Optimization
On Realization of Intelligent Decision-Making in the Real World: A Foundation Decision Model Perspective
Wen, Ying, Wan, Ziyu, Zhou, Ming, Hou, Shufang, Cao, Zhe, Le, Chenyang, Chen, Jingxiao, Tian, Zheng, Zhang, Weinan, Wang, Jun
The pervasive uncertainty and dynamic nature of real-world environments present significant challenges for the widespread implementation of machine-driven Intelligent Decision-Making (IDM) systems. Consequently, IDM should possess the ability to continuously acquire new skills and effectively generalize across a broad range of applications. The advancement of Artificial General Intelligence (AGI) that transcends task and application boundaries is critical for enhancing IDM. Recent studies have extensively investigated the Transformer neural architecture as a foundational model for various tasks, including computer vision, natural language processing, and reinforcement learning. We propose that a Foundation Decision Model (FDM) can be developed by formulating diverse decision-making tasks as sequence decoding tasks using the Transformer architecture, offering a promising solution for expanding IDM applications in complex real-world situations. In this paper, we discuss the efficiency and generalization improvements offered by a foundation decision model for IDM and explore its potential applications in multi-agent game AI, production scheduling, and robotics tasks. Lastly, we present a case study demonstrating our FDM implementation, DigitalBrain (DB1) with 1.3 billion parameters, achieving human-level performance in 870 tasks, such as text generation, image captioning, video game playing, robotic control, and traveling salesman problems. As a foundation decision model, DB1 represents an initial step toward more autonomous and efficient real-world IDM applications.
The Power of Learned Locally Linear Models for Nonlinear Policy Optimization
Pfrommer, Daniel, Simchowitz, Max, Westenbroek, Tyler, Matni, Nikolai, Tu, Stephen
A common pipeline in learning-based control is to iteratively estimate a model of system dynamics, and apply a trajectory optimization algorithm - e.g.~$\mathtt{iLQR}$ - on the learned model to minimize a target cost. This paper conducts a rigorous analysis of a simplified variant of this strategy for general nonlinear systems. We analyze an algorithm which iterates between estimating local linear models of nonlinear system dynamics and performing $\mathtt{iLQR}$-like policy updates. We demonstrate that this algorithm attains sample complexity polynomial in relevant problem parameters, and, by synthesizing locally stabilizing gains, overcomes exponential dependence in problem horizon. Experimental results validate the performance of our algorithm, and compare to natural deep-learning baselines.
A new node-shift encoding representation for the travelling salesman problem
Boulif, Menouar, Gharbi, Aghiles
This paper presents a new genetic algorithm encoding representation to solve the travelling salesman problem. To assess the performance of the proposed chromosome structure, we compare it with state-of-the-art encoding representations. For that purpose, we use 14 benchmarks of different sizes taken from TSPLIB. Finally, after conducting the experimental study, we report the obtained results and draw our conclusion.
Complementary Classifier Induced Partial Label Learning
Jia, Yuheng, Si, Chongjie, Zhang, Min-ling
In partial label learning (PLL), each training sample is associated with a set of candidate labels, among which only one is valid. The core of PLL is to disambiguate the candidate labels to get the ground-truth one. In disambiguation, the existing works usually do not fully investigate the effectiveness of the non-candidate label set (a.k.a. complementary labels), which accurately indicates a set of labels that do not belong to a sample. In this paper, we use the non-candidate labels to induce a complementary classifier, which naturally forms an adversarial relationship against the traditional PLL classifier, to eliminate the false-positive labels in the candidate label set. Besides, we assume the feature space and the label space share the same local topological structure captured by a dynamic graph, and use it to assist disambiguation. Extensive experimental results validate the superiority of the proposed approach against state-of-the-art PLL methods on 4 controlled UCI data sets and 6 real-world data sets, and reveal the usefulness of complementary learning in PLL. The code has been released in the link https://github.com/Chongjie-Si/PL-CL.
Distributionally Robust Optimization using Cost-Aware Ambiguity Sets
Schuurmans, Mathijs, Patrinos, Panagiotis
We present a novel framework for distributionally robust optimization (DRO), called cost-aware DRO (CADRO). The key idea of CADRO is to exploit the cost structure in the design of the ambiguity set to reduce conservatism. Particularly, the set specifically constrains the worst-case distribution along the direction in which the expected cost of an approximate solution increases most rapidly. We prove that CADRO provides both a high-confidence upper bound and a consistent estimator of the out-of-sample expected cost, and show empirically that it produces solutions that are substantially less conservative than existing DRO methods, while providing the same guarantees.
A hybrid ensemble method with negative correlation learning for regression
Bai, Yun, Tian, Ganglin, Kang, Yanfei, Jia, Suling
Hybrid ensemble, an essential branch of ensembles, has flourished in the regression field, with studies confirming diversity's importance. However, previous ensembles consider diversity in the sub-model training stage, with limited improvement compared to single models. In contrast, this study automatically selects and weights sub-models from a heterogeneous model pool. It solves an optimization problem using an interior-point filtering linear-search algorithm. The objective function innovatively incorporates negative correlation learning as a penalty term, with which a diverse model subset can be selected. The best sub-models from each model class are selected to build the NCL ensemble, which performance is better than the simple average and other state-of-the-art weighting methods. It is also possible to improve the NCL ensemble with a regularization term in the objective function. In practice, it is difficult to conclude the optimal sub-model for a dataset prior due to the model uncertainty. Regardless, our method would achieve comparable accuracy as the potential optimal sub-models. In conclusion, the value of this study lies in its ease of use and effectiveness, allowing the hybrid ensemble to embrace diversity and accuracy.
Mastering the exploration-exploitation trade-off in Bayesian Optimization
Gaussian Process based Bayesian Optimization is a well-known sample efficient sequential strategy for globally optimizing black-box, expensive, and multi-extremal functions. The role of the Gaussian Process is to provide a probabilistic approximation of the unknown function, depending on the sequentially collected observations, while an acquisition function drives the choice of the next solution to evaluate, balancing between exploration and exploitation, depending on the current Gaussian Process model. Despite the huge effort of the scientific community in defining effective exploration-exploitation mechanisms, we are still far away from the master acquisition function. This paper merges the most relevant results and insights from both algorithmic and human search strategies to propose a novel acquisition function, mastering the trade-off between explorative and exploitative choices, adaptively. We compare the proposed acquisition function on a number of test functions and against different state-of-the-art ones, which are instead based on prefixed or random scheduling between exploration and exploitation. A Pareto analysis is performed with respect to two (antagonistic) goals: convergence to the optimum and exploration capability. Results empirically prove that the proposed acquisition function is almost always Pareto optimal and also the most balanced trade-off between the two goals.
How Well Does the Metropolis Algorithm Cope With Local Optima?
Doerr, Benjamin, Houssaini, Taha El Ghazi El, Rajabi, Amirhossein, Witt, Carsten
The Metropolis algorithm (MA) is a classic stochastic local search heuristic. It avoids getting stuck in local optima by occasionally accepting inferior solutions. To better and in a rigorous manner understand this ability, we conduct a mathematical runtime analysis of the MA on the CLIFF benchmark. Apart from one local optimum, cliff functions are monotonically increasing towards the global optimum. Consequently, to optimize a cliff function, the MA only once needs to accept an inferior solution. Despite seemingly being an ideal benchmark for the MA to profit from its main working principle, our mathematical runtime analysis shows that this hope does not come true. Even with the optimal temperature (the only parameter of the MA), the MA optimizes most cliff functions less efficiently than simple elitist evolutionary algorithms (EAs), which can only leave the local optimum by generating a superior solution possibly far away. This result suggests that our understanding of why the MA is often very successful in practice is not yet complete. Our work also suggests to equip the MA with global mutation operators, an idea supported by our preliminary experiments.
Fair Information Spread on Social Networks with Community Structure
Mesner, Octavio, Levina, Elizaveta, Zhu, Ji
Information spread through social networks is ubiquitous. Influence maximiza- tion (IM) algorithms aim to identify individuals who will generate the greatest spread through the social network if provided with information, and have been largely devel- oped with marketing in mind. In social networks with community structure, which are very common, IM algorithms focused solely on maximizing spread may yield signifi- cant disparities in information coverage between communities, which is problematic in settings such as public health messaging. While some IM algorithms aim to remedy disparity in information coverage using node attributes, none use the empirical com- munity structure within the network itself, which may be beneficial since communities directly affect the spread of information. Further, the use of empirical network struc- ture allows us to leverage community detection techniques, making it possible to run fair-aware algorithms when there are no relevant node attributes available, or when node attributes do not accurately capture network community structure. In contrast to other fair IM algorithms, this work relies on fitting a model to the social network which is then used to determine a seed allocation strategy for optimal fair information spread. We develop an algorithm to determine optimal seed allocations for expected fair coverage, defined through maximum entropy, provide some theoretical guarantees under appropriate conditions, and demonstrate its empirical accuracy on both simu- lated and real networks. Because this algorithm relies on a fitted network model and not on the network directly, it is well-suited for partially observed and noisy social networks.
AcroMonk: A Minimalist Underactuated Brachiating Robot
Javadi, Mahdi, Harnack, Daniel, Stocco, Paula, Kumar, Shivesh, Vyas, Shubham, Pizzutilo, Daniel, Kirchner, Frank
Brachiation is a dynamic, coordinated swinging maneuver of body and arms used by monkeys and apes to move between branches. As a unique underactuated mode of locomotion, it is interesting to study from a robotics perspective since it can broaden the deployment scenarios for humanoids and animaloids. While several brachiating robots of varying complexity have been proposed in the past, this paper presents the simplest possible prototype of a brachiation robot, using only a single actuator and unactuated grippers. The novel passive gripper design allows it to snap on and release from monkey bars, while guaranteeing well defined start and end poses of the swing. The brachiation behavior is realized in three different ways, using trajectory optimization via direct collocation and stabilization by a model-based time-varying linear quadratic regulator (TVLQR) or model-free proportional derivative (PD) control, as well as by a reinforcement learning (RL) based control policy. The three control schemes are compared in terms of robustness to disturbances, mass uncertainty, and energy consumption. The system design and controllers have been open-sourced. Due to its minimal and open design, the system can serve as a canonical underactuated platform for education and research.