Optimization
AMULET: Adaptive Matrix-Multiplication-Like Tasks
Kim, Junyoung, Ross, Kenneth, Sedlar, Eric, Stadler, Lukas
Many useful tasks in data science and machine learning applications can be written as simple variations of matrix multiplication. However, users have difficulty performing such tasks as existing matrix/vector libraries support only a limited class of computations hand-tuned for each unique hardware platform. Users can alternatively write the task as a simple nested loop but current compilers are not sophisticated enough to generate fast code for the task written in this way. To address these issues, we extend an open-source compiler to recognize and optimize these matrix multiplication-like tasks. Our framework, called Amulet, uses both database-style and compiler optimization techniques to generate fast code tailored to its execution environment. We show through experiments that Amulet achieves speedups on a variety of matrix multiplication-like tasks compared to existing compilers. For large matrices Amulet typically performs within 15% of hand-tuned matrix multiplication libraries, while handling a much broader class of computations.
Generalization Metrics for Practical Quantum Advantage in Generative Models
Gili, Kaitlin, Mauri, Marta, Perdomo-Ortiz, Alejandro
As the quantum computing community gravitates towards understanding the practical benefits of quantum computers, having a clear definition and evaluation scheme for assessing practical quantum advantage in the context of specific applications is paramount. Generative modeling, for example, is a widely accepted natural use case for quantum computers, and yet has lacked a concrete approach for quantifying success of quantum models over classical ones. In this work, we construct a simple and unambiguous approach to probe practical quantum advantage for generative modeling by measuring the algorithm's generalization performance. Using the sample-based approach proposed here, any generative model, from state-of-the-art classical generative models such as GANs to quantum models such as Quantum Circuit Born Machines, can be evaluated on the same ground on a concrete well-defined framework. In contrast to other sample-based metrics for probing practical generalization, we leverage constrained optimization problems (e.g., cardinality-constrained problems) and use these discrete datasets to define specific metrics capable of unambiguously measuring the quality of the samples and the model's generalization capabilities for generating data beyond the training set but still within the valid solution space. Additionally, our metrics can diagnose trainability issues such as mode collapse and overfitting, as we illustrate when comparing GANs to quantum-inspired models built out of tensor networks. Our simulation results show that our quantum-inspired models have up to a $68 \times$ enhancement in generating unseen unique and valid samples compared to GANs, and a ratio of 61:2 for generating samples with better quality than those observed in the training set. We foresee these metrics as valuable tools for rigorously defining practical quantum advantage in the domain of generative modeling.
A data-driven rutting depth short-time prediction model with metaheuristic optimization for asphalt pavements based on RIOHTrack
Li, Zhuoxuan, Korovin, Iakov, Shi, Xinli, Gorbachev, Sergey, Gorbacheva, Nadezhda, Huang, Wei, Cao, Jinde
Rutting of asphalt pavements is a crucial design criterion in various pavement design guides. A good road transportation base can provide security for the transportation of oil and gas in road transportation. This study attempts to develop a robust artificial intelligence model to estimate different asphalt pavements' rutting depth clips, temperature, and load axes as primary characteristics. The experiment data were obtained from 19 asphalt pavements with different crude oil sources on a 2.038 km long full-scale field accelerated pavement test track (RIOHTrack, Road Track Institute) in Tongzhou, Beijing. In addition, this paper also proposes to build complex networks with different pavement rutting depths through complex network methods and the Louvain algorithm for community detection. The most critical structural elements can be selected from different asphalt pavement rutting data, and similar structural elements can be found. An extreme learning machine algorithm with residual correction (RELM) is designed and optimized using an independent adaptive particle swarm algorithm. The experimental results of the proposed method are compared with several classical machine learning algorithms, with predictions of Average Root Mean Squared Error, Average Mean Absolute Error, and Average Mean Absolute Percentage Error for 19 asphalt pavements reaching 1.742, 1.363, and 1.94\% respectively. The experiments demonstrate that the RELM algorithm has an advantage over classical machine learning methods in dealing with non-linear problems in road engineering. Notably, the method ensures the adaptation of the simulated environment to different levels of abstraction through the cognitive analysis of the production environment parameters.
Stability and Convergence of Distributed Stochastic Approximations with large Unbounded Stochastic Information Delays
Redder, Adrian, Ramaswamy, Arunselvan, Karl, Holger
We generalize the Borkar-Meyn stability Theorem (BMT) to distributed stochastic approximations (SAs) with information delays that possess an arbitrary moment bound. To model the delays, we introduce Age of Information Processes (AoIPs): stochastic processes on the non-negative integers with a unit growth property. We show that AoIPs with an arbitrary moment bound cannot exceed any fraction of time infinitely often. In combination with a suitably chosen stepsize, this property turns out to be sufficient for the stability of distributed SAs. Compared to the BMT, our analysis requires crucial modifications and a new line of argument to handle the SA errors caused by AoI. In our analysis, we show that these SA errors satisfy a recursive inequality. To evaluate this recursion, we propose a new Gronwall-type inequality for time-varying lower limits of summations. As applications to our distributed BMT, we discuss distributed gradient-based optimization and a new approach to analyzing SAs with momentum.
Active Learning in the Predict-then-Optimize Framework: A Margin-Based Approach
Liu, Mo, Grigas, Paul, Liu, Heyuan, Shen, Zuo-Jun Max
We develop the first active learning method in the predict-then-optimize framework. Specifically, we develop a learning method that sequentially decides whether to request the "labels" of feature samples from an unlabeled data stream, where the labels correspond to the parameters of an optimization model for decision-making. Our active learning method is the first to be directly informed by the decision error induced by the predicted parameters, which is referred to as the Smart Predict-then-Optimize (SPO) loss. Motivated by the structure of the SPO loss, our algorithm adopts a margin-based criterion utilizing the concept of distance to degeneracy and minimizes a tractable surrogate of the SPO loss on the collected data. In particular, we develop an efficient active learning algorithm with both hard and soft rejection variants, each with theoretical excess risk (i.e., generalization) guarantees. We further derive bounds on the label complexity, which refers to the number of samples whose labels are acquired to achieve a desired small level of SPO risk. Under some natural low-noise conditions, we show that these bounds can be better than the naive supervised learning approach that labels all samples. Furthermore, when using the SPO+ loss function, a specialized surrogate of the SPO loss, we derive a significantly smaller label complexity under separability conditions. We also present numerical evidence showing the practical value of our proposed algorithms in the settings of personalized pricing and the shortest path problem.
Multi-Tier Client Selection for Mobile Federated Learning Networks
Gao, Yulan, Zhao, Yansong, Yu, Han
Federated learning (FL), which addresses data privacy issues by training models on resource-constrained mobile devices in a distributed manner, has attracted significant research attention. However, the problem of optimizing FL client selection in mobile federated learning networks (MFLNs), where devices move in and out of each others' coverage and no FL server knows all the data owners, remains open. To bridge this gap, we propose a first-of-its-kind \underline{Soc}ially-aware \underline{Fed}erated \underline{C}lient \underline{S}election (SocFedCS) approach to minimize costs and train high-quality FL models. SocFedCS enriches the candidate FL client pool by enabling data owners to propagate FL task information through their local networks of trust, even as devices are moving into and out of each others' coverage. Based on Lyapunov optimization, we first transform this time-coupled problem into a step-by-step optimization problem. Then, we design a method based on alternating minimization and self-adaptive global best harmony search to solve this mixed-integer optimization problem. Extensive experiments comparing SocFedCS against five state-of-the-art approaches based on four real-world multimedia datasets demonstrate that it achieves 2.06\% higher test accuracy and 12.24\% lower cost on average than the best-performing baseline.
A Fused Gromov-Wasserstein Framework for Unsupervised Knowledge Graph Entity Alignment
Tang, Jianheng, Zhao, Kangfei, Li, Jia
Entity alignment is the task of identifying corresponding entities across different knowledge graphs (KGs). Although recent embedding-based entity alignment methods have shown significant advancements, they still struggle to fully utilize KG structural information. In this paper, we introduce FGWEA, an unsupervised entity alignment framework that leverages the Fused Gromov-Wasserstein (FGW) distance, allowing for a comprehensive comparison of entity semantics and KG structures within a joint optimization framework. To address the computational challenges associated with optimizing FGW, we devise a three-stage progressive optimization algorithm. It starts with a basic semantic embedding matching, proceeds to approximate cross-KG structural and relational similarity matching based on iterative updates of high-confidence entity links, and ultimately culminates in a global structural comparison between KGs. We perform extensive experiments on four entity alignment datasets covering 14 distinct KGs across five languages. Without any supervision or hyper-parameter tuning, FGWEA surpasses 21 competitive baselines, including cutting-edge supervised entity alignment methods. Our code is available at https://github.com/squareRoot3/FusedGW-Entity-Alignment.
MO-DEHB: Evolutionary-based Hyperband for Multi-Objective Optimization
Awad, Noor, Sharma, Ayushi, Muller, Philipp, Thomas, Janek, Hutter, Frank
Hyperparameter optimization (HPO) is a powerful technique for automating the tuning of machine learning (ML) models. However, in many real-world applications, accuracy is only one of multiple performance criteria that must be considered. Optimizing these objectives simultaneously on a complex and diverse search space remains a challenging task. In this paper, we propose MO-DEHB, an effective and flexible multi-objective (MO) optimizer that extends the recent evolutionary Hyperband method DEHB. We validate the performance of MO-DEHB using a comprehensive suite of 15 benchmarks consisting of diverse and challenging MO problems, including HPO, neural architecture search (NAS), and joint NAS and HPO, with objectives including accuracy, latency and algorithmic fairness. A comparative study against state-of-the-art MO optimizers demonstrates that MO-DEHB clearly achieves the best performance across our 15 benchmarks.
Fast Pareto Optimization Using Sliding Window Selection
Many real-world optimization problems face diminishing returns when adding additional elements to a solution and can be formulated in terms of a submodular function [1, 2]. Problems that can be stated in terms of a submodular function include classical combinatorial optimization problems such as the computation of a maximum coverage [3] or maximum cut [4] in graphs as well as regression problems arising in machine learning. Classical approximation algorithms for monotone submodular optimization problems under different types of constraints rely on greedy approaches which select elements with the largest benefit/cost gain according to the gain with respect to the given submodular function and the additional cost with respect to the given constraint [5, 2]. During the last years, evolutionary multi-objective algorithms have been shown to provide the same theoretical worst case performance guarantees on solution quality as the greedy approaches while clearly outperforming classical greedy approximation algorithms in practice [6, 7, 8, 9]. Results are obtained by means of rigorous runtime analysis (see [10, 11] for comprehensive overviews) which is a major tool for the analysis of evolutionary algorithms.
NUBO: A Transparent Python Package for Bayesian Optimisation
Diessner, Mike, Wilson, Kevin, Whalley, Richard D.
NUBO, short for Newcastle University Bayesian Optimisation, is a Bayesian optimisation framework for the optimisation of expensive-to-evaluate black-box functions, such as physical experiments and computer simulators. Bayesian optimisation is a cost-efficient optimisation strategy that uses surrogate modelling via Gaussian processes to represent an objective function and acquisition functions to guide the selection of candidate points to approximate the global optimum of the objective function. NUBO itself focuses on transparency and user experience to make Bayesian optimisation easily accessible to researchers from all disciplines. Clean and understandable code, precise references, and thorough documentation ensure transparency, while user experience is ensured by a modular and flexible design, easy-to-write syntax, and careful selection of Bayesian optimisation algorithms. NUBO allows users to tailor Bayesian optimisation to their specific problem by writing the optimisation loop themselves using the provided building blocks. It supports sequential single-point, parallel multi-point, and asynchronous optimisation of bounded, constrained, and/or mixed (discrete and continuous) parameter input spaces. Only algorithms and methods that are extensively tested and validated to perform well are included in NUBO. This ensures that the package remains compact and does not overwhelm the user with an unnecessarily large number of options. The package is written in Python but does not require expert knowledge of Python to optimise your simulators and experiments. NUBO is distributed as open-source software under the BSD 3-Clause licence.