Optimization
Graph clustering with Boltzmann machines
Miasnikof, Pierre, Bagherbeik, Mohammad, Sheikholeslami, Ali
Graph clustering is the process of grouping vertices into densely connected sets called clusters. We tailor two mathematical programming formulations from the literature, to this problem. In doing so, we obtain a heuristic approximation to the intra-cluster density maximization problem. We use two variations of a Boltzmann machine heuristic to obtain numerical solutions. For benchmarking purposes, we compare solution quality and computational performances to those obtained using a commercial solver, Gurobi. We also compare clustering quality to the clusters obtained using the popular Louvain modularity maximization method. Our initial results clearly demonstrate the superiority of our problem formulations. They also establish the superiority of the Boltzmann machine over the traditional exact solver. In the case of smaller less complex graphs, Boltzmann machines provide the same solutions as Gurobi, but with solution times that are orders of magnitude lower. In the case of larger and more complex graphs, Gurobi fails to return meaningful results within a reasonable time frame. Finally, we also note that both our clustering formulations, the distance minimization and $K$-medoids, yield clusters of superior quality to those obtained with the Louvain algorithm.
Experimental validation of machine-learning based spectral-spatial power evolution shaping using Raman amplifiers
Soltani, Mehran, Da Ros, Francesco, Carena, Andrea, Zibar, Darko
We experimentally validate a real-time machine learning framework, capable of controlling the pump power values of Raman amplifiers to shape the signal power evolution in two-dimensions (2D): frequency and fiber distance. In our setup, power values of four first-order counter-propagating pumps are optimized to achieve the desired 2D power profile. The pump power optimization framework includes a convolutional neural network (CNN) followed by differential evolution (DE) technique, applied online to the amplifier setup to automatically achieve the target 2D power profiles. The results on achievable 2D profiles show that the framework is able to guarantee very low maximum absolute error (MAE) (<0.5 dB) between the obtained and the target 2D profiles. Moreover, the framework is tested in a multi-objective design scenario where the goal is to achieve the 2D profiles with flat gain levels at the end of the span, jointly with minimum spectral excursion over the entire fiber length. In this case, the experimental results assert that for 2D profiles with the target flat gain levels, the DE obtains less than 1 dB maximum gain deviation, when the setup is not physically limited in the pump power values. The simulation results also prove that with enough pump power available, better gain deviation (less than 0.6 dB) for higher target gain levels is achievable.
Entropic Descent Archetypal Analysis for Blind Hyperspectral Unmixing
Zouaoui, Alexandre, Muhawenayo, Gedeon, Rasti, Behnood, Chanussot, Jocelyn, Mairal, Julien
In this paper, we introduce a new algorithm based on archetypal analysis for blind hyperspectral unmixing, assuming linear mixing of endmembers. Archetypal analysis is a natural formulation for this task. This method does not require the presence of pure pixels (i.e., pixels containing a single material) but instead represents endmembers as convex combinations of a few pixels present in the original hyperspectral image. Our approach leverages an entropic gradient descent strategy, which (i) provides better solutions for hyperspectral unmixing than traditional archetypal analysis algorithms, and (ii) leads to efficient GPU implementations. Since running a single instance of our algorithm is fast, we also propose an ensembling mechanism along with an appropriate model selection procedure that make our method robust to hyper-parameter choices while keeping the computational complexity reasonable. By using six standard real datasets, we show that our approach outperforms state-of-the-art matrix factorization and recent deep learning methods. We also provide an open-source PyTorch implementation: https://github.com/inria-thoth/EDAA.
MINVO Basis: Finding Simplexes with Minimum Volume Enclosing Polynomial Curves
Tordesillas, Jesus, How, Jonathan P.
This paper studies the polynomial basis that generates the smallest $n$-simplex enclosing a given $n^{\text{th}}$-degree polynomial curve in $\mathbb{R}^n$. Although the Bernstein and B-Spline polynomial bases provide feasible solutions to this problem, the simplexes obtained by these bases are not the smallest possible, which leads to overly conservative results in many CAD (computer-aided design) applications. We first prove that the polynomial basis that solves this problem (MINVO basis) also solves for the $n^\text{th}$-degree polynomial curve with largest convex hull enclosed in a given $n$-simplex. Then, we present a formulation that is independent of the $n$-simplex or $n^{\text{th}}$-degree polynomial curve given. By using Sum-Of-Squares (SOS) programming, branch and bound, and moment relaxations, we obtain high-quality feasible solutions for any $n\in\mathbb{N}$, and prove (numerical) global optimality for $n=1,2,3$ and (numerical) local optimality for $n=4$. The results obtained for $n=3$ show that, for any given $3^{\text{rd}}$-degree polynomial curve in $\mathbb{R}^3$, the MINVO basis is able to obtain an enclosing simplex whose volume is $2.36$ and $254.9$ times smaller than the ones obtained by the Bernstein and B-Spline bases, respectively. When $n=7$, these ratios increase to $902.7$ and $2.997\cdot10^{21}$, respectively.
FORESEE: Model-based Reinforcement Learning using Unscented Transform with application to Tuning of Control Barrier Functions
Parwana, Hardik, Panagou, Dimitra
In this paper, we introduce a novel online model-based reinforcement learning algorithm that uses Unscented Transform to propagate uncertainty for the prediction of the future reward. Previous approaches either approximate the state distribution at each step of the prediction horizon with a Gaussian, or perform Monte Carlo simulations to estimate the rewards. Our method, depending on the number of sigma points employed, can propagate either mean and covariance with minimal points, or higher-order moments with more points similarly to Monte Carlo. The whole framework is implemented as a computational graph for online training. Furthermore, in order to prevent explosion in the number of sigma points when propagating through a generic state-dependent uncertainty model, we add sigma-point expansion and contraction layers to our graph, which are designed using the principle of moment matching. Finally, we propose gradient descent inspired by Sequential Quadratic Programming to update policy parameters in the presence of state constraints. We demonstrate the proposed method with two applications in simulation. The first one designs a stabilizing controller for the cart-pole problem when the dynamics is known with state-dependent uncertainty. The second example, following up on our previous work, tunes the parameters of a control barrier function-based Quadratic Programming controller for a leader-follower problem in the presence of input constraints.
Safeguarded Learned Convex Optimization
Heaton, Howard, Chen, Xiaohan, Wang, Zhangyang, Yin, Wotao
Applications abound in which optimization problems must be repeatedly solved, each time with new (but similar) data. Analytic optimization algorithms can be hand-designed to provably solve these problems in an iterative fashion. On one hand, data-driven algorithms can "learn to optimize" (L2O) with much fewer iterations and similar cost per iteration as general-purpose optimization algorithms. On the other hand, unfortunately, many L2O algorithms lack converge guarantees. To fuse the advantages of these approaches, we present a Safe-L2O framework. Safe-L2O updates incorporate a safeguard to guarantee convergence for convex problems with proximal and/or gradient oracles. The safeguard is simple and computationally cheap to implement, and it is activated only when the data-driven L2O updates would perform poorly or appear to diverge. This yields the numerical benefits of employing machine learning to create rapid L2O algorithms while still guaranteeing convergence. Our numerical examples show convergence of Safe-L2O algorithms, even when the provided data is not from the distribution of training data.
Accelerating the Genetic Algorithm for Large-scale Traveling Salesman Problems by Cooperative Coevolutionary Pointer Network with Reinforcement Learning
Zhong, Rui, Zhang, Enzhi, Munetomo, Masaharu
In this paper, we propose a two-stage optimization strategy for solving the Large-scale Traveling Salesman Problems (LSTSPs) named CCPNRL-GA. First, we hypothesize that the participation of a well-performed individual as an elite can accelerate the convergence of optimization. Based on this hypothesis, in the first stage, we cluster the cities and decompose the LSTSPs into multiple subcomponents, and each subcomponent is optimized with a reusable Pointer Network (PtrNet). After subcomponents optimization, we combine all sub-tours to form a valid solution, this solution joins the second stage of optimization with GA. We validate the performance of our proposal on 10 LSTSPs and compare it with traditional EAs. Experimental results show that the participation of an elite individual can greatly accelerate the optimization of LSTSPs, and our proposal has broad prospects for dealing with LSTSPs.
Machine Learning and Artificial Intelligence-Driven Multi-Scale Modeling for High Burnup Accident-Tolerant Fuels for Light Water-Based SMR Applications
Hassan, Md. Shamim, Khan, Abid Hossain, Verma, Richa, Kumar, Dinesh, Kobayashi, Kazuma, Usman, Shoaib, Alam, Syed
The concept of small modular reactor has changed the outlook for tackling future energy crises. This new reactor technology is very promising considering its lower investment requirements, modularity, design simplicity, and enhanced safety features. The application of artificial intelligence-driven multi-scale modeling (neutronics, thermal hydraulics, fuel performance, etc.) incorporating Digital Twin and associated uncertainties in the research of small modular reactors is a recent concept. In this work, a comprehensive study is conducted on the multiscale modeling of accident-tolerant fuels. The application of these fuels in the light water-based small modular reactors is explored. This chapter also focuses on the application of machine learning and artificial intelligence in the design optimization, control, and monitoring of small modular reactors. Finally, a brief assessment of the research gap on the application of artificial intelligence to the development of high burnup composite accident-tolerant fuels is provided. Necessary actions to fulfill these gaps are also discussed.
Quantum Speedups of Optimizing Approximately Convex Functions with Applications to Logarithmic Regret Stochastic Convex Bandits
We initiate the study of quantum algorithms for optimizing approximately convex functions. Given a convex set ${\cal K}\subseteq\mathbb{R}^{n}$ and a function $F\colon\mathbb{R}^{n}\to\mathbb{R}$ such that there exists a convex function $f\colon\mathcal{K}\to\mathbb{R}$ satisfying $\sup_{x\in{\cal K}}|F(x)-f(x)|\leq \epsilon/n$, our quantum algorithm finds an $x^{*}\in{\cal K}$ such that $F(x^{*})-\min_{x\in{\cal K}} F(x)\leq\epsilon$ using $\tilde{O}(n^{3})$ quantum evaluation queries to $F$. This achieves a polynomial quantum speedup compared to the best-known classical algorithms. As an application, we give a quantum algorithm for zeroth-order stochastic convex bandits with $\tilde{O}(n^{5}\log^{2} T)$ regret, an exponential speedup in $T$ compared to the classical $\Omega(\sqrt{T})$ lower bound. Technically, we achieve quantum speedup in $n$ by exploiting a quantum framework of simulated annealing and adopting a quantum version of the hit-and-run walk. Our speedup in $T$ for zeroth-order stochastic convex bandits is due to a quadratic quantum speedup in multiplicative error of mean estimation.
Federated Learning with Label Distribution Skew via Logits Calibration
Zhang, Jie, Li, Zhiqi, Li, Bo, Xu, Jianghe, Wu, Shuang, Ding, Shouhong, Wu, Chao
Traditional federated optimization methods perform poorly with heterogeneous data (ie, accuracy reduction), especially for highly skewed data. In this paper, we investigate the label distribution skew in FL, where the distribution of labels varies across clients. First, we investigate the label distribution skew from a statistical view. We demonstrate both theoretically and empirically that previous methods based on softmax cross-entropy are not suitable, which can result in local models heavily overfitting to minority classes and missing classes. Additionally, we theoretically introduce a deviation bound to measure the deviation of the gradient after local update. At last, we propose FedLC (\textbf {Fed} erated learning via\textbf {L} ogits\textbf {C} alibration), which calibrates the logits before softmax cross-entropy according to the probability of occurrence of each class. FedLC applies a fine-grained calibrated cross-entropy loss to local update by adding a pairwise label margin. Extensive experiments on federated datasets and real-world datasets demonstrate that FedLC leads to a more accurate global model and much improved performance. Furthermore, integrating other FL methods into our approach can further enhance the performance of the global model.