Optimization
A Granular Sieving Algorithm for Deterministic Global Optimization
Qian, Tao, Dai, Lei, Zhang, Liming, Chen, Zehua
A gradient-free deterministic method is developed to solve global optimization problems for Lipschitz continuous functions defined in arbitrary path-wise connected compact sets in Euclidean spaces. The method can be regarded as granular sieving with synchronous analysis in both the domain and range of the objective function. With straightforward mathematical formulation applicable to both univariate and multivariate objective functions, the global minimum value and all the global minimizers are located through two decreasing sequences of compact sets in, respectively, the domain and range spaces. The algorithm is easy to implement with moderate computational cost. The method is tested against extensive benchmark functions in the literature. The experimental results show remarkable effectiveness and applicability of the algorithm.
Everybody Is Unique: Towards Unbiased Human Mesh Recovery
Li, Ren, Zheng, Meng, Karanam, Srikrishna, Chen, Terrence, Wu, Ziyan
We consider the problem of obese human mesh recovery, i.e., fitting a parametric human mesh to images of obese people. Despite obese person mesh fitting being an important problem with numerous applications (e.g., healthcare), much recent progress in mesh recovery has been restricted to images of non-obese people. In this work, we identify this crucial gap in the current literature by presenting and discussing limitations of existing algorithms. Next, we present a simple baseline to address this problem that is scalable and can be easily used in conjunction with existing algorithms to improve their performance. Finally, we present a generalized human mesh optimization algorithm that substantially improves the performance of existing methods on both obese person images as well as community-standard benchmark datasets. A key innovation of this technique is that it does not rely on supervision from expensive-to-create mesh parameters. Instead, starting from widely and cheaply available 2D keypoints annotations, our method automatically generates mesh parameters that can in turn be used to re-train and fine-tune any existing mesh estimation algorithm. This way, we show our method acts as a drop-in to improve the performance of a wide variety of contemporary mesh estimation methods. We conduct extensive experiments on multiple datasets comprising both standard and obese person images and demonstrate the efficacy of our proposed techniques.
Improved SAT models for NFA learning
Lardeux, Frédéric, Monfroy, Eric
Grammatical inference is concerned with the study of algorithms for learning automata and grammars from words. We focus on learning Nondeterministic Finite Automaton of size k from samples of words. To this end, we formulate the problem as a SAT model. The generated SAT instances being enormous, we propose some model improvements, both in terms of the number of variables, the number of clauses, and clauses size. These improvements significantly reduce the instances, but at the cost of longer generation time. We thus try to balance instance size vs. generation and solving time. We also achieved some experimental comparisons and we analyzed our various model improvements.
On the Performance Analysis of the Adversarial System Variant Approximation Method to Quantify Process Model Generalization
Theis, Julian, Mokhtarian, Ilia, Darabi, Houshang
Process mining algorithms discover a process model from an event log. The resulting process model is supposed to describe all possible event sequences of the underlying system. Generalization is a process model quality dimension of interest. A generalization metric should quantify the extent to which a process model represents the observed event sequences contained in the event log and the unobserved event sequences of the system. Most of the available metrics in the literature cannot properly quantify the generalization of a process model. A recently published method [1] called Adversarial System Variant Approximation leverages Generative Adversarial Networks to approximate the underlying event sequence distribution of a system from an event log. While this method demonstrated performance gains over existing methods in measuring the generalization of process models, its experimental evaluations have been performed under ideal conditions. This paper experimentally investigates the performance of Adversarial System Variant Approximation under non-ideal conditions such as biased and limited event logs. Moreover, experiments are performed to investigate the originally proposed sampling hyperparameter value of the method on its performance to measure the generalization. The results confirm the need to raise awareness about the working conditions of the Adversarial System Variant Approximation method. The outcomes of this paper also serve to initiate future research directions. [1] Theis, Julian, and Houshang Darabi. "Adversarial System Variant Approximation to Quantify Process Model Generalization." IEEE Access 8 (2020): 194410-194427.
Pessimistic Model-based Offline RL: PAC Bounds and Posterior Sampling under Partial Coverage
We study model-based offline Reinforcement Learning with general function approximation. We present an algorithm named Constrained Pessimistic Policy Optimization (CPPO) which leverages a general function class and uses a constraint to encode pessimism. Under the assumption that the ground truth model belongs to our function class, CPPO can learn with the offline data only providing partial coverage, i.e., it can learn a policy that completes against any policy that is covered by the offline data, in polynomial sample complexity with respect to the statistical complexity of the function class. We then demonstrate that this algorithmic framework can be applied to many specialized Markov Decision Processes where the additional structural assumptions can further refine the concept of partial coverage. One notable example is low-rank MDP with representation learning where the partial coverage is defined using the concept of relative condition number measured by the underlying unknown ground truth feature representation. Finally, we introduce and study the Bayesian setting in offline RL. The key benefit of Bayesian offline RL is that algorithmically, we do not need to explicitly construct pessimism or reward penalty which could be hard beyond models with linear structures. We present a posterior sampling-based incremental policy optimization algorithm (PS-PO) which proceeds by iteratively sampling a model from the posterior distribution and performing one-step incremental policy optimization inside the sampled model. Theoretically, in expectation with respect to the prior distribution, PS-PO can learn a near optimal policy under partial coverage with polynomial sample complexity.
Designing Machine Learning Pipeline Toolkit for AutoML Surrogate Modeling Optimization
Palmes, Paulito P., Kishimoto, Akihiro, Marinescu, Radu, Ram, Parikshit, Daly, Elizabeth
The pipeline optimization problem in machine learning requires simultaneous optimization of pipeline structures and parameter adaptation of their elements. Having an elegant way to express these structures can help lessen the complexity in the management and analysis of their performances together with the different choices of optimization strategies. With these issues in mind, we created the AutoMLPipeline (AMLP) toolkit which facilitates the creation and evaluation of complex machine learning pipeline structures using simple expressions. We use AMLP to find optimal pipeline signatures, datamine them, and use these datamined features to speed-up learning and prediction. We formulated a two-stage pipeline optimization with surrogate modeling in AMLP which outperforms other AutoML approaches with a 4-hour time budget in less than 5 minutes of AMLP computation time.
Hidden Convexity of Wasserstein GANs: Interpretable Generative Models with Closed-Form Solutions
Sahiner, Arda, Ergen, Tolga, Ozturkler, Batu, Bartan, Burak, Pauly, John, Mardani, Morteza, Pilanci, Mert
Generative Adversarial Networks (GANs) are commonly used for modeling complex distributions of data. Both the generators and discriminators of GANs are often modeled by neural networks, posing a non-transparent optimization problem which is non-convex and non-concave over the generator and discriminator, respectively. Such networks are often heuristically optimized with gradient descent-ascent (GDA), but it is unclear whether the optimization problem contains any saddle points, or whether heuristic methods can find them in practice. In this work, we analyze the training of Wasserstein GANs with two-layer neural network discriminators through the lens of convex duality, and for a variety of generators expose the conditions under which Wasserstein GANs can be solved exactly with convex optimization approaches, or can be represented as convex-concave games. Using this convex duality interpretation, we further demonstrate the impact of different activation functions of the discriminator. Our observations are verified with numerical results demonstrating the power of the convex interpretation, with applications in progressive training of convex architectures corresponding to linear generators and quadratic-activation discriminators for CelebA image generation.
Recent advances in Bayesian optimization with applications to parameter reconstruction in optical nano-metrology
Plock, Matthias, Burger, Sven, Schneider, Philipp-Immanuel
Parameter reconstruction is a common problem in optical nano metrology. It generally involves a set of measurements, to which one attempts to fit a numerical model of the measurement process. The model evaluation typically involves to solve Maxwell's equations and is thus time consuming. This makes the reconstruction computationally demanding. Several methods exist for fitting the model to the measurements. On the one hand, Bayesian optimization methods for expensive black-box optimization enable an efficient reconstruction by training a machine learning model of the squared sum of deviations. On the other hand, curve fitting algorithms, such as the Levenberg-Marquardt method, take the deviations between all model outputs and corresponding measurement values into account which enables a fast local convergence. In this paper we present a Bayesian Target Vector Optimization scheme which combines these two approaches. We compare the performance of the presented method against a standard Levenberg-Marquardt-like algorithm, a conventional Bayesian optimization scheme, and the L-BFGS-B and Nelder-Mead simplex algorithms. As a stand-in for problems from nano metrology, we employ a non-linear least-square problem from the NIST Standard Reference Database. We find that the presented method generally uses fewer calls of the model function than any of the competing schemes to achieve similar reconstruction performance.
Least-Squares Linear Dilation-Erosion Regressor Trained using Stochastic Descent Gradient or the Difference of Convex Methods
Oliveira, Angelica Lourenço, Valle, Marcos Eduardo
This paper presents a hybrid morphological neural network for regression tasks called linear dilation-erosion regression ($\ell$-DER). In few words, an $\ell$-DER model is given by a convex combination of the composition of linear and elementary morphological operators. As a result, they yield continuous piecewise linear functions and, thus, are universal approximators. Apart from introducing the $\ell$-DER models, we present three approaches for training these models: one based on stochastic descent gradient and two based on the difference of convex programming problems. Finally, we evaluate the performance of the $\ell$-DER model using 14 regression tasks. Although the approach based on SDG revealed faster than the other two, the $\ell$-DER trained using a disciplined convex-concave programming problem outperformed the others in terms of the least mean absolute error score.
Locality Relationship Constrained Multi-view Clustering Framework
Meng, Xiangzhu, Wei, Wei, Liu, Wenzhe
In most practical applications, it's common to utilize multiple features from different views to represent one object. Among these works, multi-view subspace-based clustering has gained extensive attention from many researchers, which aims to provide clustering solutions to multi-view data. However, most existing methods fail to take full use of the locality geometric structure and similarity relationship among samples under the multi-view scenario. To solve these issues, we propose a novel multi-view learning method with locality relationship constraint to explore the problem of multi-view clustering, called Locality Relationship Constrained Multi-view Clustering Framework (LRC-MCF). LRC-MCF aims to explore the diversity, geometric, consensus and complementary information among different views, by capturing the locality relationship information and the common similarity relationships among multiple views. Moreover, LRC-MCF takes sufficient consideration to weights of different views in finding the common-view locality structure and straightforwardly produce the final clusters. To effectually reduce the redundancy of the learned representations, the low-rank constraint on the common similarity matrix is considered additionally. To solve the minimization problem of LRC-MCF, an Alternating Direction Minimization (ADM) method is provided to iteratively calculate all variables LRC-MCF. Extensive experimental results on seven benchmark multi-view datasets validate the effectiveness of the LRC-MCF method.