Optimization
Duck swarm algorithm: a novel swarm intelligence algorithm
Zhang, Mengjian, Wen, Guihua, Yang, Jing
A swarm intelligence-based optimization algorithm, named Duck Swarm Algorithm (DSA), is proposed in this paper. This algorithm is inspired by the searching for food sources and foraging behaviors of the duck swarm. The performance of DSA is verified by using eighteen benchmark functions, where it is statistical (best, mean, standard deviation, and average running time) results are compared with seven well-known algorithms like Particle swarm optimization (PSO), Firefly algorithm (FA), Chicken swarm optimization (CSO), Grey wolf optimizer (GWO), Sine cosine algorithm (SCA), and Marine-predators algorithm (MPA), and Archimedes optimization algorithm (AOA). Moreover, the Wilcoxon rank-sum test, Friedman test, and convergence curves of the comparison results are used to prove the superiority of the DSA against other algorithms. The results demonstrate that DSA is a high-performance optimization method in terms of convergence speed and exploration-exploitation balance for solving high-dimension optimization functions. Also, DSA is applied for the optimal design of two constrained engineering problems (the Three-bar truss problem, and the Sawmill operation problem). Additionally, four engineering constraint problems have also been used to analyze the performance of the proposed DSA. Overall, the comparison results revealed that the DSA is a promising and very competitive algorithm for solving different optimization problems.
Bayesian Optimization with Python
If you are in the fields of data science or machine learning, chances are you already are doing optimization! For example, training a neural network is an optimization problem, as we want to find the set of model weights that best minimizes the loss function. Finding the set of hyper parameters that results in the best performing model is another optimization problem. Optimization algorithms come in many forms, each created to solve a particular type of problem. In particular, one type of problem commonly faced by scientists in both academia and industry is the optimization of expensive-to-evaluate black box functions.
Tensor Completion Made Practical
Tensor completion is a natural higher-order generalization of matrix completion where the goal is to recover a low-rank tensor from sparse observations of its entries. Existing algorithms are either heuristic without provable guarantees, based on solving large semidefinite programs which are impractical to run, or make strong assumptions such as requiring the factors to be nearly orthogonal. In this paper we introduce a new variant of alternating minimization, which in turn is inspired by understanding how the progress measures that guide convergence of alternating minimization in the matrix setting need to be adapted to the tensor setting. We show strong provable guarantees, including showing that our algorithm converges linearly to the true tensors even when the factors are highly correlated and can be implemented in nearly linear time. Moreover our algorithm is also highly practical and we show that we can complete third order tensors with a thousand dimensions from observing a tiny fraction of its entries. In contrast, and somewhat surprisingly, we show that the standard version of alternating minimization, without our new twist, can converge at a drastically slower rate in practice.
A distributed, plug-n-play algorithm for multi-robot applications with a priori non-computable objective functions
Kapoutsis, Athanasios Ch., Chatzichristofis, Savvas A., Kosmatopoulos, Elias B.
This paper presents a distributed algorithm applicable to a wide range of practical multi-robot applications. In such multi-robot applications, the user-defined objectives of the mission can be cast as a general optimization problem, without explicit guidelines of the subtasks per different robot. Owing to the unknown environment, unknown robot dynamics, sensor nonlinearities, etc., the analytic form of the optimization cost function is not available a priori. Therefore, standard gradient-descent-like algorithms are not applicable to these problems. To tackle this, we introduce a new algorithm that carefully designs each robot's subcost function, the optimization of which can accomplish the overall team objective. Upon this transformation, we propose a distributed methodology based on the cognitive-based adaptive optimization (CAO) algorithm, that is able to approximate the evolution of each robot's cost function and to adequately optimize its decision variables (robot actions). The latter can be achieved by online learning only the problem-specific characteristics that affect the accomplishment of mission objectives. The overall, low-complexity algorithm can straightforwardly incorporate any kind of operational constraint, is fault-tolerant, and can appropriately tackle time-varying cost functions. A cornerstone of this approach is that it shares the same convergence characteristics as those of block coordinate descent algorithms. The proposed algorithm is evaluated in three heterogeneous simulation set-ups under multiple scenarios, against both general-purpose and problem-specific algorithms. Source code is available at https://github.com/athakapo/A-distributed-plug-n-play-algorithm-for-multi-robot-applications.
An Efficient Combinatorial Optimization Model Using Learning-to-Rank Distillation
Woo, Honguk, Lee, Hyunsung, Cho, Sangwoo
Recently, deep reinforcement learning (RL) has proven its feasibility in solving combinatorial optimization problems (COPs). The learning-to-rank techniques have been studied in the field of information retrieval. While several COPs can be formulated as the prioritization of input items, as is common in the information retrieval, it has not been fully explored how the learning-to-rank techniques can be incorporated into deep RL for COPs. In this paper, we present the learning-to-rank distillation-based COP framework, where a high-performance ranking policy obtained by RL for a COP can be distilled into a non-iterative, simple model, thereby achieving a low-latency COP solver. Specifically, we employ the approximated ranking distillation to render a score-based ranking model learnable via gradient descent. Furthermore, we use the efficient sequence sampling to improve the inference performance with a limited delay. With the framework, we demonstrate that a distilled model not only achieves comparable performance to its respective, high-performance RL, but also provides several times faster inferences. We evaluate the framework with several COPs such as priority-based task scheduling and multidimensional knapsack, demonstrating the benefits of the framework in terms of inference latency and performance.
Practical Fixed-Parameter Algorithms for Defending Active Directory Style Attack Graphs
Guo, Mingyu, Li, Jialiang, Neumann, Aneta, Neumann, Frank, Nguyen, Hung
Active Directory is the default security management system for Windows domain networks. We study the shortest path edge interdiction problem for defending Active Directory style attack graphs. The problem is formulated as a Stackelberg game between one defender and one attacker. The attack graph contains one destination node and multiple entry nodes. The attacker's entry node is chosen by nature. The defender chooses to block a set of edges limited by his budget. The attacker then picks the shortest unblocked attack path. The defender aims to maximize the expected shortest path length for the attacker, where the expectation is taken over entry nodes. We observe that practical Active Directory attack graphs have small maximum attack path lengths and are structurally close to trees. We first show that even if the maximum attack path length is a constant, the problem is still $W[1]$-hard with respect to the defender's budget. Having a small maximum attack path length and a small budget is not enough to design fixed-parameter algorithms. If we further assume that the number of entry nodes is small, then we derive a fixed-parameter tractable algorithm. We then propose two other fixed-parameter algorithms by exploiting the tree-like features. One is based on tree decomposition and requires a small tree width. The other assumes a small number of splitting nodes (nodes with multiple out-going edges). Finally, the last algorithm is converted into a graph convolutional neural network based heuristic, which scales to larger graphs with more splitting nodes.
Manager, use this to plan the smart working days for your team!
Originally published on Towards AI the World's Leading AI and Technology News and Media Company. If you are building an AI-related product or service, we invite you to consider becoming an AI sponsor. At Towards AI, we help scale AI and technology startups. Let us help you unleash your technology to the masses. During covid-19 several teams were constrained to work from home entirely.
Integrating Quantum Processor Device and Control Optimization in a Gradient-based Framework
Ni, Xiaotong, Zhao, Hui-Hai, Wang, Lei, Wu, Feng, Chen, Jianxin
In a quantum processor, the device design and external controls together contribute to the quality of the target quantum operations. As we continuously seek better alternative qubit platforms, we explore the increasingly large device and control design space. Thus, optimization becomes more and more challenging. In this work, we demonstrate that the figure of merit reflecting a design goal can be made differentiable with respect to the device and control parameters. In addition, we can compute the gradient of the design objective efficiently in a similar manner to the back-propagation algorithm and then utilize the gradient to optimize the device and the control parameters jointly and efficiently. This extends the scope of the quantum optimal control to superconducting device design. We also demonstrate the viability of gradient-based joint optimization over the device and control parameters through a few examples.
Reinforcement Learning based Sequential Batch-sampling for Bayesian Optimal Experimental Design
Ashenafi, Yonatan, Pandita, Piyush, Ghosh, Sayan
Engineering problems that are modeled using sophisticated mathematical methods or are characterized by expensive-to-conduct tests or experiments, are encumbered with limited budget or finite computational resources. Moreover, practical scenarios in the industry, impose restrictions, based on logistics and preference, on the manner in which the experiments can be conducted. For example, material supply may enable only a handful of experiments in a single-shot or in the case of computational models one may face significant wait-time based on shared computational resources. In such scenarios, one usually resorts to performing experiments in a manner that allows for maximizing one's state-of-knowledge while satisfying the above mentioned practical constraints. Sequential design of experiments (SDOE) is a popular suite of methods, that has yielded promising results in recent years across different engineering and practical problems. A common strategy, that leverages Bayesian formalism is the Bayesian SDOE, which usually works best in the one-step-ahead or myopic scenario of selecting a single experiment at each step of a sequence of experiments. In this work, we aim to extend the SDOE strategy, to query the experiment or computer code at a batch of inputs. To this end, we leverage deep reinforcement learning (RL) based policy gradient methods, to propose batches of queries that are selected taking into account entire budget in hand. The algorithm retains the sequential nature, inherent in the SDOE, while incorporating elements of reward based on task from the domain of deep RL. A unique capability of the proposed methodology is its ability to be applied to multiple tasks, for example optimization of a function, once its trained. We demonstrate the performance of the proposed algorithm on a synthetic problem, and a challenging high-dimensional engineering problem.
Faster Convergence in Multi-Objective Optimization Algorithms Based on Decomposition
Lavinas, Yuri, Ladeira, Marcelo, Aranha, Claus
The Resource Allocation approach (RA) improves the performance of MOEA/D by maintaining a big population and updating few solutions each generation. However, most of the studies on RA generally focused on the properties of different Resource Allocation metrics. Thus, it is still uncertain what the main factors are that lead to increments in performance of MOEA/D with RA. This study investigates the effects of MOEA/D with the Partial Update Strategy in an extensive set of MOPs to generate insights into correspondences of MOEA/D with the Partial Update and MOEA/D with small population size and big population size. Our work undertakes an in-depth analysis of the populational dynamics behaviour considering their final approximation Pareto sets, anytime hypervolume performance, attained regions and number of unique non-dominated solutions. Our results indicate that MOEA/D with Partial Update progresses with the search as fast as MOEA/D with small population size and explores the search space as MOEA/D with big population size. MOEA/D with Partial Update can mitigate common problems related to population size choice with better convergence speed in most MOPs, as shown by the results of hypervolume and number of unique non-dominated solutions, the anytime performance and Empirical Attainment Function indicates.