Optimization
Power Line Inspection Tasks with Multi-Aerial Robot Systems via Signal Temporal Logic Specifications
Silano, Giuseppe, Baca, Tomas, Penicka, Robert, Liuzza, Davide, Saska, Martin
A framework for computing feasible and constrained trajectories for a fleet of quad-rotors leveraging on Signal Temporal Logic (STL) specifications for power line inspection tasks is proposed in this paper. The planner allows the formulation of complex missions that avoid obstacles and maintain a safe distance between drones while performing the planned mission. An optimization problem is set to generate optimal strategies that satisfy these specifications and also take vehicle constraints into account. Further, an event-triggered replanner is proposed to reply to unforeseen events and external disturbances. An energy minimization term is also considered to implicitly save quad-rotors battery life while carrying out the mission. Numerical simulations in MATLAB and experimental results show the validity and the effectiveness of the proposed approach, and demonstrate its applicability in real-world scenarios.
Modeling and Forecasting COVID-19 Cases using Latent Subpopulations
Vega, Roberto, Shah, Zehra, Ramazi, Pouria, Greiner, Russell
Classical epidemiological models assume homogeneous populations. There have been important extensions to model heterogeneous populations, when the identity of the sub-populations is known, such as age group or geographical location. Here, we propose two new methods to model the number of people infected with COVID-19 over time, each as a linear combination of latent sub-populations -- i.e., when we do not know which person is in which sub-population, and the only available observations are the aggregates across all sub-populations. Method #1 is a dictionary-based approach, which begins with a large number of pre-defined sub-population models (each with its own starting time, shape, etc), then determines the (positive) weight of small (learned) number of sub-populations. Method #2 is a mixture-of-$M$ fittable curves, where $M$, the number of sub-populations to use, is given by the user. Both methods are compatible with any parametric model; here we demonstrate their use with first (a)~Gaussian curves and then (b)~SIR trajectories. We empirically show the performance of the proposed methods, first in (i) modeling the observed data and then in (ii) forecasting the number of infected people 1 to 4 weeks in advance. Across 187 countries, we show that the dictionary approach had the lowest mean absolute percentage error and also the lowest variance when compared with classical SIR models and moreover, it was a strong baseline that outperforms many of the models developed for COVID-19 forecasting.
Explaining with Greater Support: Weighted Column Sampling Optimization for q-Consistent Summary-Explanations
Peng, Chen, Dai, Zhengqi, Xia, Guangping, Niu, Yajie, Lei, Yihui
Machine learning systems have been extensively used as auxiliary tools in domains that require critical decision-making, such as healthcare and criminal justice. The explainability of decisions is crucial for users to develop trust on these systems. In recent years, the globally-consistent rule-based summary-explanation and its max-support (MS) problem have been proposed, which can provide explanations for particular decisions along with useful statistics of the dataset. However, globally-consistent summary-explanations with limited complexity typically have small supports, if there are any. In this paper, we propose a relaxed version of summary-explanation, i.e., the $q$-consistent summary-explanation, which aims to achieve greater support at the cost of slightly lower consistency. The challenge is that the max-support problem of $q$-consistent summary-explanation (MSqC) is much more complex than the original MS problem, resulting in over-extended solution time using standard branch-and-bound solvers. To improve the solution time efficiency, this paper proposes the weighted column sampling~(WCS) method based on solving smaller problems by sampling variables according to their simplified increase support (SIS) values. Experiments verify that solving MSqC with the proposed SIS-based WCS method is not only more scalable in efficiency, but also yields solutions with greater support and better global extrapolation effectiveness.
Black Box Optimization Using QUBO and the Cross Entropy Method
Nรผรlein, Jonas, Roch, Christoph, Gabor, Thomas, Stein, Jonas, Linnhoff-Popien, Claudia, Feld, Sebastian
Black-box optimization (BBO) can be used to optimize functions whose analytic form is unknown. A common approach to realising BBO is to learn a surrogate model which approximates the target black-box function which can then be solved via white-box optimization methods. In this paper, we present our approach BOX-QUBO, where the surrogate model is a QUBO matrix. However, unlike in previous state-of-the-art approaches, this matrix is not trained entirely by regression, but mostly by classification between 'good' and 'bad' solutions. This better accounts for the low capacity of the QUBO matrix, resulting in significantly better solutions overall. We tested our approach against the state-of-the-art on four domains and in all of them BOX-QUBO showed better results. A second contribution of this paper is the idea to also solve white-box problems, i.e. problems which could be directly formulated as QUBO, by means of black-box optimization in order to reduce the size of the QUBOs to the information-theoretic minimum. Experiments show that this significantly improves the results for MAX-k-SAT.
Mind the Gap: Measuring Generalization Performance Across Multiple Objectives
Feurer, Matthias, Eggensperger, Katharina, Bergman, Edward, Pfisterer, Florian, Bischl, Bernd, Hutter, Frank
Modern machine learning models are often constructed taking into account multiple objectives, e.g., minimizing inference time while also maximizing accuracy. Multi-objective hyperparameter optimization (MHPO) algorithms return such candidate models, and the approximation of the Pareto front is used to assess their performance. In practice, we also want to measure generalization when moving from the validation to the test set. However, some of the models might no longer be Pareto-optimal which makes it unclear how to quantify the performance of the MHPO method when evaluated on the test set. To resolve this, we provide a novel evaluation protocol that allows measuring the generalization performance of MHPO methods and studying its capabilities for comparing two optimization experiments.
From Traditional Adaptive Data Caching to Adaptive Context Caching: A Survey
Weerasinghe, Shakthi, Zaslavsky, Arkady, Loke, Seng W., Hassani, Alireza, Abken, Amin, Medvedev, Alexey
Context information is in demand more than ever with the rapid increase in the number of context-aware Internet of Things applications developed worldwide. Research in context and context-awareness is being conducted to broaden its applicability in light of many practical and technical challenges. One of the challenges is improving performance when responding to a large number of context queries. Context Management Platforms that infer and deliver context to applications measure this problem using Quality of Service (QoS) parameters. Although caching is a proven way to improve QoS, transiency of context and features such as variability and heterogeneity of context queries pose an additional real-time cost management problem. This paper presents a critical survey of the state-of-the-art in adaptive data caching with the objective of developing a body of knowledge in cost- and performance-efficient adaptive caching strategies. We comprehensively survey a large number of research publications and evaluate, compare, and contrast different techniques, policies, approaches, and schemes in adaptive caching. Our critical analysis is motivated by the focus on adaptively caching context as a core research problem. A formal definition for adaptive context caching is then proposed, followed by identified features and requirements of a well-designed, objective optimal adaptive context caching strategy.
Online Subset Selection using $\alpha$-Core with no Augmented Regret
Sahoo, Sourav, Chaudhary, Siddhant, Mukhopadhyay, Samrat, Sinha, Abhishek
We revisit the classic problem of optimal subset selection in the online learning set-up. Assume that the set $[N]$ consists of $N$ distinct elements. On the $t$th round, an adversary chooses a monotone reward function $f_t: 2^{[N]} \to \mathbb{R}_+$ that assigns a non-negative reward to each subset of $[N].$ An online policy selects (perhaps randomly) a subset $S_t \subseteq [N]$ consisting of $k$ elements before the reward function $f_t$ for the $t$th round is revealed to the learner. As a consequence of its choice, the policy receives a reward of $f_t(S_t)$ on the $t$th round. Our goal is to design an online sequential subset selection policy to maximize the expected cumulative reward accumulated over a time horizon. In this connection, we propose an online learning policy called SCore (Subset Selection with Core) that solves the problem for a large class of reward functions. The proposed SCore policy is based on a new polyhedral characterization of the reward functions called $\alpha$-Core - a generalization of Core from the cooperative game theory literature. We establish a learning guarantee for the SCore policy in terms of a new performance metric called $\alpha$-augmented regret. In this new metric, the performance of the online policy is compared with an unrestricted offline benchmark that can select all $N$ elements at every round. We show that a large class of reward functions, including submodular, can be efficiently optimized with the SCore policy. We also extend the proposed policy to the optimistic learning set-up where the learner has access to additional untrusted hints regarding the reward functions. Finally, we conclude the paper with a list of open problems.
A Novel Approach for Auto-Formulation of Optimization Problems
Ning, Yuting, Liu, Jiayu, Qin, Longhu, Xiao, Tong, Xue, Shangzi, Huang, Zhenya, Liu, Qi, Chen, Enhong, Wu, Jinze
In the Natural Language for Optimization (NL4Opt) NeurIPS 2022 competition, competitors focus on improving the accessibility and usability of optimization solvers, with the aim of subtask 1: recognizing the semantic entities that correspond to the components of the optimization problem; subtask 2: generating formulations for the optimization problem. In this paper, we present the solution of our team. First, we treat subtask 1 as a named entity recognition (NER) problem with the solution pipeline including pre-processing methods, adversarial training, post-processing methods and ensemble learning. Besides, we treat subtask 2 as a generation problem with the solution pipeline including specially designed prompts, adversarial training, post-processing methods and ensemble learning. Our proposed methods have achieved the F1-score of 0.931 in subtask 1 and the accuracy of 0.867 in subtask 2, which won the fourth and third places respectively in this competition. Our code is available at https://github.com/bigdata-ustc/nl4opt.
ASTRIDE: Adaptive Symbolization for Time Series Databases
Combettes, Sylvain W., Truong, Charles, Oudre, Laurent
We introduce ASTRIDE (Adaptive Symbolization for Time seRIes DatabasEs), a novel symbolic representation of time series, along with its accelerated variant FASTRIDE (Fast ASTRIDE). Unlike most symbolization procedures, ASTRIDE is adaptive during both the segmentation step by performing change-point detection and the quantization step by using quantiles. Instead of proceeding signal by signal, ASTRIDE builds a dictionary of symbols that is common to all signals in a data set. We also introduce D-GED (Dynamic General Edit Distance), a novel similarity measure on symbolic representations based on the general edit distance. We demonstrate the performance of the ASTRIDE and FASTRIDE representations compared to SAX (Symbolic Aggregate approXimation), 1d-SAX, SFA (Symbolic Fourier Approximation), and ABBA (Adaptive Brownian Bridge-based Aggregation) on reconstruction and, when applicable, on classification tasks. These algorithms are evaluated on 86 univariate equal-size data sets from the UCR Time Series Classification Archive. An open source GitHub repository called astride is made available to reproduce all the experiments in Python.
Federated Learning as Variational Inference: A Scalable Expectation Propagation Approach
Guo, Han, Greengard, Philip, Wang, Hongyi, Gelman, Andrew, Kim, Yoon, Xing, Eric P.
The canonical formulation of federated learning treats it as a distributed optimization problem where the model parameters are optimized against a global loss function that decomposes across client loss functions. A recent alternative formulation instead treats federated learning as a distributed inference problem, where the goal is to infer a global posterior from partitioned client data (Al-Shedivat et al., 2021). This paper extends the inference view and describes a variational inference formulation of federated learning where the goal is to find a global variational posterior that well-approximates the true posterior. This naturally motivates an expectation propagation approach to federated learning (FedEP), where approximations to the global posterior are iteratively refined through probabilistic message-passing between the central server and the clients. We conduct an extensive empirical study across various algorithmic considerations and describe practical strategies for scaling up expectation propagation to the modern federated setting. We apply FedEP on standard federated learning benchmarks and find that it outperforms strong baselines in terms of both convergence speed and accuracy. Many applications of machine learning require training a centralized model over decentralized, heterogeneous, and potentially private datasets.