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 Optimization


Improving Pareto Front Learning via Multi-Sample Hypernetworks

arXiv.org Artificial Intelligence

Pareto Front Learning (PFL) was recently introduced as an effective approach to obtain a mapping function from a given trade-off vector to a solution on the Pareto front, which solves the multi-objective optimization (MOO) problem. Due to the inherent trade-off between conflicting objectives, PFL offers a flexible approach in many scenarios in which the decision makers can not specify the preference of one Pareto solution over another, and must switch between them depending on the situation. However, existing PFL methods ignore the relationship between the solutions during the optimization process, which hinders the quality of the obtained front. To overcome this issue, we propose a novel PFL framework namely PHN-HVI, which employs a hypernetwork to generate multiple solutions from a set of diverse trade-off preferences and enhance the quality of the Pareto front by maximizing the Hypervolume indicator defined by these solutions. The experimental results on several MOO machine learning tasks show that the proposed framework significantly outperforms the baselines in producing the trade-off Pareto front.


Falsification of Learning-Based Controllers through Multi-Fidelity Bayesian Optimization

arXiv.org Artificial Intelligence

Simulation-based falsification is a practical testing method to increase confidence that the system will meet safety requirements. Because full-fidelity simulations can be computationally demanding, we investigate the use of simulators with different levels of fidelity. As a first step, we express the overall safety specification in terms of environmental parameters and structure this safety specification as an optimization problem. We propose a multi-fidelity falsification framework using Bayesian optimization, which is able to determine at which level of fidelity we should conduct a safety evaluation in addition to finding possible instances from the environment that cause the system to fail. This method allows us to automatically switch between inexpensive, inaccurate information from a low-fidelity simulator and expensive, accurate information from a high-fidelity simulator in a cost-effective way. Our experiments on various environments in simulation demonstrate that multi-fidelity Bayesian optimization has falsification performance comparable to single-fidelity Bayesian optimization but with much lower cost.


A Stochastic-Gradient-based Interior-Point Algorithm for Solving Smooth Bound-Constrained Optimization Problems

arXiv.org Artificial Intelligence

The interior-point methodology is one of the most effective approaches for solving continuous constrained optimization problems. In the context of (deterministic) derivative-based algorithmic strategies, interiorpoint methods offer convergence guarantees from remote starting points [11, 21, 27], and in both convex and nonconvex settings such algorithms can offer good worst-case iteration complexity properties [7, 21]. Furthermore, many of the most popular software packages for solving large-scale continuous optimization problems are based on interior-point methods [1, 11, 24, 25, 26, 27], and these have been used to great effect for many years. Despite the extensive literature on theoretical and practical benefits of interior-point methods in the context of (deterministic) derivative-based algorithms for solving (non)convex optimization problems, to the best of our knowledge there has not yet been one that has been shown rigorously to offer convergence guarantees when neither function nor derivative evaluations are available, and instead only stochastic gradient estimates are employed.


Enhancing Supply Chain Resilience: A Machine Learning Approach for Predicting Product Availability Dates Under Disruption

arXiv.org Artificial Intelligence

The COVID 19 pandemic and ongoing political and regional conflicts have a highly detrimental impact on the global supply chain, causing significant delays in logistics operations and international shipments. One of the most pressing concerns is the uncertainty surrounding the availability dates of products, which is critical information for companies to generate effective logistics and shipment plans. Therefore, accurately predicting availability dates plays a pivotal role in executing successful logistics operations, ultimately minimizing total transportation and inventory costs. We investigate the prediction of product availability dates for General Electric (GE) Gas Power's inbound shipments for gas and steam turbine service and manufacturing operations, utilizing both numerical and categorical features. We evaluate several regression models, including Simple Regression, Lasso Regression, Ridge Regression, Elastic Net, Random Forest (RF), Gradient Boosting Machine (GBM), and Neural Network models. Based on real world data, our experiments demonstrate that the tree based algorithms (i.e., RF and GBM) provide the best generalization error and outperforms all other regression models tested. We anticipate that our prediction models will assist companies in managing supply chain disruptions and reducing supply chain risks on a broader scale.


Musical Voice Separation as Link Prediction: Modeling a Musical Perception Task as a Multi-Trajectory Tracking Problem

arXiv.org Artificial Intelligence

This paper targets the perceptual task of separating the different interacting voices, i.e., monophonic melodic streams, in a polyphonic musical piece. We target symbolic music, where notes are explicitly encoded, and model this task as a Multi-Trajectory Tracking (MTT) problem from discrete observations, i.e., notes in a pitch-time space. Our approach builds a graph from a musical piece, by creating one node for every note, and separates the melodic trajectories by predicting a link between two notes if they are consecutive in the same voice/stream. This kind of local, greedy prediction is made possible by node embeddings created by a heterogeneous graph neural network that can capture inter- and intra-trajectory information. Furthermore, we propose a new regularization loss that encourages the output to respect the MTT premise of at most one incoming and one outgoing link for every node, favouring monophonic (voice) trajectories; this loss function might also be useful in other general MTT scenarios. Our approach does not use domain-specific heuristics, is scalable to longer sequences and a higher number of voices, and can handle complex cases such as voice inversions and overlaps. We reach new state-of-the-art results for the voice separation task in classical music of different styles.


MultiZenoTravel: a Tunable Benchmark for Multi-Objective Planning with Known Pareto Front

arXiv.org Artificial Intelligence

Multi-objective AI planning suffers from a lack of benchmarks exhibiting known Pareto Fronts. In this work, we propose a tunable benchmark generator, together with a dedicated solver that provably computes the true Pareto front of the resulting instances. First, we prove a proposition allowing us to characterize the optimal plans for a constrained version of the problem, and then show how to reduce the general problem to the constrained one. Second, we provide a constructive way to find all the Pareto-optimal plans and discuss the complexity of the algorithm. We provide an implementation that allows the solver to handle realistic instances in a reasonable time. Finally, as a practical demonstration, we used this solver to find all Pareto-optimal plans between the two largest airports in the world, considering the routes between the 50 largest airports, spherical distances between airports and a made-up risk.


Automating Rigid Origami Design

arXiv.org Artificial Intelligence

Rigid origami has shown potential in large diversity of practical applications. However, current rigid origami crease pattern design mostly relies on known tessellations. This strongly limits the diversity and novelty of patterns that can be created. In this work, we build upon the recently developed principle of three units method to formulate rigid origami design as a discrete optimization problem, the rigid origami game. Our implementation allows for a simple definition of diverse objectives and thereby expands the potential of rigid origami further to optimized, application-specific crease patterns. We showcase the flexibility of our formulation through use of a diverse set of search methods in several illustrative case studies. We are not only able to construct various patterns that approximate given target shapes, but to also specify abstract, function-based rewards which result in novel, foldable and functional designs for everyday objects.


Comparison of Optimization-Based Methods for Energy-Optimal Quadrotor Motion Planning

arXiv.org Artificial Intelligence

Quadrotors are agile flying robots that are challenging to control. Considering the full dynamics of quadrotors during motion planning is crucial to achieving good solution quality and small tracking errors during flight. Optimization-based methods scale well with high-dimensional state spaces and can handle dynamic constraints directly, therefore they are often used in these scenarios. The resulting optimization problem is notoriously difficult to solve due to its nonconvex constraints. In this work, we present an analysis of four solvers for nonlinear trajectory optimization (KOMO, direct collocation with SCvx, direct collocation with CasADi, Crocoddyl) and evaluate their performance in scenarios where the solvers are tasked to find minimum-effort solutions to geometrically complex problems and problems requiring highly dynamic solutions. Benchmarking these methods helps to determine the best algorithm structures for these kinds of problems.


Robust Incremental Smoothing and Mapping (riSAM)

arXiv.org Artificial Intelligence

This paper presents a method for robust optimization for online incremental Simultaneous Localization and Mapping (SLAM). Due to the NP-Hardness of data association in the presence of perceptual aliasing, tractable (approximate) approaches to data association will produce erroneous measurements. We require SLAM back-ends that can converge to accurate solutions in the presence of outlier measurements while meeting online efficiency constraints. Existing robust SLAM methods either remain sensitive to outliers, become increasingly sensitive to initialization, or fail to provide online efficiency. We present the robust incremental Smoothing and Mapping (riSAM) algorithm, a robust back-end optimizer for incremental SLAM based on Graduated Non-Convexity. We demonstrate on benchmarking datasets that our algorithm achieves online efficiency, outperforms existing online approaches, and matches or improves the performance of existing offline methods.


Fairness Uncertainty Quantification: How certain are you that the model is fair?

arXiv.org Artificial Intelligence

Fairness-aware machine learning has garnered significant attention in recent years because of extensive use of machine learning in sensitive applications like judiciary systems. Various heuristics, and optimization frameworks have been proposed to enforce fairness in classification \cite{del2020review} where the later approaches either provides empirical results or provides fairness guarantee for the exact minimizer of the objective function \cite{celis2019classification}. In modern machine learning, Stochastic Gradient Descent (SGD) type algorithms are almost always used as training algorithms implying that the learned model, and consequently, its fairness properties are random. Hence, especially for crucial applications, it is imperative to construct Confidence Interval (CI) for the fairness of the learned model. In this work we provide CI for test unfairness when a group-fairness-aware, specifically, Disparate Impact (DI), and Disparate Mistreatment (DM) aware linear binary classifier is trained using online SGD-type algorithms. We show that asymptotically a Central Limit Theorem holds for the estimated model parameter of both DI and DM-aware models. We provide online multiplier bootstrap method to estimate the asymptotic covariance to construct online CI. To do so, we extend the known theoretical guarantees shown on the consistency of the online bootstrap method for unconstrained SGD to constrained optimization which could be of independent interest. We illustrate our results on synthetic and real datasets.