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 Optimization


Regret and Cumulative Constraint Violation Analysis for Distributed Online Constrained Convex Optimization

arXiv.org Artificial Intelligence

This paper considers the distributed online convex optimization problem with time-varying constraints over a network of agents. This is a sequential decision making problem with two sequences of arbitrarily varying convex loss and constraint functions. At each round, each agent selects a decision from the decision set, and then only a portion of the loss function and a coordinate block of the constraint function at this round are privately revealed to this agent. The goal of the network is to minimize the network-wide loss accumulated over time. Two distributed online algorithms with full-information and bandit feedback are proposed. Both dynamic and static network regret bounds are analyzed for the proposed algorithms, and network cumulative constraint violation is used to measure constraint violation, which excludes the situation that strictly feasible constraints can compensate the effects of violated constraints. In particular, we show that the proposed algorithms achieve $\mathcal{O}(T^{\max\{\kappa,1-\kappa\}})$ static network regret and $\mathcal{O}(T^{1-\kappa/2})$ network cumulative constraint violation, where $T$ is the time horizon and $\kappa\in(0,1)$ is a user-defined trade-off parameter. Moreover, if the loss functions are strongly convex, then the static network regret bound can be reduced to $\mathcal{O}(T^{\kappa})$. Finally, numerical simulations are provided to illustrate the effectiveness of the theoretical results.


Riemannian stochastic approximation algorithms

arXiv.org Artificial Intelligence

We examine a wide class of stochastic approximation algorithms for solving (stochastic) nonlinear problems on Riemannian manifolds. Such algorithms arise naturally in the study of Riemannian optimization, game theory and optimal transport, but their behavior is much less understood compared to the Euclidean case because of the lack of a global linear structure on the manifold. We overcome this difficulty by introducing a suitable Fermi coordinate frame which allows us to map the asymptotic behavior of the Riemannian Robbins-Monro (RRM) algorithms under study to that of an associated deterministic dynamical system. In so doing, we provide a general template of almost sure convergence results that mirrors and extends the existing theory for Euclidean Robbins-Monro schemes, despite the significant complications that arise due to the curvature and topology of the underlying manifold. We showcase the flexibility of the proposed framework by applying it to a range of retraction-based variants of the popular optimistic / extra-gradient methods for solving minimization problems and games, and we provide a unified treatment for their convergence.


The Grey Wolf Optimizer - Teaching & Academics

#artificialintelligence

Search Algorithms and Optimization techniques are the engines of most Artificial Intelligence techniques and Data Science. There is no doubt that the Grey Wolf Optimizer is one of the most recent, well-regarded and widely-used AI search techniques. A lot of scientists and practitioners use search and optimization algorithms without understanding their internal structure. However, understanding the internal structure and mechanism of such AI problem-solving techniques will allow them to solve problems more efficiently. This also allows them to tune, tweak, and even design new algorithms for different projects.


Beyond 5G Networks: Integration of Communication, Computing, Caching, and Control

arXiv.org Artificial Intelligence

In recent years, the exponential proliferation of smart devices with their intelligent applications poses severe challenges on conventional cellular networks. Such challenges can be potentially overcome by integrating communication, computing, caching, and control (i4C) technologies. In this survey, we first give a snapshot of different aspects of the i4C, comprising background, motivation, leading technological enablers, potential applications, and use cases. Next, we describe different models of communication, computing, caching, and control (4C) to lay the foundation of the integration approach. We review current state-of-the-art research efforts related to the i4C, focusing on recent trends of both conventional and artificial intelligence (AI)-based integration approaches. We also highlight the need for intelligence in resources integration. Then, we discuss integration of sensing and communication (ISAC) and classify the integration approaches into various classes. Finally, we propose open challenges and present future research directions for beyond 5G networks, such as 6G.


Do not Waste Money on Advertising Spend: Bid Recommendation via Concavity Changes

arXiv.org Artificial Intelligence

In computational advertising, a challenging problem is how to recommend the bid for advertisers to achieve the best return on investment (ROI) given budget constraint. This paper presents a bid recommendation scenario that discovers the concavity changes in click prediction curves. The recommended bid is derived based on the turning point from significant increase (i.e. concave downward) to slow increase (convex upward). Parametric learning based method is applied by solving the corresponding constraint optimization problem. Empirical studies on real-world advertising scenarios clearly demonstrate the performance gains for business metrics (including revenue increase, click increase and advertiser ROI increase).


Saliency-Augmented Memory Completion for Continual Learning

arXiv.org Artificial Intelligence

Continual Learning is considered a key step toward next-generation Artificial Intelligence. Among various methods, replay-based approaches that maintain and replay a small episodic memory of previous samples are one of the most successful strategies against catastrophic forgetting. However, since forgetting is inevitable given bounded memory and unbounded tasks, how to forget is a problem continual learning must address. Therefore, beyond simply avoiding catastrophic forgetting, an under-explored issue is how to reasonably forget while ensuring the merits of human memory, including 1. storage efficiency, 2. generalizability, and 3. some interpretability. To achieve these simultaneously, our paper proposes a new saliency-augmented memory completion framework for continual learning, inspired by recent discoveries in memory completion separation in cognitive neuroscience. Specifically, we innovatively propose to store the part of the image most important to the tasks in episodic memory by saliency map extraction and memory encoding. When learning new tasks, previous data from memory are inpainted by an adaptive data generation module, which is inspired by how humans complete episodic memory. The module's parameters are shared across all tasks and it can be jointly trained with a continual learning classifier as bilevel optimization. Extensive experiments on several continual learning and image classification benchmarks demonstrate the proposed method's effectiveness and efficiency.


Demystifying Advertising Campaign Bid Recommendation: A Constraint target CPA Goal Optimization

arXiv.org Artificial Intelligence

In cost-per-click (CPC) or cost-per-impression (CPM) advertising campaigns, advertisers always run the risk of spending the budget without getting enough conversions. Moreover, the bidding on advertising inventory has few connections with propensity one that can reach to target cost-per-acquisition (tCPA) goals. To address this problem, this paper presents a bid optimization scenario to achieve the desired tCPA goals for advertisers. In particular, we build the optimization engine to make a decision by solving the rigorously formalized constrained optimization problem, which leverages the bid landscape model learned from rich historical auction data using non-parametric learning. The proposed model can naturally recommend the bid that meets the advertisers' expectations by making inference over advertisers' historical auction behaviors, which essentially deals with the data challenges commonly faced by bid landscape modeling: incomplete logs in auctions, and uncertainty due to the variation and fluctuations in advertising bidding behaviors. The bid optimization model outperforms the baseline methods on real-world campaigns, and has been applied into a wide range of scenarios for performance improvement and revenue liftup.


Annealing Optimization for Progressive Learning with Stochastic Approximation

arXiv.org Artificial Intelligence

In this work, we introduce a learning model designed to meet the needs of applications in which computational resources are limited, and robustness and interpretability are prioritized. Learning problems can be formulated as constrained stochastic optimization problems, with the constraints originating mainly from model assumptions that define a trade-off between complexity and performance. This trade-off is closely related to over-fitting, generalization capacity, and robustness to noise and adversarial attacks, and depends on both the structure and complexity of the model, as well as the properties of the optimization methods used. We develop an online prototype-based learning algorithm based on annealing optimization that is formulated as an online gradient-free stochastic approximation algorithm. The learning model can be viewed as an interpretable and progressively growing competitive-learning neural network model to be used for supervised, unsupervised, and reinforcement learning. The annealing nature of the algorithm contributes to minimal hyper-parameter tuning requirements, poor local minima prevention, and robustness with respect to the initial conditions. At the same time, it provides online control over the performance-complexity trade-off by progressively increasing the complexity of the learning model as needed, through an intuitive bifurcation phenomenon. Finally, the use of stochastic approximation enables the study of the convergence of the learning algorithm through mathematical tools from dynamical systems and control, and allows for its integration with reinforcement learning algorithms, constructing an adaptive state-action aggregation scheme.


An efficient hybrid classification approach for COVID-19 based on Harris Hawks Optimization and Salp Swarm Optimization

arXiv.org Artificial Intelligence

Feature selection can be defined as one of the pre-processing steps that decrease the dimensionality of a dataset by identifying the most significant attributes while also boosting the accuracy of classification. For solving feature selection problems, this study presents a hybrid binary version of the Harris Hawks Optimization algorithm (HHO) and Salp Swarm Optimization (SSA) (HHOSSA) for Covid-19 classification. The proposed (HHOSSA) presents a strategy for improving the basic HHO's performance using the Salp algorithm's power to select the best fitness values. The HHOSSA was tested against two well-known optimization algorithms, the Whale Optimization Algorithm (WOA) and the Grey wolf optimizer (GWO), utilizing a total of 800 chest X-ray images. A total of four performance metrics (Accuracy, Recall, Precision, F1) were employed in the studies using three classifiers (Support vector machines (SVMs), k-Nearest Neighbor (KNN), and Extreme Gradient Boosting (XGBoost)). The proposed algorithm (HHOSSA) achieved 96% accuracy with the SVM classifier, and 98% accuracy with two classifiers, XGboost and KNN.


Inverse Multiobjective Optimization Through Online Learning

arXiv.org Artificial Intelligence

We study the problem of learning the objective functions or constraints of a multiobjective decision making model, based on a set of sequentially arrived decisions. In particular, these decisions might not be exact and possibly carry measurement noise or are generated with the bounded rationality of decision makers. In this paper, we propose a general online learning framework to deal with this learning problem using inverse multiobjective optimization. More precisely, we develop two online learning algorithms with implicit update rules which can handle noisy data. Numerical results show that both algorithms can learn the parameters with great accuracy and are robust to noise.