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Quadratic speedup of global search using a biased crossover of two good solutions

arXiv.org Machine Learning

The minimisation of cost functions is crucial in various optimisation fields. However, identifying their global minimum remains challenging owing to the huge computational cost incurred. This work analytically expresses the computational cost to identify an approximate global minimum for a class of cost functions defined under a high-dimensional discrete state space. Then, we derive an optimal global search scheme that minimises the computational cost. Mathematical analyses demonstrate that a combination of the gradient descent algorithm and the selection and crossover algorithm--with a biased crossover weight--maximises the search efficiency. Remarkably, its computational cost is of the square root order in contrast to that of the conventional gradient descent algorithms, indicating a quadratic speedup of global search. We corroborate this proposition using numerical analyses of the travelling salesman problem. The simple computational architecture and minimal computational cost of the proposed scheme are highly desirable for biological organisms and neuromorphic hardware.


Randomized Algorithms for Monotone Submodular Function Maximization on the Integer Lattice

arXiv.org Artificial Intelligence

Optimization problems with set submodular objective functions have many real-world applications. In discrete scenarios, where the same item can be selected more than once, the domain is generalized from a 2-element set to a bounded integer lattice. In this work, we consider the problem of maximizing a monotone submodular function on the bounded integer lattice subject to a cardinality constraint. In particular, we focus on maximizing DR-submodular functions, i.e., functions defined on the integer lattice that exhibit the diminishing returns property. Given any epsilon > 0, we present a randomized algorithm with probabilistic guarantees of O(1 - 1/e - epsilon) approximation, using a framework inspired by a Stochastic Greedy algorithm developed for set submodular functions by Mirzasoleiman et al. We then show that, on synthetic DR-submodular functions, applying our proposed algorithm on the integer lattice is faster than the alternatives, including reducing a target problem to the set domain and then applying the fastest known set submodular maximization algorithm.


Self-Learning Tuning for Post-Silicon Validation

arXiv.org Artificial Intelligence

Increasing complexity of modern chips makes design validation more difficult. Existing approaches are not able anymore to cope with the complexity of tasks such as robust performance tuning in post-silicon validation. Therefore, we propose a novel approach based on learn-to-optimize and reinforcement learning in order to solve complex and mixed-type tuning tasks in a efficient and robust way.


GFlowNet Foundations

arXiv.org Artificial Intelligence

Generative Flow Networks (GFlowNets) have been introduced as a method to sample a diverse set of candidates in an active learning context, with a training objective that makes them approximately sample in proportion to a given reward function. In this paper, we show a number of additional theoretical properties of GFlowNets. They can be used to estimate joint probability distributions and the corresponding marginal distributions where some variables are unspecified and, of particular interest, can represent distributions over composite objects like sets and graphs. GFlowNets amortize the work typically done by computationally expensive MCMC methods in a single but trained generative pass. They could also be used to estimate partition functions and free energies, conditional probabilities of supersets (supergraphs) given a subset (subgraph), as well as marginal distributions over all supersets (supergraphs) of a given set (graph). We introduce variations enabling the estimation of entropy and mutual information, sampling from a Pareto frontier, connections to reward-maximizing policies, and extensions to stochastic environments, continuous actions and modular energy functions.


Symbolic Regression via Neural-Guided Genetic Programming Population Seeding

arXiv.org Artificial Intelligence

Symbolic regression is the process of identifying mathematical expressions that fit observed output from a black-box process. It is a discrete optimization problem generally believed to be NP-hard. Prior approaches to solving the problem include neural-guided search (e.g. using reinforcement learning) and genetic programming. In this work, we introduce a hybrid neural-guided/genetic programming approach to symbolic regression and other combinatorial optimization problems. We propose a neural-guided component used to seed the starting population of a random restart genetic programming component, gradually learning better starting populations. On a number of common benchmark tasks to recover underlying expressions from a dataset, our method recovers 65% more expressions than a recently published top-performing model using the same experimental setup. We demonstrate that running many genetic programming generations without interdependence on the neural-guided component performs better for symbolic regression than alternative formulations where the two are more strongly coupled. Finally, we introduce a new set of 22 symbolic regression benchmark problems with increased difficulty over existing benchmarks.


How machine learning is used in the building industry today

#artificialintelligence

Last month aec tech invited industry-leading design technologists, data scientists, and machine learning (ML) experts to discuss the applications of machine learning and artificial intelligence in architecture, engineering and construction (AEC) today and towards the future. Machine learning is a branch of AI -- artificial intelligence -- that focuses on using data and algorithms to mimic human learning and improve its accuracy over time. Read below to learn more about our speakers and their work, in addition to a summary of the discussion. Leland Curtis is the former Co-Lead of Computational Design at SmithGroup. Leland implements Machine Learning into his design process through one application of ML called surrogate modeling.


Online Estimation and Optimization of Utility-Based Shortfall Risk

arXiv.org Machine Learning

In several financial applications, it is necessary to understand risk sensitivity while maximizing the returns. Several risk measures have been studied in the literature, e.g., mean-variance, Value at Risk (VaR), Conditional Value at Risk (CVaR), distorted risk measure, and prospect theory. In [2], the authors consider four properties as desirable for a risk measure, namely positive homogeneity, translation invariance, sub-additivity, and monotonicity. They define a risk measure as being coherent if it possesses the aforementioned properties. In a related development, in[19], the authors chose to relax the sub-additivity and positive homogeneity requirements of a coherent risk measure, and instead impose a convexity condition on the underlying risk measure.


Accounting for Gaussian Process Imprecision in Bayesian Optimization

arXiv.org Artificial Intelligence

Bayesian optimization (BO) with Gaussian processes (GP) as surrogate models is widely used to optimize analytically unknown and expensive-to-evaluate functions. In this paper, we propose Prior-mean-RObust Bayesian Optimization (PROBO) that outperforms classical BO on specific problems. First, we study the effect of the Gaussian processes' prior specifications on classical BO's convergence. We find the prior's mean parameters to have the highest influence on convergence among all prior components. In response to this result, we introduce PROBO as a generalization of BO that aims at rendering the method more robust towards prior mean parameter misspecification. This is achieved by explicitly accounting for GP imprecision via a prior near-ignorance model. At the heart of this is a novel acquisition function, the generalized lower confidence bound (GLCB). We test our approach against classical BO on a real-world problem from material science and observe PROBO to converge faster. Further experiments on multimodal and wiggly target functions confirm the superiority of our method.


Self-encoding Barnacle Mating Optimizer Algorithm for Manpower Scheduling in Flow Shop

arXiv.org Artificial Intelligence

Flow Shop Scheduling (FSS) has been widely researched due to its application in many types of fields, while the human participant brings great challenges to this problem. Manpower scheduling captures attention for assigning workers with diverse proficiency to the appropriate stages, which is of great significance to production efficiency. In this paper, we present a novel algorithm called Self-encoding Barnacle Mating Optimizer (SBMO), which solves the FSS problem considering worker proficiency, defined as a new problem, Flow Shop Manpower Scheduling Problem (FSMSP). The highlight of the SBMO algorithm is the combination with the encoding method, crossover and mutation operators. Moreover, in order to solve the local optimum problem, we design a neighborhood search scheme. Finally, the extensive comparison simulations are conducted to demonstrate the superiority of the proposed SBMO. The results indicate the effectiveness of SBMO in approximate ratio, powerful stability, and execution time, compared with the classic and popular counterparts.


Multi-officer Routing for Patrolling High Risk Areas Jointly Learned from Check-ins, Crime and Incident Response Data

arXiv.org Artificial Intelligence

A well-crafted police patrol route design is vital in providing community safety and security in the society. Previous works have largely focused on predicting crime events with historical crime data. The usage of large-scale mobility data collected from Location-Based Social Network, or check-ins, and Point of Interests (POI) data for designing an effective police patrol is largely understudied. Given that there are multiple police officers being on duty in a real-life situation, this makes the problem more complex to solve. In this paper, we formulate the dynamic crime patrol planning problem for multiple police officers using check-ins, crime, incident response data, and POI information. We propose a joint learning and non-random optimisation method for the representation of possible solutions where multiple police officers patrol the high crime risk areas simultaneously first rather than the low crime risk areas. Later, meta-heuristic Genetic Algorithm (GA) and Cuckoo Search (CS) are implemented to find the optimal routes. The performance of the proposed solution is verified and compared with several state-of-art methods using real-world datasets.