Optimization
Satisfying Real-world Goals with Dataset Constraints
The goal of minimizing misclassification error on a training set is often just one of several real-world goals that might be defined on different datasets. For example, one may require a classifier to also make positive predictions at some specified rate for some subpopulation (fairness), or to achieve a specified empirical recall. Other real-world goals include reducing churn with respect to a previously deployed model, or stabilizing online training. In this paper we propose handling multiple goals on multiple datasets by training with dataset constraints, using the ramp penalty to accurately quantify costs, and present an efficient algorithm to approximately optimize the resulting non-convex constrained optimization problem. Experiments on both benchmark and real-world industry datasets demonstrate the effectiveness of our approach.
Joint M-Best-Diverse Labelings as a Parametric Submodular Minimization Alexander Kirillov Alexander Shekhovtsov
We consider the problem of jointly inferring the M-best diverse labelings for a binary (high-order) submodular energy of a graphical model. Recently, it was shown that this problem can be solved to a global optimum, for many practically interesting diversity measures. It was noted that the labelings are, so-called, nested. This nestedness property also holds for labelings of a class of parametric submodular minimization problems, where different values of the global parameter ฮณ give rise to different solutions. The popular example of the parametric submodular minimization is the monotonic parametric max-flow problem, which is also widely used for computing multiple labelings.
RESPECT: Reinforcement Learning based Edge Scheduling on Pipelined Coral Edge TPUs
Yin, Jiaqi, Li, Yingjie, Robinson, Daniel, Yu, Cunxi
Deep neural networks (DNNs) have substantial computational and memory requirements, and the compilation of its computational graphs has a great impact on the performance of resource-constrained (e.g., computation, I/O, and memory-bound) edge computing systems. While efficient execution of their computational graph requires an effective scheduling algorithm, generating the optimal scheduling solution is a challenging NP-hard problem. Furthermore, the complexity of scheduling DNN computational graphs will further increase on pipelined multi-core systems considering memory communication cost, as well as the increasing size of DNNs. Using the synthetic graph for the training dataset, this work presents a reinforcement learning (RL) based scheduling framework RESPECT, which learns the behaviors of optimal optimization algorithms and generates near-optimal scheduling results with short solving runtime overhead. Our framework has demonstrated up to $\sim2.5\times$ real-world on-chip inference runtime speedups over the commercial compiler with ten popular ImageNet models deployed on the physical Coral Edge TPUs system. Moreover, compared to the exact optimization methods, the proposed RL scheduling improves the scheduling optimization runtime by up to 683$\times$ speedups compared to the commercial compiler and matches the exact optimal solutions with up to 930$\times$ speedups. Finally, we perform a comprehensive generalizability test, which demonstrates RESPECT successfully imitates optimal solving behaviors from small synthetic graphs to large real-world DNNs computational graphs.
FairPilot: An Explorative System for Hyperparameter Tuning through the Lens of Fairness
Di Carlo, Francesco, Nezami, Nazanin, Anahideh, Hadis, Asudeh, Abolfazl
Despite the potential benefits of machine learning (ML) in high-risk decision-making domains, the deployment of ML is not accessible to practitioners, and there is a risk of discrimination. To establish trust and acceptance of ML in such domains, democratizing ML tools and fairness consideration are crucial. In this paper, we introduce FairPilot, an interactive system designed to promote the responsible development of ML models by exploring a combination of various models, different hyperparameters, and a wide range of fairness definitions. We emphasize the challenge of selecting the ``best" ML model and demonstrate how FairPilot allows users to select a set of evaluation criteria and then displays the Pareto frontier of models and hyperparameters as an interactive map. FairPilot is the first system to combine these features, offering a unique opportunity for users to responsibly choose their model.
Epidemic Control on a Large-Scale-Agent-Based Epidemiology Model using Deep Deterministic Policy Gradient
Deshkar, Gaurav, Kshirsagar, Jayanta, Hayatnagarkar, Harshal, Venugopalan, Janani
To mitigate the impact of the pandemic, several measures include lockdowns, rapid vaccination programs, school closures, and economic stimulus. These interventions can have positive or unintended negative consequences. Current research to model and determine an optimal intervention automatically through round-tripping is limited by the simulation objectives, scale (a few thousand individuals), model types that are not suited for intervention studies, and the number of intervention strategies they can explore (discrete vs continuous). We address these challenges using a Deep Deterministic Policy Gradient (DDPG) based policy optimization framework on a large-scale (100,000 individual) epidemiological agent-based simulation where we perform multi-objective optimization. We determine the optimal policy for lockdown and vaccination in a minimalist age-stratified multi-vaccine scenario with a basic simulation for economic activity. With no lockdown and vaccination (mid-age and elderly), results show optimal economy (individuals below the poverty line) with balanced health objectives (infection, and hospitalization). An in-depth simulation is needed to further validate our results and open-source our framework.
Achieving Long-term Fairness in Submodular Maximization through Randomization
Tang, Shaojie, Yuan, Jing, Mensah-Boateng, Twumasi
Submodular function optimization has numerous applications in machine learning and data analysis, including data summarization which aims to identify a concise and diverse set of data points from a large dataset. It is important to implement fairness-aware algorithms when dealing with data items that may contain sensitive attributes like race or gender, to prevent biases that could lead to unequal representation of different groups. With this in mind, we investigate the problem of maximizing a monotone submodular function while meeting group fairness constraints. Unlike previous studies in this area, we allow for randomized solutions, with the objective being to calculate a distribution over feasible sets such that the expected number of items selected from each group is subject to constraints in the form of upper and lower thresholds, ensuring that the representation of each group remains balanced in the long term. Here a set is considered feasible if its size does not exceed a constant value of $b$. Our research includes the development of a series of approximation algorithms for this problem.
Accelerated first-order methods for convex optimization with locally Lipschitz continuous gradient
In this paper we develop accelerated first-order methods for convex optimization with locally Lipschitz continuous gradient (LLCG), which is beyond the well-studied class of convex optimization with Lipschitz continuous gradient. In particular, we first consider unconstrained convex optimization with LLCG and propose accelerated proximal gradient (APG) methods for solving it. The proposed APG methods are equipped with a verifiable termination criterion and enjoy an operation complexity of ${\cal O}(\varepsilon^{-1/2}\log \varepsilon^{-1})$ and ${\cal O}(\log \varepsilon^{-1})$ for finding an $\varepsilon$-residual solution of an unconstrained convex and strongly convex optimization problem, respectively. We then consider constrained convex optimization with LLCG and propose an first-order proximal augmented Lagrangian method for solving it by applying one of our proposed APG methods to approximately solve a sequence of proximal augmented Lagrangian subproblems. The resulting method is equipped with a verifiable termination criterion and enjoys an operation complexity of ${\cal O}(\varepsilon^{-1}\log \varepsilon^{-1})$ and ${\cal O}(\varepsilon^{-1/2}\log \varepsilon^{-1})$ for finding an $\varepsilon$-KKT solution of a constrained convex and strongly convex optimization problem, respectively. All the proposed methods in this paper are parameter-free or almost parameter-free except that the knowledge on convexity parameter is required. In addition, preliminary numerical results are presented to demonstrate the performance of our proposed methods. To the best of our knowledge, no prior studies were conducted to investigate accelerated first-order methods with complexity guarantees for convex optimization with LLCG. All the complexity results obtained in this paper are new.
An Efficient Spatial-Temporal Trajectory Planner for Autonomous Vehicles in Unstructured Environments
Han, Zhichao, Wu, Yuwei, Li, Tong, Zhang, Lu, Pei, Liuao, Xu, Long, Li, Chengyang, Ma, Changjia, Xu, Chao, Shen, Shaojie, Gao, Fei
As a core part of autonomous driving systems, motion planning has received extensive attention from academia and industry. However, real-time trajectory planning capable of spatial-temporal joint optimization is challenged by nonholonomic dynamics, particularly in the presence of unstructured environments and dynamic obstacles. To bridge the gap, we propose a real-time trajectory optimization method that can generate a high-quality whole-body trajectory under arbitrary environmental constraints. By leveraging the differential flatness property of car-like robots, we simplify the trajectory representation and analytically formulate the planning problem while maintaining the feasibility of the nonholonomic dynamics. Moreover, we achieve efficient obstacle avoidance with a safe driving corridor for unmodelled obstacles and signed distance approximations for dynamic moving objects. We present comprehensive benchmarks with State-of-the-Art methods, demonstrating the significance of the proposed method in terms of efficiency and trajectory quality. Real-world experiments verify the practicality of our algorithm. We will release our codes for the research community
Constrained multi-objective optimization of process design parameters in settings with scarce data: an application to adhesive bonding
Morales-Hernรกndez, Alejandro, Gonzalez, Sebastian Rojas, Van Nieuwenhuyse, Inneke, Couckuyt, Ivo, Jordens, Jeroen, Witters, Maarten, Van Doninck, Bart
Adhesive joints are increasingly used in industry for a wide variety of applications because of their favorable characteristics such as high strength-to-weight ratio, design flexibility, limited stress concentrations, planar force transfer, good damage tolerance, and fatigue resistance. Finding the optimal process parameters for an adhesive bonding process is challenging: the optimization is inherently multi-objective (aiming to maximize break strength while minimizing cost), constrained (the process should not result in any visual damage to the materials, and stress tests should not result in failures that are adhesion-related), and uncertain (testing the same process parameters several times may lead to different break strengths). Real-life physical experiments in the lab are expensive to perform. Traditional evolutionary approaches (such as genetic algorithms) are then ill-suited to solve the problem, due to the prohibitive amount of experiments required for evaluation. Although Bayesian optimization-based algorithms are preferred to solve such expensive problems, few methods consider the optimization of more than one (noisy) objective and several constraints at the same time. In this research, we successfully applied specific machine learning techniques (Gaussian Process Regression) to emulate the objective and constraint functions based on a limited amount of experimental data. The techniques are embedded in a Bayesian optimization algorithm, which succeeds in detecting Pareto-optimal process settings in a highly efficient way (i.e., requiring a limited number of physical experiments).
On Geometric Connections of Embedded and Quotient Geometries in Riemannian Fixed-rank Matrix Optimization
Luo, Yuetian, Li, Xudong, Zhang, Anru R.
In this paper, we propose a general procedure for establishing the geometric landscape connections of a Riemannian optimization problem under the embedded and quotient geometries. By applying the general procedure to the fixed-rank positive semidefinite (PSD) and general matrix optimization, we establish an exact Riemannian gradient connection under two geometries at every point on the manifold and sandwich inequalities between the spectra of Riemannian Hessians at Riemannian first-order stationary points (FOSPs). These results immediately imply an equivalence on the sets of Riemannian FOSPs, Riemannian second-order stationary points (SOSPs), and strict saddles of fixed-rank matrix optimization under the embedded and the quotient geometries. To the best of our knowledge, this is the first geometric landscape connection between the embedded and the quotient geometries for fixed-rank matrix optimization and it provides a concrete example of how these two geometries are connected in Riemannian optimization. In addition, the effects of the Riemannian metric and quotient structure on the landscape connection are discussed. We also observe an algorithmic connection between two geometries with some specific Riemannian metrics in fixed-rank matrix optimization: there is an equivalence between gradient flows under two geometries with shared spectra of Riemannian Hessians. A number of novel ideas and technical ingredients including a unified treatment for different Riemannian metrics, novel metrics for the Stiefel manifold, and new horizontal space representations under quotient geometries are developed to obtain our results. The results in this paper deepen our understanding of geometric and algorithmic connections of Riemannian optimization under different Riemannian geometries and provide a few new theoretical insights to unanswered questions in the literature.