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 Optimization


Quantifying and Explaining Machine Learning Uncertainty in Predictive Process Monitoring: An Operations Research Perspective

arXiv.org Artificial Intelligence

In today's highly competitive and complex business environment, organizations are under constant pressure to optimize their performance and decision-making processes. According to Herbert Simon, enhancing organizational performance relies on effectively channeling finite human attention towards critical data for decision-making, necessitating the integration of information systems (IS), artificial intelligence (AI) and operations research (OR) insights [1]. Recent OR research provides evidence in support of this proposition, as the discipline has witnessed a transformation due to the abundant availability of rich and voluminous data from various sources coupled with advances in machine learning [2]. As of late, heightened academic attention has been devoted to prescriptive analytics, a discipline that suggests combining the results of predictive analytics with optimization techniques in a probabilistic framework to generate responsive, automated, restricted, time-sensitive, and ideal decisions [3]. The confluence of AI and OR is evident due to their interdependent and complementary nature, as both disciplines strive to augment decision-making processes through computational and mathematical methodologies [4].


Generalized Policy Improvement Algorithms with Theoretically Supported Sample Reuse

arXiv.org Artificial Intelligence

Data-driven, learning-based control methods offer the potential to improve operations in complex systems, and model-free deep reinforcement learning represents a popular approach to data-driven control. However, existing classes of algorithms present a trade-off between two important deployment requirements for real-world control: (i) practical performance guarantees and (ii) data efficiency. Off-policy algorithms make efficient use of data through sample reuse but lack theoretical guarantees, while on-policy algorithms guarantee approximate policy improvement throughout training but suffer from high sample complexity. In order to balance these competing goals, we develop a class of Generalized Policy Improvement algorithms that combines the policy improvement guarantees of on-policy methods with the efficiency of sample reuse. We demonstrate the benefits of this new class of algorithms through extensive experimental analysis on a variety of continuous control tasks from the DeepMind Control Suite.


Fair Influence Maximization in Large-scale Social Networks Based on Attribute-aware Reverse Influence Sampling

Journal of Artificial Intelligence Research

Influence maximization is the problem of finding a set of seed nodes in the network that maximizes the influence spread, which has become an important topic in social network analysis. Conventional influence maximization algorithms cause โ€œunfair" influence spread among different groups in the population, which could lead to severe bias in public opinion dissemination and viral marketing. To address this issue, we formulate the fair influence maximization problem concerning the trade-off between influence maximization and group fairness. For the purpose of solving the fair influence maximization problem in large-scale social networks efficiently, we propose a novel attribute-based reverse influence sampling (ABRIS) framework. This framework intends to estimate influence in specific groups with guarantee through an attribute-based hypergraph so that we can select seed nodes strategically. Therefore, under the ABRIS framework, we design two different node selection algorithms, ABRIS-G and ABRIS-T. ABRIS-G selects nodes in a greedy scheduling way. ABRIS-T adopts a two-phase node selection method. These algorithms run efficiently and achieve a good trade-off between influence maximization and group fairness. Extensive experiments on six real-world social networks show that our algorithms significantly outperform the state-of-the-art approaches. This article appears in the AI & Society track.


Nonlinear MPC for Full-Pose Manipulation of a Cable-Suspended Load using Multiple UAVs

arXiv.org Artificial Intelligence

Abstract-- In this work, we propose a centralized control method based on nonlinear model predictive control to let multiple UAVs manipulate the full pose of an object via cables. At the best of the authors knowledge this is the first method that takes into account the full nonlinear model of the load-UAV system, and ensures all the feasibility constraints concerning the UAV maximumum and minimum thrusts, the collision avoidance between the UAVs, cables and load, and the tautness and maximum tension of the cables. By taking into account the above factors, the proposed control algorithm can fully exploit the performance of UAVs and facilitate the speed of operation. Simulations are conducted to validate the algorithm to achieve fast and safe manipulation of the pose of a rigid-body payload using multiple UAVs. Most pieces of research regard mechanical design, using multiple UAVs to transport and the load as a point mass [5]-[10], with several exceptions manipulate a cable-suspended load is a significantly cheaper using a bar-shape load [11]-[13]. To carry a heavy point and more promising solution.


AutoMLBench: A Comprehensive Experimental Evaluation of Automated Machine Learning Frameworks

arXiv.org Artificial Intelligence

With the booming demand for machine learning applications, it has been recognized that the number of knowledgeable data scientists can not scale with the growing data volumes and application needs in our digital world. In response to this demand, several automated machine learning (AutoML) frameworks have been developed to fill the gap of human expertise by automating the process of building machine learning pipelines. Each framework comes with different heuristics-based design decisions. In this study, we present a comprehensive evaluation and comparison of the performance characteristics of six popular AutoML frameworks, namely, AutoWeka, AutoSKlearn, TPOT, Recipe, ATM, and SmartML, across 100 data sets from established AutoML benchmark suites. Our experimental evaluation considers different aspects for its comparison, including the performance impact of several design decisions, including time budget, size of search space, meta-learning, and ensemble construction. The results of our study reveal various interesting insights that can significantly guide and impact the design of AutoML frameworks.


Enhancing Constraint Programming via Supervised Learning for Job Shop Scheduling

arXiv.org Artificial Intelligence

Constraint programming (CP) is a powerful technique for solving constraint satisfaction and optimization problems. In CP solvers, the variable ordering strategy used to select which variable to explore first in the solving process has a significant impact on solver effectiveness. To address this issue, we propose a novel variable ordering strategy based on supervised learning, which we evaluate in the context of job shop scheduling problems. Our learning-based methods predict the optimal solution of a problem instance and use the predicted solution to order variables for CP solvers. \added[]{Unlike traditional variable ordering methods, our methods can learn from the characteristics of each problem instance and customize the variable ordering strategy accordingly, leading to improved solver performance.} Our experiments demonstrate that training machine learning models is highly efficient and can achieve high accuracy. Furthermore, our learned variable ordering methods perform competitively when compared to four existing methods. Finally, we demonstrate that hybridising the machine learning-based variable ordering methods with traditional domain-based methods is beneficial.


Curvature-Aware Derivative-Free Optimization

arXiv.org Artificial Intelligence

The paper discusses derivative-free optimization (DFO), which involves minimizing a function without access to gradients or directional derivatives, only function evaluations. Classical DFO methods, which mimic gradient-based methods, such as Nelder-Mead and direct search have limited scalability for high-dimensional problems. Zeroth-order methods have been gaining popularity due to the demands of large-scale machine learning applications, and the paper focuses on the selection of the step size $\alpha_k$ in these methods. The proposed approach, called Curvature-Aware Random Search (CARS), uses first- and second-order finite difference approximations to compute a candidate $\alpha_{+}$. We prove that for strongly convex objective functions, CARS converges linearly provided that the search direction is drawn from a distribution satisfying very mild conditions. We also present a Cubic Regularized variant of CARS, named CARS-CR, which converges in a rate of $\mathcal{O}(k^{-1})$ without the assumption of strong convexity. Numerical experiments show that CARS and CARS-CR match or exceed the state-of-the-arts on benchmark problem sets.


Recent Advances in Modeling and Control of Epidemics using a Mean Field Approach

arXiv.org Artificial Intelligence

Modeling and control of epidemics such as the novel Corona virus have assumed paramount importance at a global level. A natural and powerful dynamical modeling framework to use in this context is a continuous time Markov decision process (CTMDP) that encompasses classical compartmental paradigms such as the Susceptible-Infected-Recovered (SIR) model. The challenges with CTMDP based models motivate the need for a more efficient approach and the mean field approach offers an effective alternative. The mean field approach computes the collective behavior of a dynamical system comprising numerous interacting nodes (where nodes represent individuals in the population). This paper (a) presents an overview of the mean field approach to epidemic modeling and control and (b) provides a state-of-the-art update on recent advances on this topic. Our discussion in this paper proceeds along two specific threads. The first thread assumes that the individual nodes faithfully follow a socially optimal control policy prescribed by a regulatory authority. The second thread allows the individual nodes to exhibit independent, strategic behavior. In this case, the strategic interaction is modeled as a mean field game and the control is based on the associated mean field Nash equilibria. In this paper, we start with a discussion of modeling of epidemics using an extended compartmental model - SIVR and provide an illustrative example. We next provide a review of relevant literature, using a mean field approach, on optimal control of epidemics, dealing with how a regulatory authority may optimally contain epidemic spread in a population. Following this, we provide an update on the literature on the use of the mean field game based approach in the study of epidemic spread and control. We conclude the paper with relevant future research directions.


Bi-level Physics-Informed Neural Networks for PDE Constrained Optimization using Broyden's Hypergradients

arXiv.org Artificial Intelligence

Deep learning based approaches like Physics-informed neural networks (PINNs) and DeepONets have shown promise on solving PDE constrained optimization (PDECO) problems. However, existing methods are insufficient to handle those PDE constraints that have a complicated or nonlinear dependency on optimization targets. In this paper, we present a novel bi-level optimization framework to resolve the challenge by decoupling the optimization of the targets and constraints. For the inner loop optimization, we adopt PINNs to solve the PDE constraints only. For the outer loop, we design a novel method by using Broyden's method based on the Implicit Function Theorem (IFT), which is efficient and accurate for approximating hypergradients. We further present theoretical explanations and error analysis of the hypergradients computation. Extensive experiments on multiple large-scale and nonlinear PDE constrained optimization problems demonstrate that our method achieves state-of-the-art results compared with strong baselines.


BaCO: A Fast and Portable Bayesian Compiler Optimization Framework

arXiv.org Artificial Intelligence

We introduce the Bayesian Compiler Optimization framework (BaCO), a general purpose autotuner for modern compilers targeting CPUs, GPUs, and FPGAs. BaCO provides the flexibility needed to handle the requirements of modern autotuning tasks. Particularly, it deals with permutation, ordered, and continuous parameter types along with both known and unknown parameter constraints. To reason about these parameter types and efficiently deliver high-quality code, BaCO uses Bayesian optimiza tion algorithms specialized towards the autotuning domain. We demonstrate BaCO's effectiveness on three modern compiler systems: TACO, RISE & ELEVATE, and HPVM2FPGA for CPUs, GPUs, and FPGAs respectively. For these domains, BaCO outperforms current state-of-the-art autotuners by delivering on average 1.36x-1.56x faster code with a tiny search budget, and BaCO is able to reach expert-level performance 2.9x-3.9x faster.