Optimization
On Population-Based Algorithms for Distributed Constraint Optimization Problems
Mahmud, Saaduddin, Khan, Md. Mosaddek, Jennings, Nicholas R.
Distributed Constraint Optimization Problems (DCOPs) are a widely studied class of optimization problems in which interaction between a set of cooperative agents are modeled as a set of constraints. DCOPs are NP-hard and significant effort has been devoted to developing methods for finding incomplete solutions. In this paper, we study an emerging class of such incomplete algorithms that are broadly termed as population-based algorithms. The main characteristic of these algorithms is that they maintain a population of candidate solutions of a given problem and use this population to cover a large area of the search space and to avoid local-optima. In recent years, this class of algorithms has gained significant attention due to their ability to produce high-quality incomplete solutions. With the primary goal of further improving the quality of solutions compared to the state-of-the-art incomplete DCOP algorithms, we present two new population-based algorithms in this paper. Our first approach, Anytime Evolutionary DCOP or AED, exploits evolutionary optimization meta-heuristics to solve DCOPs. We also present a novel anytime update mechanism that gives AED its anytime property. While in our second contribution, we show that population-based approaches can be combined with local search approaches. Specifically, we develop an algorithm called DPSA based on the Simulated Annealing meta-heuristic. We empirically evaluate these two algorithms to illustrate their respective effectiveness in different settings against the state-of-the-art incomplete DCOP algorithms including all existing population-based algorithms in a wide variety of benchmarks. Our evaluation shows AED and DPSA markedly outperform the state-of-the-art and produce up to 75% improved solutions.
Tangent Space Based Alternating Projections for Nonnegative Low Rank Matrix Approximation
Song, Guangjing, Ng, Michael K., Jiang, Tai-Xiang
In this paper, we develop a new alternating projection method to compute nonnegative low rank matrix approximation for nonnegative matrices. In the nonnegative low rank matrix approximation method, the projection onto the manifold of fixed rank matrices can be expensive as the singular value decomposition is required. We propose to use the tangent space of the point in the manifold to approximate the projection onto the manifold in order to reduce the computational cost. We show that the sequence generated by the alternating projections onto the tangent spaces of the fixed rank matrices manifold and the nonnegative matrix manifold, converge linearly to a point in the intersection of the two manifolds where the convergent point is sufficiently close to optimal solutions. This convergence result based inexact projection onto the manifold is new and is not studied in the literature. Numerical examples in data clustering, pattern recognition and hyperspectral data analysis are given to demonstrate that the performance of the proposed method is better than that of nonnegative matrix factorization methods in terms of computational time and accuracy.
Change Point Detection by Cross-Entropy Maximization
Serre, Aurélien, Chételat, Didier, Lodi, Andrea
Many offline unsupervised change point detection algorithms rely on minimizing a penalized sum of segment-wise costs. We extend this framework by proposing to minimize a sum of discrepancies between segments. In particular, we propose to select the change points so as to maximize the cross-entropy between successive segments, balanced by a penalty for introducing new change points. We propose a dynamic programming algorithm to solve this problem and analyze its complexity. Experiments on two challenging datasets demonstrate the advantages of our method compared to three state-of-the-art approaches.
PlotThread: Creating Expressive Storyline Visualizations using Reinforcement Learning
Tang, Tan, Li, Renzhong, Wu, Xinke, Liu, Shuhan, Knittel, Johannes, Koch, Steffen, Ertl, Thomas, Yu, Lingyun, Ren, Peiran, Wu, Yingcai
Storyline visualizations are an effective means to present the evolution of plots and reveal the scenic interactions among characters. However, the design of storyline visualizations is a difficult task as users need to balance between aesthetic goals and narrative constraints. Despite that the optimization-based methods have been improved significantly in terms of producing aesthetic and legible layouts, the existing (semi-) automatic methods are still limited regarding 1) efficient exploration of the storyline design space and 2) flexible customization of storyline layouts. In this work, we propose a reinforcement learning framework to train an AI agent that assists users in exploring the design space efficiently and generating well-optimized storylines. Based on the framework, we introduce PlotThread, an authoring tool that integrates a set of flexible interactions to support easy customization of storyline visualizations. To seamlessly integrate the AI agent into the authoring process, we employ a mixed-initiative approach where both the agent and designers work on the same canvas to boost the collaborative design of storylines. We evaluate the reinforcement learning model through qualitative and quantitative experiments and demonstrate the usage of PlotThread using a collection of use cases.
Chance-Constrained Trajectory Optimization for Safe Exploration and Learning of Nonlinear Systems
Nakka, Yashwanth Kumar, Liu, Anqi, Shi, Guanya, Anandkumar, Anima, Yue, Yisong, Chung, Soon-Jo
Learning-based control algorithms require data collection with abundant supervision for training. Safe exploration algorithms ensure the safety of this data collection process even when only partial knowledge is available. We present a new approach for optimal motion planning with safe exploration that integrates chance-constrained stochastic optimal control with dynamics learning and feedback control. We derive an iterative convex optimization algorithm that solves an \underline{Info}rmation-cost \underline{S}tochastic \underline{N}onlinear \underline{O}ptimal \underline{C}ontrol problem (Info-SNOC). The optimization objective encodes both optimal performance and exploration for learning, and the safety is incorporated as distributionally robust chance constraints. The dynamics are predicted from a robust regression model that is learned from data. The Info-SNOC algorithm is used to compute a sub-optimal pool of safe motion plans that aid in exploration for learning unknown residual dynamics under safety constraints. A stable feedback controller is used to execute the motion plan and collect data for model learning. We prove the safety of rollout from our exploration method and reduction in uncertainty over epochs, thereby guaranteeing the consistency of our learning method. We validate the effectiveness of Info-SNOC by designing and implementing a pool of safe trajectories for a planar robot. We demonstrate that our approach has higher success rate in ensuring safety when compared to a deterministic trajectory optimization approach.
A Review of Emergency Incident Prediction, Resource Allocation and Dispatch Models
Mukhopadhyay, Ayan, Pettet, Geoffrey, Vazirizade, Sayyed, Lu, Di, Baroud, Hiba, Jaimes, Alex, Vorobeychik, Yevgeniy, Kochenderfer, Mykel, Dubey, Abhishek
Emergency response to incidents such as accidents, medical calls, and fires is one of the most pressing problems faced by communities across the globe. In the last fifty years, researchers have developed statistical, analytical, and algorithmic approaches for designing emergency response management (ERM) systems. In this survey, we present models for incident prediction, resource allocation, and dispatch for emergency incidents. We highlight the strengths and weaknesses of prior work in this domain and explore the similarities and differences between different modeling paradigms. Finally, we present future research directions. To the best of our knowledge, our work is the first comprehensive survey that explores the entirety of ERM systems.
Max-value Entropy Search for Multi-Objective Bayesian Optimization with Constraints
Belakaria, Syrine, Deshwal, Aryan, Doppa, Janardhan Rao
We consider the problem of constrained multi-objective blackbox optimization using expensive function evaluations, where the goal is to approximate the true Pareto set of solutions satisfying a set of constraints while minimizing the number of function evaluations. For example, in aviation power system design applications, we need to find the designs that trade-off total energy and the mass while satisfying specific thresholds for motor temperature and voltage of cells. This optimization requires performing expensive computational simulations to evaluate designs. In this paper, we propose a new approach referred as {\em Max-value Entropy Search for Multi-objective Optimization with Constraints (MESMOC)} to solve this problem. MESMOC employs an output-space entropy based acquisition function to efficiently select the sequence of inputs for evaluation to uncover high-quality pareto-set solutions while satisfying constraints. We apply MESMOC to two real-world engineering design applications to demonstrate its effectiveness over state-of-the-art algorithms.
Unsupervised Domain Adaptation with Progressive Adaptation of Subspaces
Unsupervised Domain Adaptation (UDA) aims to classify unlabeled target domain by transferring knowledge from labeled source domain with domain shift. Most of the existing UDA methods try to mitigate the adverse impact induced by the shift via reducing domain discrepancy. However, such approaches easily suffer a notorious mode collapse issue due to the lack of labels in target domain. Naturally, one of the effective ways to mitigate this issue is to reliably estimate the pseudo labels for target domain, which itself is hard. To overcome this, we propose a novel UDA method named Progressive Adaptation of Subspaces approach (PAS) in which we utilize such an intuition that appears much reasonable to gradually obtain reliable pseudo labels. Speci fically, we progressively and steadily refine the shared subspaces as bridge of knowledge transfer by adaptively anchoring/selecting and leveraging those target samples with reliable pseudo labels. Subsequently, the refined subspaces can in turn provide more reliable pseudo-labels of the target domain, making the mode collapse highly mitigated. Our thorough evaluation demonstrates that PAS is not only effective for common UDA, but also outperforms the state-of-the arts for more challenging Partial Domain Adaptation (PDA) situation, where the source label set subsumes the target one.
Curb Your Normality: On the Quality Requirements of Demand Prediction for Dynamic Public Transport
Peled, Inon, Lee, Kelvin, Jiang, Yu, Dauwels, Justin, Pereira, Francisco C.
As Public Transport (PT) becomes more dynamic and demand-responsive, it increasingly depends on predictions of transport demand. But how accurate need such predictions be for effective PT operation? We address this question through an experimental case study of PT trips in Metropolitan Copenhagen, Denmark, which we conduct independently of any specific prediction models. First, we simulate errors in demand prediction through unbiased noise distributions that vary considerably in shape. Using the noisy predictions, we then simulate and optimize demand-responsive PT fleets via a commonly used linear programming formulation and measure their performance. Our results suggest that the optimized performance is mainly affected by the skew of the noise distribution and the presence of infrequently large prediction errors. In particular, the optimized performance can improve under non-Gaussian vs. Gaussian noise. We also obtain that dynamic routing can reduce trip time by at least 23% vs. static routing. This reduction is estimated at 809,000 EUR per year in terms of Value of Travel Time Savings for the case study.
Uncertainty aware Search Framework for Multi-Objective Bayesian Optimization with Constraints
Belakaria, Syrine, Deshwal, Aryan, Doppa, Janardhan Rao
We consider the problem of constrained multi-objective (MO) blackbox optimization using expensive function evaluations, where the goal is to approximate the true Pareto set of solutions satisfying a set of constraints while minimizing the number of function evaluations. We propose a novel framework named Uncertainty-aware Search framework for Multi-Objective Optimization with Constraints (USeMOC) to efficiently select the sequence of inputs for evaluation to solve this problem. The selection method of USeMOC consists of solving a cheap constrained MO optimization problem via surrogate models of the true functions to identify the most promising candidates and picking the best candidate based on a measure of uncertainty. We applied this framework to optimize the design of a multi-output switched-capacitor voltage regulator via expensive simulations. Our experimental results show that USeMOC is able to achieve more than 90 % reduction in the number of simulations needed to uncover optimized circuits.