Optimization
Learn to Bind and Grow Neural Structures
Task-incremental learning involves the challenging problem of learning new tasks continually, without forgetting past knowledge. Many approaches address the problem by expanding the structure of a shared neural network as tasks arrive, but struggle to grow optimally, without losing past knowledge. We present a new framework, Learn to Bind and Grow, which learns a neural architecture for a new task incrementally, either by binding with layers of a similar task or by expanding layers which are more likely to conflict between tasks. Central to our approach is a novel, interpretable, parameterization of the shared, multi-task architecture space, which then enables computing globally optimal architectures using Bayesian optimization. Experiments on continual learning benchmarks show that our framework performs comparably with earlier expansion based approaches and is able to flexibly compute multiple optimal solutions with performance-size trade-offs.
Introduction to Reinforcement Learning (RL) -- Part 4 -- "Dynamic Programming"
Starting in this chapter, the assumption is that the environment is a finite Markov Decision Process (finite MDP). In this chapter we'll see how we can use DP algorithms to compute the value functions in a slightly different, less intractable way. The general idea is to take these 2 equations, and turn them into update rules for for improving the approximations of our value functions. It will make more sense later on. Policy Evaluation Policy evaluation means computing the state-value function Vπ for an arbitrary policy π.
Why Learned Optimizers Outperform "hand-designed" Optimizers like Adam
Optimizers, such as momentum (Polyak, 1964), AdaGrad (Duchi et al., 2011), RMSProp (Tieleman & Hinton, 2012), or Adam (Kingma & Ba, 2014), are algorithms underlying in nearly all machine learning. Combined with the loss function, they are the key pieces that enable machine learning to work. These algorithms use simple update rules derived from intuitive mechanisms and theoretical principles, a mathematical way of measuring how wrong your predictions are, and tune it to become better. Recent research thread has focused on learning-based optimization algorithms; they called it learned optimizers. It has been shown that learned optimizers outperform "hand-designed" optimizers, like Adam, by directly parameterizing and training an optimizer on the distribution of tasks (Andrychowicz et al., 2016; Wichrowska et al., 2017; Lv et al., 2017; Bello et al., 2017; Li & Malik, 2016; Metz et al., 2019; 2020).
Online Learning Based Risk-Averse Stochastic MPC of Constrained Linear Uncertain Systems
This paper investigates the problem of designing data-driven stochastic Model Predictive Control (MPC) for linear time-invariant systems under additive stochastic disturbance, whose probability distribution is unknown but can be partially inferred from data. We propose a novel online learning based risk-averse stochastic MPC framework in which Conditional Value-at-Risk (CVaR) constraints on system states are required to hold for a family of distributions called an ambiguity set. The ambiguity set is constructed from disturbance data by leveraging a Dirichlet process mixture model that is self-adaptive to the underlying data structure and complexity. Specifically, the structural property of multimodality is exploit-ed, so that the first- and second-order moment information of each mixture component is incorporated into the ambiguity set. A novel constraint tightening strategy is then developed based on an equivalent reformulation of distributionally ro-bust CVaR constraints over the proposed ambiguity set. As more data are gathered during the runtime of the controller, the ambiguity set is updated online using real-time disturbance data, which enables the risk-averse stochastic MPC to cope with time-varying disturbance distributions. The online variational inference algorithm employed does not require all collected data be learned from scratch, and therefore the proposed MPC is endowed with the guaranteed computational complexity of online learning. The guarantees on recursive feasibility and closed-loop stability of the proposed MPC are established via a safe update scheme. Numerical examples are used to illustrate the effectiveness and advantages of the proposed MPC.
Assessment and Linear Programming under Fuzzy Conditions
A new fuzzy method is developed using triangular/trapezoidal fuzzy numbers for evaluating a group's mean performance, when qualitative grades instead of numerical scores are used for assessing its members' individual performance. Also, a new technique is developed for solving Linear Programming problems with fuzzy coefficients and everyday life applications are presented to illustrate our results.
Towards Metaheuristics "In the Large"
Swan, Jerry, Adriaensen, Steven, Brownlee, Alexander E. I., Johnson, Colin G., Kheiri, Ahmed, Krawiec, Faustyna, Merelo, J. J., Minku, Leandro L., Özcan, Ender, Pappa, Gisele L., García-Sánchez, Pablo, Sörensen, Kenneth, Voß, Stefan, Wagner, Markus, White, David R.
Following decades of sustained improvement, metaheuristics are one of the great success stories of optimization research. However, in order for research in metaheuristics to avoid fragmentation and a lack of reproducibility, there is a pressing need for stronger scientific and computational infrastructure to support the development, analysis and comparison of new approaches. We argue that, via principled choice of infrastructure support, the field can pursue a higher level of scientific enquiry. We describe our vision and report on progress, showing how the adoption of common protocols for all metaheuristics can help liberate the potential of the field, easing the exploration of the design space of metaheuristics.
Explaining by Removing: A Unified Framework for Model Explanation
Covert, Ian, Lundberg, Scott, Lee, Su-In
Researchers have proposed a wide variety of model explanation approaches, but it remains unclear how most methods are related or when one method is preferable to another. We establish a new class of methods, removal-based explanations, that are based on the principle of simulating feature removal to quantify each feature's influence. These methods vary in several respects, so we develop a framework that characterizes each method along three dimensions: 1) how the method removes features, 2) what model behavior the method explains, and 3) how the method summarizes each feature's influence. Our framework unifies 25 existing methods, including several of the most widely used approaches (SHAP, LIME, Meaningful Perturbations, permutation tests). This new class of explanation methods has rich connections that we examine using tools that have been largely overlooked by the explainability literature. To anchor removal-based explanations in cognitive psychology, we show that feature removal is a simple application of subtractive counterfactual reasoning. Ideas from cooperative game theory shed light on the relationships and trade-offs among different methods, and we derive conditions under which all removal-based explanations have information-theoretic interpretations. Through this analysis, we develop a unified framework that helps practitioners better understand model explanation tools, and that offers a strong theoretical foundation upon which future explainability research can build.
Recovery-to-Efficiency: A New Robustness Concept for Multi-objective Optimization under Uncertainty
Talbi, El-Ghazali, Todosijevic, Raca
This paper presents a new robustness concept for uncertain multi-objective optimization problems. More precisely, in the paper the so-called recovery-to-efficiency robustness concept is proposed and investigated. Several approaches for generating recovery-to-efficiency robust sets in the context of multi-objective optimization are proposed as well. An extensive experimental analysis is performed to disclose differences among robust sets obtained using different concepts as well as to deduce some interesting observations. For testing purposes, instances from the bi-objective knapsack problem are considered.
Mapping the landscape of Artificial Intelligence applications against COVID-19
Bullock, Joseph (United Nations Global Pulse, New York, NY, USA) | Luccioni, Alexandra (Institute for Data Science, Durham University, Durham, United Kingdom) | Hoffman Pham, Katherine (Mila Quebec Artificial Intelligence Institute, Universite de Montreal, Montreal, Quebec, Canada) | Sin Nga Lam, Cynthia (United Nations Global Pulse, New York, NY, USA) | Luengo-Oroz, Miguel (NYU Stern School of Business, New York, NY, USA)
COVID-19, the disease caused by the SARS-CoV-2 virus, has been declared a pandemic by the World Health Organization, which has reported over 18 million confirmed cases as of August 5, 2020. In this review, we present an overview of recent studies using Machine Learning and, more broadly, Artificial Intelligence, to tackle many aspects of the COVID-19 crisis. We have identified applications that address challenges posed by COVID-19 at different scales, including: molecular, by identifying new or existing drugs for treatment; clinical, by supporting diagnosis and evaluating prognosis based on medical imaging and non-invasive measures; and societal, by tracking both the epidemic and the accompanying infodemic using multiple data sources. We also review datasets, tools, and resources needed to facilitate Artificial Intelligence research, and discuss strategic considerations related to the operational implementation of multidisciplinary partnerships and open science. We highlight the need for international cooperation to maximize the potential of AI in this and future pandemics.
Exploring Constraint Handling Techniques in Real-world Problems on MOEA/D with Limited Budget of Evaluations
Vaz, Felipe, Lavinas, Yuri, Aranha, Claus, Ladeira, Marcelo
Finding good solutions for Multi-objective Optimization (MOPs) Problems is considered a hard problem, especially when considering MOPs with constraints. Thus, most of the works in the context of MOPs do not explore in-depth how different constraints affect the performance of MOP solvers. Here, we focus on exploring the effects of different Constraint Handling Techniques (CHTs) on MOEA/D, a commonly used MOP solver when solving complex real-world MOPs. Moreover, we introduce a simple and effective CHT focusing on the exploration of the decision space, the Three Stage Penalty. We explore each of these CHTs in MOEA/D on two simulated MOPs and six analytic MOPs (eight in total). The results of this work indicate that while the best CHT is problem-dependent, our new proposed Three Stage Penalty achieves competitive results and remarkable performance in terms of hypervolume values in the hard simulated car design MOP.