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 Optimization


Efficient Learning for Selecting Top-m Context-Dependent Designs

arXiv.org Machine Learning

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

arXiv.org Artificial Intelligence

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

arXiv.org Artificial Intelligence

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

arXiv.org Artificial Intelligence

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

arXiv.org Artificial Intelligence

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

arXiv.org Artificial Intelligence

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

arXiv.org Artificial Intelligence

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.


Action-Evolution Petri Nets: a Framework for Modeling and Solving Dynamic Task Assignment Problems

arXiv.org Artificial Intelligence

Dynamic task assignment involves assigning arriving tasks to a limited number of resources in order to minimize the overall cost of the assignments. To achieve optimal task assignment, it is necessary to model the assignment problem first. While there exist separate formalisms, specifically Markov Decision Processes and (Colored) Petri Nets, to model, execute, and solve different aspects of the problem, there is no integrated modeling technique. To address this gap, this paper proposes Action-Evolution Petri Nets (A-E PN) as a framework for modeling and solving dynamic task assignment problems. A-E PN provides a unified modeling technique that can represent all elements of dynamic task assignment problems. Moreover, A-E PN models are executable, which means they can be used to learn close-to-optimal assignment policies through Reinforcement Learning (RL) without additional modeling effort. To evaluate the framework, we define a taxonomy of archetypical assignment problems. We show for three cases that A-E PN can be used to learn close-to-optimal assignment policies. Our results suggest that A-E PN can be used to model and solve a broad range of dynamic task assignment problems.


Tighter Lower Bounds for Shuffling SGD: Random Permutations and Beyond

arXiv.org Artificial Intelligence

We study convergence lower bounds of without-replacement stochastic gradient descent (SGD) for solving smooth (strongly-)convex finite-sum minimization problems. Unlike most existing results focusing on final iterate lower bounds in terms of the number of components $n$ and the number of epochs $K$, we seek bounds for arbitrary weighted average iterates that are tight in all factors including the condition number $\kappa$. For SGD with Random Reshuffling, we present lower bounds that have tighter $\kappa$ dependencies than existing bounds. Our results are the first to perfectly close the gap between lower and upper bounds for weighted average iterates in both strongly-convex and convex cases. We also prove weighted average iterate lower bounds for arbitrary permutation-based SGD, which apply to all variants that carefully choose the best permutation. Our bounds improve the existing bounds in factors of $n$ and $\kappa$ and thereby match the upper bounds shown for a recently proposed algorithm called GraB.


FLSTRA: Federated Learning in Stratosphere

arXiv.org Artificial Intelligence

We propose a federated learning (FL) in stratosphere (FLSTRA) system, where a high altitude platform station (HAPS) facilitates a large number of terrestrial clients to collaboratively learn a global model without sharing the training data. FLSTRA overcomes the challenges faced by FL in terrestrial networks, such as slow convergence and high communication delay due to limited client participation and multi-hop communications. HAPS leverages its altitude and size to allow the participation of more clients with line-of-sight (LOS) links and the placement of a powerful server. However, handling many clients at once introduces computing and transmission delays. Thus, we aim to obtain a delay-accuracy trade-off for FLSTRA. Specifically, we first develop a joint client selection and resource allocation algorithm for uplink and downlink to minimize the FL delay subject to the energy and quality-of-service (QoS) constraints. Second, we propose a communication and computation resource-aware (CCRA-FL) algorithm to achieve the target FL accuracy while deriving an upper bound for its convergence rate. The formulated problem is non-convex; thus, we propose an iterative algorithm to solve it. Simulation results demonstrate the effectiveness of the proposed FLSTRA system, compared to terrestrial benchmarks, in terms of FL delay and accuracy. The decentralized machine learning (ML) framework has recently gained attention as an efficient solution to enable end-to-end intelligent and real-time decision-making in wireless networks [4].