Optimization
Inverse Classification with Limited Budget and Maximum Number of Perturbed Samples
Koo, Jaehoon, Klabjan, Diego, Utke, Jean
Most recent machine learning research focuses on developing new classifiers for the sake of improving classification accuracy. With many well-performing state-of-the-art classifiers available, there is a growing need for understanding interpretability of a classifier necessitated by practical purposes such as to find the best diet recommendation for a diabetes patient. Inverse classification is a post modeling process to find changes in input features of samples to alter the initially predicted class. It is useful in many business applications to determine how to adjust a sample input data such that the classifier predicts it to be in a desired class. In real world applications, a budget on perturbations of samples corresponding to customers or patients is usually considered, and in this setting, the number of successfully perturbed samples is key to increase benefits. In this study, we propose a new framework to solve inverse classification that maximizes the number of perturbed samples subject to a per-feature-budget limits and favorable classification classes of the perturbed samples. We design algorithms to solve this optimization problem based on gradient methods, stochastic processes, Lagrangian relaxations, and the Gumbel trick. In experiments, we find that our algorithms based on stochastic processes exhibit an excellent performance in different budget settings and they scale well.
Online Structural Change-point Detection of High-dimensional Streaming Data via Dynamic Sparse Subspace Learning
Xu, Ruiyu, Wu, Jianguo, Yue, Xiaowei, Li, Yongxiang
High-dimensional streaming data are becoming increasingly ubiquitous in many fields. They often lie in multiple low-dimensional subspaces, and the manifold structures may change abruptly on the time scale due to pattern shift or occurrence of anomalies. However, the problem of detecting the structural changes in a real-time manner has not been well studied. To fill this gap, we propose a dynamic sparse subspace learning (DSSL) approach for online structural change-point detection of high-dimensional streaming data. A novel multiple structural change-point model is proposed and it is shown to be equivalent to maximizing a posterior under certain conditions. The asymptotic properties of the estimators are investigated. The penalty coefficients in our model can be selected by AMDL criterion based on some historical data. An efficient Pruned Exact Linear Time (PELT) based method is proposed for online optimization and change-point detection. The effectiveness of the proposed method is demonstrated through a simulation study and a real case study using gesture data for motion tracking.
On $\ell_p$-norm Robustness of Ensemble Stumps and Trees
Wang, Yihan, Zhang, Huan, Chen, Hongge, Boning, Duane, Hsieh, Cho-Jui
Recent papers have demonstrated that ensemble stumps and trees could be vulnerable to small input perturbations, so robustness verification and defense for those models have become an important research problem. However, due to the structure of decision trees, where each node makes decision purely based on one feature value, all the previous works only consider the $\ell_\infty$ norm perturbation. To study robustness with respect to a general $\ell_p$ norm perturbation, one has to consider the correlation between perturbations on different features, which has not been handled by previous algorithms. In this paper, we study the problem of robustness verification and certified defense with respect to general $\ell_p$ norm perturbations for ensemble decision stumps and trees. For robustness verification of ensemble stumps, we prove that complete verification is NP-complete for $p\in(0, \infty)$ while polynomial time algorithms exist for $p=0$ or $\infty$. For $p\in(0, \infty)$ we develop an efficient dynamic programming based algorithm for sound verification of ensemble stumps. For ensemble trees, we generalize the previous multi-level robustness verification algorithm to $\ell_p$ norm. We demonstrate the first certified defense method for training ensemble stumps and trees with respect to $\ell_p$ norm perturbations, and verify its effectiveness empirically on real datasets.
Online Stochastic Convex Optimization: Wasserstein Distance Variation
Distributionally-robust optimization is often studied for a fixed set of distributions rather than time-varying distributions that can drift significantly over time (which is, for instance, the case in finance and sociology due to underlying expansion of economy and evolution of demographics). This motivates understanding conditions on probability distributions, using the Wasserstein distance, that can be used to model time-varying environments. We can then use these conditions in conjunction with online stochastic optimization to adapt the decisions. We considers an online proximal-gradient method to track the minimizers of expectations of smooth convex functions parameterised by a random variable whose probability distributions continuously evolve over time at a rate similar to that of the rate at which the decision maker acts. We revisit the concepts of estimation and tracking error inspired by systems and control literature and provide bounds for them under strong convexity, Lipschitzness of the gradient, and bounds on the probability distribution drift. Further, noting that computing projections for a general feasible sets might not be amenable to online implementation (due to computational constraints), we propose an exact penalty method. Doing so allows us to relax the uniform boundedness of the gradient and establish dynamic regret bounds for tracking and estimation error. We further introduce a constraint-tightening approach and relate the amount of tightening to the probability of satisfying the constraints.
Feature Robust Optimal Transport for High-dimensional Data
Petrovich, Mathis, Liang, Chao, Sato, Ryoma, Liu, Yanbin, Tsai, Yao-Hung Hubert, Zhu, Linchao, Yang, Yi, Salakhutdinov, Ruslan, Yamada, Makoto
Optimal transport is a machine learning problem with applications including distribution comparison, feature selection, and generative adversarial networks. In this paper, we propose feature-robust optimal transport (FROT) for high-dimensional data, which solves high-dimensional OT problems using feature selection to avoid the curse of dimensionality. Specifically, we find a transport plan with discriminative features. To this end, we formulate the FROT problem as a min--max optimization problem. We then propose a convex formulation of the FROT problem and solve it using a Frank--Wolfe-based optimization algorithm, whereby the subproblem can be efficiently solved using the Sinkhorn algorithm. Since FROT finds the transport plan from selected features, it is robust to noise features. To show the effectiveness of FROT, we propose using the FROT algorithm for the layer selection problem in deep neural networks for semantic correspondence. By conducting synthetic and benchmark experiments, we demonstrate that the proposed method can find a strong correspondence by determining important layers. We show that the FROT algorithm achieves state-of-the-art performance in real-world semantic correspondence datasets.
Large-Scale Cargo Distribution
Stopar, Luka, Bradesko, Luka, Jacobs, Tobias, Kurbašić, Azur, Cimperman, Miha
This study focuses on the design and development of methods for generating cargo distribution plans for large-scale logistics networks. It uses data from three large logistics operators while focusing on cross border logistics operations using one large graph. The approach uses a three-step methodology to first represent the logistic infrastructure as a graph, then partition the graph into smaller size regions, and finally generate cargo distribution plans for each individual region. The initial graph representation has been extracted from regional graphs by spectral clustering and is then further used for computing the distribution plan. The approach introduces methods for each of the modelling steps. The proposed approach on using regionalization of large logistics infrastructure for generating partial plans, enables scaling to thousands of drop-off locations. Results also show that the proposed approach scales better than the state-of-the-art, while preserving the quality of the solution. Our methodology is suited to address the main challenge in transforming rigid large logistics infrastructure into dynamic, just-in-time, and point-to-point delivery-oriented logistics operations.
Multi-objective Reinforcement Learning based approach for User-Centric Power Optimization in Smart Home Environments
Gupta, Saurabh, Bhambri, Siddhant, Dhingra, Karan, Buduru, Arun Balaji, Kumaraguru, Ponnurangam
Smart homes require every device inside them to be connected with each other at all times, which leads to a lot of power wastage on a daily basis. As the devices inside a smart home increase, it becomes difficult for the user to control or operate every individual device optimally. Therefore, users generally rely on power management systems for such optimization but often are not satisfied with the results. In this paper, we present a novel multi-objective reinforcement learning framework with two-fold objectives of minimizing power consumption and maximizing user satisfaction. The framework explores the trade-off between the two objectives and converges to a better power management policy when both objectives are considered while finding an optimal policy. We experiment on real-world smart home data, and show that the multi-objective approaches: i) establish trade-off between the two objectives, ii) achieve better combined user satisfaction and power consumption than single-objective approaches. We also show that the devices that are used regularly and have several fluctuations in device modes at regular intervals should be targeted for optimization, and the experiments on data from other smart homes fetch similar results, hence ensuring transfer-ability of the proposed framework.
Research and Education Towards Smart and Sustainable World
We propose a vision for directing research and education in the ICT field. Our Smart and Sustainable World vision targets at prosperity for the people and the planet through better awareness and control of both human-made and natural environment. The needs of the society, individuals, and industries are fulfilled with intelligent systems that sense their environment, make proactive decisions on actions advancing their goals, and perform the actions on the environment. We emphasize artificial intelligence, feedback loops, human acceptance and control, intelligent use of basic resources, performance parameters, mission-oriented interdisciplinary research, and a holistic systems view complementing the conventional analytical reductive view as a research paradigm especially for complex problems. To serve a broad audience, we explain these concepts and list the essential literature. We suggest planning research and education by specifying, in a step-wise manner, scenarios, performance criteria, system models, research problems and education content, resulting in common goals and a coherent project portfolio as well as education curricula. Research and education produce feedback to support evolutionary development and encourage creativity in research. Finally, we propose concrete actions for realizing this approach.
Neural Model-based Optimization with Right-Censored Observations
Eggensperger, Katharina, Haase, Kai, Müller, Philipp, Lindauer, Marius, Hutter, Frank
In many fields of study, we only observe lower bounds on the true response value of some experiments. When fitting a regression model to predict the distribution of the outcomes, we cannot simply drop these right-censored observations, but need to properly model them. In this work, we focus on the concept of censored data in the light of model-based optimization where prematurely terminating evaluations (and thus generating right-censored data) is a key factor for efficiency, e.g., when searching for an algorithm configuration that minimizes runtime of the algorithm at hand. Neural networks (NNs) have been demonstrated to work well at the core of model-based optimization procedures and here we extend them to handle these censored observations. We propose (i)~a loss function based on the Tobit model to incorporate censored samples into training and (ii) use an ensemble of networks to model the posterior distribution. To nevertheless be efficient in terms of optimization-overhead, we propose to use Thompson sampling s.t. we only need to train a single NN in each iteration. Our experiments show that our trained regression models achieve a better predictive quality than several baselines and that our approach achieves new state-of-the-art performance for model-based optimization on two optimization problems: minimizing the solution time of a SAT solver and the time-to-accuracy of neural networks.
A Fast Graph Neural Network-Based Method for Winner Determination in Multi-Unit Combinatorial Auctions
Lee, Mengyuan, Hosseinalipour, Seyyedali, Brinton, Christopher G., Yu, Guanding, Dai, Huaiyu
The combinatorial auction (CA) is an efficient mechanism for resource allocation in different fields, including cloud computing. It can obtain high economic efficiency and user flexibility by allowing bidders to submit bids for combinations of different items instead of only for individual items. However, the problem of allocating items among the bidders to maximize the auctioneers" revenue, i.e., the winner determination problem (WDP), is NP-complete to solve and inapproximable. Existing works for WDPs are generally based on mathematical optimization techniques and most of them focus on the single-unit WDP, where each item only has one unit. On the contrary, few works consider the multi-unit WDP in which each item may have multiple units. Given that the multi-unit WDP is more complicated but prevalent in cloud computing, we propose leveraging machine learning (ML) techniques to develop a novel low-complexity algorithm for solving this problem with negligible revenue loss. Specifically, we model the multi-unit WDP as an augmented bipartite bid-item graph and use a graph neural network (GNN) with half-convolution operations to learn the probability of each bid belonging to the optimal allocation. To improve the sample generation efficiency and decrease the number of needed labeled instances, we propose two different sample generation processes. We also develop two novel graph-based post-processing algorithms to transform the outputs of the GNN into feasible solutions. Through simulations on both synthetic instances and a specific virtual machine (VM) allocation problem in a cloud computing platform, we validate that our proposed method can approach optimal performance with low complexity and has good generalization ability in terms of problem size and user-type distribution.