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Optimization on manifolds: A symplectic approach

arXiv.org Machine Learning

There has been great interest in using tools from dynamical systems and numerical analysis of differential equations to understand and construct new optimization methods. In particular, recently a new paradigm has emerged that applies ideas from mechanics and geometric integration to obtain accelerated optimization methods on Euclidean spaces. This has important consequences given that accelerated methods are the workhorses behind many machine learning applications. In this paper we build upon these advances and propose a framework for dissipative and constrained Hamiltonian systems that is suitable for solving optimization problems on arbitrary smooth manifolds. Importantly, this allows us to leverage the well-established theory of symplectic integration to derive "rate-matching" dissipative integrators. This brings a new perspective to optimization on manifolds whereby convergence guarantees follow by construction from classical arguments in symplectic geometry and backward error analysis. Moreover, we construct two dissipative generalizations of leapfrog that are straightforward to implement: one for Lie groups and homogeneous spaces, that relies on the tractable geodesic flow or a retraction thereof, and the other for constrained submanifolds that is based on a dissipative generalization of the famous RATTLE integrator.


Adaptively Weighted Top-N Recommendation for Organ Matching

arXiv.org Artificial Intelligence

Reducing the shortage of organ donations to meet the demands of patients on the waiting list has being a major challenge in organ transplantation. Because of the shortage, organ matching decision is the most critical decision to assign the limited viable organs to the most suitable patients. Currently, organ matching decisions were only made by matching scores calculated via scoring models, which are built by the first principles. However, these models may disagree with the actual post-transplantation matching performance (e.g., patient's post-transplant quality of life (QoL) or graft failure measurements). In this paper, we formulate the organ matching decision-making as a top-N recommendation problem and propose an Adaptively Weighted Top-N Recommendation (AWTR) method. AWTR improves performance of the current scoring models by using limited actual matching performance in historical data set as well as the collected covariates from organ donors and patients. AWTR sacrifices the overall recommendation accuracy by emphasizing the recommendation and ranking accuracy for top-N matched patients. The proposed method is validated in a simulation study, where KAS [60] is used to simulate the organ-patient recommendation response. The results show that our proposed method outperforms seven state-of-the-art top-N recommendation benchmark methods.


Structured second-order methods via natural gradient descent

arXiv.org Machine Learning

In this paper, we propose new structured second-order methods and structured adaptive-gradient methods obtained by performing natural-gradient descent on structured parameter spaces. Natural-gradient descent is an attractive approach to design new algorithms in many settings such as gradient-free, adaptive-gradient, and second-order methods. Our structured methods not only enjoy a structural invariance but also admit a simple expression. Finally, we test the efficiency of our proposed methods on both deterministic non-convex problems and deep learning problems.


Generating Large-scale Dynamic Optimization Problem Instances Using the Generalized Moving Peaks Benchmark

arXiv.org Artificial Intelligence

This document describes the generalized moving peaks benchmark (GMPB) and how it can be used to generate problem instances for continuous large-scale dynamic optimization problems. It presents a set of 15 benchmark problems, the relevant source code, and a performance indicator, designed for comparative studies and competitions in large-scale dynamic optimization. Although its primary purpose is to provide a coherent basis for running competitions, its generality allows the interested reader to use this document as a guide to design customized problem instances to investigate issues beyond the scope of the presented benchmark suite. To this end, we explain the modular structure of the GMPB and how its constituents can be assembled to form problem instances with a variety of controllable characteristics ranging from unimodal to highly multimodal, symmetric to highly asymmetric, smooth to highly irregular, and various degrees of variable interaction and ill-conditioning.


Multiple Query Optimization using a Hybrid Approach of Classical and Quantum Computing

arXiv.org Artificial Intelligence

Quantum computing promises to solve difficult optimization problems in chemistry, physics and mathematics more efficiently than classical computers, but requires fault-tolerant quantum computers with millions of qubits. To overcome errors introduced by today's quantum computers, hybrid algorithms combining classical and quantum computers are used. In this paper we tackle the multiple query optimization problem (MQO) which is an important NP-hard problem in the area of data-intensive problems. We propose a novel hybrid classical-quantum algorithm to solve the MQO on a gate-based quantum computer. We perform a detailed experimental evaluation of our algorithm and compare its performance against a competing approach that employs a quantum annealer -- another type of quantum computer. Our experimental results demonstrate that our algorithm currently can only handle small problem sizes due to the limited number of qubits available on a gate-based quantum computer compared to a quantum computer based on quantum annealing. However, our algorithm shows a qubit efficiency of close to 99% which is almost a factor of 2 higher compared to the state of the art implementation. Finally, we analyze how our algorithm scales with larger problem sizes and conclude that our approach shows promising results for near-term quantum computers.


Efficient Neural Causal Discovery without Acyclicity Constraints

arXiv.org Artificial Intelligence

Learning the structure of a causal graphical model using both observational and interventional data is a fundamental problem in many scientific fields. A promising direction is continuous optimization for score-based methods, which efficiently learn the causal graph in a data-driven manner. However, to date, those methods require constrained optimization to enforce acyclicity or lack convergence guarantees. In this paper, we present ENCO, an efficient structure learning method for directed, acyclic causal graphs leveraging observational and interventional data. ENCO formulates the graph search as an optimization of independent edge likelihoods, with the edge orientation being modeled as a separate parameter. Consequently, we can provide convergence guarantees of ENCO under mild conditions without constraining the score function with respect to acyclicity. In experiments, we show that ENCO can efficiently recover graphs with hundreds of nodes, an order of magnitude larger than what was previously possible, while handling deterministic variables and latent confounders.


Taplytics Introduces Taplytics AI, a New AI-Optimization Engine for Personalized Digital Experiences

#artificialintelligence

The Taplytics AI family's first launch, Genius AI, enables advanced product teams to create personalized copy for any intended persona quickly. Marketing and product teams can use Genius AI to pick any text-based aspect on a webpage and obtain AI-powered copy recommendations to improve site conversion. Complete webpages can be personalized to communicate directly to any preferred persona or primary customers without jotting a single line of code or needing any resources to develop. Businesses can use Taplytics' Genius AI to write landing page copy for a wide range of personas, including retail customers, financial firms, food delivery customers, and much more. Businesses can use Genius AI to develop tailored experiences for any particular audience by using distinctive customer characteristics as inputs to the model.


Joint Optimization of Autonomous Electric Vehicle Fleet Operations and Charging Station Siting

arXiv.org Artificial Intelligence

Charging infrastructure is the coupling link between power and transportation networks, thus determining charging station siting is necessary for planning of power and transportation systems. While previous works have either optimized for charging station siting given historic travel behavior, or optimized fleet routing and charging given an assumed placement of the stations, this paper introduces a linear program that optimizes for station siting and macroscopic fleet operations in a joint fashion. Given an electricity retail rate and a set of travel demand requests, the optimization minimizes total cost for an autonomous EV fleet comprising of travel costs, station procurement costs, fleet procurement costs, and electricity costs, including demand charges. Specifically, the optimization returns the number of charging plugs for each charging rate (e.g., Level 2, DC fast charging) at each candidate location, as well as the optimal routing and charging of the fleet. From a case-study of an electric vehicle fleet operating in San Francisco, our results show that, albeit with range limitations, small EVs with low procurement costs and high energy efficiencies are the most cost-effective in terms of total ownership costs. Furthermore, the optimal siting of charging stations is more spatially distributed than the current siting of stations, consisting mainly of high-power Level 2 AC stations (16.8 kW) with a small share of DC fast charging stations and no standard 7.7kW Level 2 stations. Optimal siting reduces the total costs, empty vehicle travel, and peak charging load by up to 10%.


On the Convergence of Prior-Guided Zeroth-Order Optimization Algorithms

arXiv.org Machine Learning

Zeroth-order (ZO) optimization is widely used to handle challenging tasks, such as query-based black-box adversarial attacks and reinforcement learning. Various attempts have been made to integrate prior information into the gradient estimation procedure based on finite differences, with promising empirical results. However, their convergence properties are not well understood. This paper makes an attempt to fill this gap by analyzing the convergence of prior-guided ZO algorithms under a greedy descent framework with various gradient estimators. We provide a convergence guarantee for the prior-guided random gradient-free (PRGF) algorithms. Moreover, to further accelerate over greedy descent methods, we present a new accelerated random search (ARS) algorithm that incorporates prior information, together with a convergence analysis. Finally, our theoretical results are confirmed by experiments on several numerical benchmarks as well as adversarial attacks.


Shedding some light on Light Up with Artificial Intelligence

arXiv.org Artificial Intelligence

The Light-Up puzzle, also known as the AKARI puzzle, has never been solved using modern artificial intelligence (AI) methods. Currently, the most widely used computational technique to autonomously develop solutions involve evolution theory algorithms. This project is an effort to apply new AI techniques for solving the Light-up puzzle faster and more computationally efficient. The algorithms explored for producing optimal solutions include hill climbing, simulated annealing, feed-forward neural network (FNN), and convolutional neural network (CNN). Two algorithms were developed for hill climbing and simulated annealing using 2 actions (add and remove light bulb) versus 3 actions(add, remove, or move light-bulb to a different cell). Both hill climbing and simulated annealing algorithms showed a higher accuracy for the case of 3 actions. The simulated annealing showed to significantly outperform hill climbing, FNN, CNN, and an evolutionary theory algorithm achieving 100% accuracy in 30 unique board configurations. Lastly, while FNN and CNN algorithms showed low accuracies, computational times were significantly faster compared to the remaining algorithms. The GitHub repository for this project can be found at https://github.com/rperera12/AKARI-LightUp-GameSolver-with-DeepNeuralNetworks-and-HillClimb-or-SimulatedAnnealing.