By concisely representing a joint function of many variables as the combination of small functions, discrete graphical models (GMs) provide a powerful framework to analyze stochastic and deterministic systems of interacting variables. One of the main queries on such models is to identify the extremum of this joint function. This is known as the Weighted Constraint Satisfaction Problem (WCSP) on deterministic Cost Function Networks and as Maximum a Posteriori (MAP) inference on stochastic Markov Random Fields. Algorithms for approximate WCSP inference typically rely on local consistency algorithms or belief propagation. These methods are intimately related to linear programming (LP) relaxations and often coupled with reparametrizations defined by the dual solution of the associated LP. Since the seminal work of Goemans and Williamson, it is well understood that convex SDP relaxations can provide superior guarantees to LP. But the inherent computational cost of interior point methods has limited their application. The situation has improved with the introduction of non-convex Burer-Monteiro style methods which are well suited to handle the SDP relaxation of combinatorial problems with binary variables (such as MAXCUT, MaxSAT or MAP/Ising). We compute low rank SDP upper and lower bounds for discrete pairwise graphical models with arbitrary number of values and arbitrary binary cost functions by extending a Burer-Monteiro style method based on row-by-row updates. We consider a traditional dualized constraint approach and a dedicated Block Coordinate Descent approach which avoids introducing large penalty coefficients to the formulation. On increasingly hard and dense WCSP/CFN instances, we observe that the BCD approach can outperform the dualized approach and provide tighter bounds than local consistencies/convergent message passing approaches.

Most set prediction models in deep learning use set-equivariant operations, but they actually operate on multisets. We show that set-equivariant functions cannot represent certain functions on multisets, so we introduce the more appropriate notion of multiset-equivariance. We identify that the existing Deep Set Prediction Network (DSPN) can be multiset-equivariant without being hindered by set-equivariance and improve it with approximate implicit differentiation, allowing for better optimization while being faster and saving memory. In a range of toy experiments, we show that the perspective of multiset-equivariance is beneficial and that our changes to DSPN achieve better results in most cases. On CLEVR object property prediction, we substantially improve over the state-of-the-art Slot Attention from 8% to 77% in one of the strictest evaluation metrics because of the benefits made possible by implicit differentiation.

The discovery of Behavior Trees (BTs) impacted the field of Artificial Intelligence (AI) in games, by providing flexible and natural representation of non-player characters (NPCs) logic, manageable by game-designers. Nevertheless, increased pressure on ever better NPCs AI-agents forced complexity of handcrafted BTs to became barely-tractable and error-prone. On the other hand, while many just-launched on-line games suffer from player-shortage, the existence of AI with a broad-range of capabilities could increase players retention. Therefore, to handle above challenges, recent trends in the field focused on automatic creation of AI-agents: from deep- and reinforcementlearning techniques to combinatorial (constrained) optimization and evolution of BTs. In this paper, we present a novel approach to semi-automatic construction of AI-agents, that mimic and generalize given human gameplays by adapting and tuning of expert-created BT under a developed similarity metric between source and BT gameplays. To this end, we formulated mixed discrete-continuous optimization problem, in which topological and functional changes of the BT are reflected in numerical variables, and constructed a dedicated hybrid-metaheuristic. The performance of presented approach was verified experimentally in a prototype real-time strategy game. Carried out experiments confirmed efficiency and perspectives of presented approach, which is going to be applied in a commercial game.

In most optimization problems, users have a clear understanding of the function to optimize (e.g., minimize the makespan for scheduling problems). However, the constraints may be difficult to state and their modelling often requires expertise in Constraint Programming. Active constraint acquisition has been successfully used to support non-experienced users in learning constraint networks through the generation of a sequence of queries. In this paper, we propose Learn&Optimize, a method to solve optimization problems with known objective function and unknown constraint network. It uses an active constraint acquisition algorithm which learns the unknown constraints and computes boundaries for the optimal solution during the learning process. As a result, our method allows users to solve optimization problems without learning the overall constraint network.

Several problems in neuroimaging and beyond require inference on the parameters of multi-task sparse hierarchical regression models. Examples include M/EEG inverse problems, neural encoding models for task-based fMRI analyses, and climate science. In these domains, both the model parameters to be inferred and the measurement noise may exhibit a complex spatio-temporal structure. Existing work either neglects the temporal structure or leads to computationally demanding inference schemes. Overcoming these limitations, we devise a novel flexible hierarchical Bayesian framework within which the spatio-temporal dynamics of model parameters and noise are modeled to have Kronecker product covariance structure. Inference in our framework is based on majorization-minimization optimization and has guaranteed convergence properties. Our highly efficient algorithms exploit the intrinsic Riemannian geometry of temporal autocovariance matrices. For stationary dynamics described by Toeplitz matrices, the theory of circulant embeddings is employed. We prove convex bounding properties and derive update rules of the resulting algorithms. On both synthetic and real neural data from M/EEG, we demonstrate that our methods lead to improved performance.

In this work, we introduce a novel workflow that couples robotics to machine-learning for efficient optimization of a non-aqueous battery electrolyte. A custom-built automated experiment named "Clio" is coupled to Dragonfly - a Bayesian optimization-based experiment planner. Clio autonomously optimizes electrolyte conductivity over a single-salt, ternary solvent design space. Using this workflow, we identify 6 fast-charging electrolytes in 2 work-days and 42 experiments (compared with 60 days using exhaustive search of the 1000 possible candidates, or 6 days assuming only 10% of candidates are evaluated). Our method finds the highest reported conductivity electrolyte in a design space heavily explored by previous literature, converging on a high-conductivity mixture that demonstrates subtle electrolyte chemical physics.

Designing recommendation systems with limited or no available training data remains a challenge. To that end, a new combinatorial optimization problem is formulated to generate optimized item selection for experimentation with the goal to shorten the time for collecting randomized training data. We first present an overview of the optimized item selection problem and a multi-level optimization framework to solve it. The approach integrates techniques from discrete optimization, unsupervised clustering, and latent text embeddings. We then discuss how to incorporate optimized item selection with active learning as part of randomized exploration in an ongoing fashion.

Regression models are used in a wide range of applications providing a powerful scientific tool for researchers from different fields. Linear, or simple parametric, models are often not sufficient to describe complex relationships between input variables and a response. Such relationships can be better described through  flexible approaches such as neural networks, but this results in less interpretable models and potential overfitting. Alternatively, specific parametric nonlinear functions can be used, but the specification of such functions is in general complicated. In this paper, we introduce a  flexible approach for the construction and selection of highly  flexible nonlinear parametric regression models. Nonlinear features are generated hierarchically, similarly to deep learning, but have additional  flexibility on the possible types of features to be considered. This  flexibility, combined with variable selection, allows us to find a small set of important features and thereby more interpretable models. Within the space of possible functions, a Bayesian approach, introducing priors for functions based on their complexity, is considered. A genetically modified mode jumping Markov chain Monte Carlo algorithm is adopted to perform Bayesian inference and estimate posterior probabilities for model averaging. In various applications, we illustrate how our approach is used to obtain meaningful nonlinear models. Additionally, we compare its predictive performance with several machine learning algorithms.  

Employee rostering is a process of assigning available employees to open shifts. Automating it has ubiquitous practical benefits for nearly all industries, such as reducing manual workload and producing flexible, high-quality schedules. In this work, we develop a hybrid methodology which combines Mixed-Integer Linear Programming (MILP) with scatter search, an evolutionary algorithm, having as use case the optimization of employee rostering for Swissgrid, where it is currently a largely manual process. The hybrid methodology guarantees compliance with labor laws, maximizes employees' preference satisfaction, and distributes workload as uniformly as possible among them. Above all, it is shown to be a robust and efficient algorithm, consistently solving realistic problems of varying complexity to near-optimality an order of magnitude faster than an MILP-alone approach using a state-of-the-art commercial solver. Several practical extensions and use cases are presented, which are incorporated into a software tool currently being in pilot use at Swissgrid.

This paper proposes a method for calibrating control parameters. Examples of such control parameters are gains of PID controllers, weights of a cost function for optimal control, filter coefficients, the sliding surface of a sliding mode controller, or weights of a neural network. Hence, the proposed method can be applied to a wide range of controllers. The method uses a Kalman filter that estimates control parameters rather than the system's state, using data of closed-loop system operation. The control parameter calibration is driven by a training objective, which encompasses specifications on the performance of the dynamical system. The calibration method tunes the parameters online and robustly, is computationally efficient, has low data storage requirements, and is easy to implement making it appealing for many real-time applications. Simulation results show that the method is able to learn control parameters quickly (approximately 24% average decay factor of closed-loop cost), is able to tune the parameters to compensate for disturbances (approximately 29% improvement on tracking precision), and is robust to noise. Further, a simulation study with the high-fidelity vehicle simulator CarSim shows that the method can calibrate controllers of a complex dynamical system online, which indicates its applicability to a real-world system.