Optimization
CACTUS: Detecting and Resolving Conflicts in Objective Functions
Abstract--Machine learning (ML) models are constructed by expert ML practitioners using various coding languages, in which they tune and select models hyperparameters and learning algorithms for a given problem domain. They also carefully design an objective function or loss function (often with multiple objectives) that captures the desired output for a given ML task such as classification, regression, etc. In multi-objective optimization, conflicting objectives and constraints is a major area of concern. In such problems, several competing objectives are seen for which no single optimal solution is found that satisfies all desired objectives simultaneously. In the past VA systems have allowed users to interactively construct objective functions for a classifier. In this paper, we extend this line of work by prototyping a technique to visualize multi-objective objective functions either defined in a Jupyter notebook or defined using an interactive visual interface to help users to: (1) perceive and interpret complex mathematical terms in it and (2) detect and resolve conflicting objectives. Visualization of the objective function enlightens potentially conflicting objectives that obstructs selecting correct solution(s) for the desired ML task or goal. We also present an enumeration of potential conflicts in objective specification in multi-objective objective functions for classifier selection. Furthermore, we demonstrate our approach in a VA system that helps users in specifying meaningful objective functions to a classifier by detecting and resolving conflicting objectives and constraints. Through a within-subject quantitative and qualitative user study, we present results showing that our technique helps users interactively specify meaningful objective functions by resolving potential conflicts for a classification task. In the past, researchers in visual analytics (VA) have investigated making ML model construction interactive, which means developing visual interfaces that allow users to construct ML models by interacting with graphical widgets or data marks [1], [2]. For example, the system XClusim helps biologists to interactively cluster a specified dataset [3], Hypermoval [4] and BEAMES [5] allows interactive construction of regression models, Axissketcher allows dimension reduction using simple drag-drop interactions [6]. Workflow adopted in the system CACTUS. Recently, Das et al. have demonstrated that may result into incorrectly predicting many relevant data a VA system, QUESTO [7] that facilitated interactive creation of instances, though improving the generalizability of the model. Here objective functions to solve a classification task utilising an Auto-the objective to train a model with high accuracy on a set of ML system.
Image Segmentation Methods for Non-destructive testing Applications
Guerrout, EL-Hachemi, Mahiou, Ramdane, Boukabene, Randa, Ouali, Assia
In this paper, we present new image segmentation methods based on hidden Markov random fields (HMRFs) and cuckoo search (CS) variants. HMRFs model the segmentation problem as a minimization of an energy function. CS algorithm is one of the recent powerful optimization techniques. Therefore, five variants of the CS algorithm are used to compute a solution. Through tests, we conduct a study to choose the CS variant with parameters that give good results (execution time and quality of segmentation). CS variants are evaluated and compared with non-destructive testing (NDT) images using a misclassification error (ME) criterion.
Basin Hopping Optimization in Python
Basin hopping is a global optimization algorithm. It was developed to solve problems in chemical physics, although it is an effective algorithm suited for nonlinear objective functions with multiple optima. In this tutorial, you will discover the basin hopping global optimization algorithm. Basin Hopping Optimization in Python Photo by Pedro Szekely, some rights reserved. Basin Hopping is a global optimization algorithm developed for use in the field of chemical physics.
Machine Learning NeEDS Mathematical Optimization
Abstract: The fields of machine learning and statistics have invested great efforts into designing algorithms, models, and approaches that better predict future observations. Larger and richer data have also been shown to improve predictive power. This is especially true in the world of human behavioral big data, as is evident from recent advances in behavioral prediction technology. Large internet platforms that collect behavioral big data predict user behavior for their internal commercial purposes as well as for third parties, such as advertisers, insurers, security forces, and political consulting firms, who utilize the predictions for user-level personalization, targeting, and other decision-making. While machine learning algorithmic and data efforts are directed at improving predicted values, the internet platforms can minimize prediction error by ยซpushingยป users' actions towards their predicted values using behavior modification techniques.
Evidence-Based Policy Learning
Spiess, Jann, Syrgkanis, Vasilis
The past years have seen seen the development and deployment of machine-learning algorithms to estimate personalized treatment-assignment policies from randomized controlled trials. Yet such algorithms for the assignment of treatment typically optimize expected outcomes without taking into account that treatment assignments are frequently subject to hypothesis testing. In this article, we explicitly take significance testing of the effect of treatment-assignment policies into account, and consider assignments that optimize the probability of finding a subset of individuals with a statistically significant positive treatment effect. We provide an efficient implementation using decision trees, and demonstrate its gain over selecting subsets based on positive (estimated) treatment effects. Compared to standard tree-based regression and classification tools, this approach tends to yield substantially higher power in detecting subgroups with positive treatment effects. INTRODUCTION Recent years have seen the development of machine-learning algorithms that estimate heterogeneous causal effects from randomized controlled trials. While the estimation of average effects - for example, how effective a vaccine is overall, whether a conditional cash transfer reduces poverty, or which ad leads to more clicks - can inform the decision whether to deploy a treatment or not, heterogeneous treatment effect estimation allows us to decide who should get treated. These algorithms aim to maximize realized outcomes, and thus focus on assigning treatment to individuals with positive (estimated) treatment effects. Yet in practice, the deployment of assignment policies often only happens after passing a test that the assignment produces a positive net effect relative to some status quo. For example, a drug manufacturer may have to demonstrate that the drug is effective on the target population by submitting a hypothesis test to the FDA for approval.
Interleaving Learning, with Application to Neural Architecture Search
Interleaving learning is a human learning technique where a learner interleaves the studies of multiple topics, which increases long-term retention and improves ability to transfer learned knowledge. Inspired by the interleaving learning technique of humans, in this paper we explore whether this learning methodology is beneficial for improving the performance of machine learning models as well. We propose a novel machine learning framework referred to as interleaving learning (IL). In our framework, a set of models collaboratively learn a data encoder in an interleaving fashion: the encoder is trained by model 1 for a while, then passed to model 2 for further training, then model 3, and so on; after trained by all models, the encoder returns back to model 1 and is trained again, then moving to model 2, 3, etc. This process repeats for multiple rounds. Our framework is based on multi-level optimization consisting of multiple inter-connected learning stages. An efficient gradient-based algorithm is developed to solve the multi-level optimization problem. We apply interleaving learning to search neural architectures for image classification on CIFAR-10, CIFAR-100, and ImageNet. The effectiveness of our method is strongly demonstrated by the experimental results.
Exact and heuristic approaches for multi-objective garbage accumulation points location in real scenarios
Rossit, Diego Gabriel, Toutouh, Jamal, Nesmachnow, Sergio
Municipal solid waste management is a major challenge for nowadays urban societies, because it accounts for a large proportion of public budget and, when mishandled, it can lead to environmental and social problems. This work focuses on the problem of locating waste bins in an urban area, which is considered to have a strong influence in the overall efficiency of the reverse logistic chain. This article contributes with an exact multiobjective approach to solve the waste bin location in which the optimization criteria that are considered are: the accessibility to the system (as quality of service measure), the investment cost, and the required frequency of waste removal from the bins (as a proxy of the posterior routing costs). In this approach, different methods to obtain the objectives ideal and nadir values over the Pareto front are proposed and compared. Then, a family of heuristic methods based on the PageRank algorithm is proposed which aims to optimize the accessibility to the system, the amount of collected waste and the installation cost. The experimental evaluation was performed on real-world scenarios of the cities of Montevideo, Uruguay, and Bah\'ia Blanca, Argentina. The obtained results show the competitiveness of the proposed approaches for constructing a set of candidate solutions that considers the different trade-offs between the optimization criteria.
Semi-Discrete Optimal Transport: Hardness, Regularization and Numerical Solution
Taskesen, Bahar, Shafieezadeh-Abadeh, Soroosh, Kuhn, Daniel
Semi-discrete optimal transport problems, which evaluate the Wasserstein distance between a discrete and a generic (possibly non-discrete) probability measure, are believed to be computationally hard. Even though such problems are ubiquitous in statistics, machine learning and computer vision, however, this perception has not yet received a theoretical justification. To fill this gap, we prove that computing the Wasserstein distance between a discrete probability measure supported on two points and the Lebesgue measure on the standard hypercube is already #P-hard. This insight prompts us to seek approximate solutions for semi-discrete optimal transport problems. We thus perturb the underlying transportation cost with an additive disturbance governed by an ambiguous probability distribution, and we introduce a distributionally robust dual optimal transport problem whose objective function is smoothed with the most adverse disturbance distributions from within a given ambiguity set. We further show that smoothing the dual objective function is equivalent to regularizing the primal objective function, and we identify several ambiguity sets that give rise to several known and new regularization schemes. As a byproduct, we discover an intimate relation between semi-discrete optimal transport problems and discrete choice models traditionally studied in psychology and economics. To solve the regularized optimal transport problems efficiently, we use a stochastic gradient descent algorithm with imprecise stochastic gradient oracles. A new convergence analysis reveals that this algorithm improves the best known convergence guarantee for semi-discrete optimal transport problems with entropic regularizers.
Quantum machine learning with differential privacy
Watkins, William M, Chen, Samuel Yen-Chi, Yoo, Shinjae
Quantum machine learning (QML) can complement the growing trend of using learned models for a myriad of classification tasks, from image recognition to natural speech processing. A quantum advantage arises due to the intractability of quantum operations on a classical computer. Many datasets used in machine learning are crowd sourced or contain some private information. To the best of our knowledge, no current QML models are equipped with privacy-preserving features, which raises concerns as it is paramount that models do not expose sensitive information. Thus, privacy-preserving algorithms need to be implemented with QML. One solution is to make the machine learning algorithm differentially private, meaning the effect of a single data point on the training dataset is minimized. Differentially private machine learning models have been investigated, but differential privacy has yet to be studied in the context of QML. In this study, we develop a hybrid quantum-classical model that is trained to preserve privacy using differentially private optimization algorithm. This marks the first proof-of-principle demonstration of privacy-preserving QML. The experiments demonstrate that differentially private QML can protect user-sensitive information without diminishing model accuracy. Although the quantum model is simulated and tested on a classical computer, it demonstrates potential to be efficiently implemented on near-term quantum devices (noisy intermediate-scale quantum [NISQ]). The approach's success is illustrated via the classification of spatially classed two-dimensional datasets and a binary MNIST classification. This implementation of privacy-preserving QML will ensure confidentiality and accurate learning on NISQ technology.
Efficient Algorithms for Global Inference in Internet Marketplaces
Ramanath, Rohan, Keerthi, Sathiya, Pan, Yao, Salomatin, Konstantin, Basu, Kinjal
Matching demand to supply in internet marketplaces (e-commerce, ride-sharing, food delivery, professional services, advertising) is a global inference problem that can be formulated as a Linear Program (LP) with (millions of) coupling constraints and (up to a billion) non-coupling polytope constraints. Until recently, solving such problems on web-scale data with an LP formulation was intractable. Recent work (Basu et al., 2020) developed a dual decomposition-based approach to solve such problems when the polytope constraints are simple. In this work, we motivate the need to go beyond these simple polytopes and show real-world internet marketplaces that require more complex structured polytope constraints. We expand on the recent literature with novel algorithms that are more broadly applicable to global inference problems. We derive an efficient incremental algorithm using a theoretical insight on the nature of solutions on the polytopes to project onto any arbitrary polytope, that shows massive improvements in performance. Using better optimization routines along with an adaptive algorithm to control the smoothness of the objective, improves the speed of the solution even further. We showcase the efficacy of our approach via experimental results on web-scale marketplace data.