Optimization
Narrative Maps: An Algorithmic Approach to Represent and Extract Information Narratives
Keith, Brian, Mitra, Tanushree
Narratives are fundamental to our perception of the world and are pervasive in all activities that involve the representation of events in time. Yet, modern online information systems do not incorporate narratives in their representation of events occurring over time. This article aims to bridge this gap, combining the theory of narrative representations with the data from modern online systems. We make three key contributions: a theory-driven computational representation of narratives, a novel extraction algorithm to obtain these representations from data, and an evaluation of our approach. In particular, given the effectiveness of visual metaphors, we employ a route map metaphor to design a narrative map representation. The narrative map representation illustrates the events and stories in the narrative as a series of landmarks and routes on the map. Each element of our representation is backed by a corresponding element from formal narrative theory, thus providing a solid theoretical background to our method. Our approach extracts the underlying graph structure of the narrative map using a novel optimization technique focused on maximizing coherence while respecting structural and coverage constraints. We showcase the effectiveness of our approach by performing a user evaluation to assess the quality of the representation, metaphor, and visualization. Evaluation results indicate that the Narrative Map representation is a powerful method to communicate complex narratives to individuals. Our findings have implications for intelligence analysts, computational journalists, and misinformation researchers.
The Unbalanced Gromov Wasserstein Distance: Conic Formulation and Relaxation
Séjourné, Thibault, Vialard, François-Xavier, Peyré, Gabriel
Comparing metric measure spaces (i.e. a metric space endowed with a probability distribution) is at the heart of many machine learning problems. This includes for instance predicting properties of molecules in quantum chemistry or generating graphs with varying connectivity. The most popular distance between such metric measure spaces is the Gromov-Wasserstein (GW) distance, which is the solution of a quadratic assignment problem. This distance has been successfully applied to supervised learning and generative modeling, for applications as diverse as quantum chemistry or natural language processing. The GW distance is however limited to the comparison of metric measure spaces endowed with a \emph{probability} distribution. This strong limitation is problematic for many applications in ML where there is no a priori natural normalization on the total mass of the data. Furthermore, imposing an exact conservation of mass across spaces is not robust to outliers and often leads to irregular matching. To alleviate these issues, we introduce two Unbalanced Gromov-Wasserstein formulations: a distance and a more computationally tractable upper-bounding relaxation. They both allow the comparison of metric spaces equipped with arbitrary positive measures up to isometries.
Hyperparameter Optimization via Sequential Uniform Designs
Hyperparameter tuning or optimization plays a central role in the automated machine learning (AutoML) pipeline. It is a challenging task as the response surfaces of hyperparameters are generally unknown, and the evaluation of each experiment is expensive. In this paper, we reformulate hyperparameter optimization as a kind of computer experiment and propose a novel sequential uniform design (SeqUD) for hyperparameter optimization. It is advantageous as a) it adaptively explores the hyperparameter space with evenly spread design points, which is free of the expensive meta-modeling and acquisition optimization procedures in Bayesian optimization; b) sequential design points are generated in batch, which can be easily parallelized; and c) a real-time augmented uniform design (AugUD) algorithm is developed for the efficient generation of new design points. Experiments are conducted on both global optimization tasks and hyperparameter optimization applications. The results show that SeqUD outperforms related hyperparameter optimization methods, which is demonstrated to be a promising and competitive alternative of existing tools.
Sequential Subspace Search for Functional Bayesian Optimization Incorporating Experimenter Intuition
Shilton, Alistair, Gupta, Sunil, Rana, Santu, Venkatesh, Svetha
We propose an algorithm for Bayesian functional optimisation - that is, finding the function to optimise a process - guided by experimenter beliefs and intuitions regarding the expected characteristics (length-scale, smoothness, cyclicity etc.) of the optimal solution encoded into the covariance function of a Gaussian Process. Our algorithm generates a sequence of finite-dimensional random subspaces of functional space spanned by a set of draws from the experimenter's Gaussian Process. Standard Bayesian optimisation is applied on each subspace, and the best solution found used as a starting point (origin) for the next subspace. Using the concept of effective dimensionality, we analyse the convergence of our algorithm and provide a regret bound to show that our algorithm converges in sub-linear time provided a finite effective dimension exists. We test our algorithm in simulated and real-world experiments, namely blind function matching, finding the optimal precipitation-strengthening function for an aluminium alloy, and learning rate schedule optimisation for deep networks.
LACO: A Latency-Driven Network Slicing Orchestration in Beyond-5G Networks
Zanzi, Lanfranco, Sciancalepore, Vincenzo, Garcia-Saavedra, Andres, Schotten, Hans D., Costa-Perez, Xavier
Network Slicing is expected to become a game changer in the upcoming 5G networks and beyond, enlarging the telecom business ecosystem through still-unexplored vertical industry profits. This implies that heterogeneous service level agreements (SLAs) must be guaranteed per slice given the multitude of predefined requirements. In this paper, we pioneer a novel radio slicing orchestration solution that simultaneously provides latency and throughput guarantees in a multi-tenancy environment. Leveraging on a solid mathematical framework, we exploit the exploration-vs-exploitation paradigm by means of a multi-armed-bandit-based (MAB) orchestrator, LACO, that makes adaptive resource slicing decisions with no prior knowledge on the traffic demand or channel quality statistics. As opposed to traditional MAB methods that are blind to the underlying system, LACO relies on system structure information to expedite decisions. After a preliminary simulations campaign empirically proving the validness of our solution, we provide a robust implementation of LACO using off-the-shelf equipment to fully emulate realistic network conditions: near-optimal results within affordable computational time are measured when LACO is in place. L. Zanzi, V. Sciancalepore, A. Garcia-Saavedra and X. Costa-Pérez are with NEC Laboratories Europe GmbH., 69115 Heidelberg, Germany. The quest for new sources of revenue that revitalizes the mobile industry has spawned an unprecedented hype around the fifth-generation of mobile networks (5G) and, in particular, the network slicing concept. A high-level view of the system considered in this paper is described in Figure 1. The figure represents a series of sliceable base stations as a pool of radio resources (coloured cubes in the figure). The resource allocation process is considered hierarchical: while bundles of radio resources are assigned to different tenants (namely radio slices), each tenant autonomously schedules its bundle of radio resources to each individual user following classic radio scheduling policies. The difference between such operations is subtle but of paramount importance: a slice controller operates at a larger timescale and thus over a coarser granularity [2], [3]. While most prior work on network slicing focuses on average bit-rate guarantees [3], [4], latency considerations have received little attention.
Estimation of Structural Causal Model via Sparsely Mixing Independent Component Analysis
Harada, Kazuharu, Fujisawa, Hironori
We consider the problem of inferring the causal structure from observational data, especially when the structure is sparse. This type of problem is usually formulated as an inference of a directed acyclic graph (DAG) model. The linear non-Gaussian acyclic model (LiNGAM) is one of the most successful DAG models, and various estimation methods have been developed. However, existing methods are not efficient for some reasons: (i) the sparse structure is not always incorporated in causal order estimation, and (ii) the whole information of the data is not used in parameter estimation. To address {these issues}, we propose a new estimation method for a linear DAG model with non-Gaussian noises. The proposed method is based on the log-likelihood of independent component analysis (ICA) with two penalty terms related to the sparsity and the consistency condition. The proposed method enables us to estimate the causal order and the parameters simultaneously. For stable and efficient optimization, we propose some devices, such as a modified natural gradient. Numerical experiments show that the proposed method outperforms existing methods, including LiNGAM and NOTEARS.
Stochastic Multi-level Composition Optimization Algorithms with Level-Independent Convergence Rates
Balasubramanian, Krishnakumar, Ghadimi, Saeed, Nguyen, Anthony
In this paper, we study smooth stochastic multi-level composition optimization problems, where the objective function is a nested composition of $T$ functions. We assume access to noisy evaluations of the functions and their gradients, through a stochastic first-order oracle. For solving this class of problems, we propose two algorithms using moving-average stochastic estimates, and analyze their convergence to an $\epsilon$-stationary point of the problem. We show that the first algorithm, which is a generalization of [22] to the $T$ level case, can achieve a sample complexity of $\mathcal{O}(1/\epsilon^6)$ by using mini-batches of samples in each iteration. By modifying this algorithm using linearized stochastic estimates of the function values, we improve the sample complexity to $\mathcal{O}(1/\epsilon^4)$. This modification also removes the requirement of having a mini-batch of samples in each iteration. To the best of our knowledge, this is the first time that such an online algorithm designed for the (un)constrained multi-level setting, obtains the same sample complexity of the smooth single-level setting, under mild assumptions on the stochastic first-order oracle.
Generalization of Machine Learning for Problem Reduction: A Case Study on Travelling Salesman Problems
Sun, Yuan, Ernst, Andreas, Li, Xiaodong, Weiner, Jake
Combinatorial optimization plays an important role in real-world problem solving. In the big data era, the dimensionality of a combinatorial optimization problem is usually very large, which poses a significant challenge to existing solution methods. In this paper, we examine the generalization capability of a machine learning model for problem reduction on the classic travelling salesman problems (TSP). We demonstrate that our method can greedily remove decision variables from an optimization problem that are predicted not to be part of an optimal solution. More specifically, we investigate our model's capability to generalize on test instances that have not been seen during the training phase. We consider three scenarios where training and test instances are different in terms of: 1) problem characteristics; 2) problem sizes; and 3) problem types. Our experiments show that this machine learning based technique can generalize reasonably well over a wide range of TSP test instances with different characteristics or sizes. While the accuracy of predicting unused variables naturally deteriorates as a test instance is further away from the training set, we observe that even when tested on a different TSP problem variant, the machine learning model still makes useful predictions about which variables can be eliminated without significantly impacting solution quality.
Real-time and Large-scale Fleet Allocation of Autonomous Taxis: A Case Study in New York Manhattan Island
Yang, Yue, Bao, Wencang, Ramezani, Mohsen, Xu, Zhe
Nowadays, autonomous taxis become a highly promising transportation mode, which helps relieve traffic congestion and avoid road accidents. However, it hinders the wide implementation of this service that traditional models fail to efficiently allocate the available fleet to deal with the imbalance of supply (autonomous taxis) and demand (trips), the poor cooperation of taxis, hardly satisfied resource constraints, and on-line platform's requirements. To figure out such urgent problems from a global and more farsighted view, we employ a Constrained Multi-agent Markov Decision Processes (CMMDP) to model fleet allocation decisions, which can be easily split into sub-problems formulated as a 'Dynamic assignment problem' combining both immediate rewards and future gains. We also leverage a Column Generation algorithm to guarantee the efficiency and optimality in a large scale. Through extensive experiments, the proposed approach not only achieves remarkable improvements over the state-of-the-art benchmarks in terms of the individual's efficiency (arriving at 12.40%, 6.54% rise of income and utilization, respectively) and the platform's profit (reaching 4.59% promotion) but also reveals a time-varying fleet adjustment policy to minimize the operation cost of the platform.
Screening Rules and its Complexity for Active Set Identification
Ndiaye, Eugene, Fercoq, Olivier, Salmon, Joseph
In learning problems involving a large number of variables, sparse models such as Lasso and Support Vector Machines (SVM) allow to select the most important variables. For instance, the Lasso estimator depends only on a subset of features that have a maximal absolute correlation with the residual; whereas the SVM classifier depends only on a subset of sample (the support vectors) that characterize the margin. The remaining features/variables have no contribution to the optimal solution. Thus, early detection of those non influential variables may lead to significant simplifications of the problem, memory and computational resources saving. Some noticeable examples are the facial reduction preprocessing steps used for accelerating the linear programming solvers [4, 22] and conic programming [3], we refer to [6, 25] for recent reviews.