Optimization
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.
Liver Infection Prediction Analysis using Machine Learning to Evaluate Analytical Performance in Neural Networks by Optimization Techniques
Deivendran, P., Selvakanmani, S., Jegadeesan, S., Kumar, V. Vinoth
Liver infection is a common disease, which poses a great threat to human health, but there is still able to identify an optimal technique that can be used on large-level screening. This paper deals with ML algorithms using different data sets and predictive analyses. Therefore, machine ML can be utilized in different diseases for integrating a piece of pattern for visualization. This paper deals with various machine learning algorithms on different liver illness datasets to evaluate the analytical performance using different types of parameters and optimization techniques. The selected classification algorithms analyze the difference in results and find out the most excellent categorization models for liver disease. Machine learning optimization is the procedure of modifying hyperparameters in arrange to employ one of the optimization approaches to minimise the cost function. To set the hyperparameter, include a number of Phosphotase,Direct Billirubin, Protiens, Albumin and Albumin Globulin. Since it describes the difference linking the predictable parameter's true importance and the model's prediction, it is crucial to minimise the cost function.
Planning a Community Approach to Diabetes Care in Low- and Middle-Income Countries Using Optimization
Adams, Katherine B., Boutilier, Justin J., Deo, Sarang, Mintz, Yonatan
Diabetes is a global health priority, especially in low- and-middle-income countries, where over 50% of premature deaths are attributed to high blood glucose. Several studies have demonstrated the feasibility of using Community Health Worker (CHW) programs to provide affordable and culturally tailored solutions for early detection and management of diabetes. Yet, scalable models to design and implement CHW programs while accounting for screening, management, and patient enrollment decisions have not been proposed. We introduce an optimization framework to determine personalized CHW visits that maximize glycemic control at a community-level. Our framework explicitly models the trade-off between screening new patients and providing management visits to individuals who are already enrolled in treatment. We account for patients' motivational states, which affect their decisions to enroll or drop out of treatment and, therefore, the effectiveness of the intervention. We incorporate these decisions by modeling patients as utility-maximizing agents within a bi-level provider problem that we solve using approximate dynamic programming. By estimating patients' health and motivational states, our model builds visit plans that account for patients' tradeoffs when deciding to enroll in treatment, leading to reduced dropout rates and improved resource allocation. We apply our approach to generate CHW visit plans using operational data from a social enterprise serving low-income neighborhoods in urban areas of India. Through extensive simulation experiments, we find that our framework requires up to 73.4% less capacity than the best naive policy to achieve the same performance in terms of glycemic control. Our experiments also show that our solution algorithm can improve upon naive policies by up to 124.5% using the same CHW capacity.
Improving Adversarial Robustness via Joint Classification and Multiple Explicit Detection Classes
Baharlouei, Sina, Sheikholeslami, Fatemeh, Razaviyayn, Meisam, Kolter, Zico
This work concerns the development of deep networks that are certifiably robust to adversarial attacks. Joint robust classification-detection was recently introduced as a certified defense mechanism, where adversarial examples are either correctly classified or assigned to the "abstain" class. In this work, we show that such a provable framework can benefit by extension to networks with multiple explicit abstain classes, where the adversarial examples are adaptively assigned to those. We show that naively adding multiple abstain classes can lead to "model degeneracy", then we propose a regularization approach and a training method to counter this degeneracy by promoting full use of the multiple abstain classes. Our experiments demonstrate that the proposed approach consistently achieves favorable standard vs. robust verified accuracy tradeoffs, outperforming state-of-the-art algorithms for various choices of number of abstain classes.
Non-Euclidean Motion Planning with Graphs of Geodesically-Convex Sets
Cohn, Thomas, Petersen, Mark, Simchowitz, Max, Tedrake, Russ
Computing optimal, collision-free trajectories for high-dimensional systems is a challenging problem. Sampling-based planners struggle with the dimensionality, whereas trajectory optimizers may get stuck in local minima due to inherent nonconvexities in the optimization landscape. The use of mixed-integer programming to encapsulate these nonconvexities and find globally optimal trajectories has recently shown great promise, thanks in part to tight convex relaxations and efficient approximation strategies that greatly reduce runtimes. These approaches were previously limited to Euclidean configuration spaces, precluding their use with mobile bases or continuous revolute joints. In this paper, we handle such scenarios by modeling configuration spaces as Riemannian manifolds, and we describe a reduction procedure for the zero-curvature case to a mixed-integer convex optimization problem. We demonstrate our results on various robot platforms, including producing efficient collision-free trajectories for a PR2 bimanual mobile manipulator.
Efficiently Escaping Saddle Points in Bilevel Optimization
Huang, Minhui, Chen, Xuxing, Ji, Kaiyi, Ma, Shiqian, Lai, Lifeng
Bilevel optimization is one of the fundamental problems in machine learning and optimization. Recent theoretical developments in bilevel optimization focus on finding the first-order stationary points for nonconvex-strongly-convex cases. In this paper, we analyze algorithms that can escape saddle points in nonconvex-strongly-convex bilevel optimization. Specifically, we show that the perturbed approximate implicit differentiation (AID) with a warm start strategy finds $\epsilon$-approximate local minimum of bilevel optimization in $\tilde{O}(\epsilon^{-2})$ iterations with high probability. Moreover, we propose an inexact NEgative-curvature-Originated-from-Noise Algorithm (iNEON), a pure first-order algorithm that can escape saddle point and find local minimum of stochastic bilevel optimization. As a by-product, we provide the first nonasymptotic analysis of perturbed multi-step gradient descent ascent (GDmax) algorithm that converges to local minimax point for minimax problems.
Convergence of a Normal Map-based Prox-SGD Method under the KL Inequality
In this paper, we present a novel stochastic normal map-based algorithm ($\mathsf{norM}\text{-}\mathsf{SGD}$) for nonconvex composite-type optimization problems and discuss its convergence properties. Using a time window-based strategy, we first analyze the global convergence behavior of $\mathsf{norM}\text{-}\mathsf{SGD}$ and it is shown that every accumulation point of the generated sequence of iterates $\{\boldsymbol{x}^k\}_k$ corresponds to a stationary point almost surely and in an expectation sense. The obtained results hold under standard assumptions and extend the more limited convergence guarantees of the basic proximal stochastic gradient method. In addition, based on the well-known Kurdyka-{\L}ojasiewicz (KL) analysis framework, we provide novel point-wise convergence results for the iterates $\{\boldsymbol{x}^k\}_k$ and derive convergence rates that depend on the underlying KL exponent $\boldsymbol{\theta}$ and the step size dynamics $\{\alpha_k\}_k$. Specifically, for the popular step size scheme $\alpha_k=\mathcal{O}(1/k^\gamma)$, $\gamma \in (\frac23,1]$, (almost sure) rates of the form $\|\boldsymbol{x}^k-\boldsymbol{x}^*\| = \mathcal{O}(1/k^p)$, $p \in (0,\frac12)$, can be established. The obtained rates are faster than related and existing convergence rates for $\mathsf{SGD}$ and improve on the non-asymptotic complexity bounds for $\mathsf{norM}\text{-}\mathsf{SGD}$.
Reducing Two-Way Ranging Variance by Signal-Timing Optimization
Shalaby, Mohammed Ayman, Cossette, Charles Champagne, Forbes, James Richard, Ny, Jerome Le
Time-of-flight-based ranging among transceivers with different clocks requires protocols that accommodate varying rates of the clocks. Double-sided two-way ranging (DS-TWR) is widely adopted as a standard protocol due to its accuracy; however, the precision of DS-TWR has not been clearly addressed. In this paper, an analytical model of the variance of DS-TWR is derived as a function of the user-programmed response delays, which is then compared to the Cramer-Rao Lower Bound (CRLB). This is then used to formulate an an optimization problem over the response delays in order to maximize the information gained from range measurements. The derived analytical variance model and optimized protocol are validated experimentally with 2 ranging UWB transceivers, where 29 million range measurements are collected.
Non-iterative generation of an optimal mesh for a blade passage using deep reinforcement learning
Kim, Innyoung, Kim, Sejin, You, Donghyun
A method using deep reinforcement learning (DRL) to non-iteratively generate an optimal mesh for an arbitrary blade passage is developed. Despite automation in mesh generation using either an empirical approach or an optimization algorithm, repeated tuning of meshing parameters is still required for a new geometry. The method developed herein employs a DRL-based multi-condition optimization technique to define optimal meshing parameters as a function of the blade geometry, attaining automation, minimization of human intervention, and computational efficiency. The meshing parameters are optimized by training an elliptic mesh generator which generates a structured mesh for a blade passage with an arbitrary blade geometry. During each episode of the DRL process, the mesh generator is trained to produce an optimal mesh for a randomly selected blade passage by updating the meshing parameters until the mesh quality, as measured by the ratio of determinants of the Jacobian matrices and the skewness, reaches the highest level. Once the training is completed, the mesh generator create an optimal mesh for a new arbitrary blade passage in a single try without an repetitive process for the parameter tuning for mesh generation from the scratch. The effectiveness and robustness of the proposed method are demonstrated through the generation of meshes for various blade passages.
One-shot Federated Learning without Server-side Training
Su, Shangchao, Li, Bin, Xue, Xiangyang
Federated Learning (FL) has recently made significant progress as a new machine learning paradigm for privacy protection. Due to the high communication cost of traditional FL, one-shot federated learning is gaining popularity as a way to reduce communication cost between clients and the server. Most of the existing one-shot FL methods are based on Knowledge Distillation; however, {distillation based approach requires an extra training phase and depends on publicly available data sets or generated pseudo samples.} In this work, we consider a novel and challenging cross-silo setting: performing a single round of parameter aggregation on the local models without server-side training. In this setting, we propose an effective algorithm for Model Aggregation via Exploring Common Harmonized Optima (MA-Echo), which iteratively updates the parameters of all local models to bring them close to a common low-loss area on the loss surface, without harming performance on their own data sets at the same time. Compared to the existing methods, MA-Echo can work well even in extremely non-identical data distribution settings where the support categories of each local model have no overlapped labels with those of the others. We conduct extensive experiments on two popular image classification data sets to compare the proposed method with existing methods and demonstrate the effectiveness of MA-Echo, which clearly outperforms the state-of-the-arts. The source code can be accessed in \url{https://github.com/FudanVI/MAEcho}.