Optimization
Learning to Reformulate for Linear Programming
Li, Xijun, Qu, Qingyu, Zhu, Fangzhou, Zeng, Jia, Yuan, Mingxuan, Mao, Kun, Wang, Jie
It has been verified that the linear programming (LP) is able to formulate many real-life optimization problems, which can obtain the optimum by resorting to corresponding solvers such as OptVerse, Gurobi and CPLEX. In the past decades, a serial of traditional operation research algorithms have been proposed to obtain the optimum of a given LP in a fewer solving time. Recently, there is a trend of using machine learning (ML) techniques to improve the performance of above solvers. However, almost no previous work takes advantage of ML techniques to improve the performance of solver from the front end, i.e., the modeling (or formulation). In this paper, we are the first to propose a reinforcement learning-based reformulation method for LP to improve the performance of solving process. Using an open-source solver COIN-OR LP (CLP) as an environment, we implement the proposed method over two public research LP datasets and one large-scale LP dataset collected from practical production planning scenario. The evaluation results suggest that the proposed method can effectively reduce both the solving iteration number ($25\%\downarrow$) and the solving time ($15\%\downarrow$) over above datasets in average, compared to directly solving the original LP instances.
Neighboring Backdoor Attacks on Graph Convolutional Network
Chen, Liang, Peng, Qibiao, Li, Jintang, Liu, Yang, Chen, Jiawei, Li, Yong, Zheng, Zibin
Backdoor attacks have been widely studied to hide the misclassification rules in the normal models, which are only activated when the model is aware of the specific inputs (i.e., the trigger). However, despite their success in the conventional Euclidean space, there are few studies of backdoor attacks on graph structured data. In this paper, we propose a new type of backdoor which is specific to graph data, called neighboring backdoor. Considering the discreteness of graph data, how to effectively design the triggers while retaining the model accuracy on the original task is the major challenge. To address such a challenge, we set the trigger as a single node, and the backdoor is activated when the trigger node is connected to the target node. To preserve the model accuracy, the model parameters are not allowed to be modified. Thus, when the trigger node is not connected, the model performs normally. Under these settings, in this work, we focus on generating the features of the trigger node. Two types of backdoors are proposed: (1) Linear Graph Convolution Backdoor which finds an approximation solution for the feature generation (can be viewed as an integer programming problem) by looking at the linear part of GCNs. (2) Variants of existing graph attacks. We extend current gradient-based attack methods to our backdoor attack scenario. Extensive experiments on two social networks and two citation networks datasets demonstrate that all proposed backdoors can achieve an almost 100\% attack success rate while having no impact on predictive accuracy.
Nonlinear Control Allocation: A Learning Based Approach
Khan, Hafiz Zeeshan Iqbal, Mobeen, Surrayya, Rajput, Jahanzeb, Riaz, Jamshed
Modern aircraft are designed with redundant control effectors to cater for fault tolerance and maneuverability requirements. This leads to an over-actuated aircraft which requires a control allocation scheme to distribute the control commands among effectors. Traditionally, optimization based control allocation schemes are used; however, for nonlinear allocation problems these methods require large computational resources. In this work, a novel ANN based nonlinear control allocation scheme is proposed. To start, a general nonlinear control allocation problem is posed in a different perspective to seek a function which maps desired moments to control effectors. Few important results on stability and performance of nonlinear allocation schemes in general and this ANN based allocation scheme, in particular, are presented. To demonstrate the efficacy of the proposed scheme, it is compared with standard quadratic programming based method for control allocation.
Learning from One and Only One Shot
Yu, Haizi, Mineyev, Igor, Varshney, Lav R., Evans, James A.
Humans can generalize from only a few examples and from little pre-training on similar tasks. Yet, machine learning (ML) typically requires large data to learn or pre-learn to transfer. Inspired by nativism, we directly model basic human-innate priors in abstract visual tasks e.g., character/doodle recognition. This yields a white-box model that learns general-appearance similarity -- how any two images look in general -- by mimicking how humans naturally "distort" an object at first sight. Using simply the nearest-neighbor classifier on this similarity space, we achieve human-level character recognition using only 1--10 examples per class and nothing else (no pre-training). This differs from few-shot learning (FSL) using significant pre-training. On standard benchmarks MNIST/EMNIST and the Omniglot challenge, we outperform both neural-network-based and classical ML in the "tiny-data" regime, including FSL pre-trained on large data. Our model enables unsupervised learning too: by learning the non-Euclidean, general-appearance similarity space in a k-means style, we can generate human-intuitive archetypes as cluster ``centroids''.
OrchestRAN: Network Automation through Orchestrated Intelligence in the Open RAN
D'Oro, Salvatore, Bonati, Leonardo, Polese, Michele, Melodia, Tommaso
The next generation of cellular networks will be characterized by softwarized, open, and disaggregated architectures exposing analytics and control knobs to enable network intelligence. How to realize this vision, however, is largely an open problem. In this paper, we take a decisive step forward by presenting and prototyping OrchestRAN, a novel orchestration framework that embraces and builds upon the Open RAN paradigm to provide a practical solution to these challenges. OrchestRAN has been designed to execute in the non-real-time RAN Intelligent Controller (RIC) and allows Network Operators (NOs) to specify high-level control/inference objectives (i.e., adapt scheduling, and forecast capacity in near-real-time for a set of base stations in Downtown New York). OrchestRAN automatically computes the optimal set of data-driven algorithms and their execution location to achieve intents specified by the NOs while meeting the desired timing requirements. We show that the problem of orchestrating intelligence in Open RAN is NP-hard, and design low-complexity solutions to support real-world applications. We prototype OrchestRAN and test it at scale on Colosseum. Our experimental results on a network with 7 base stations and 42 users demonstrate that OrchestRAN is able to instantiate data-driven services on demand with minimal control overhead and latency.
A unified algorithm framework for mean-variance optimization in discounted Markov decision processes
Ma, Shuai, Ma, Xiaoteng, Xia, Li
This paper studies the risk-averse mean-variance optimization in infinite-horizon discounted Markov decision processes (MDPs). The involved variance metric concerns reward variability during the whole process, and future deviations are discounted to their present values. This discounted mean-variance optimization yields a reward function dependent on a discounted mean, and this dependency renders traditional dynamic programming methods inapplicable since it suppresses a crucial property -- time consistency. To deal with this unorthodox problem, we introduce a pseudo mean to transform the untreatable MDP to a standard one with a redefined reward function in standard form and derive a discounted mean-variance performance difference formula. With the pseudo mean, we propose a unified algorithm framework with a bilevel optimization structure for the discounted mean-variance optimization. The framework unifies a variety of algorithms for several variance-related problems including, but not limited to, risk-averse variance and mean-variance optimizations in discounted and average MDPs. Furthermore, the convergence analyses missing from the literature can be complemented with the proposed framework as well. Taking the value iteration as an example, we develop a discounted mean-variance value iteration algorithm and prove its convergence to a local optimum with the aid of a Bellman local-optimality equation. Finally, we conduct a numerical experiment on portfolio management to validate the proposed algorithm.
Reliable Causal Discovery with Improved Exact Search and Weaker Assumptions
Ng, Ignavier, Zheng, Yujia, Zhang, Jiji, Zhang, Kun
Many of the causal discovery methods rely on the faithfulness assumption to guarantee asymptotic correctness. However, the assumption can be approximately violated in many ways, leading to sub-optimal solutions. Although there is a line of research in Bayesian network structure learning that focuses on weakening the assumption, such as exact search methods with well-defined score functions, they do not scale well to large graphs. In this work, we introduce several strategies to improve the scalability of exact score-based methods in the linear Gaussian setting. In particular, we develop a super-structure estimation method based on the support of inverse covariance matrix which requires assumptions that are strictly weaker than faithfulness, and apply it to restrict the search space of exact search. We also propose a local search strategy that performs exact search on the local clusters formed by each variable and its neighbors within two hops in the super-structure. Numerical experiments validate the efficacy of the proposed procedure, and demonstrate that it scales up to hundreds of nodes with a high accuracy.
Consistent Approximations in Composite Optimization
Approximations of optimization problems arise in computational procedures and sensitivity analysis. The resulting effect on solutions can be significant, with even small approximations of components of a problem translating into large errors in the solutions. We specify conditions under which approximations are well behaved in the sense of minimizers, stationary points, and level-sets and this leads to a framework of consistent approximations. The framework is developed for a broad class of composite problems, which are neither convex nor smooth. We demonstrate the framework using examples from stochastic optimization, neural-network based machine learning, distributionally robust optimization, penalty and augmented Lagrangian methods, interior-point methods, homotopy methods, smoothing methods, extended nonlinear programming, difference-of-convex programming, and multi-objective optimization. An enhanced proximal method illustrates the algorithmic possibilities.
Artificial Intelligence Upskills Software via Mathematics - ASME
Fusing artificial intelligence with mathematical optimization will dramatically increase the "brainpower" for the task at hand, whether it's optimizing flight patterns or bringing energy and food to underserved areas. That's the word from the academic researchers who are part of a new interdisciplinary institute that aims to integrate the two fields. The National AI Institute for Advances in Optimization (AI4OPT) is led by a multidisciplinary team from six U.S. universities, including computer science and civil, environmental, electrical, and computer engineering professors. The combined methods will foster no less than a "paradigm shift" in optimization, said Pascal Van Hentenryck, professor of industrial and systems engineering at Georgia Tech and institute lead. According to Hentenryck, tackling problems at the scale and complexity faced by society today requires a fusion of optimization and machine learning, with the two technologies working hand-in-hand.
A Cross Validation Framework for Signal Denoising with Applications to Trend Filtering, Dyadic CART and Beyond
Chaudhuri, Anamitra, Chatterjee, Sabyasachi
This paper formulates a general cross validation framework for signal denoising. The general framework is then applied to nonparametric regression methods such as Trend Filtering and Dyadic CART. The resulting cross validated versions are then shown to attain nearly the same rates of convergence as are known for the optimally tuned analogues. There did not exist any previous theoretical analyses of cross validated versions of Trend Filtering or Dyadic CART. To illustrate the generality of the framework we also propose and study cross validated versions of two fundamental estimators; lasso for high dimensional linear regression and singular value thresholding for matrix estimation. Our general framework is inspired by the ideas in Chatterjee and Jafarov (2015) and is potentially applicable to a wide range of estimation methods which use tuning parameters.