Optimization
A Survey on Recent Progress in the Theory of Evolutionary Algorithms for Discrete Optimization
Doerr, Benjamin, Neumann, Frank
The theory of evolutionary computation for discrete search spaces has made a lot of progress during the last ten years. This survey summarizes some of the most important recent results obtained in this research area. It reviews important methods such as drift analysis, discusses theoretical insight on parameter tuning and parameter control, and summarizes the advances made for stochastic and dynamic problems. Furthermore, the survey highlights important results in the area of combinatorial optimization with a focus on parameterized complexity and the optimization of submodular functions. Finally, it gives an overview on the large amount of new important results for estimation of distribution algorithms.
Overview of Gaussian process based multi-fidelity techniques with variable relationship between fidelities
Brevault, Loรฏc, Balesdent, Mathieu, Hebbal, Ali
The design process of complex systems such as new configurations of aircraft or launch vehicles is usually decomposed in different phases which are characterized for instance by the depth of the analyses in terms of number of design variables and fidelity of the physical models. At each phase, the designers have to compose with accurate but computationally intensive models as well as cheap but inaccurate models. Multi-fidelity modeling is a way to merge different fidelity models to provide engineers with accurate results with a limited computational cost. Within the context of multi-fidelity modeling, approaches relying on Gaussian Processes emerge as popular techniques to fuse information between the different fidelity models. The relationship between the fidelity models is a key aspect in multi-fidelity modeling. This paper provides an overview of Gaussian process-based multi-fidelity modeling techniques for variable relationship between the fidelity models (e.g., linearity, non-linearity, variable correlation). Each technique is described within a unified framework and the links between the different techniques are highlighted. All the approaches are numerically compared on a series of analytical test cases and four aerospace related engineering problems in order to assess their benefits and disadvantages with respect to the problem characteristics.
Towards analyzing large graphs with quantum annealing and quantum gate computers
Reittu, Hannu, Kotovirta, Ville, Leskelรค, Lasse, Rummukainen, Hannu, Rรคty, Tomi
The use of quantum computing in graph community detection and regularity checking related to Szemeredi's Regularity Lemma (SRL) are demonstrated with D-Wave Systems' quantum annealer and simulations. We demonstrate the capability of quantum computing in solving hard problems relevant to big data. A new community detection algorithm based on SRL is also introduced and tested. In worst case scenario of regularity check we use Grover's algorithm and quantum phase estimation algorithm, in order to speed-up computations using a quantum gate computers.
Subspace approximation with outliers
Deshpande, Amit, Pratap, Rameshwar
The subspace approximation problem with outliers, for given $n$ points in $d$ dimensions $x_{1},\ldots, x_{n} \in R^{d}$, an integer $1 \leq k \leq d$, and an outlier parameter $0 \leq \alpha \leq 1$, is to find a $k$-dimensional linear subspace of $R^{d}$ that minimizes the sum of squared distances to its nearest $(1-\alpha)n$ points. More generally, the $\ell_{p}$ subspace approximation problem with outliers minimizes the sum of $p$-th powers of distances instead of the sum of squared distances. Even the case of robust PCA is non-trivial, and previous work requires additional assumptions on the input. Any multiplicative approximation algorithm for the subspace approximation problem with outliers must solve the robust subspace recovery problem, a special case in which the $(1-\alpha)n$ inliers in the optimal solution are promised to lie exactly on a $k$-dimensional linear subspace. However, robust subspace recovery is Small Set Expansion (SSE)-hard. We show how to extend dimension reduction techniques and bi-criteria approximations based on sampling to the problem of subspace approximation with outliers. To get around the SSE-hardness of robust subspace recovery, we assume that the squared distance error of the optimal $k$-dimensional subspace summed over the optimal $(1-\alpha)n$ inliers is at least $\delta$ times its squared-error summed over all $n$ points, for some $0 < \delta \leq 1 - \alpha$. With this assumption, we give an efficient algorithm to find a subset of $poly(k/\epsilon) \log(1/\delta) \log\log(1/\delta)$ points whose span contains a $k$-dimensional subspace that gives a multiplicative $(1+\epsilon)$-approximation to the optimal solution. The running time of our algorithm is linear in $n$ and $d$. Interestingly, our results hold even when the fraction of outliers $\alpha$ is large, as long as the obvious condition $0 < \delta \leq 1 - \alpha$ is satisfied.
AdaSGD: Bridging the gap between SGD and Adam
In the context of stochastic gradient descent(SGD) and adaptive moment estimation (Adam),researchers have recently proposed optimization techniques that transition from Adam to SGD with the goal of improving both convergence and generalization performance. However, precisely how each approach trades off early progress and generalization is not well understood; thus, it is unclear when or even if, one should transition from one approach to the other. In this work, by first studying the convex setting, we identify potential contributors to observed differences in performance between SGD and Adam. In particular,we provide theoretical insights for when and why Adam outperforms SGD and vice versa. We ad-dress the performance gap by adapting a single global learning rate for SGD, which we refer to as AdaSGD. We justify this proposed approach with empirical analyses in non-convex settings. On several datasets that span three different domains,we demonstrate how AdaSGD combines the benefits of both SGD and Adam, eliminating the need for approaches that transition from Adam to SGD.
Graph Learning for Inverse Landscape Genetics
Dharangutte, Prathamesh, Musco, Christopher
The problem of inferring unknown graph edges from numerical data at a graph's nodes appears in many forms across machine learning. We study a version of this problem that arises in the field of landscape genetics, where genetic similarity between populations of organisms living in a heterogeneous landscape is explained by a weighted graph that encodes the ease of dispersal through that landscape. Our main contribution is an efficient algorithm for inverse landscape genetics, which is the task of inferring this graph from measurements of genetic similarity at different locations (graph nodes). We reduced the problem to that of inferring graph edges from noisy measurements of effective resistances between graph nodes, which have been observed to correlate well with genetic similarity. Building on Hoskins et. al., we develop an efficient first-order optimization method for solving this problem. Despite its non-convex nature, extensive experiments on synthetic and real genetic data establish that our method provides fast and reliable convergence, significantly outperforming existing heuristics used in the field.
Mitigating Manipulation in Peer Review via Randomized Reviewer Assignments
Jecmen, Steven, Zhang, Hanrui, Liu, Ryan, Shah, Nihar B., Conitzer, Vincent, Fang, Fei
We consider three important challenges in conference peer review: (i) reviewers maliciously attempting to get assigned to certain papers to provide positive reviews, possibly as part of quid-pro-quo arrangements with the authors; (ii) "torpedo reviewing," where reviewers deliberately attempt to get assigned to certain papers that they dislike in order to reject them; (iii) reviewer de-anonymization on release of the similarities and the reviewer-assignment code. On the conceptual front, we identify connections between these three problems and present a framework that brings all these challenges under a common umbrella. We then present a (randomized) algorithm for reviewer assignment that can optimally solve the reviewer-assignment problem under any given constraints on the probability of assignment for any reviewer-paper pair. We further consider the problem of restricting the joint probability that certain suspect pairs of reviewers are assigned to certain papers, and show that this problem is NP-hard for arbitrary constraints on these joint probabilities but efficiently solvable for a practical special case. Finally, we experimentally evaluate our algorithms on datasets from past conferences, where we observe that they can limit the chance that any malicious reviewer gets assigned to their desired paper to 50% while producing assignments with over 90% of the total optimal similarity. Our algorithms still achieve this similarity while also preventing reviewers with close associations from being assigned to the same paper.
On Bellman's Optimality Principle for zs-POSGs
Buffet, Olivier, Dibangoye, Jilles, Delage, Aurรฉlien, Saffidine, Abdallah, Thomas, Vincent
Many non-trivial sequential decision-making problems are efficiently solved by relying on Bellman's optimality principle, i.e., exploiting the fact that sub-problems are nested recursively within the original problem. Here we show how it can apply to (infinite horizon) 2-player zero-sum partially observable stochastic games (zs-POSGs) by (i) taking a central planner's viewpoint, which can only reason on a sufficient statistic called occupancy state, and (ii) turning such problems into zero-sum occupancy Markov games (zs-OMGs). Then, exploiting the Lipschitz-continuity of the value function in occupancy space, one can derive a version of the HSVI algorithm (Heuristic Search Value Iteration) that provably finds an $\epsilon$-Nash equilibrium in finite time.
Model-Targeted Poisoning Attacks: Provable Convergence and Certified Bounds
Suya, Fnu, Mahloujifar, Saeed, Evans, David, Tian, Yuan
Machine learning systems that rely on training data collected from untrusted sources are vulnerable to poisoning attacks, in which adversaries controlling some of the collected data are able to induce a corrupted model. In this paper, we consider poisoning attacks where there is an adversary who has a particular target classifier in mind and hopes to induce a classifier close to that target by adding as few poisoning points as possible. We propose an efficient poisoning attack based on online convex optimization. Unlike previous model-targeted poisoning attacks, our attack comes with provable convergence to any achievable target classifier. The distance from the induced classifier to the target classifier is inversely proportional to the square root of the number of poisoning points. We also provide a certified lower bound on the minimum number of poisoning points needed to achieve a given target classifier. We report on experiments showing our attack has performance that is similar to or better than the state-of-the-art attacks in terms of attack success rate and distance to the target model, while providing the advantages of provable convergence, and the efficiency benefits associated with being an online attack that can determine near-optimal poisoning points incrementally.