Optimization
Bayesian geoacoustic inversion using mixture density network
Wu, Guoli, Dong, Hefeng, Song, Junqiang, Zhang, Jingya
Bayesian geoacoustic inversion problems are conventionally solved by Markov chain Monte Carlo methods or its variants, which are computationally expensive. This paper extends the classic Bayesian geoacoustic inversion framework using the mixture density network (MDN), which provides a much more efficient way to solve geoacoustic inversion problems in Bayesian inference framework. Some important geoacoustic statistics of Bayesian geoacoustic inversion are derived from the multidimensional posterior probability density (PPD) using the MDN theory. These statistics make it convenient to train the network directly on the whole parameter space and get the multidimensional PPD of model parameters. The network is trained on a simulated dataset of surface-wave dispersion curves with shear-wave velocities as labels. The results show that the network gives reliable predictions and has good generalization performance on unseen data. Once trained, the network can rapidly (within seconds) give a fully probabilistic solution which is comparable to Monte Carlo methods. It provides an promissing approach for real-time inversion.
DPMC: Weighted Model Counting by Dynamic Programming on Project-Join Trees
Dudek, Jeffrey M., Phan, Vu H. N., Vardi, Moshe Y.
We propose a unifying dynamic-programming framework to compute exact literal-weighted model counts of formulas in conjunctive normal form. At the center of our framework are project-join trees, which specify efficient project-join orders to apply additive projections (variable eliminations) and joins (clause multiplications). In this framework, model counting is performed in two phases. First, the planning phase constructs a project-join tree from a formula. Second, the execution phase computes the model count of the formula, employing dynamic programming as guided by the project-join tree. We empirically evaluate various methods for the planning phase and compare constraint-satisfaction heuristics with tree-decomposition tools. We also investigate the performance of different data structures for the execution phase and compare algebraic decision diagrams with tensors. We show that our dynamic-programming model-counting framework DPMC is competitive with the state-of-the-art exact weighted model counters cachet, c2d, d4, and miniC2D.
Balanced Order Batching with Task-Oriented Graph Clustering
Duan, Lu, Hu, Haoyuan, Wu, Zili, Li, Guozheng, Zhang, Xinhang, Gong, Yu, Xu, Yinghui
Balanced order batching problem (BOBP) arises from the process of warehouse picking in Cainiao, the largest logistics platform in China. Batching orders together in the picking process to form a single picking route, reduces travel distance. The reason for its importance is that order picking is a labor intensive process and, by using good batching methods, substantial savings can be obtained. The BOBP is a NP-hard combinational optimization problem and designing a good problem-specific heuristic under the quasi-real-time system response requirement is non-trivial. In this paper, rather than designing heuristics, we propose an end-to-end learning and optimization framework named Balanced Task-orientated Graph Clustering Network (BTOGCN) to solve the BOBP by reducing it to balanced graph clustering optimization problem. In BTOGCN, a task-oriented estimator network is introduced to guide the type-aware heterogeneous graph clustering networks to find a better clustering result related to the BOBP objective. Through comprehensive experiments on single-graph and multi-graphs, we show: 1) our balanced task-oriented graph clustering network can directly utilize the guidance of target signal and outperforms the two-stage deep embedding and deep clustering method; 2) our method obtains an average 4.57m and 0.13m picking distance ("m" is the abbreviation of the meter (the SI base unit of length)) reduction than the expert-designed algorithm on single and multi-graph set and has a good generalization ability to apply in practical scenario.
Auto-Surprise: An Automated Recommender-System (AutoRecSys) Library with Tree of Parzens Estimator (TPE) Optimization
We introduce Auto-Surprise, an Automated Recommender System library. Auto-Surprise is an extension of the Surprise recommender system library and eases the algorithm selection and configuration process. Compared to out-of-the-box Surprise library, Auto-Surprise performs better when evaluated with MovieLens, Book Crossing and Jester Datasets. It may also result in the selection of an algorithm with significantly lower runtime. Compared to Surprise's grid search, Auto-Surprise performs equally well or slightly better in terms of RMSE, and is notably faster in finding the optimum hyperparameters.
Rethinking Default Values: a Low Cost and Efficient Strategy to Define Hyperparameters
Mantovani, Rafael Gomes, Rossi, Andrรฉ Luis Debiaso, Alcobaรงa, Edesio, Gertrudes, Jadson Castro, Junior, Sylvio Barbon, de Carvalho, Andrรฉ Carlos Ponce de Leon Ferreira
Machine Learning (ML) algorithms have been successfully employed by a vast range of practitioners with different backgrounds. One of the reasons for ML popularity is the capability to consistently delivers accurate results, which can be further boosted by adjusting hyperparameters (HP). However, part of practitioners has limited knowledge about the algorithms and does not take advantage of suitable HP settings. In general, HP values are defined by trial and error, tuning, or by using default values. Trial and error is very subjective, time costly and dependent on the user experience. Tuning techniques search for HP values able to maximize the predictive performance of induced models for a given dataset, but with the drawback of a high computational cost and target specificity. To avoid tuning costs, practitioners use default values suggested by the algorithm developer or by tools implementing the algorithm. Although default values usually result in models with acceptable predictive performance, different implementations of the same algorithm can suggest distinct default values. To maintain a balance between tuning and using default values, we propose a strategy to generate new optimized default values. Our approach is grounded on a small set of optimized values able to obtain predictive performance values better than default settings provided by popular tools. The HP candidates are estimated through a pool of promising values tuned from a small and informative set of datasets. After performing a large experiment and a careful analysis of the results, we concluded that our approach delivers better default values. Besides, it leads to competitive solutions when compared with the use of tuned values, being easier to use and having a lower cost.Based on our results, we also extracted simple rules to guide practitioners in deciding whether using our new methodology or a tuning approach.
Optimizing Long-term Social Welfare in Recommender Systems: A Constrained Matching Approach
Mladenov, Martin, Creager, Elliot, Ben-Porat, Omer, Swersky, Kevin, Zemel, Richard, Boutilier, Craig
Most recommender systems (RS) research assumes that a user's utility can be maximized independently of the utility of the other agents (e.g., other users, content providers). In realistic settings, this is often not true---the dynamics of an RS ecosystem couple the long-term utility of all agents. In this work, we explore settings in which content providers cannot remain viable unless they receive a certain level of user engagement. We formulate the recommendation problem in this setting as one of equilibrium selection in the induced dynamical system, and show that it can be solved as an optimal constrained matching problem. Our model ensures the system reaches an equilibrium with maximal social welfare supported by a sufficiently diverse set of viable providers. We demonstrate that even in a simple, stylized dynamical RS model, the standard myopic approach to recommendation---always matching a user to the best provider---performs poorly. We develop several scalable techniques to solve the matching problem, and also draw connections to various notions of user regret and fairness, arguing that these outcomes are fairer in a utilitarian sense.
Scalable Combinatorial Bayesian Optimization with Tractable Statistical models
Deshwal, Aryan, Belakaria, Syrine, Doppa, Janardhan Rao
We study the problem of optimizing expensive blackbox functions over combinatorial spaces (e.g., sets, sequences, trees, and graphs). BOCS (Baptista and Poloczek, 2018) is a state-of-the-art Bayesian optimization method for tractable statistical models, which performs semi-definite programming based acquisition function optimization (AFO) to select the next structure for evaluation. Unfortunately, BOCS scales poorly for large number of binary and/or categorical variables. Based on recent advances in submodular relaxation (Ito and Fujimaki, 2016) for solving Binary Quadratic Programs, we study an approach referred as Parametrized Submodular Relaxation (PSR) towards the goal of improving the scalability and accuracy of solving AFO problems for BOCS model. PSR approach relies on two key ideas. First, reformulation of AFO problem as submodular relaxation with some unknown parameters, which can be solved efficiently using minimum graph cut algorithms. Second, construction of an optimization problem to estimate the unknown parameters with close approximation to the true objective. Experiments on diverse benchmark problems show significant improvements with PSR for BOCS model. The source code is available at https://github.com/aryandeshwal/Submodular_Relaxation_BOCS .
Robust Low-rank Matrix Completion via an Alternating Manifold Proximal Gradient Continuation Method
Huang, Minhui, Ma, Shiqian, Lai, Lifeng
Robust low-rank matrix completion (RMC), or robust principal component analysis with partially observed data, has been studied extensively for computer vision, signal processing and machine learning applications. This problem aims to decompose a partially observed matrix into the superposition of a low-rank matrix and a sparse matrix, where the sparse matrix captures the grossly corrupted entries of the matrix. A widely used approach to tackle RMC is to consider a convex formulation, which minimizes the nuclear norm of the low-rank matrix (to promote low-rankness) and the l1 norm of the sparse matrix (to promote sparsity). In this paper, motivated by some recent works on low-rank matrix completion and Riemannian optimization, we formulate this problem as a nonsmooth Riemannian optimization problem over Grassmann manifold. This new formulation is scalable because the low-rank matrix is factorized to the multiplication of two much smaller matrices. We then propose an alternating manifold proximal gradient continuation (AManPGC) method to solve the proposed new formulation. The convergence rate of the proposed algorithm is rigorously analyzed. Numerical results on both synthetic data and real data on background extraction from surveillance videos are reported to demonstrate the advantages of the proposed new formulation and algorithm over several popular existing approaches.
Non-convex Min-Max Optimization: Applications, Challenges, and Recent Theoretical Advances
Razaviyayn, Meisam, Huang, Tianjian, Lu, Songtao, Nouiehed, Maher, Sanjabi, Maziar, Hong, Mingyi
The min-max optimization problem, also known as the saddle point problem, is a classical optimization problem which is also studied in the context of zero-sum games. Given a class of objective functions, the goal is to find a value for the argument which leads to a small objective value even for the worst case function in the given class. Min-max optimization problems have recently become very popular in a wide range of signal and data processing applications such as fair beamforming, training generative adversarial networks (GANs), and robust machine learning, to just name a few. The overarching goal of this article is to provide a survey of recent advances for an important subclass of min-max problem, where the minimization and maximization problems can be non-convex and/or non-concave. In particular, we will first present a number of applications to showcase the importance of such min-max problems; then we discuss key theoretical challenges, and provide a selective review of some exciting recent theoretical and algorithmic advances in tackling non-convex min-max problems. Finally, we will point out open questions and future research directions.
Runtime-Safety-Guided Policy Repair
Zhou, Weichao, Gao, Ruihan, Kim, BaekGyu, Kang, Eunsuk, Li, Wenchao
We study the problem of policy repair for learning-based control policies in safety-critical settings. We consider an architecture where a high-performance learning-based control policy (e.g. one trained as a neural network) is paired with a model-based safety controller. The safety controller is endowed with the abilities to predict whether the trained policy will lead the system to an unsafe state, and take over control when necessary. While this architecture can provide added safety assurances, intermittent and frequent switching between the trained policy and the safety controller can result in undesirable behaviors and reduced performance. We propose to reduce or even eliminate control switching by `repairing' the trained policy based on runtime data produced by the safety controller in a way that deviates minimally from the original policy. The key idea behind our approach is the formulation of a trajectory optimization problem that allows the joint reasoning of policy update and safety constraints. Experimental results demonstrate that our approach is effective even when the system model in the safety controller is unknown and only approximated.