This work presents a new algorithm for empirical risk minimization. The algorithm bridges the gap between first- and second-order methods by computing a search direction that uses a second-order-type update in one subspace, coupled with a scaled steepest descent step in the orthogonal complement. To this end, partial curvature information is incorporated to help with ill-conditioning, while simultaneously allowing the algorithm to scale to the large problem dimensions often encountered in machine learning applications. Theoretical results are presented to confirm that the algorithm converges to a stationary point in both the strongly convex and nonconvex cases. A stochastic variant of the algorithm is also presented, along with corresponding theoretical guarantees. Numerical results confirm the strengths of the new approach on standard machine learning problems.

Dynamic real-time optimization (DRTO) is a challenging task due to the fact that optimal operating conditions must be computed in real time. The main bottleneck in the industrial application of DRTO is the presence of uncertainty. Many stochastic systems present the following obstacles: 1) plant-model mismatch, 2) process disturbances, 3) risks in violation of process constraints. To accommodate these difficulties, we present a constrained reinforcement learning (RL) based approach. RL naturally handles the process uncertainty by computing an optimal feedback policy. However, no state constraints can be introduced intuitively. To address this problem, we present a chance-constrained RL methodology. We use chance constraints to guarantee the probabilistic satisfaction of process constraints, which is accomplished by introducing backoffs, such that the optimal policy and backoffs are computed simultaneously. Backoffs are adjusted using the empirical cumulative distribution function to guarantee the satisfaction of a joint chance constraint. The advantage and performance of this strategy are illustrated through a stochastic dynamic bioprocess optimization problem, to produce sustainable high-value bioproducts.

Tabu Search (TS) metaheuristic improves simple local search algorithms (e.g. steepest ascend hill-climbing) by enabling the algorithm to escape local optima points. It has shown to be useful for addressing several combinatorial optimization problems. This paper investigates the performance of TS and considers the effects of the size of the Tabu list and the size of the neighbourhood for a procedural content generation, specifically the generation of maps for a popular tabletop game called Terra Mystica. The results validate the feasibility of the proposed method and how it can be used to generate maps that improve existing maps for the game.

We study sample complexity of optimizing "hill-climbing friendly" functions defined on a graph under noisy observations. We define a notion of convexity, and we show that a variant of best-arm identification can find a near-optimal solution after a small number of queries that is independent of the size of the graph. For functions that have local minima and are nearly convex, we show a sample complexity for the classical simulated annealing under noisy observations. We show effectiveness of the greedy algorithm with restarts and the simulated annealing on problems of graph-based nearest neighbor classification as well as a web document re-ranking application.

A majority of experimental disciplines face the challenge of exploring large and high-dimensional parameter spaces in search of new scientific discoveries. Materials science is no exception; the wide variety of synthesis, processing, and environmental conditions that influence material properties gives rise to particularly vast parameter spaces. Recent advances have led to an increase in efficiency of materials discovery by increasingly automating the exploration processes. Methods for autonomous experimentation have become more sophisticated recently, allowing for multi-dimensional parameter spaces to be explored efficiently and with minimal human intervention, thereby liberating the scientists to focus on interpretations and big-picture decisions. Gaussian process regression (GPR) techniques have emerged as the method of choice for steering many classes of experiments. We have recently demonstrated the positive impact of GPR-driven decision-making algorithms on autonomously steering experiments at a synchrotron beamline. However, due to the complexity of the experiments, GPR often cannot be used in its most basic form, but rather has to be tuned to account for the special requirements of the experiments. Two requirements seem to be of particular importance, namely inhomogeneous measurement noise (input dependent or non-i.i.d.) and anisotropic kernel functions, which are the two concepts that we tackle in this paper. Our synthetic and experimental tests demonstrate the importance of both concepts for experiments in materials science and the benefits that result from including them in the autonomous decision-making process.

The morality of algorithms and their potential for bias and discrimination are important concerns. A popular approach to machine learning and artificial intelligence is via the numerical optimization of objective functions, and adapting such an approach to handle ethics could seem natural: with a hammer in hand, everything looks like a nail. The hammer of much artificial intelligence is the optimization of objective values, so some might like to treat morality solely through such objective functions. However, relying solely on the optimization of scalar objective values is fraught with unavoidable flaws when dealing with real people.

The Young Physicists Tournament is an established team-oriented scientific competition between high school students from 37 countries on 5 continents. The competition consists of scientific discussions called Fights. Three or four teams participate in each Fight, each of whom presents a problem while rotating the roles of Presenter, Opponent, Reviewer, and Observer among them. The rules of a few countries require that each team announce in advance 3 problems they will present at the national tournament. The task of the organizers is to choose the composition of Fights in such a way that each team presents each of its chosen problems exactly once and within a single Fight no problem is presented more than once. Besides formalizing these feasibility conditions, in this paper we formulate several additional fairness conditions for tournament schedules. We show that the fulfillment of some of them can be ensured by constructing suitable edge colorings in bipartite graphs. To find fair schedules, we propose integer linear programs and test them on real as well as randomly generated data.

The molecular dipole moment ($\boldsymbol{\mu}$) is a central quantity in chemistry. It is essential in predicting infrared and sum-frequency generation spectra, as well as induction and long-range electrostatic interactions. Furthermore, it can be extracted directly from high-level quantum mechanical calculations, making it an ideal target for machine learning (ML). In this work, we choose to represent this quantity with a physically inspired ML model that captures two distinct physical effects: local atomic polarization is captured within the symmetry-adapted Gaussian process regression (SA-GPR) framework, which assigns a (vector) dipole moment to each atom, while movement of charge across the entire molecule is captured by assigning a partial (scalar) charge to each atom. The resulting "MuML" models are fitted together to reproduce molecular $\boldsymbol{\mu}$ computed using high-level coupled-cluster theory (CCSD) and density functional theory (DFT) on the QM7b dataset. The combined model shows excellent transferability when applied to a showcase dataset of larger and more complex molecules, approaching the accuracy of DFT at a small fraction of the computational cost. We also demonstrate that the uncertainty in the predictions can be estimated reliably using a calibrated committee model. The ultimate performance of the models depends, however, on the details of the system at hand, with the scalar model being clearly superior when describing large molecules whose dipole is almost entirely generated by charge separation. These observations point to the importance of simultaneously accounting for the local and non-local effects that contribute to $\boldsymbol{\mu}$; further, they define a challenging task to benchmark future models, particularly those aimed at the description of condensed phases.

Most existing black-box optimization methods assume that all variables in the system being optimized have equal cost and can change freely at each iteration. However, in many real world systems, inputs are passed through a sequence of different operations or modules, making variables in earlier stages of processing more costly to update. Such structure imposes a cost on switching variables in early parts of a data processing pipeline. In this work, we propose a new algorithm for switch cost-aware optimization called Lazy Modular Bayesian Optimization (LaMBO). This method efficiently identifies the global optimum while minimizing cost through a passive change of variables in early modules. The method is theoretical grounded and achieves vanishing regret when augmented with switching cost. We apply LaMBO to multiple synthetic functions and a three-stage image segmentation pipeline used in a neuroscience application, where we obtain promising improvements over prevailing cost-aware Bayesian optimization algorithms. Our results demonstrate that LaMBO is an effective strategy for black-box optimization that is capable of minimizing switching costs in modular systems.

The Word Mover's Distance (WMD) is a metric that measures the semantic dissimilarity between two text documents by computing the cost of moving all words of a source/query document to the most similar words of a target document optimally. Computing WMD between two documents is costly because it requires solving an optimization problem that costs \(O(V^3log(V))\) where \(V\) is the number of unique words in the document. Fortunately, the WMD can be framed as the Earth Mover's Distance (EMD) (also known as the Optimal Transportation Distance) for which it has been shown that the algorithmic complexity can be reduced to \(O(V^2)\) by adding an entropy penalty to the optimization problem and a similar idea can be adapted to compute WMD efficiently. Additionally, the computation can be made highly parallel by computing WMD of a single query document against multiple target documents at once (e.g., finding whether a given tweet is similar to any other tweets happened in a day). In this paper, we present a shared-memory parallel Sinkhorn-Knopp Algorithm to compute the WMD of one document against many other documents by adopting the \(O(V^2)\) EMD algorithm. We used algorithmic transformations to change the original dense compute-heavy kernel to a sparse compute kernel and obtained \(67\times\) speedup using \(96\) cores on the state-of-the-art of Intel\textregistered{} 4-sockets Cascade Lake machine w.r.t. its sequential run. Our parallel algorithm is over \(700\times\) faster than the naive parallel python code that internally uses optimized matrix library calls.