Optimization
Learning with User-Level Privacy
Levy, Daniel, Sun, Ziteng, Amin, Kareem, Kale, Satyen, Kulesza, Alex, Mohri, Mehryar, Suresh, Ananda Theertha
We propose and analyze algorithms to solve a range of learning tasks under user-level differential privacy constraints. Rather than guaranteeing only the privacy of individual samples, user-level DP protects a user's entire contribution ($m \ge 1$ samples), providing more stringent but more realistic protection against information leaks. We show that for high-dimensional mean estimation, empirical risk minimization with smooth losses, stochastic convex optimization, and learning hypothesis class with finite metric entropy, the privacy cost decreases as $O(1/\sqrt{m})$ as users provide more samples. In contrast, when increasing the number of users $n$, the privacy cost decreases at a faster $O(1/n)$ rate. We complement these results with lower bounds showing the worst-case optimality of our algorithm for mean estimation and stochastic convex optimization. Our algorithms rely on novel techniques for private mean estimation in arbitrary dimension with error scaling as the concentration radius $\tau$ of the distribution rather than the entire range. Under uniform convergence, we derive an algorithm that privately answers a sequence of $K$ adaptively chosen queries with privacy cost proportional to $\tau$, and apply it to solve the learning tasks we consider.
Single and Parallel Machine Scheduling with Variable Release Dates
Mohr, Felix, Mejรญa, Gonzalo, Yuraszeck, Francisco
In this paper, we address the identical parallel machine scheduling problem with variable release dates and a common deadline for arrival. This problem occurs in several settings in which the release dates themselves are decision variables with the constraint that all jobs must arrive before or on a common fixed deadline. This deadline can be interpreted as a maximum release date for all jobs. To our knowledge, this problem has not been studied before in spite of many important applications. A first example is a manufacturing facility which uses a Just-In-Time discipline: jobs are released to the shop floor as late as possible to avoid cluttering the system but due to accounting restrictions, mostly related to the MRP (Materials Requirements Planning) logic, all work orders in a time bucket must be released before a fixed deadline. A second example is the receiving area of a warehouse which restricts the arrival of trucks within a time window. The warehouse may schedule its suppliers' trucks so to avoid congestion and provide them with an arrival time, but again, the warehouse's opening hours or external constraints such as circulation bans at certain hours, restrict the arrival of trucks. In these two examples, the deadline constraint cannot be violated, and a central controller must guarantee that all jobs meet such a constraint.
Interpretable Hyperspectral AI: When Non-Convex Modeling meets Hyperspectral Remote Sensing
Hong, Danfeng, He, Wei, Yokoya, Naoto, Yao, Jing, Gao, Lianru, Zhang, Liangpei, Chanussot, Jocelyn, Zhu, Xiao Xiang
Hyperspectral imaging, also known as image spectrometry, is a landmark technique in geoscience and remote sensing (RS). In the past decade, enormous efforts have been made to process and analyze these hyperspectral (HS) products mainly by means of seasoned experts. However, with the ever-growing volume of data, the bulk of costs in manpower and material resources poses new challenges on reducing the burden of manual labor and improving efficiency. For this reason, it is, therefore, urgent to develop more intelligent and automatic approaches for various HS RS applications. Machine learning (ML) tools with convex optimization have successfully undertaken the tasks of numerous artificial intelligence (AI)-related applications. However, their ability in handling complex practical problems remains limited, particularly for HS data, due to the effects of various spectral variabilities in the process of HS imaging and the complexity and redundancy of higher dimensional HS signals. Compared to the convex models, non-convex modeling, which is capable of characterizing more complex real scenes and providing the model interpretability technically and theoretically, has been proven to be a feasible solution to reduce the gap between challenging HS vision tasks and currently advanced intelligent data processing models.
Moment-Based Variational Inference for Stochastic Differential Equations
Wildner, Christian, Koeppl, Heinz
Existing deterministic variational inference approaches for diffusion processes use simple proposals and target the marginal density of the posterior. We construct the variational process as a controlled version of the prior process and approximate the posterior by a set of moment functions. In combination with moment closure, the smoothing problem is reduced to a deterministic optimal control problem. Exploiting the path-wise Fisher information, we propose an optimization procedure that corresponds to a natural gradient descent in the variational parameters. Our approach allows for richer variational approximations that extend to state-dependent diffusion terms. The classical Gaussian process approximation is recovered as a special case.
Multi-Objective Evolutionary Design of Composite Data-Driven Models
Polonskaia, Iana S., Nikitin, Nikolay O., Revin, Ilia, Vychuzhanin, Pavel, Kalyuzhnaya, Anna V.
The internal structure of the model depends on the type of the There is a variety of approaches that can be used to learning algorithm, so complex data-driven models can consist identify the optimal design of the data-driven model. For of several semi-independent blocks - this approach is usually instance, AutoML solutions can be based on random search referred to as ensembling [2]. There are several techniques to [5], Bayesian optimisation [6], reinforcement learning (RL) build complex models: for example, blending allows creating [7], Monte Carlo tree search [8], sequential model-based single-level ensembles of machine learning (ML) models, and optimization [9], gradient-based approaches [10]. However, stacking allows creating multi-level ones. Other approaches are most of them are less flexible than evolutionary approaches to based on the representation of a model structure (or even the the model design (implemented e.g. in [11]). Their conceptual whole modeling pipeline) as a directed acyclic graph (DAG).
Don't leave out the human touch in artificial intelligence
Retail is an intensely personal business, and the best artificial intelligence (AI) deployments recognize that fact. Amazon and the MIT Center for Transportation & Logistics are co-sponsoring a competition to train machine learning models to predict the delivery routes chosen by experienced drivers. Amazon is providing all information used by existing route optimization algorithms as part of the training data. However, Amazon will also provide more than 4,000 traces of driver-determined routes, which encode the drivers' know-how. Using both sources of information, contestants will be able to build models that identify and predict drivers' deviations from routes computed in the traditional manner.
High-Dimensional Bayesian Optimization with Sparse Axis-Aligned Subspaces
Eriksson, David, Jankowiak, Martin
Bayesian optimization (BO) is a powerful paradigm for efficient optimization of black-box objective functions. High-dimensional BO presents a particular challenge, in part because the curse of dimensionality makes it difficult to define as well as do inference over a suitable class of surrogate models. We argue that Gaussian process surrogate models defined on sparse axis-aligned subspaces offer an attractive compromise between flexibility and parsimony. We demonstrate that our approach, which relies on Hamiltonian Monte Carlo for inference, can rapidly identify sparse subspaces relevant to modeling the unknown objective function, enabling sample-efficient high-dimensional BO. In an extensive suite of experiments comparing to existing methods for high-dimensional BO we demonstrate that our algorithm, Sparse Axis-Aligned Subspace BO (SAASBO), achieves excellent performance on several synthetic and real-world problems without the need to set problem-specific hyperparameters.
Big Data Analytics for academic- Full-time program -Tutors India
"Big data is high-volume, high velocity, and high-variety information assets that demand cost-effective, innovative forms of information processing for enhanced insight, and decision making" (Gartner's IT Glossary). For the majority of students, analysing big data is by far the most challenging piece of academic work that they have attempted or are ever likely to try in the future. The majority of the students do agree and would have experienced the scenario. At Tutors India, we have subject matter expertise who has capability to understand the different layers of data being integrated and the level of granularity of integration to create the holistic picture. Further the team also well equipped with advanced mathematical degrees, statistics and with multiple specialist degree.
Hyperparameter Optimization for Machine Learning Models - KDnuggets
Model optimization is one of the toughest challenges in the implementation of machine learning solutions. Entire branches of machine learning and deep learning theory have been dedicated to the optimization of models. Hyperparameter optimization in machine learning intends to find the hyperparameters of a given machine learning algorithm that deliver the best performance as measured on a validation set. Hyperparameters, in contrast to model parameters, are set by the machine learning engineer before training. The number of trees in a random forest is a hyperparameter while the weights in a neural network are model parameters learned during training.
A New K means Grey Wolf Algorithm for Engineering Problems
Mohammed, Hardi M., Abdul, Zrar Kh., Rashid, Tarik A., Alsadoon, Abeer, Bacanin, Nebojsa
Purpose: The development of metaheuristic algorithms has increased by researchers to use them extensively in the field of business, science, and engineering. One of the common metaheuristic optimization algorithms is called Grey Wolf Optimization (GWO). The algorithm works based on imitation of the wolves' searching and the process of attacking grey wolves. The main purpose of this paper to overcome the GWO problem which is trapping into local optima. Design or Methodology or Approach: In this paper, the K-means clustering algorithm is used to enhance the performance of the original Grey Wolf Optimization by dividing the population into different parts. The proposed algorithm is called K-means clustering Grey Wolf Optimization (KMGWO). Findings: Results illustrate the efficiency of KMGWO is superior to GWO. To evaluate the performance of the KMGWO, KMGWO applied to solve 10 CEC2019 benchmark test functions. Results prove that KMGWO is better compared to GWO. KMGWO is also compared to Cat Swarm Optimization (CSO), Whale Optimization Algorithm-Bat Algorithm (WOA-BAT), and WOA, so, KMGWO achieves the first rank in terms of performance. Statistical results proved that KMGWO achieved a higher significant value compared to the compared algorithms. Also, the KMGWO is used to solve a pressure vessel design problem and it has outperformed results. Originality/value: Results prove that KMGWO is superior to GWO. KMGWO is also compared to cat swarm optimization (CSO), whale optimization algorithm-bat algorithm (WOA-BAT), WOA, and GWO so KMGWO achieved the first rank in terms of performance. Also, the KMGWO is used to solve a classical engineering problem and it is superior