Optimization
The Bethe and Sinkhorn Permanents of Low Rank Matrices and Implications for Profile Maximum Likelihood
Anari, Nima, Charikar, Moses, Shiragur, Kirankumar, Sidford, Aaron
In this paper we consider the problem of computing the likelihood of the profile of a discrete distribution, i.e., the probability of observing the multiset of element frequencies, and computing a profile maximum likelihood (PML) distribution, i.e., a distribution with the maximum profile likelihood. For each problem we provide polynomial time algorithms that given $n$ i.i.d.\ samples from a discrete distribution, achieve an approximation factor of $\exp\left(-O(\sqrt{n} \log n) \right)$, improving upon the previous best-known bound achievable in polynomial time of $\exp(-O(n^{2/3} \log n))$ (Charikar, Shiragur and Sidford, 2019). Through the work of Acharya, Das, Orlitsky and Suresh (2016), this implies a polynomial time universal estimator for symmetric properties of discrete distributions in a broader range of error parameter. We achieve these results by providing new bounds on the quality of approximation of the Bethe and Sinkhorn permanents (Vontobel, 2012 and 2014). We show that each of these are $\exp(O(k \log(N/k)))$ approximations to the permanent of $N \times N$ matrices with non-negative rank at most $k$, improving upon the previous known bounds of $\exp(O(N))$. To obtain our results on PML, we exploit the fact that the PML objective is proportional to the permanent of a certain Vandermonde matrix with $\sqrt{n}$ distinct columns, i.e. with non-negative rank at most $\sqrt{n}$. As a by-product of our work we establish a surprising connection between the convex relaxation in prior work (CSS19) and the well-studied Bethe and Sinkhorn approximations.
SINDy-PI: A Robust Algorithm for Parallel Implicit Sparse Identification of Nonlinear Dynamics
Kaheman, Kadierdan, Kutz, J. Nathan, Brunton, Steven L.
Accurately modeling the nonlinear dynamics of a system from measurement data is a challenging yet vital topic. The sparse identification of nonlinear dynamics (SINDy) algorithm is one approach to discover dynamical systems models from data. Although extensions have been developed to identify implicit dynamics, or dynamics described by rational functions, these extensions are extremely sensitive to noise. In this work, we develop SINDy-PI (parallel, implicit), a robust variant of the SINDy algorithm to identify implicit dynamics and rational nonlinearities. The SINDy-PI framework includes multiple optimization algorithms and a principled approach to model selection. We demonstrate the ability of this algorithm to learn implicit ordinary and partial differential equations and conservation laws from limited and noisy data. In particular, we show that the proposed approach is several orders of magnitude more noise robust than previous approaches, and may be used to identify a class of complex ODE and PDE dynamics that were previously unattainable with SINDy, including for the double pendulum dynamics and the Belousov Zhabotinsky (BZ) reaction.
The two-echelon routing problem with truck and drones
Hà, Minh Hoàng, Vu, Lam, Vu, Duy Manh
In this paper, we study novel variants of the well-known two-echelon vehicle routing problem in which a truck works on the first echelon to transport parcels and a fleet of drones to intermediate depots while in the second echelon, the drones are used to deliver parcels from intermediate depots to customers. The objective is to minimize the completion time instead of the transportation cost as in classical 2-echelon vehicle routing problems. Depending on the context, a drone can be launched from the truck at an intermediate depot once (single trip drone) or several times (multiple trip drone). Mixed Integer Linear Programming (MILP) models are first proposed to formulate mathematically the problems and solve to optimality small-size instances. To handle larger instances, a metaheuristic based on the idea of Greedy Randomized Adaptive Search Procedure (GRASP) is introduced. Experimental results obtained on instances of different contexts are reported and analyzed.
Tracking Performance of Online Stochastic Learners
Vlaski, Stefan, Rizk, Elsa, Sayed, Ali H.
The utilization of online stochastic algorithms is popular in large-scale learning settings due to their ability to compute updates on the fly, without the need to store and process data in large batches. When a constant step-size is used, these algorithms also have the ability to adapt to drifts in problem parameters, such as data or model properties, and track the optimal solution with reasonable accuracy. Building on analogies with the study of adaptive filters, we establish a link between steady-state performance derived under stationarity assumptions and the tracking performance of online learners under random walk models. The link allows us to infer the tracking performance from steady-state expressions directly and almost by inspection.
Generalized Flexible Hybrid Cable-Driven Robot (HCDR): Modeling, Control, and Analysis
Qi, Ronghuai, Khajepour, Amir, Melek, William W.
This paper presents a generalized flexible Hybrid Cable-Driven Robot (HCDR). For the proposed HCDR, the derivation of the equations of motion and proof provide a very effective way to find items for generalized system modeling. The proposed dynamic modeling approach avoids the drawback of traditional methods and can be easily extended to other types of hybrid robots, such as a robot arm mounted on an aircraft platform. Additionally, another goal of this paper is to develop integrated control systems to reduce vibrations and improve the accuracy and performance of the HCDR. To achieve this goal, redundancy resolution, stiffness optimization, and control strategies are studied. The proposed optimization problem and algorithm address the limitations of existing stiffness optimization approaches. Three types of control architecture are proposed, and their performances (i.e., reducing undesirable vibrations and trajectory tracking errors, especially for the end-effector) are evaluated using several well-designed case studies. Results show that the fully integrated control strategy can improve the tracking performance of the end-effector significantly.
Dualize, Split, Randomize: Fast Nonsmooth Optimization Algorithms
Salim, Adil, Condat, Laurent, Mishchenko, Konstantin, Richtarik, Peter
We introduce a new primal-dual algorithm for minimizing the sum of three convex functions, each of which has its own oracle. Namely, the first one is differentiable, smooth and possibly stochastic, the second is proximable, and the last one is a composition of a proximable function with a linear map. Our theory covers several settings that are not tackled by any existing algorithm; we illustrate their importance with real-world applications. By leveraging variance reduction, we obtain convergence with linear rates under strong convexity and fast sublinear convergence under convexity assumptions. The proposed theory is simple and unified by the umbrella of stochastic Davis-Yin splitting, which we design in this work. Finally, we illustrate the efficiency of our method through numerical experiments.
Weighted Random Search for Hyperparameter Optimization
Florea, Adrian-Catalin, Andonie, Razvan
The vast majority of machine learning algorithms involve two different sets of parameters: the training parameters and the meta-parameters (also known as hyperparameters). While the training parameters are learned during the training phase, the values of the hyperparameters have to be specified before the learning phase. For instance, the hyperparameters of neural networks typically specify the architecture of the network (number and type of layers, number and type of nodes, etc). Determining the optimal combination of hyperparameter values leading to the best generalization performance can be done through repeated training and evaluation sessions, trying different combinations of hyperparameter values. We call each training evaluation process for one combination of hyperparameter values a trial. Each trial is computationally expensive, since it involves retraining the model.
From Local SGD to Local Fixed Point Methods for Federated Learning
Malinovsky, Grigory, Kovalev, Dmitry, Gasanov, Elnur, Condat, Laurent, Richtarik, Peter
Most algorithms for solving optimization problems or finding saddle points of convex-concave functions are fixed point algorithms. In this work we consider the generic problem of finding a fixed point of an average of operators, or an approximation thereof, in a distributed setting. Our work is motivated by the needs of federated learning. In this context, each local operator models the computations done locally on a mobile device. We investigate two strategies to achieve such a consensus: one based on a fixed number of local steps, and the other based on randomized computations. In both cases, the goal is to limit communication of the locally-computed variables, which is often the bottleneck in distributed frameworks. We perform convergence analysis of both methods and conduct a number of experiments highlighting the benefits of our approach.
PackingSolver: a solver for Packing Problems
Fontan, Florian, Libralesso, Luc
In this article, we introduce PackingSolver, a new solver for two-dimensional two- and three-staged guillotine Packing Problems. It relies on a simple yet powerful anytime tree search algorithm called Memory Bounded A* (MBA*). This algorithm was first introduced in libralesso2020 for the 2018 ROADEF/EURO challenge glass cutting problem (https://www.roadef.org/challenge/2018/en/index.php), for which it had been ranked first during the final phase. In this article, we generalize it for a large variety of Cutting and Packing problems. The resulting program can tackle two-dimensional Bin Packing, Multiple Knapsack, and Strip Packing Problems, with two- or three-staged exact or non-exact guillotine cuts, the orientation of the first cut being imposed or not, and with or without item rotation. Despite its simplicity and genericity, computational experiments show that this approach is competitive compared to the other dedicated algorithms from the literature. It even returns state-of-the-art solutions on several variants. The combination of efficiency, ability to provide good solutions fast, simplicity and versatility makes it particularly suited for industrial applications, which require quickly developing algorithms implementing several business-specific constraints.
Distributed Primal-Dual Optimization for Online Multi-Task Learning
Conventional online multi-task learning algorithms suffer from two critical limitations: 1) Heavy communication caused by delivering high velocity of sequential data to a central machine; 2) Expensive runtime complexity for building task relatedness. To address these issues, in this paper we consider a setting where multiple tasks are geographically located in different places, where one task can synchronize data with others to leverage knowledge of related tasks. Specifically, we propose an adaptive primal-dual algorithm, which not only captures task-specific noise in adversarial learning but also carries out a projection-free update with runtime efficiency. Moreover, our model is well-suited to decentralized periodic-connected tasks as it allows the energy-starved or bandwidth-constraint tasks to postpone the update. Theoretical results demonstrate the convergence guarantee of our distributed algorithm with an optimal regret. Empirical results confirm that the proposed model is highly effective on various real-world datasets.