi et al. (2023). We consider infeasibility under unknown constraints as a type of integration error that we can estimate. We propose a theoretically-driven approach that propagates such error as a tolerance in the quadrature precision that automatically balances exploitation and exploration with the expected rejection rate. Moreover, our method flexibly accommodates diverse constraints and/or discrete and mixed spaces via adaptive tolerance, including conventional zero-risk cases. We show that cSOBER outperforms competitive baselines on diverse real-world blackbox-constrained problems, including safety-constrained drug discovery, and human-relationship-aware team optimisation over graph-structured space.