Optimization
LocalNewton: Reducing Communication Bottleneck for Distributed Learning
Gupta, Vipul, Ghosh, Avishek, Derezinski, Michal, Khanna, Rajiv, Ramchandran, Kannan, Mahoney, Michael
To address the communication bottleneck problem in distributed optimization within a master-worker framework, we propose LocalNewton, a distributed second-order algorithm with local averaging. In LocalNewton, the worker machines update their model in every iteration by finding a suitable second-order descent direction using only the data and model stored in their own local memory. We let the workers run multiple such iterations locally and communicate the models to the master node only once every few (say L) iterations. LocalNewton is highly practical since it requires only one hyperparameter, the number L of local iterations. We use novel matrix concentration-based techniques to obtain theoretical guarantees for LocalNewton, and we validate them with detailed empirical evaluation. To enhance practicability, we devise an adaptive scheme to choose L, and we show that this reduces the number of local iterations in worker machines between two model synchronizations as the training proceeds, successively refining the model quality at the master. Via extensive experiments using several real-world datasets with AWS Lambda workers and an AWS EC2 master, we show that LocalNewton requires fewer than 60% of the communication rounds (between master and workers) and less than 40% of the end-to-end running time, compared to state-of-the-art algorithms, to reach the same training~loss.
Automatic Sudoku (Number Place) Solver with Digit Recognition and Integer Linear Programming
Sudoku is a logic-based number placement puzzle that consists of 81 cells which are divided into 9 columns, rows and blocks. The goal of this game is to fill out each cells with numbers 1–9 so that there are no repeating numbers in each row, column and blocks. In this post, I aim to introduce a digit recognition and integer linear programming based automatic sudoku solver that uses the following: Keras (based on the MNIST database [1]) and OpenCV for digit recognition and PuLP for integer linear programming. The database is also widely used for training and testing in the field of machine learning. In this section, I explain the overview of image processing for digit recognition.
A Tabu Search-Based Optimization Approach for Process Planning
In this paper, crucial processes in a computer-aided process planning system, such as selecting machining resources, determining set-up plans and sequencing operations of a part, have been considered simultaneously and modelled as a constraint-based optimization problem, and a Tabu search-based approach has been proposed to solve it effectively. In the optimization model, costs of the utilized machines and cutting tools, machine changes, tool changes, set-ups and departure of good manufacturing practices (penalty function) are integrated as an optimization evaluation criterion. A case study, which is used to compare this approach with the genetic algorithm and simulated annealing approaches, is discussed to highlight the advantages of this approach in terms of solution quality, computation efficiency and the robustness of the algorithm.
A Monotone Approximate Dynamic Programming Approach for the Stochastic Scheduling, Allocation, and Inventory Replenishment Problem: Applications to Drone and Electric Vehicle Battery Swap Stations
Asadi, Amin, Pinkley, Sarah Nurre
There is a growing interest in using electric vehicles (EVs) and drones for many applications. However, battery-oriented issues, including range anxiety and battery degradation, impede adoption. Battery swap stations are one alternative to reduce these concerns that allow the swap of depleted for full batteries in minutes. We consider the problem of deriving actions at a battery swap station when explicitly considering the uncertain arrival of swap demand, battery degradation, and replacement. We model the operations at a battery swap station using a finite horizon Markov Decision Process model for the stochastic scheduling, allocation, and inventory replenishment problem (SAIRP), which determines when and how many batteries are charged, discharged, and replaced over time. We present theoretical proofs for the monotonicity of the value function and monotone structure of an optimal policy for special SAIRP cases. Due to the curses of dimensionality, we develop a new monotone approximate dynamic programming (ADP) method, which intelligently initializes a value function approximation using regression. In computational tests, we demonstrate the superior performance of the new regression-based monotone ADP method as compared to exact methods and other monotone ADP methods. Further, with the tests, we deduce policy insights for drone swap stations.
Policy Optimization in Bayesian Network Hybrid Models of Biomanufacturing Processes
Zheng, Hua, Xie, Wei, Ryzhov, Ilya O., Xie, Dongming
Biopharmaceutical manufacturing is a rapidly growing industry with impact in virtually all branches of medicine. Biomanufacturing processes require close monitoring and control, in the presence of complex bioprocess dynamics with many interdependent factors, as well as extremely limited data due to the high cost and long duration of experiments. We develop a novel model-based reinforcement learning framework that can achieve human-level control in low-data environments. The model uses a probabilistic knowledge graph to capture causal interdependencies between factors in the underlying stochastic decision process, leveraging information from existing kinetic models from different unit operations while incorporating real-world experimental data. We then present a computationally efficient, provably convergent stochastic gradient method for policy optimization. Validation is conducted on a realistic application with a multi-dimensional, continuous state variable.
A new perspective on low-rank optimization
Bertsimas, Dimitris, Cory-Wright, Ryan, Pauphilet, Jean
A key question in many low-rank problems throughout optimization, machine learning, and statistics is to characterize the convex hulls of simple low-rank sets and judiciously apply these convex hulls to obtain strong yet computationally tractable convex relaxations. We invoke the matrix perspective function - the matrix analog of the perspective function-and characterize explicitly the convex hull of epigraphs of convex quadratic, matrix exponential, and matrix power functions under low-rank constraints. Further, we exploit these characterizations to develop strong relaxations for a variety of low-rank problems including reduced rank regression, non-negative matrix factorization, and factor analysis. We establish that these relaxations can be modeled via semidefinite and matrix power cone constraints, and thus optimized over tractably. The proposed approach parallels and generalizes the perspective reformulation technique in mixed-integer optimization, and leads to new relaxations for a broad class of problems.
An efficient projection neural network for $\ell_1$-regularized logistic regression
Mohammadi, Majid, Atashin, Amir Ahooye, Tamburri, Damian A.
$\ell_1$ regularization has been used for logistic regression to circumvent the overfitting and use the estimated sparse coefficient for feature selection. However, the challenge of such a regularization is that the $\ell_1$ norm is not differentiable, making the standard algorithms for convex optimization not applicable to this problem. This paper presents a simple projection neural network for $\ell_1$-regularized logistics regression. In contrast to many available solvers in the literature, the proposed neural network does not require any extra auxiliary variable nor any smooth approximation, and its complexity is almost identical to that of the gradient descent for logistic regression without $\ell_1$ regularization, thanks to the projection operator. We also investigate the convergence of the proposed neural network by using the Lyapunov theory and show that it converges to a solution of the problem with any arbitrary initial value. The proposed neural solution significantly outperforms state-of-the-art methods with respect to the execution time and is competitive in terms of accuracy and AUROC.
Hybrid GA and SA dynamic set-up planning optimization
Set-up planning is used to determine the set-up of a workpiece with a certain orientation and fixturing on a worktable, as well as the number and sequence of set-ups and operations performed in each set-up. This paper presents a concurrent constraint planning methodology and a hybrid genetic algorithm (GA) and simulated annealing (SA) approach for set-up planning, and re-set-up planning in a dynamic workshop environment. The proposed approach and optimization methodology analyses the precedence relationships among features to generate a precedence relationship matrix (PRM). Based on the PRM and inquiry results from a dynamic workshop resource database, the hybrid GA and SA approach, which adopts the feature-based representation, optimizes the set-up plan using six cost indices. Case studies show that the hybrid GA and SA approach is able to generate optimal results as well as carry out re-set-up planning on the occurrence of workshop resource changes.
Learning Runge-Kutta Integration Schemes for ODE Simulation and Identification
Ouala, Said, Debreu, Laurent, Pascual, Ananda, Chapron, Bertrand, Collard, Fabrice, Gaultier, Lucile, Fablet, Ronan
Deriving analytical solutions of ordinary differential equations is usually restricted to a small subset of problems and numerical techniques are considered. Inevitably, a numerical simulation of a differential equation will then always be distinct from a true analytical solution. An efficient integration scheme shall further not only provide a trajectory throughout a given state, but also be derived to ensure the generated simulation to be close to the analytical one. Consequently, several integration schemes were developed for different classes of differential equations. Unfortunately, when considering the integration of complex non-linear systems, as well as the identification of non-linear equations from data, this choice of the integration scheme is often far from being trivial. In this paper, we propose a novel framework to learn integration schemes that minimize an integration-related cost function. We demonstrate the relevance of the proposed learning-based approach for non-linear equations and include a quantitative analysis w.r.t. classical state-of-the-art integration techniques, especially where the latter may not apply.
Hill Climbing and Simulated Annealing AI Algorithms
Redeem Get Udemy Coupon What you'll learn Udemy Coupon Best Description Search Algorithms and Optimization techniques are the engines of most Artificial Intelligence techniques and Data Science. There is no doubt that Hill Climbing and Simulated Annealing are the most well-regarded and widely used AI search techniques. A lot of scientists and practitioners use search and optimization algorithms without understanding their internal structure. However, understanding the internal structure and mechanism of such AI problem-solving techniques will allow them to solve problems more efficiently. This also allows them to tune, tweak, and even design new algorithms for different projects.