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 Optimization


ADPTriage: Approximate Dynamic Programming for Bug Triage

arXiv.org Artificial Intelligence

Bug triaging is a critical task in any software development project. It entails triagers going over a list of open bugs, deciding whether each is required to be addressed, and, if so, which developer should fix it. However, the manual bug assignment in issue tracking systems (ITS) offers only a limited solution and might easily fail when triagers must handle a large number of bug reports. During the automated assignment, there are multiple sources of uncertainties in the ITS, which should be addressed meticulously. In this study, we develop a Markov decision process (MDP) model for an online bug triage task. In addition to an optimization-based myopic technique, we provide an ADP-based bug triage solution, called ADPTriage, which has the ability to reflect the downstream uncertainty in the bug arrivals and developers' timetables. Specifically, without placing any limits on the underlying stochastic process, this technique enables real-time decision-making on bug assignments while taking into consideration developers' expertise, bug type, and bug fixing time. Our result shows a significant improvement over the myopic approach in terms of assignment accuracy and fixing time. We also demonstrate the empirical convergence of the model and conduct sensitivity analysis with various model parameters. Accordingly, this work constitutes a significant step forward in addressing the uncertainty in bug triage solutions


Multi-Vector Retrieval as Sparse Alignment

arXiv.org Artificial Intelligence

Multi-vector retrieval models improve over single-vector dual encoders on many information retrieval tasks. In this paper, we cast the multi-vector retrieval problem as sparse alignment between query and document tokens. We propose AligneR, a novel multi-vector retrieval model that learns sparsified pairwise alignments between query and document tokens (e.g. `dog' vs. `puppy') and per-token unary saliences reflecting their relative importance for retrieval. We show that controlling the sparsity of pairwise token alignments often brings significant performance gains. While most factoid questions focusing on a specific part of a document require a smaller number of alignments, others requiring a broader understanding of a document favor a larger number of alignments. Unary saliences, on the other hand, decide whether a token ever needs to be aligned with others for retrieval (e.g. `kind' from `kind of currency is used in new zealand}'). With sparsified unary saliences, we are able to prune a large number of query and document token vectors and improve the efficiency of multi-vector retrieval. We learn the sparse unary saliences with entropy-regularized linear programming, which outperforms other methods to achieve sparsity. In a zero-shot setting, AligneR scores 51.1 points nDCG@10, achieving a new retriever-only state-of-the-art on 13 tasks in the BEIR benchmark. In addition, adapting pairwise alignments with a few examples (<= 8) further improves the performance up to 15.7 points nDCG@10 for argument retrieval tasks. The unary saliences of AligneR helps us to keep only 20% of the document token representations with minimal performance loss. We further show that our model often produces interpretable alignments and significantly improves its performance when initialized from larger language models.


Linear Embedding-based High-dimensional Batch Bayesian Optimization without Reconstruction Mappings

arXiv.org Artificial Intelligence

The optimization of high-dimensional black-box functions is a challenging problem. When a low-dimensional linear embedding structure can be assumed, existing Bayesian optimization (BO) methods often transform the original problem into optimization in a low-dimensional space. They exploit the low-dimensional structure and reduce the computational burden. However, we reveal that this approach could be limited or inefficient in exploring the high-dimensional space mainly due to the biased reconstruction of the high-dimensional queries from the low-dimensional queries. In this paper, we investigate a simple alternative approach: tackling the problem in the original high-dimensional space using the information from the learned low-dimensional structure. We provide a theoretical analysis of the exploration ability. Furthermore, we show that our method is applicable to batch optimization problems with thousands of dimensions without any computational difficulty. We demonstrate the effectiveness of our method on high-dimensional benchmarks and a real-world function.


PI is back! Switching Acquisition Functions in Bayesian Optimization

arXiv.org Artificial Intelligence

Bayesian Optimization (BO) is a powerful, sample-efficient technique to optimize expensive-to-evaluate functions. Each of the BO components, such as the surrogate model, the acquisition function (AF), or the initial design, is subject to a wide range of design choices. Selecting the right components for a given optimization task is a challenging task, which can have significant impact on the quality of the obtained results. In this work, we initiate the analysis of which AF to favor for which optimization scenarios. To this end, we benchmark SMAC3 using Expected Improvement (EI) and Probability of Improvement (PI) as acquisition functions on the 24 BBOB functions of the COCO environment. We compare their results with those of schedules switching between AFs. One schedule aims to use EI's explorative behavior in the early optimization steps, and then switches to PI for a better exploitation in the final steps. We also compare this to a random schedule and round-robin selection of EI and PI. We observe that dynamic schedules oftentimes outperform any single static one. Our results suggest that a schedule that allocates the first 25 % of the optimization budget to EI and the last 75 % to PI is a reliable default. However, we also observe considerable performance differences for the 24 functions, suggesting that a per-instance allocation, possibly learned on the fly, could offer significant improvement over the state-of-the-art BO designs.


An efficient algorithm for the $\ell_{p}$ norm based metric nearness problem

arXiv.org Artificial Intelligence

Given a dissimilarity matrix, the metric nearness problem is to find the nearest matrix of distances that satisfy the triangle inequalities. This problem has wide applications, such as sensor networks, image processing, and so on. But it is of great challenge even to obtain a moderately accurate solution due to the $O(n^{3})$ metric constraints and the nonsmooth objective function which is usually a weighted $\ell_{p}$ norm based distance. In this paper, we propose a delayed constraint generation method with each subproblem solved by the semismooth Newton based proximal augmented Lagrangian method (PALM) for the metric nearness problem. Due to the high memory requirement for the storage of the matrix related to the metric constraints, we take advantage of the special structure of the matrix and do not need to store the corresponding constraint matrix. A pleasing aspect of our algorithm is that we can solve these problems involving up to $10^{8}$ variables and $10^{13}$ constraints. Numerical experiments demonstrate the efficiency of our algorithm. In theory, firstly, under a mild condition, we establish a primal-dual error bound condition which is very essential for the analysis of local convergence rate of PALM. Secondly, we prove the equivalence between the dual nondegeneracy condition and nonsingularity of the generalized Jacobian for the inner subproblem of PALM. Thirdly, when $q(\cdot)=\|\cdot\|_{1}$ or $\|\cdot\|_{\infty}$, without the strict complementarity condition, we also prove the equivalence between the the dual nondegeneracy condition and the uniqueness of the primal solution.


On the Safety of Interpretable Machine Learning: A Maximum Deviation Approach

arXiv.org Artificial Intelligence

Interpretable and explainable machine learning has seen a recent surge of interest. We focus on safety as a key motivation behind the surge and make the relationship between interpretability and safety more quantitative. Toward assessing safety, we introduce the concept of maximum deviation via an optimization problem to find the largest deviation of a supervised learning model from a reference model regarded as safe. We then show how interpretability facilitates this safety assessment. For models including decision trees, generalized linear and additive models, the maximum deviation can be computed exactly and efficiently. For tree ensembles, which are not regarded as interpretable, discrete optimization techniques can still provide informative bounds. For a broader class of piecewise Lipschitz functions, we leverage the multi-armed bandit literature to show that interpretability produces tighter (regret) bounds on the maximum deviation. We present case studies, including one on mortgage approval, to illustrate our methods and the insights about models that may be obtained from deviation maximization.


Speeding up NAS with Adaptive Subset Selection

arXiv.org Artificial Intelligence

A majority of recent developments in neural architecture search (NAS) have been aimed at decreasing the computational cost of various techniques without affecting their final performance. Towards this goal, several low-fidelity and performance prediction methods have been considered, including those that train only on subsets of the training data. In this work, we present an adaptive subset selection approach to NAS and present it as complementary to state-of-the-art NAS approaches. We uncover a natural connection between one-shot NAS algorithms and adaptive subset selection and devise an algorithm that makes use of state-of-the-art techniques from both areas. We use these techniques to substantially reduce the runtime of DARTS-PT (a leading one-shot NAS algorithm), as well as BOHB and DEHB (leading multifidelity optimization algorithms), without sacrificing accuracy. Our results are consistent across multiple datasets, and towards full reproducibility, we release our code at https: //anonymous.4open.science/r/SubsetSelection NAS-B132.


Scale Estimation with Dual Quadrics for Monocular Object SLAM

arXiv.org Artificial Intelligence

The scale ambiguity problem is inherently unsolvable to monocular SLAM without the metric baseline between moving cameras. In this paper, we present a novel scale estimation approach based on an object-level SLAM system. To obtain the absolute scale of the reconstructed map, we derive a nonlinear optimization method to make the scaled dimensions of objects conforming to the distribution of their sizes in the physical world, without relying on any prior information of gravity direction. We adopt the dual quadric to represent objects for its ability to fit objects compactly and accurately. In the proposed monocular object-level SLAM system, dual quadrics are fastly initialized based on constraints of 2-D detections and fitted oriented bounding box and are further optimized to provide reliable dimensions for scale estimation.


Understanding A Class of Decentralized and Federated Optimization Algorithms: A Multi-Rate Feedback Control Perspective

arXiv.org Artificial Intelligence

Distributed algorithms have been playing an increasingly important role in many applications such as machine learning, signal processing, and control. Significant research efforts have been devoted to developing and analyzing new algorithms for various applications. In this work, we provide a fresh perspective to understand, analyze, and design distributed optimization algorithms. Through the lens of multi-rate feedback control, we show that a wide class of distributed algorithms, including popular decentralized/federated schemes, can be viewed as discretizing a certain continuous-time feedback control system, possibly with multiple sampling rates, such as decentralized gradient descent, gradient tracking, and federated averaging. This key observation not only allows us to develop a generic framework to analyze the convergence of the entire algorithm class. More importantly, it also leads to an interesting way of designing new distributed algorithms. We develop the theory behind our framework and provide examples to highlight how the framework can be used in practice.


Reinforcement Learning Applied to Trading Systems: A Survey

arXiv.org Artificial Intelligence

Financial domain tasks, such as trading in market exchanges, are challenging and have long attracted researchers. The recent achievements and the consequent notoriety of Reinforcement Learning (RL) have also increased its adoption in trading tasks. RL uses a framework with well-established formal concepts, which raises its attractiveness in learning profitable trading strategies. However, RL use without due attention in the financial area can prevent new researchers from following standards or failing to adopt relevant conceptual guidelines. In this work, we embrace the seminal RL technical fundamentals, concepts, and recommendations to perform a unified, theoretically-grounded examination and comparison of previous research that could serve as a structuring guide for the field of study. A selection of twenty-nine articles was reviewed under our classification that considers RL's most common formulations and design patterns from a large volume of available studies. This classification allowed for precise inspection of the most relevant aspects regarding data input, preprocessing, state and action composition, adopted RL techniques, evaluation setups, and overall results. Our analysis approach organized around fundamental RL concepts allowed for a clear identification of current system design best practices, gaps that require further investigation, and promising research opportunities. Finally, this review attempts to promote the development of this field of study by facilitating researchers' commitment to standards adherence and helping them to avoid straying away from the RL constructs' firm ground.