Goto

Collaborating Authors

 Optimization


Riemannian Proximal Policy Optimization

arXiv.org Machine Learning

In this paper, We propose a general Riemannian proximal optimization algorithm with guaranteed convergence to solve Markov decision process (MDP) problems. To model policy functions in MDP, we employ Gaussian mixture model (GMM) and formulate it as a nonconvex optimization problem in the Riemannian space of positive semidefinite matrices. For two given policy functions, we also provide its lower bound on policy improvement by using bounds derived from the Wasserstein distance of GMMs. Preliminary experiments show the efficacy of our proposed Riemannian proximal policy optimization algorithm.


Valid Explanations for Learning to Rank Models

arXiv.org Machine Learning

Learning-to-rank (LTR) is a class of supervised learning techniques that apply to ranking problems dealing with a large number of features. The popularity and widespread application of LTR models in prioritizing information in a variety of domains makes their scrutability vital in today's landscape of fair and transparent learning systems. However, limited work exists that deals with interpreting the decisions of learning systems that output rankings. In this paper we propose a model agnostic local explanation method that seeks to identify a small subset of input features as explanation to a ranking decision. We introduce new notions of validity and completeness of explanations specifically for rankings, based on the presence or absence of selected features, as a way of measuring goodness. We devise a novel optimization problem to maximize validity directly and propose greedy algorithms as solutions. In extensive quantitative experiments we show that our approach outperforms other model agnostic explanation approaches across pointwise, pairwise and listwise LTR models in validity while not compromising on completeness.


On the Transferability of Knowledge among Vehicle Routing Problems by using Cellular Evolutionary Multitasking

arXiv.org Artificial Intelligence

Multitasking optimization is a recently introduced paradigm, focused on the simultaneous solving of multiple optimization problem instances (tasks). The goal of multitasking environments is to dynamically exploit existing complementarities and synergies among tasks, helping each other through the transfer of genetic material. More concretely, Evolutionary Multitasking (EM) regards to the resolution of multitasking scenarios using concepts inherited from Evolutionary Computation. EM approaches such as the well-known Multifactorial Evolutionary Algorithm (MFEA) are lately gaining a notable research momentum when facing with multiple optimization problems. This work is focused on the application of the recently proposed Multifactorial Cellular Genetic Algorithm (MFCGA) to the well-known Capacitated Vehicle Routing Problem (CVRP). In overall, 11 different multitasking setups have been built using 12 datasets. The contribution of this research is twofold. On the one hand, it is the first application of the MFCGA to the Vehicle Routing Problem family of problems. On the other hand, equally interesting is the second contribution, which is focused on the quantitative analysis of the positive genetic transferability among the problem instances. To do that, we provide an empirical demonstration of the synergies arisen between the different optimization tasks.



Solving Weighted Abduction via Max-SAT Solvers

AAAI Conferences

Abduction is a form of inference that seeks the best explanation for the given observation. Because it provides a reasoning process based on background knowledge, it is used in applications that need convincing explanations. In this study, we consider weighted abduction, which is one of the commonly used mathematical models for abduction. The main difficulty associated with applying weighted abduction to real problems is its computational complexity. A state-of-the-art method formulates weighted abduction as an integer linear programming (ILP) problem and solves it using efficient ILP solvers; however, it is still limited to solving problems that include at most 100 rules of background knowledge and observations. In this study, we first formulate the weighted abduction problem as a Max-SAT problem whose hard clauses are mostly Horn clauses. Then, we propose to solve the problem using modern Max-SAT solvers. In our experiments, the proposed method solved the problems much faster than the state-of-the-art ILP-based weighted abduction.


A Distributional View on Multi-Objective Policy Optimization

arXiv.org Artificial Intelligence

Many real-world problems require trading off multiple competing objectives. However, these objectives are often in different units and/or scales, which can make it challenging for practitioners to express numerical preferences over objectives in their native units. In this paper we propose a novel algorithm for multi-objective reinforcement learning that enables setting desired preferences for objectives in a scale-invariant way. We propose to learn an action distribution for each objective, and we use supervised learning to fit a parametric policy to a combination of these distributions. We demonstrate the effectiveness of our approach on challenging high-dimensional real and simulated robotics tasks, and show that setting different preferences in our framework allows us to trace out the space of nondominated solutions.


Excursion Search for Constrained Bayesian Optimization under a Limited Budget of Failures

arXiv.org Machine Learning

When learning to ride a bike, a child falls down a number of times before achieving the first success. As falling down usually has only mild consequences, it can be seen as a tolerable failure in exchange for a faster learning process, as it provides rich information about an undesired behavior. In the context of Bayesian optimization under unknown constraints (BOC), typical strategies for safe learning explore conservatively and avoid failures by all means. On the other side of the spectrum, non conservative BOC algorithms that allow failing may fail an unbounded number of times before reaching the optimum. In this work, we propose a novel decision maker grounded in control theory that controls the amount of risk we allow in the search as a function of a given budget of failures. Empirical validation shows that our algorithm uses the failures budget more efficiently in a variety of optimization experiments, and generally achieves lower regret, than state-of-the-art methods. In addition, we propose an original algorithm for unconstrained Bayesian optimization inspired by the notion of excursion sets in stochastic processes, upon which the failures-aware algorithm is built.


Industrial Federated Learning -- Requirements and System Design

arXiv.org Artificial Intelligence

Federated Learning (FL) is a very promising approach for improving decentralized Machine Learning (ML) models by exchanging knowledge between participating clients without revealing private data. Nevertheless, FL is still not tailored to the industrial context as strong data similarity is assumed for all FL tasks. This is rarely the case in industrial machine data with variations in machine type, operational- and environmental conditions. Therefore, we introduce an Industrial Federated Learning (IFL) system supporting knowledge exchange in continuously evaluated and updated FL cohorts of learning tasks with sufficient data similarity. This enables optimal collaboration of business partners in common ML problems, prevents negative knowledge transfer, and ensures resource optimization of involved edge devices.


Many-Objective Software Remodularization using NSGA-III

arXiv.org Artificial Intelligence

Software systems nowadays are complex and difficult to maintain due to continuous changes and bad design choices. To handle the complexity of systems, software products are, in general, decomposed in terms of packages/modules containing classes that are dependent. However, it is challenging to automatically remodularize systems to improve their maintainability. The majority of existing remodularization work mainly satisfy one objective which is improving the structure of packages by optimizing coupling and cohesion. In addition, most of existing studies are limited to only few operation types such as move class and split packages. Many other objectives, such as the design semantics, reducing the number of changes and maximizing the consistency with development change history, are important to improve the quality of the software by remodularizing it. In this paper, we propose a novel many-objective search-based approach using NSGA-III. The process aims at finding the optimal remodularization solutions that improve the structure of packages, minimize the number of changes, preserve semantics coherence, and re-use the history of changes. We evaluate the efficiency of our approach using four different open-source systems and one automotive industry project, provided by our industrial partner, through a quantitative and qualitative study conducted with software engineers.


dMFEA-II: An Adaptive Multifactorial Evolutionary Algorithm for Permutation-based Discrete Optimization Problems

arXiv.org Artificial Intelligence

The emerging research paradigm coined as multitasking optimization aims to solve multiple optimization tasks concurrently by means of a single search process. For this purpose, the exploitation of complementarities among the tasks to be solved is crucial, which is often achieved via the transfer of genetic material, thereby forging the Transfer Optimization field. In this context, Evolutionary Multitasking addresses this paradigm by resorting to concepts from Evolutionary Computation. Within this specific branch, approaches such as the Multifactorial Evolutionary Algorithm (MFEA) has lately gained a notable momentum when tackling multiple optimization tasks. This work contributes to this trend by proposing the first adaptation of the recently introduced Multifactorial Evolutionary Algorithm II (MFEA-II) to permutation-based discrete optimization environments. For modeling this adaptation, some concepts cannot be directly applied to discrete search spaces, such as parent-centric interactions. In this paper we entirely reformulate such concepts, making them suited to deal with permutation-based search spaces without loosing the inherent benefits of MFEA-II. The performance of the proposed solver has been assessed over 5 different multitasking setups, composed by 8 datasets of the well-known Traveling Salesman (TSP) and Capacitated Vehicle Routing Problems (CVRP). The obtained results and their comparison to those by the discrete version of the MFEA confirm the good performance of the developed dMFEA-II, and concur with the insights drawn in previous studies for continuous optimization.