Optimization
A Hybrid Pricing and Cutting Approach for the Multi-Shift Full Truckload Vehicle Routing Problem
Xue, Ning, Bai, Ruibin, Qu, Rong, Aickelin, Uwe
Full truckload transportation (FTL) in the form of freight containers represents one of the most important transportation modes in international trade. Due to large volume and scale, in FTL, delivery time is often less critical but cost and service quality are crucial. Therefore, efficiently solving large scale multiple shift FTL problems is becoming more and more important and requires further research. In one of our earlier studies, a set covering model and a three-stage solution method were developed for a multi-shift FTL problem. This paper extends the previous work and presents a significantly more efficient approach by hybridising pricing and cutting strategies with metaheuristics (a variable neighbourhood search and a genetic algorithm). The metaheuristics were adopted to find promising columns (vehicle routes) guided by pricing and cuts are dynamically generated to eliminate infeasible flow assignments caused by incompatible commodities. Computational experiments on real-life and artificial benchmark FTL problems showed superior performance both in terms of computational time and solution quality, when compared with previous MIP based three-stage methods and two existing metaheuristics. The proposed cutting and heuristic pricing approach can efficiently solve large scale real-life FTL problems.
Improving Solution Quality of Bounded Max-Sum Algorithm to Solve DCOPs involving Hard and Soft Constraints
Rahman, Md. Musfiqur, Rashik, Mashrur, Mamun-or-Rashid, Md., Khan, Md. Mosaddek
Bounded Max-Sum (BMS) is a message-passing algorithm that provides approximation solution to a specific form of de-centralized coordination problems, namely Distributed Constrained Optimization Problems (DCOPs). In particular, BMS algorithm is able to solve problems of this type having large search space at the expense of low computational cost. Notably, the traditional DCOP formulation does not consider those constraints that must be satisfied(also known as hard constraints), rather it concentrates only on soft constraints. Hence, although the presence of both types of constraints are observed in a number of real-world applications, the BMS algorithm does not actively capitalize on the hard constraints. To address this issue, we tailor BMS in such a way that can deal with DCOPs having both type constraints. In so doing, our approach improves the solution quality of the algorithm. The empirical results exhibit a marked improvement in the quality of the solutions of large DCOPs.
Multi-Objective Optimization of the Textile Manufacturing Process Using Deep-Q-Network Based Multi-Agent Reinforcement Learning
He, Zhenglei, Tran, Kim Phuc, Thomassey, Sebastien, Zeng, Xianyi, Xu, Jie, Yi, Changhai
Multi-objective optimization of the textile manufacturing process is an increasing challenge because of the growing complexity involved in the development of the textile industry. The use of intelligent techniques has been often discussed in this domain, although a significant improvement from certain successful applications has been reported, the traditional methods failed to work with high-as well as human intervention. Upon which, this paper proposed a multi-agent reinforcement learning (MARL) framework to transform the optimization process into a stochastic game and introduced the deep Q-networks algorithm to train the multiple agents. A utilitarian selection mechanism was employed in the stochastic game, which (-greedy policy) in each state to avoid the interruption of multiple equilibria and achieve the correlated equilibrium optimal solutions of the optimizing process. The case study result reflects that the proposed MARL system is possible to achieve the optimal solutions for the textile ozonation process and it performs better than the traditional approaches.
FairBatch: Batch Selection for Model Fairness
Roh, Yuji, Lee, Kangwook, Whang, Steven Euijong, Suh, Changho
Training a fair machine learning model is essential to prevent demographic disparity. Existing techniques for improving model fairness require broad changes in either data preprocessing or model training, rendering themselves difficult-to-adopt for potentially already complex machine learning systems. We address this problem via the lens of bilevel optimization. While keeping the standard training algorithm as an inner optimizer, we incorporate an outer optimizer so as to equip the inner problem with an additional functionality: Adaptively selecting minibatch sizes for the purpose of improving model fairness. Our batch selection algorithm, which we call FairBatch, implements this optimization and supports prominent fairness measures: equal opportunity, equalized odds, and demographic parity. FairBatch comes with a significant implementation benefit -- it does not require any modification to data preprocessing or model training. For instance, a single-line change of PyTorch code for replacing batch selection part of model training suffices to employ FairBatch. Our experiments conducted both on synthetic and benchmark real data demonstrate that FairBatch can provide such functionalities while achieving comparable (or even greater) performances against the state of the arts. Furthermore, FairBatch can readily improve fairness of any pre-trained model simply via fine-tuning. It is also compatible with existing batch selection techniques intended for different purposes, such as faster convergence, thus gracefully achieving multiple purposes.
Second-Order Guarantees in Federated Learning
Vlaski, Stefan, Rizk, Elsa, Sayed, Ali H.
Federated learning is a useful framework for centralized learning from distributed data under practical considerations of heterogeneity, asynchrony, and privacy. Federated architectures are frequently deployed in deep learning settings, which generally give rise to non-convex optimization problems. Nevertheless, most existing analysis are either limited to convex loss functions, or only establish first-order stationarity, despite the fact that saddle-points, which are first-order stationary, are known to pose bottlenecks in deep learning. We draw on recent results on the second-order optimality of stochastic gradient algorithms in centralized and decentralized settings, and establish second-order guarantees for a class of federated learning algorithms.
VisEvol: Visual Analytics to Support Hyperparameter Search through Evolutionary Optimization
Chatzimparmpas, Angelos, Martins, Rafael M., Kucher, Kostiantyn, Kerren, Andreas
During the training phase of machine learning (ML) models, it is usually necessary to configure several hyperparameters. This process is computationally intensive and requires an extensive search to infer the best hyperparameter set for the given problem. The challenge is exacerbated by the fact that most ML models are complex internally, and training involves trial-and-error processes that could remarkably affect the predictive result. Moreover, each hyperparameter of an ML algorithm is potentially intertwined with the others, and changing it might result in unforeseeable impacts on the remaining hyperparameters. Evolutionary optimization is a promising method to try and address those issues. According to this method, performant models are stored, while the remainder are improved through crossover and mutation processes inspired by genetic algorithms. We present VisEvol, a visual analytics tool that supports interactive exploration of hyperparameters and intervention in this evolutionary procedure. In summary, our proposed tool helps the user to generate new models through evolution and eventually explore powerful hyperparameter combinations in diverse regions of the extensive hyperparameter space. The outcome is a voting ensemble (with equal rights) that boosts the final predictive performance. The utility and applicability of VisEvol are demonstrated with two use cases and interviews with ML experts who evaluated the effectiveness of the tool.
Residuals-based distributionally robust optimization with covariate information
Kannan, Rohit, Bayraksan, Güzin, Luedtke, James R.
We consider data-driven approaches that integrate a machine learning prediction model within distributionally robust optimization (DRO) given limited joint observations of uncertain parameters and covariates. Our framework is flexible in the sense that it can accommodate a variety of learning setups and DRO ambiguity sets. We investigate the asymptotic and finite sample properties of solutions obtained using Wasserstein, sample robust optimization, and phi-divergence-based ambiguity sets within our DRO formulations, and explore cross-validation approaches for sizing these ambiguity sets. Through numerical experiments, we validate our theoretical results, study the effectiveness of our approaches for sizing ambiguity sets, and illustrate the benefits of our DRO formulations in the limited data regime even when the prediction model is misspecified.
Optimizing embedding-related quantum annealing parameters for reducing hardware bias
Barbosa, Aaron, Pelofske, Elijah, Hahn, Georg, Djidjev, Hristo N.
Quantum annealers have been designed to propose near-optimal solutions to NP-hard optimization problems. However, the accuracy of current annealers such as the ones of D-Wave Systems, Inc., is limited by environmental noise and hardware biases. One way to deal with these imperfections and to improve the quality of the annealing results is to apply a variety of pre-processing techniques such as spin reversal (SR), anneal offsets (AO), or chain weights (CW). Maximizing the effectiveness of these techniques involves performing optimizations over a large number of parameters, which would be too costly if needed to be done for each new problem instance. In this work, we show that the aforementioned parameter optimization can be done for an entire class of problems, given each instance uses a previously chosen fixed embedding. Specifically, in the training phase, we fix an embedding E of a complete graph onto the hardware of the annealer, and then run an optimization algorithm to tune the following set of parameter values: the set of bits to be flipped for SR, the specific qubit offsets for AO, and the distribution of chain weights, optimized over a set of training graphs randomly chosen from that class, where the graphs are embedded onto the hardware using E. In the testing phase, we estimate how well the parameters computed during the training phase work on a random selection of other graphs from that class. We investigate graph instances of varying densities for the Maximum Clique, Maximum Cut, and Graph Partitioning problems. Our results indicate that, compared to their default behavior, substantial improvements of the annealing results can be achieved by using the optimized parameters for SR, AO, and CW.
DNA mixture deconvolution using an evolutionary algorithm with multiple populations, hill-climbing, and guided mutation
Vilsen, Søren B., Tvedebrink, Torben, Eriksen, Poul Svante
DNA samples crime cases analysed in forensic genetics, frequently contain DNA from multiple contributors. These occur as convolutions of the DNA profiles of the individual contributors to the DNA sample. Thus, in cases where one or more of the contributors were unknown, an objective of interest would be the separation, often called deconvolution, of these unknown profiles. In order to obtain deconvolutions of the unknown DNA profiles, we introduced a multiple population evolutionary algorithm (MEA). We allowed the mutation operator of the MEA to utilise that the fitness is based on a probabilistic model and guide it by using the deviations between the observed and the expected value for every element of the encoded individual. This guided mutation operator (GM) was designed such that the larger the deviation the higher probability of mutation. Furthermore, the GM was inhomogeneous in time, decreasing to a specified lower bound as the number of iterations increased. We analysed 102 two-person DNA mixture samples in varying mixture proportions. The samples were quantified using two different DNA prep. kits: (1) Illumina ForenSeq Panel B (30 samples), and (2) Applied Biosystems Precision ID Globalfiler NGS STR panel (72 samples). The DNA mixtures were deconvoluted by the MEA and compared to the true DNA profiles of the sample. We analysed three scenarios where we assumed: (1) the DNA profile of the major contributor was unknown, (2) DNA profile of the minor was unknown, and (3) both DNA profiles were unknown. Furthermore, we conducted a series of sensitivity experiments on the ForenSeq panel by varying the sub-population size, comparing a completely random homogeneous mutation operator to the guided operator with varying mutation decay rates, and allowing for hill-climbing of the parent population.
Uncertainty-Constrained Differential Dynamic Programming in Belief Space for Vision Based Robots
Rahman, Shatil, Waslander, Steven L.
Most mobile robots follow a modular sense-planact system architecture that can lead to poor performance or even catastrophic failure for visual inertial navigation systems due to trajectories devoid of feature matches. Planning in belief space provides a unified approach to tightly couple the perception, planning and control modules, leading to trajectories that are robust to noisy measurements and disturbances. However, existing methods handle uncertainties as costs that require manual tuning for varying environments and hardware. We therefore propose a novel trajectory optimization formulation that incorporates inequality constraints on uncertainty and a novel Augmented Lagrangian based stochastic differential dynamic programming method in belief space. Furthermore, we develop a probabilistic visibility model that accounts for discontinuities due to feature visibility limits. Our simulation tests demonstrate that our method can handle inequality constraints in different environments, for holonomic and nonholonomic motion models with no manual tuning of uncertainty costs involved. We also show the improved optimization performance in belief space due to our visibility model.