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 Optimization


Mean-Variance Analysis in Bayesian Optimization under Uncertainty

arXiv.org Machine Learning

Decision making in an uncertain environment has been studied in various domains. For example, in financial engineering, the mean-variance analysis [1, 2, 3] has been introduced as a framework for making investment decisions, taking into account the tradeoff between the return (mean) and the risk (variance) of the investment. In this paper we study active learning (AL) in an uncertain environment. In many practical AL problems, there are two types of parameters called design parameters and environmental parameters. For example, in a product design, while the design parameters are fully controllable, the environmental parameters vary depending on the environment in which the product is used. In this paper, we examine AL problems under such an uncertain environment, where the goal is to efficiently find the optimal design parameters by properly taking into account the uncertainty of the environmental parameters. Concretely, let f(x, w) be a blackbox function indicating the performance of a product, where x X is the set of controllable design parameters and w ฮฉ is the set of uncontrollable environmental parameters whose uncertainty is characterized by a probability distribution p(w).


Deep Generative Modeling for Mechanistic-based Learning and Design of Metamaterial Systems

arXiv.org Machine Learning

Metamaterials are emerging as a new paradigmatic material system to render unprecedented and tailorable properties for a wide variety of engineering applications. However, the inverse design of metamaterial and its multiscale system is challenging due to high-dimensional topological design space, multiple local optima, and high computational cost. To address these hurdles, we propose a novel data-driven metamaterial design framework based on deep generative modeling. A variational autoencoder (VAE) and a regressor for property prediction are simultaneously trained on a large metamaterial database to map complex microstructures into a low-dimensional, continuous, and organized latent space. We show in this study that the latent space of VAE provides a distance metric to measure shape similarity, enable interpolation between microstructures and encode meaningful patterns of variation in geometries and properties. Based on these insights, systematic data-driven methods are proposed for the design of microstructure, graded family, and multiscale system. For microstructure design, the tuning of mechanical properties and complex manipulations of microstructures are easily achieved by simple vector operations in the latent space. The vector operation is further extended to generate metamaterial families with a controlled gradation of mechanical properties by searching on a constructed graph model. For multiscale metamaterial systems design, a diverse set of microstructures can be rapidly generated using VAE for target properties at different locations and then assembled by an efficient graph-based optimization method to ensure compatibility between adjacent microstructures. We demonstrate our framework by designing both functionally graded and heterogeneous metamaterial systems that achieve desired distortion behaviors.


Optimal Sepsis Patient Treatment using Human-in-the-loop Artificial Intelligence

arXiv.org Artificial Intelligence

Sepsis is one of the leading causes of death in Intensive Care Units (ICU). The strategy for treating sepsis involves the infusion of intravenous (IV) fluids and administration of antibiotics. Determining the optimal quantity of IV fluids is a challenging problem due to the complexity of a patient's physiology. In this study, we develop a data-driven optimization solution that derives the optimal quantity of IV fluids for individual patients. The proposed method minimizes the probability of severe outcomes by controlling the prescribed quantity of IV fluids and utilizes human-in-the-loop artificial intelligence. We demonstrate the performance of our model on 1122 ICU patients with sepsis diagnosis extracted from the MIMIC-III dataset. The results show that, on average, our model can reduce mortality by 22%. This study has the potential to help physicians synthesize optimal, patient-specific treatment strategies.


Data-Driven Topology Optimization with Multiclass Microstructures using Latent Variable Gaussian Process

arXiv.org Machine Learning

The data-driven approach is emerging as a promising method for the topological design of multiscale structures with greater efficiency. However, existing data-driven methods mostly focus on a single class of microstructures without considering multiple classes to accommodate spatially varying desired properties. The key challenge is the lack of an inherent ordering or distance measure between different classes of microstructures in meeting a range of properties. To overcome this hurdle, we extend the newly developed latent-variable Gaussian process (LVGP) models to create multi-response LVGP (MR-LVGP) models for the microstructure libraries of metamaterials, taking both qualitative microstructure concepts and quantitative microstructure design variables as mixed-variable inputs. The MR-LVGP model embeds the mixed variables into a continuous design space based on their collective effects on the responses, providing substantial insights into the interplay between different geometrical classes and material parameters of microstructures. With this model, we can easily obtain a continuous and differentiable transition between different microstructure concepts that can render gradient information for multiscale topology optimization. We demonstrate its benefits through multiscale topology optimization with aperiodic microstructures. Design examples reveal that considering multiclass microstructures can lead to improved performance due to the consistent load-transfer paths for micro- and macro-structures.


A sparse code increases the speed and efficiency of neuro-dynamic programming for optimal control tasks with correlated feature inputs

arXiv.org Machine Learning

Sparse codes in neuroscience have been suggested to offer certain computational advantages over other neural representations of sensory data. To explore this viewpoint, a sparse code is used to represent natural images in an optimal control task solved with neuro-dynamic programming, and its computational properties are investigated. The central finding is that when feature inputs to a linear network are correlated, an over-complete sparse code increases the memory capacity of the network in an efficient manner beyond that possible for any complete code with the same-sized input, and also increases the speed of learning the network weights. A complete sparse code is found to maximise the memory capacity of a linear network by decorrelating its feature inputs to transform the design matrix of the least-squares problem to one of full rank. It also conditions the Hessian matrix of the least-squares problem, thereby increasing the rate of convergence to the optimal network weights. Other types of decorrelating codes would also achieve this. However, an over-complete sparse code is found to be approximately decorrelated, extracting a larger number of approximately decorrelated features from the same-sized input, allowing it to efficiently increase memory capacity beyond that possible for any complete code: a 2.25 times over-complete sparse code is shown to at least double memory capacity compared with a complete sparse code using the same input. This is used in sequential learning to store a potentially large number of optimal control tasks in the network, while catastrophic forgetting is avoided using a partitioned representation, yielding a cost-to-go function approximator that generalizes over the states in each partition. Sparse code advantages over dense codes and local codes are also discussed.


Puzzle Mix: Exploiting Saliency and Local Statistics for Optimal Mixup

arXiv.org Artificial Intelligence

While deep neural networks achieve great performance on fitting the training distribution, the learned networks are prone to overfitting and are susceptible to adversarial attacks. In this regard, a number of mixup based augmentation methods have been recently proposed. However, these approaches mainly focus on creating previously unseen virtual examples and can sometimes provide misleading supervisory signal to the network. To this end, we propose Puzzle Mix, a mixup method for explicitly utilizing the saliency information and the underlying statistics of the natural examples. This leads to an interesting optimization problem alternating between the multi-label objective for optimal mixing mask and saliency discounted optimal transport objective. Our experiments show Puzzle Mix achieves the state of the art generalization and the adversarial robustness results compared to other mixup methods on CIFAR-100, Tiny-ImageNet, and ImageNet datasets. The source code is available at https://github.com/snu-mllab/PuzzleMix.


Information-Theoretic Multi-Objective Bayesian Optimization with Continuous Approximations

arXiv.org Artificial Intelligence

Many real-world applications involve black-box optimization of multiple objectives using continuous function approximations that trade-off accuracy and resource cost of evaluation. For example, in rocket launching research, we need to find designs that trade-off return-time and angular distance using continuous-fidelity simulators (e.g., varying tolerance parameter to trade-off simulation time and accuracy) for design evaluations. The goal is to approximate the optimal Pareto set by minimizing the cost for evaluations. In this paper, we propose a novel approach referred to as information-Theoretic Multi-Objective Bayesian Optimization with Continuous Approximations (iMOCA)} to solve this problem. The key idea is to select the sequence of input and function approximations for multiple objectives which maximize the information gain per unit cost for the optimal Pareto front. Our experiments on diverse synthetic and real-world benchmarks show that iMOCA significantly improves over existing single-fidelity methods.


Black-box Mixed-Variable Optimisation using a Surrogate Model that Satisfies Integer Constraints

arXiv.org Machine Learning

A challenging problem in both engineering and computer science is that of minimising a function for which we have no mathematical formulation available, that is expensive to evaluate, and that contains continuous and integer variables, for example in automatic algorithm configuration. Surrogate-based algorithms are very suitable for this type of problem, but most existing techniques are designed with only continuous or only discrete variables in mind. Mixed-Variable ReLU-based Surrogate Modelling (MVRSM) is a surrogate-based algorithm that uses a linear combination of rectified linear units, defined in such a way that (local) optima satisfy the integer constraints. This method outperforms the state of the art on several synthetic benchmarks with up to 238 continuous and integer variables, and achieves competitive performance on two real-life benchmarks: XGBoost hyperparameter tuning and Electrostatic Precipitator optimisation.


METASET: Exploring Shape and Property Spaces for Data-Driven Metamaterials Design

arXiv.org Machine Learning

Data-driven design of mechanical metamaterials is an increasingly popular method to combat costly physical simulations and immense, often intractable, geometrical design spaces. Using a precomputed dataset of unit cells, a multiscale structure can be quickly filled via combinatorial search algorithms, and machine learning models can be trained to accelerate the process. However, the dependence on data induces a unique challenge: An imbalanced dataset containing more of certain shapes or physical properties can be detrimental to the efficacy of data-driven approaches. In answer, we posit that a smaller yet diverse set of unit cells leads to scalable search and unbiased learning. To select such subsets, we propose METASET, a methodology that 1) uses similarity metrics and positive semi-definite kernels to jointly measure the closeness of unit cells in both shape and property spaces, and 2) incorporates Determinantal Point Processes for efficient subset selection. Moreover, METASET allows the trade-off between shape and property diversity so that subsets can be tuned for various applications. Through the design of 2D metamaterials with target displacement profiles, we demonstrate that smaller, diverse subsets can indeed improve the search process as well as structural performance. By eliminating inherent overlaps in a dataset of 3D unit cells created with symmetry rules, we also illustrate that our flexible method can distill unique subsets regardless of the metric employed. Our diverse subsets are provided publicly for use by any designer.


Interpolating the Trace of the Inverse of Matrix $\mathbf{A} + t \mathbf{B}$

arXiv.org Machine Learning

We develop heuristic interpolation methods for the function $t \mapsto \operatorname{trace}\left( (\mathbf{A} + t \mathbf{B})^{-1} \right)$, where the matrices $\mathbf{A}$ and $\mathbf{B}$ are symmetric and positive definite and $t$ is a real variable. This function is featured in many applications in statistics, machine learning, and computational physics. The presented interpolation functions are based on the modification of a sharp upper bound that we derive for this function, which is a new trace inequality for matrices. We demonstrate the accuracy and performance of the proposed method with numerical examples, namely, the marginal maximum likelihood estimation for linear Gaussian process regression and the estimation of the regularization parameter of ridge regression with the generalized cross-validation method.