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 Optimization


Alternating Differentiation for Optimization Layers

arXiv.org Artificial Intelligence

The idea of embedding optimization problems into deep neural networks as optimization layers to encode constraints and inductive priors has taken hold in recent years. Most existing methods focus on implicitly differentiating Karush-Kuhn-Tucker (KKT) conditions in a way that requires expensive computations on the Jacobian matrix, which can be slow and memory-intensive. In this paper, we developed a new framework, named Alternating Differentiation (Alt-Diff), that differentiates optimization problems (here, specifically in the form of convex optimization problems with polyhedral constraints) in a fast and recursive way. Alt-Diff decouples the differentiation procedure into a primal update and a dual update in an alternating way. Accordingly, Alt-Diff substantially decreases the dimensions of the Jacobian matrix especially for optimization with large-scale constraints and thus increases the computational speed of implicit differentiation. We show that the gradients obtained by Alt-Diff are consistent with those obtained by differentiating KKT conditions. In addition, we propose to truncate Alt-Diff to further accelerate the computational speed. Under some standard assumptions, we show that the truncation error of gradients is upper bounded by the same order of variables' estimation error. Therefore, Alt-Diff can be truncated to further increase computational speed without sacrificing much accuracy. A series of comprehensive experiments validate the superiority of Alt-Diff.


Sample-Efficient and Surrogate-Based Design Optimization of Underwater Vehicle Hulls

arXiv.org Artificial Intelligence

Physics simulations are a computational bottleneck in computer-aided design (CAD) optimization processes. Hence, in order to make accurate (computationally expensive) simulations feasible for use in design optimization, one requires either an optimization framework that is highly sample-efficient or fast data-driven proxies (surrogate models) for long running simulations. In this work, we leverage recent advances in optimization and artificial intelligence (AI) to address both of these potential solutions, in the context of designing an optimal unmanned underwater vehicle (UUV). We first investigate and compare the sample efficiency and convergence behavior of different optimization techniques with a standard computational fluid dynamics (CFD) solver in the optimization loop. We then develop a deep neural network (DNN) based surrogate model to approximate drag forces that would otherwise be computed via direct numerical simulation with the CFD solver. The surrogate model is in turn used in the optimization loop of the hull design. Our study finds that the Bayesian Optimization Lower Condition Bound (BO LCB) algorithm is the most sample-efficient optimization framework and has the best convergence behavior of those considered. Subsequently, we show that our DNN-based surrogate model predicts drag force on test data in tight agreement with CFD simulations, with a mean absolute percentage error (MAPE) of 1.85%. Combining these results, we demonstrate a two-orders-of-magnitude speedup (with comparable accuracy) for the design optimization process when the surrogate model is used. To our knowledge, this is the first study applying Bayesian optimization and DNN-based surrogate modeling to the problem of UUV design optimization, and we share our developments as open-source software.


ExCalibR: Expected Calibration of Recommendations

arXiv.org Artificial Intelligence

In many recommender systems and search problems, presenting a well balanced set of results can be an important goal in addition to serving highly relevant content. For example, in a movie recommendation system, it may be helpful to achieve a certain balance of different genres, likewise, it may be important to balance between highly popular versus highly personalized shows. Such balances could be thought across many categories and may be required for enhanced user experience, business considerations, fairness objectives etc. In this paper, we consider the problem of calibrating with respect to any given categories over items. We propose a way to balance a trade-off between relevance and calibration via a Linear Programming optimization problem where we learn a doubly stochastic matrix to achieve optimal balance in expectation. We then realize the learned policy using the Birkhoff-von Neumann decomposition of a doubly stochastic matrix. Several optimizations are considered over the proposed basic approach to make it fast. The experiments show that the proposed formulation can achieve a much better trade-off compared to many other baselines. This paper does not prescribe the exact categories to calibrate over (such as genres) universally for applications. This is likely dependent on the particular task or business objective. The main contribution of the paper is that it proposes a framework that can be applied to a variety of problems and demonstrates the efficacy of the proposed method using a few use-cases.


Joint Client Assignment and UAV Route Planning for Indirect-Communication Federated Learning

arXiv.org Artificial Intelligence

Federated Learning (FL) is a machine learning approach that enables the creation of shared models for powerful applications while allowing data to remain on devices. This approach provides benefits such as improved data privacy, security, and reduced latency. However, in some systems, direct communication between clients and servers may not be possible, such as remote areas without proper communication infrastructure. To overcome this challenge, a new framework called FedEx (Federated Learning via Model Express Delivery) is proposed. This framework employs mobile transporters, such as UAVs, to establish indirect communication channels between the server and clients. These transporters act as intermediaries and allow for model information exchange. The use of indirect communication presents new challenges for convergence analysis and optimization, as the delay introduced by the transporters' movement creates issues for both global model dissemination and local model collection. To address this, two algorithms, FedEx-Sync and FedEx-Async, are proposed for synchronized and asynchronized learning at the transporter level. Additionally, a bi-level optimization algorithm is proposed to solve the joint client assignment and route planning problem. Experimental validation using two public datasets in a simulated network demonstrates consistent results with the theory, proving the efficacy of FedEx.


Equivariant quantum circuits for learning on weighted graphs

arXiv.org Artificial Intelligence

Variational quantum algorithms are the leading candidate for advantage on near-term quantum hardware. When training a parametrized quantum circuit in this setting to solve a specific problem, the choice of ansatz is one of the most important factors that determines the trainability and performance of the algorithm. In quantum machine learning (QML), however, the literature on ansatzes that are motivated by the training data structure is scarce. In this work, we introduce an ansatz for learning tasks on weighted graphs that respects an important graph symmetry, namely equivariance under node permutations. We evaluate the performance of this ansatz on a complex learning task, namely neural combinatorial optimization, where a machine learning model is used to learn a heuristic for a combinatorial optimization problem. We analytically and numerically study the performance of our model, and our results strengthen the notion that symmetry-preserving ansatzes are a key to success in QML.


Memory-Based Optimization Methods for Model-Agnostic Meta-Learning and Personalized Federated Learning

arXiv.org Artificial Intelligence

In recent years, model-agnostic meta-learning (MAML) has become a popular research area. However, the stochastic optimization of MAML is still underdeveloped. Existing MAML algorithms rely on the "episode" idea by sampling a few tasks and data points to update the meta-model at each iteration. Nonetheless, these algorithms either fail to guarantee convergence with a constant mini-batch size or require processing a large number of tasks at every iteration, which is unsuitable for continual learning or cross-device federated learning where only a small number of tasks are available per iteration or per round. To address these issues, this paper proposes memory-based stochastic algorithms for MAML that converge with vanishing error. The proposed algorithms require sampling a constant number of tasks and data samples per iteration, making them suitable for the continual learning scenario. Moreover, we introduce a communication-efficient memory-based MAML algorithm for personalized federated learning in cross-device (with client sampling) and cross-silo (without client sampling) settings. Our theoretical analysis improves the optimization theory for MAML, and our empirical results corroborate our theoretical findings. Interested readers can access our code at https://github.com/bokun-wang/moml.


A New Inexact Proximal Linear Algorithm with Adaptive Stopping Criteria for Robust Phase Retrieval

arXiv.org Artificial Intelligence

This paper considers the robust phase retrieval problem, which can be cast as a nonsmooth and nonconvex optimization problem. We propose a new inexact proximal linear algorithm with the subproblem being solved inexactly. Our contributions are two adaptive stopping criteria for the subproblem. The convergence behavior of the proposed methods is analyzed. Through experiments on both synthetic and real datasets, we demonstrate that our methods are much more efficient than existing methods, such as the original proximal linear algorithm and the subgradient method.


Causal Semantic Communication for Digital Twins: A Generalizable Imitation Learning Approach

arXiv.org Artificial Intelligence

A digital twin (DT) leverages a virtual representation of the physical world, along with communication (e.g., 6G), computing (e.g., edge computing), and artificial intelligence (AI) technologies to enable many connected intelligence services. In order to handle the large amounts of network data based on digital twins (DTs), wireless systems can exploit the paradigm of semantic communication (SC) for facilitating informed decision-making under strict communication constraints by utilizing AI techniques such as causal reasoning. In this paper, a novel framework called causal semantic communication (CSC) is proposed for DT-based wireless systems. The CSC system is posed as an imitation learning (IL) problem, where the transmitter, with access to optimal network control policies using a DT, teaches the receiver using SC over a bandwidth limited wireless channel how to improve its knowledge to perform optimal control actions. The causal structure in the source data is extracted using novel approaches from the framework of deep end-to-end causal inference, thereby enabling the creation of a semantic representation that is causally invariant, which in turn helps generalize the learned knowledge of the system to unseen scenarios. The CSC decoder at the receiver is designed to extract and estimate semantic information while ensuring high semantic reliability. The receiver control policies, semantic decoder, and causal inference are formulated as a bi-level optimization problem within a variational inference framework. This problem is solved using a novel concept called network state models, inspired from world models in generative AI, that faithfully represents the environment dynamics leading to data generation. Simulation results demonstrate that the proposed CSC system outperforms state-of-the-art SC systems by achieving better semantic reliability and reduced semantic representation.


Solving relaxations of MAP-MRF problems: Combinatorial in-face Frank-Wolfe directions

arXiv.org Artificial Intelligence

We consider the problem of solving LP relaxations of MAP-MRF inference problems, and in particular the method proposed recently in (Swoboda, Kolmogorov 2019; Kolmogorov, Pock 2021). As a key computational subroutine, it uses a variant of the Frank-Wolfe (FW) method to minimize a smooth convex function over a combinatorial polytope. We propose an efficient implementation of this subproutine based on in-face Frank-Wolfe directions, introduced in (Freund et al. 2017) in a different context. More generally, we define an abstract data structure for a combinatorial subproblem that enables in-face FW directions, and describe its specialization for tree-structured MAP-MRF inference subproblems. Experimental results indicate that the resulting method is the current state-of-art LP solver for some classes of problems. Our code is available at https://pub.ist.ac.at/~vnk/papers/IN-FACE-FW.html.


Retrieval-based Controllable Molecule Generation

arXiv.org Artificial Intelligence

Generating new molecules with specified chemical and biological properties via generative models has emerged as a promising direction for drug discovery. However, existing methods require extensive training/fine-tuning with a large dataset, often unavailable in real-world generation tasks. In this work, we propose a new retrieval-based framework for controllable molecule generation. We use a small set of exemplar molecules, i.e., those that (partially) satisfy the design criteria, to steer the pre-trained generative model towards synthesizing molecules that satisfy the given design criteria. We design a retrieval mechanism that retrieves and fuses the exemplar molecules with the input molecule, which is trained by a new self-supervised objective that predicts the nearest neighbor of the input molecule. We also propose an iterative refinement process to dynamically update the generated molecules and retrieval database for better generalization. Our approach is agnostic to the choice of generative models and requires no task-specific fine-tuning. On various tasks ranging from simple design criteria to a challenging real-world scenario for designing lead compounds that bind to the SARS-CoV-2 main protease, we demonstrate our approach extrapolates well beyond the retrieval database, and achieves better performance and wider applicability than previous methods. Code is available at https://github.com/NVlabs/RetMol.