Optimization
Reinforcement Learning for Intelligent Healthcare Systems: A Comprehensive Survey
Abdellatif, Alaa Awad, Mhaisen, Naram, Chkirbene, Zina, Mohamed, Amr, Erbad, Aiman, Guizani, Mohsen
The rapid increase in the percentage of chronic disease patients along with the recent pandemic pose immediate threats on healthcare expenditure and elevate causes of death. This calls for transforming healthcare systems away from one-on-one patient treatment into intelligent health systems, to improve services, access and scalability, while reducing costs. Reinforcement Learning (RL) has witnessed an intrinsic breakthrough in solving a variety of complex problems for diverse applications and services. Thus, we conduct in this paper a comprehensive survey of the recent models and techniques of RL that have been developed/used for supporting Intelligent-healthcare (I-health) systems. This paper can guide the readers to deeply understand the state-of-the-art regarding the use of RL in the context of I-health. Specifically, we first present an overview for the I-health systems challenges, architecture, and how RL can benefit these systems. We then review the background and mathematical modeling of different RL, Deep RL (DRL), and multi-agent RL models. After that, we provide a deep literature review for the applications of RL in I-health systems. In particular, three main areas have been tackled, i.e., edge intelligence, smart core network, and dynamic treatment regimes. Finally, we highlight emerging challenges and outline future research directions in driving the future success of RL in I-health systems, which opens the door for exploring some interesting and unsolved problems.
Zeroth-Order Alternating Randomized Gradient Projection Algorithms for General Nonconvex-Concave Minimax Problems
Xu, Zi, Shen, Jingjing, Wang, Ziqi, Dai, Yuhong
In this paper, we study zeroth-order algorithms for nonconvex-concave minimax problems, which have attracted widely attention in machine learning, signal processing and many other fields in recent years. We propose a zeroth-order alternating randomized gradient projection (ZO-AGP) algorithm for smooth nonconvex-concave minimax problems, and its iteration complexity to obtain an $\varepsilon$-stationary point is bounded by $\mathcal{O}(\varepsilon^{-4})$, and the number of function value estimation is bounded by $\mathcal{O}(d_{x}\varepsilon^{-4}+d_{y}\varepsilon^{-6})$ per iteration. Moreover, we propose a zeroth-order block alternating randomized proximal gradient algorithm (ZO-BAPG) for solving block-wise nonsmooth nonconvex-concave minimax optimization problems, and the iteration complexity to obtain an $\varepsilon$-stationary point is bounded by $\mathcal{O}(\varepsilon^{-4})$ and the number of function value estimation per iteration is bounded by $\mathcal{O}(K d_{x}\varepsilon^{-4}+d_{y}\varepsilon^{-6})$. To the best of our knowledge, this is the first time that zeroth-order algorithms with iteration complexity gurantee are developed for solving both general smooth and block-wise nonsmooth nonconvex-concave minimax problems. Numerical results on data poisoning attack problem validate the efficiency of the proposed algorithms.
Reproducible Performance Optimization of Complex Applications on the Edge-to-Cloud Continuum
Rosendo, Daniel, Costan, Alexandru, Antoniu, Gabriel, Simonin, Matthieu, Lombardo, Jean-Christophe, Joly, Alexis, Valduriez, Patrick
In more and more application areas, we are witnessing the emergence of complex workflows that combine computing, analytics and learning. They often require a hybrid execution infrastructure with IoT devices interconnected to cloud/HPC systems (aka Computing Continuum). Such workflows are subject to complex constraints and requirements in terms of performance, resource usage, energy consumption and financial costs. This makes it challenging to optimize their configuration and deployment. We propose a methodology to support the optimization of real-life applications on the Edge-to-Cloud Continuum. We implement it as an extension of E2Clab, a previously proposed framework supporting the complete experimental cycle across the Edge-to-Cloud Continuum. Our approach relies on a rigorous analysis of possible configurations in a controlled testbed environment to understand their behaviour and related performance trade-offs. We illustrate our methodology by optimizing Pl@ntNet, a world-wide plant identification application. Our methodology can be generalized to other applications in the Edge-to-Cloud Continuum.
Statistical Analysis of Wasserstein Distributionally Robust Estimators
Blanchet, Jose, Murthy, Karthyek, Nguyen, Viet Anh
We consider statistical methods which invoke a min-max distributionally robust formulation to extract good out-of-sample performance in data-driven optimization and learning problems. Acknowledging the distributional uncertainty in learning from limited samples, the min-max formulations introduce an adversarial inner player to explore unseen covariate data. The resulting Distributionally Robust Optimization (DRO) formulations, which include Wasserstein DRO formulations (our main focus), are specified using optimal transportation phenomena. Upon describing how these infinite-dimensional min-max problems can be approached via a finite-dimensional dual reformulation, the tutorial moves into its main component, namely, explaining a generic recipe for optimally selecting the size of the adversary's budget. This is achieved by studying the limit behavior of an optimal transport projection formulation arising from an inquiry on the smallest confidence region that includes the unknown population risk minimizer. Incidentally, this systematic prescription coincides with those in specific examples in high-dimensional statistics and results in error bounds that are free from the curse of dimensions. Equipped with this prescription, we present a central limit theorem for the DRO estimator and provide a recipe for constructing compatible confidence regions that are useful for uncertainty quantification. The rest of the tutorial is devoted to insights into the nature of the optimizers selected by the min-max formulations and additional applications of optimal transport projections.
Dynamic communication topologies for distributed heuristics in energy system optimization algorithms
Holly, Stefanie, Nieße, Astrid
ISTRIBUTED heuristics are a promising field for current and future energy systems control and optimization tasks, In [12] we showed that different communication topologies and have been designed and evaluated in recent years on have an effect on the performance of the reflected algorithm agent-based systems [1] [2] [3]. While conventional control class: Highly meshed topologies converged into good solutions systems - centralized or hierarchical in their control paradigm - reliably and quickly, but increased communication overhead and perfectly fit to centralized generation and transmission systems, premature convergence. In contrast, results for sparsely meshed distributed renewable energy systems show properties that topologies were much less reliable. In the application domain promote the application of distributed optimization systems: of energy systems as critical infrastructures, this behavior is First, future energy systems can be regarded as complex highly unwanted. We presume that dynamically adjusting the systems of systems, sometimes framed as cyber-physical multienergy topology during runtime leads to a beneficial transition of systems, coupling communication systems, power, heat exploration and exploitation of the search space for distributed and gas systems.
Nonconvex Factorization and Manifold Formulations are Almost Equivalent in Low-rank Matrix Optimization
Luo, Yuetian, Li, Xudong, Zhang, Anru R.
In this paper, we consider the geometric landscape connection of the widely studied manifold and factorization formulations in low-rank positive semidefinite (PSD) and general matrix optimization. We establish an equivalence on the set of first-order stationary points (FOSPs) and second-order stationary points (SOSPs) between the manifold and the factorization formulations. We further give a sandwich inequality on the spectrum of Riemannian and Euclidean Hessians at FOSPs, which can be used to transfer more geometric properties from one formulation to another. Similarities and differences on the landscape connection under the PSD case and the general case are discussed. To the best of our knowledge, this is the first geometric landscape connection between the manifold and the factorization formulations for handling rank constraints. In the general low-rank matrix optimization, the landscape connection of two factorization formulations (unregularized and regularized ones) is also provided. By applying these geometric landscape connections, we are able to solve unanswered questions in literature and establish stronger results in the applications on geometric analysis of phase retrieval, well-conditioned low-rank matrix optimization, and the role of regularization in factorization arising from machine learning and signal processing.
The application of artificial intelligence in software engineering: a review challenging conventional wisdom
Batarseh, Feras A., Mohod, Rasika, Kumar, Abhinav, Bui, Justin
The field of artificial intelligence (AI) is witnessing a recent upsurge in research, tools development, and deployment of applications. Multiple software companies are shifting their focus to developing intelligent systems; and many others are deploying AI paradigms to their existing processes. In parallel, the academic research community is injecting AI paradigms to provide solutions to traditional engineering problems. Similarly, AI has evidently been proved useful to software engineering (SE). When one observes the SE phases (requirements, design, development, testing, release, and maintenance), it becomes clear that multiple AI paradigms (such as neural networks, machine learning, knowledge-based systems, natural language processing) could be applied to improve the process and eliminate many of the major challenges that the SE field has been facing. This survey chapter is a review of the most commonplace methods of AI applied to SE. The review covers methods between years 1975-2017, for the requirements phase, 46 major AI-driven methods are found, 19 for design, 15 for development, 68 for testing, and 15 for release and maintenance. Furthermore, the purpose of this chapter is threefold; firstly, to answer the following questions: is there sufficient intelligence in the SE lifecycle? What does applying AI to SE entail? Secondly, to measure, formulize, and evaluate the overlap of SE phases and AI disciplines. Lastly, this chapter aims to provide serious questions to challenging the current conventional wisdom (i.e., status quo) of the state-of-the-art, craft a call for action, and to redefine the path forward.
Multiplicative updates for symmetric-cone factorizations
Soh, Yong Sheng, Varvitsiotis, Antonios
Given a matrix $X\in \mathbb{R}^{m\times n}_+$ with non-negative entries, the cone factorization problem over a cone $\mathcal{K}\subseteq \mathbb{R}^k$ concerns computing $\{ a_1,\ldots, a_{m} \} \subseteq \mathcal{K}$ and $\{ b_1,\ldots, b_{n} \} \subseteq~\mathcal{K}^*$ belonging to its dual so that $X_{ij} = \langle a_i, b_j \rangle$ for all $i\in [m], j\in [n]$. Cone factorizations are fundamental to mathematical optimization as they allow us to express convex bodies as feasible regions of linear conic programs. In this paper, we introduce and analyze the symmetric-cone multiplicative update (SCMU) algorithm for computing cone factorizations when $\mathcal{K}$ is symmetric; i.e., it is self-dual and homogeneous. Symmetric cones are of central interest in mathematical optimization as they provide a common language for studying linear optimization over the nonnegative orthant (linear programs), over the second-order cone (second order cone programs), and over the cone of positive semidefinite matrices (semidefinite programs). The SCMU algorithm is multiplicative in the sense that the iterates are updated by applying a meticulously chosen automorphism of the cone computed using a generalization of the geometric mean to symmetric cones. Using an extension of Lieb's concavity theorem and von Neumann's trace inequality to symmetric cones, we show that the squared loss objective is non-decreasing along the trajectories of the SCMU algorithm. Specialized to the nonnegative orthant, the SCMU algorithm corresponds to the seminal algorithm by Lee and Seung for computing Nonnegative Matrix Factorizations.
Tensor completion using geodesics on Segre manifolds
Swijsen, Lars, Van der Veken, Joeri, Vannieuwenhoven, Nick
We propose a Riemannian conjugate gradient (CG) optimization method for finding low rank approximations of incomplete tensors. Our main contribution consists of an explicit expression of the geodesics on the Segre manifold. These are exploited in our algorithm to perform the retractions. We apply our method to movie rating predictions in a recommender system for the MovieLens dataset, and identification of pure fluorophores via fluorescent spectroscopy with missing data. In this last application, we recover the tensor decomposition from less than $10\%$ of the data.
Prescribing net demand for electricity market clearing
Morales, Juan M., Muñoz, Miguel Á., Pineda, Salvador
We consider a two-stage electricity market comprising a forward and a real-time settlement. The former pre-dispatches the power system following a least-cost merit order and facing an uncertain net demand, while the latter copes with the plausible deviations with respect to the forward schedule by making use of power regulation during the actual operation of the system. Standard industry practice deals with the uncertain net demand in the forward stage by replacing it with a good estimate of its conditional expectation (usually referred to as a point forecast), so as to minimize the need for power regulation in real time. However, it is well known that the cost structure of a power system is highly asymmetric and dependent on its operating point, with the result that minimizing the amount of power imbalances is not necessarily aligned with minimizing operating costs. In this paper, we propose a mixed-integer program to construct, from the available historical data, an alternative estimate of the net demand that accounts for the power system's cost asymmetry. Furthermore, to accommodate the strong dependence of this cost on the power system's operating point, we use clustering to tailor the proposed estimate to the foreseen net-demand regime. By way of an illustrative example and a more realistic case study based on the European power system, we show that our approach leads to substantial cost savings compared to the customary way of doing.