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 Optimization


Information-Theoretic Abstractions for Resource-Constrained Agents via Mixed-Integer Linear Programming

arXiv.org Artificial Intelligence

In this paper, a mixed-integer linear programming formulation for the problem of obtaining task-relevant, multi-resolution, graph abstractions for resource-constrained agents is presented. The formulation leverages concepts from information-theoretic signal compression, specifically the information bottleneck (IB) method, to pose a graph abstraction problem as an optimal encoder search over the space of multi-resolution trees. The abstractions emerge in a task-relevant manner as a function of agent information-processing constraints, and are not provided to the system a priori. We detail our formulation and show how the problem can be realized as an integer linear program. A non-trivial numerical example is presented to demonstrate the utility in employing our approach to obtain hierarchical tree abstractions for resource-limited agents.


Analytics and Machine Learning in Vehicle Routing Research

arXiv.org Artificial Intelligence

The Vehicle Routing Problem (VRP) is one of the most intensively studied combinatorial optimisation problems for which numerous models and algorithms have been proposed. To tackle the complexities, uncertainties and dynamics involved in real-world VRP applications, Machine Learning (ML) methods have been used in combination with analytical approaches to enhance problem formulations and algorithmic performance across different problem solving scenarios. However, the relevant papers are scattered in several traditional research fields with very different, sometimes confusing, terminologies. This paper presents a first, comprehensive review of hybrid methods that combine analytical techniques with ML tools in addressing VRP problems. Specifically, we review the emerging research streams on ML-assisted VRP modelling and ML-assisted VRP optimisation. We conclude that ML can be beneficial in enhancing VRP modelling, and improving the performance of algorithms for both online and offline VRP optimisations. Finally, challenges and future opportunities of VRP research are discussed.


VisuoSpatial Foresight for Physical Sequential Fabric Manipulation

arXiv.org Artificial Intelligence

Robotic fabric manipulation has applications in home robotics, textiles, senior care and surgery. Existing fabric manipulation techniques, however, are designed for specific tasks, making it difficult to generalize across different but related tasks. We build upon the Visual Foresight framework to learn fabric dynamics that can be efficiently reused to accomplish different sequential fabric manipulation tasks with a single goal-conditioned policy. We extend our earlier work on VisuoSpatial Foresight (VSF), which learns visual dynamics on domain randomized RGB images and depth maps simultaneously and completely in simulation. In this earlier work, we evaluated VSF on multi-step fabric smoothing and folding tasks against 5 baseline methods in simulation and on the da Vinci Research Kit (dVRK) surgical robot without any demonstrations at train or test time. A key finding was that depth sensing significantly improves performance: RGBD data yields an 80% improvement in fabric folding success rate in simulation over pure RGB data. In this work, we vary 4 components of VSF, including data generation, the choice of visual dynamics model, cost function, and optimization procedure. Results suggest that training visual dynamics models using longer, corner-based actions can improve the efficiency of fabric folding by 76% and enable a physical sequential fabric folding task that VSF could not previously perform with 90% reliability. Code, data, videos, and supplementary material are available at https://sites.google.com/view/fabric-vsf/.


Combinatorial optimization and reasoning with graph neural networks

arXiv.org Machine Learning

Nowadays, combinatorial optimization (CO) is an interdisciplinary field spanning optimization, operations research, discrete mathematics, and computer science, with many critical real-world applications such as vehicle routing or scheduling; see [71] for a general overview. Intuitively, CO deals with selecting a subset from a finite set that optimizes a cost or objective function. Although many CO problems are hard from a complexity theory standpoint due to their discrete nature, many of them are routinely solved in practice. Historically, the optimization and theoretical computer science communities have been focusing on finding optimal [71], heuristic [12], or approximative [130] solutions for individual problem instances. However, in many practical situations of interest, one often needs to solve problem instances which share patterns and characteristics repeatedly.


Towards a mathematical theory of trajectory inference

arXiv.org Machine Learning

We devise a theoretical framework and a numerical method to infer trajectories of a stochastic process from snapshots of its temporal marginals. This problem arises in the analysis of single cell RNA-sequencing data, which provide high dimensional measurements of cell states but cannot track the trajectories of the cells over time. We prove that for a class of stochastic processes it is possible to recover the ground truth trajectories from limited samples of the temporal marginals at each time-point, and provide an efficient algorithm to do so in practice. The method we develop, Global Waddington-OT (gWOT), boils down to a smooth convex optimization problem posed globally over all time-points involving entropy-regularized optimal transport. We demonstrate that this problem can be solved efficiently in practice and yields good reconstructions, as we show on several synthetic and real datasets.


Learning Continuous Exponential Families Beyond Gaussian

arXiv.org Machine Learning

We address the problem of learning of continuous exponential family distributions with unbounded support. While a lot of progress has been made on learning of Gaussian graphical models, we are still lacking scalable algorithms for reconstructing general continuous exponential families modeling higher-order moments of the data beyond the mean and the covariance. Here, we introduce a computationally efficient method for learning continuous graphical models based on the Interaction Screening approach. Through a series of numerical experiments, we show that our estimator maintains similar requirements in terms of accuracy and sample complexity compared to alternative approaches such as maximization of conditional likelihood, while considerably improving upon the algorithm's run-time.


Non-approximate Inference for Collective Graphical Models on Path Graphs via Discrete Difference of Convex Algorithm

arXiv.org Machine Learning

The importance of aggregated count data, which is calculated from the data of multiple individuals, continues to increase. Collective Graphical Model (CGM) is a probabilistic approach to the analysis of aggregated data. One of the most important operations in CGM is maximum a posteriori (MAP) inference of unobserved variables under given observations. Because the MAP inference problem for general CGMs has been shown to be NP-hard, an approach that solves an approximate problem has been proposed. However, this approach has two major drawbacks. First, the quality of the solution deteriorates when the values in the count tables are small, because the approximation becomes inaccurate. Second, since continuous relaxation is applied, the integrality constraints of the output are violated. To resolve these problems, this paper proposes a new method for MAP inference for CGMs on path graphs. First we show that the MAP inference problem can be formulated as a (non-linear) minimum cost flow problem. Then, we apply Difference of Convex Algorithm (DCA), which is a general methodology to minimize a function represented as the sum of a convex function and a concave function. In our algorithm, important subroutines in DCA can be efficiently calculated by minimum convex cost flow algorithms. Experiments show that the proposed method outputs higher quality solutions than the conventional approach.


SeaPearl: A Constraint Programming Solver guided by Reinforcement Learning

arXiv.org Artificial Intelligence

The design of efficient and generic algorithms for solving combinatorial optimization problems has been an active field of research for many years. Standard exact solving approaches are based on a clever and complete enumeration of the solution set. A critical and non-trivial design choice with such methods is the branching strategy, directing how the search is performed. The last decade has shown an increasing interest in the design of machine learning-based heuristics to solve combinatorial optimization problems. The goal is to leverage knowledge from historical data to solve similar new instances of a problem. Used alone, such heuristics are only able to provide approximate solutions efficiently, but cannot prove optimality nor bounds on their solution. Recent works have shown that reinforcement learning can be successfully used for driving the search phase of constraint programming (CP) solvers. However, it has also been shown that this hybridization is challenging to build, as standard CP frameworks do not natively include machine learning mechanisms, leading to some sources of inefficiencies. This paper presents the proof of concept for SeaPearl, a new CP solver implemented in Julia, that supports machine learning routines in order to learn branching decisions using reinforcement learning. Support for modeling the learning component is also provided. We illustrate the modeling and solution performance of this new solver on two problems. Although not yet competitive with industrial solvers, SeaPearl aims to provide a flexible and open-source framework in order to facilitate future research in the hybridization of constraint programming and machine learning.


Two-facility Location Games with Minimum Distance Requirement

Journal of Artificial Intelligence Research

We study the mechanism design problem of a social planner for locating two facilities on a line interval [0, 1], where a set of n strategic agents report their locations and a mechanism determines the locations of the two facilities. We consider the requirement of a minimum distance 0 ≤ d ≤ 1 between the two facilities. Given the two facilities are heterogeneous, we model the cost/utility of an agent as the sum of his distances to both facilities. In the heterogeneous two-facility location game to minimize the social cost, we show that the optimal solution can be computed in polynomial time and prove that carefully choosing one optimal solution as output is strategyproof. We also design a strategyproof mechanism minimizing the maximum cost. Given the two facilities are homogeneous, we model the cost/utility of an agent as his distance to the closer facility. In the homogeneous two-facility location game for minimizing the social cost, we show that any deterministic strategyproof mechanism has unbounded approximation ratio. Moreover, in the obnoxious heterogeneous two-facility location game for maximizing the social utility, we propose new deterministic group strategyproof mechanisms with provable approximation ratios and establish a lower bound (7 − d)/6 for any deterministic strategyproof mechanism. We also design a strategyproof mechanism maximizing the minimum utility. In the obnoxious homogeneous two-facility location game for maximizing the social utility, we propose deterministic group strategyproof mechanisms with provable approximation ratios and establish a lower bound 4/3. Besides, in the two-facility location game with triple-preference, where each facility may be favorable, obnoxious, indifferent for any agent, we further motivate agents to report both their locations and preferences towards the two facilities truthfully, and design a deterministic group strategyproof mechanism with an approximation ratio 4.


Using Distance Correlation for Efficient Bayesian Optimization

arXiv.org Machine Learning

We propose a novel approach for Bayesian optimization, called $\textsf{GP-DC}$, which combines Gaussian processes with distance correlation. It balances exploration and exploitation automatically, and requires no manual parameter tuning. We evaluate $\textsf{GP-DC}$ on a number of benchmark functions and observe that it outperforms state-of-the-art methods such as $\textsf{GP-UCB}$ and max-value entropy search, as well as the classical expected improvement heuristic. We also apply $\textsf{GP-DC}$ to optimize sequential integral observations with a variable integration range and verify its empirical efficiency on both synthetic and real-world datasets.