Optimization
Review of automated time series forecasting pipelines
Meisenbacher, Stefan, Turowski, Marian, Phipps, Kaleb, Rätz, Martin, Müller, Dirk, Hagenmeyer, Veit, Mikut, Ralf
Time series forecasting is fundamental for various use cases in different domains such as energy systems and economics. Creating a forecasting model for a specific use case requires an iterative and complex design process. The typical design process includes the five sections (1) data pre-processing, (2) feature engineering, (3) hyperparameter optimization, (4) forecasting method selection, and (5) forecast ensembling, which are commonly organized in a pipeline structure. One promising approach to handle the ever-growing demand for time series forecasts is automating this design process. The present paper, thus, analyzes the existing literature on automated time series forecasting pipelines to investigate how to automate the design process of forecasting models. Thereby, we consider both Automated Machine Learning (AutoML) and automated statistical forecasting methods in a single forecasting pipeline. For this purpose, we firstly present and compare the proposed automation methods for each pipeline section. Secondly, we analyze the automation methods regarding their interaction, combination, and coverage of the five pipeline sections. For both, we discuss the literature, identify problems, give recommendations, and suggest future research. This review reveals that the majority of papers only cover two or three of the five pipeline sections. We conclude that future research has to holistically consider the automation of the forecasting pipeline to enable the large-scale application of time series forecasting.
Multi Objective Resource Optimization of Wireless Network Based on Cross Domain Virtual Network Embedding
Wang, Chao, Dong, Tao, Duan, Youxiang, Sun, Qifeng, Zhang, Peiying
The rapid development of virtual network architecture makes it possible for wireless network to be widely used. With the popularity of artificial intelligence (AI) industry in daily life, efficient resource allocation of wireless network has become a problem. Especially when network users request wireless network resources from different management domains, they still face many practical problems. From the perspective of virtual network embedding (VNE), this paper designs and implements a multi-objective optimization VNE algorithm for wireless network resource allocation. Resource allocation in virtual network is essentially a problem of allocating underlying resources for virtual network requests (VNRs). According to the proposed objective formula, we consider the optimization mapping cost, network delay and VNR acceptance rate. VNE is completed by node mapping and link mapping. In the experiment and simulation stage, it is compared with other VNE algorithms, the cross domain VNE algorithm proposed in this paper is optimal in the above three indicators. This shows the effectiveness of the algorithm in wireless network resource allocation.
Computational Aspects of Conditional Minisum Approval Voting in Elections with Interdependent Issues
Markakis, Evangelos, Papasotiropoulos, Georgios
Approval voting provides a simple, practical framework for multi-issue elections, and the most representative example among such election rules is the classic Minisum approval voting rule. We consider a generalization of Minisum, introduced by the work of Barrot and Lang [2016], referred to as Conditional Minisum, where voters are also allowed to express dependencies between issues. The price we have to pay when we move to this higher level of expressiveness is that we end up with a computationally hard rule. Motivated by this, we focus on the computational aspects of Conditional Minisum, where progress has been rather scarce so far. We identify restrictions that concern the voters' dependencies and the value of an optimal solution, under which we provide the first multiplicative approximation algorithms for the problem. At the same time, by additionally requiring certain structural properties for the union of dependencies cast by the whole electorate, we obtain optimal efficient algorithms for well-motivated special cases. Overall, our work provides a better understanding on the complexity implications introduced by conditional voting.
A Survey of Methods for Automated Algorithm Configuration
Schede, Elias, Brandt, Jasmin, Tornede, Alexander, Wever, Marcel, Bengs, Viktor, Hüllermeier, Eyke, Tierney, Kevin
Algorithm configuration (AC) is concerned with the automated search of the most suitable parameter configuration of a parametrized algorithm. There is currently a wide variety of AC problem variants and methods proposed in the literature. Existing reviews do not take into account all derivatives of the AC problem, nor do they offer a complete classification scheme. To this end, we introduce taxonomies to describe the AC problem and features of configuration methods, respectively. We review existing AC literature within the lens of our taxonomies, outline relevant design choices of configuration approaches, contrast methods and problem variants against each other, and describe the state of AC in industry. Finally, our review provides researchers and practitioners with a look at future research directions in the field of AC.
Graph Coloring with Physics-Inspired Graph Neural Networks
Schuetz, Martin J. A., Brubaker, J. Kyle, Zhu, Zhihuai, Katzgraber, Helmut G.
We show how graph neural networks can be used to solve the canonical graph coloring problem. We frame graph coloring as a multi-class node classification problem and utilize an unsupervised training strategy based on the statistical physics Potts model. Generalizations to other multi-class problems such as community detection, data clustering, and the minimum clique cover problem are straightforward. We provide numerical benchmark results and illustrate our approach with an end-to-end application for a real-world scheduling use case within a comprehensive encode-process-decode framework. Our optimization approach performs on par or outperforms existing solvers, with the ability to scale to problems with millions of variables.
Data Heterogeneity-Robust Federated Learning via Group Client Selection in Industrial IoT
Li, Zonghang, He, Yihong, Yu, Hongfang, Kang, Jiawen, Li, Xiaoping, Xu, Zenglin, Niyato, Dusit
Nowadays, the industrial Internet of Things (IIoT) has played an integral role in Industry 4.0 and produced massive amounts of data for industrial intelligence. These data locate on decentralized devices in modern factories. To protect the confidentiality of industrial data, federated learning (FL) was introduced to collaboratively train shared machine learning models. However, the local data collected by different devices skew in class distribution and degrade industrial FL performance. This challenge has been widely studied at the mobile edge, but they ignored the rapidly changing streaming data and clustering nature of factory devices, and more seriously, they may threaten data security. In this paper, we propose FedGS, which is a hierarchical cloud-edge-end FL framework for 5G empowered industries, to improve industrial FL performance on non-i.i.d. data. Taking advantage of naturally clustered factory devices, FedGS uses a gradient-based binary permutation algorithm (GBP-CS) to select a subset of devices within each factory and build homogeneous super nodes participating in FL training. Then, we propose a compound-step synchronization protocol to coordinate the training process within and among these super nodes, which shows great robustness against data heterogeneity. The proposed methods are time-efficient and can adapt to dynamic environments, without exposing confidential industrial data in risky manipulation. We prove that FedGS has better convergence performance than FedAvg and give a relaxed condition under which FedGS is more communication-efficient. Extensive experiments show that FedGS improves accuracy by 3.5% and reduces training rounds by 59% on average, confirming its superior effectiveness and efficiency on non-i.i.d. data.
Reinforcement Learning-Empowered Mobile Edge Computing for 6G Edge Intelligence
Wei, Peng, Guo, Kun, Li, Ye, Wang, Jue, Feng, Wei, Jin, Shi, Ge, Ning, Liang, Ying-Chang
Mobile edge computing (MEC) is considered a novel paradigm for computation-intensive and delay-sensitive tasks in fifth generation (5G) networks and beyond. However, its uncertainty, referred to as dynamic and randomness, from the mobile device, wireless channel, and edge network sides, results in high-dimensional, nonconvex, nonlinear, and NP-hard optimization problems. Thanks to the evolved reinforcement learning (RL), upon iteratively interacting with the dynamic and random environment, its trained agent can intelligently obtain the optimal policy in MEC. Furthermore, its evolved versions, such as deep RL (DRL), can achieve higher convergence speed efficiency and learning accuracy based on the parametric approximation for the large-scale state-action space. This paper provides a comprehensive research review on RL-enabled MEC and offers insight for development in this area. More importantly, associated with free mobility, dynamic channels, and distributed services, the MEC challenges that can be solved by different kinds of RL algorithms are identified, followed by how they can be solved by RL solutions in diverse mobile applications. Finally, the open challenges are discussed to provide helpful guidance for future research in RL training and learning MEC.
Equality Is Not Equity: Proportional Fairness in Federated Learning
Zhang, Guojun, Malekmohammadi, Saber, Chen, Xi, Yu, Yaoliang
Ensuring fairness of machine learning (ML) algorithms is becoming an increasingly important mission for ML service providers. This is even more critical and challenging in the federated learning (FL) scenario, given a large number of diverse participating clients. Simply mandating equality across clients could lead to many undesirable consequences, potentially discouraging high-performing clients and resulting in sub-optimal overall performance. In order to achieve better equity rather than equality, in this work, we introduce and study proportional fairness (PF) in FL, which has a deep connection with game theory. By viewing FL from a cooperative game perspective, where the players (clients) collaboratively learn a good model, we formulate PF as Nash bargaining solutions. Based on this concept, we propose PropFair, a novel and easy-to-implement algorithm for effectively finding PF solutions, and we prove its convergence properties. We illustrate through experiments that PropFair consistently improves the worst-case and the overall performances simultaneously over state-of-the-art fair FL algorithms for a wide array of vision and language datasets, thus achieving better equity.
Improved Random Features for Dot Product Kernels
Wacker, Jonas, Kanagawa, Motonobu, Filippone, Maurizio
Dot product kernels, such as polynomial and exponential (softmax) kernels, are among the most widely used kernels in machine learning, as they enable modeling the interactions between input features, which is crucial in applications like computer vision, natural language processing, and recommender systems. We make several novel contributions for improving the efficiency of random feature approximations for dot product kernels, to make these kernels more useful in large scale learning. First, we present a generalization of existing random feature approximations for polynomial kernels, such as Rademacher and Gaussian sketches and TensorSRHT, using complex-valued random features. We show empirically that the use of complex features can significantly reduce the variances of these approximations. Second, we provide a theoretical analysis for understanding the factors affecting the efficiency of various random feature approximations, by deriving closed-form expressions for their variances. These variance formulas elucidate conditions under which certain approximations (e.g., TensorSRHT) achieve lower variances than others (e.g., Rademacher sketches), and conditions under which the use of complex features leads to lower variances than real features. Third, by using these variance formulas, which can be evaluated in practice, we develop a data-driven optimization approach to improve random feature approximations for general dot product kernels, which is also applicable to the Gaussian kernel. We describe the improvements brought by these contributions with extensive experiments on a variety of tasks and datasets.
Sequential- and Parallel- Constrained Max-value Entropy Search via Information Lower Bound
Takeno, Shion, Tamura, Tomoyuki, Shitara, Kazuki, Karasuyama, Masayuki
Max-value entropy search (MES) is one of the state-of-the-art approaches in Bayesian optimization (BO). In this paper, we propose a novel variant of MES for constrained problems, called Constrained MES via Information lower BOund (CMES-IBO), that is based on a Monte Carlo (MC) estimator of a lower bound of a mutual information (MI). Unlike existing studies, our MI is defined so that uncertainty with respect to feasibility can be incorporated. We derive a lower bound of the MI that guarantees non-negativity, while a constrained counterpart of conventional MES can be negative. We further provide theoretical analysis that assures the low-variability of our estimator which has never been investigated for any existing information-theoretic BO. Moreover, using the conditional MI, we extend CMES-IBO to the parallel setting while maintaining the desirable properties. We demonstrate the effectiveness of CMES-IBO by several benchmark functions and real-world problems.