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Surrogate-assisted performance tuning of knowledge discovery algorithms: application to clinical pathway evolutionary modeling

arXiv.org Machine Learning

The paper proposes an approach for surrogate-assisted tuning of knowledge discovery algorithms. The approach is based on the prediction of both the quality and performance of the target algorithm. The prediction is furtherly used as objectives for the optimization and tuning of the algorithm. The approach is investigated using clinical pathways (CP) discovery problem resolved using the evolutionary-based clustering of electronic health records (EHR). Target algorithm and the proposed approach were applied to the discovery of CPs for Acute Coronary Syndrome patients in 3434 EHRs of patients treated in Almazov National Medical Research Center (Saint Petersburg, Russia). The study investigates the possible acquisition of interpretable clusters of typical CPs within a single disease. It shows how the approach could be used to improve complex data-driven analytical knowledge discovery algorithms. The study of the results includes the feature importance of the best surrogate model and discover how the parameters of input data influence the predictions.


Mirrorless Mirror Descent: A More Natural Discretization of Riemannian Gradient Flow

arXiv.org Machine Learning

We present a direct (primal only) derivation of Mirror Descent as a "partial" discretization of gradient flow on a Riemannian manifold where the metric tensor is the Hessian of the Mirror Descent potential function. We argue that this discretization is more faithful to the geometry than Natural Gradient Descent, which is obtained by a "full" forward Euler discretization. This view helps shed light on the relationship between the methods and allows generalizing Mirror Descent to any Riemannian geometry, even when the metric tensor is not a Hessian, and thus there is no "dual".


Does Comma Selection Help To Cope With Local Optima

arXiv.org Artificial Intelligence

One hope of using non-elitism in evolutionary computation is that it aids leaving local optima. We perform a rigorous runtime analysis of a basic non-elitist evolutionary algorithm (EA), the $(\mu,\lambda)$ EA, on the most basic benchmark function with a local optimum, the jump function. We prove that for all reasonable values of the parameters and the problem, the expected runtime of the $(\mu,\lambda)$ EA is, apart from lower order terms, at least as large as the expected runtime of its elitist counterpart, the $(\mu+\lambda)$~EA (for which we conduct the first runtime analysis to allow this comparison). Consequently, the ability of the $(\mu,\lambda)$ EA to leave local optima to inferior solutions does not lead to a runtime advantage. We complement this lower bound with an upper bound that, for broad ranges of the parameters, is identical to our lower bound apart from lower order terms. This is the first runtime result for a non-elitist algorithm on a multi-modal problem that is tight apart from lower order terms.


Synchronizing Probability Measures on Rotations via Optimal Transport

arXiv.org Machine Learning

We introduce a new paradigm, $\textit{measure synchronization}$, for synchronizing graphs with measure-valued edges. We formulate this problem as maximization of the cycle-consistency in the space of probability measures over relative rotations. In particular, we aim at estimating marginal distributions of absolute orientations by synchronizing the $\textit{conditional}$ ones, which are defined on the Riemannian manifold of quaternions. Such graph optimization on distributions-on-manifolds enables a natural treatment of multimodal hypotheses, ambiguities and uncertainties arising in many computer vision applications such as SLAM, SfM, and object pose estimation. We first formally define the problem as a generalization of the classical rotation graph synchronization, where in our case the vertices denote probability measures over rotations. We then measure the quality of the synchronization by using Sinkhorn divergences, which reduces to other popular metrics such as Wasserstein distance or the maximum mean discrepancy as limit cases. We propose a nonparametric Riemannian particle optimization approach to solve the problem. Even though the problem is non-convex, by drawing a connection to the recently proposed sparse optimization methods, we show that the proposed algorithm converges to the global optimum in a special case of the problem under certain conditions. Our qualitative and quantitative experiments show the validity of our approach and we bring in new perspectives to the study of synchronization.


Parallel Predictive Entropy Search for Multi-objective Bayesian Optimization with Constraints

arXiv.org Machine Learning

Real-world problems often involve the optimization of several objectives under multiple constraints. Furthermore, we may not have an expression for each objective or constraint; they may be expensive to evaluate; and the evaluations can be noisy. These functions are referred to as black-boxes. Bayesian optimization (BO) can efficiently solve the problems described. For this, BO iteratively fits a model to the observations of each black-box. The models are then used to choose where to evaluate the black-boxes next, with the goal of solving the optimization problem in a few iterations. In particular, they guide the search for the problem solution, and avoid evaluations in regions of little expected utility. A limitation, however, is that current BO methods for these problems choose a point at a time at which to evaluate the black-boxes. If the expensive evaluations can be carried out in parallel (as when a cluster of computers is available), this results in a waste of resources. Here, we introduce PPESMOC, Parallel Predictive Entropy Search for Multi-objective Optimization with Constraints, a BO strategy for solving the problems described. PPESMOC selects, at each iteration, a batch of input locations at which to evaluate the black-boxes, in parallel, to maximally reduce the entropy of the problem solution. To our knowledge, this is the first batch method for constrained multi-objective BO. We present empirical evidence in the form of synthetic, benchmark and real-world experiments that illustrate the effectiveness of PPESMOC.


Learning to Select Base Classes for Few-shot Classification

arXiv.org Machine Learning

Few-shot learning has attracted intensive research attention in recent years. Many methods have been proposed to generalize a model learned from provided base classes to novel classes, but no previous work studies how to select base classes, or even whether different base classes will result in different generalization performance of the learned model. In this paper, we utilize a simple yet effective measure, the Similarity Ratio, as an indicator for the generalization performance of a few-shot model. We then formulate the base class selection problem as a submodular optimization problem over Similarity Ratio. We further provide theoretical analysis on the optimization lower bound of different optimization methods, which could be used to identify the most appropriate algorithm for different experimental settings. The extensive experiments on ImageNet, Caltech256 and CUB-200-2011 demonstrate that our proposed method is effective in selecting a better base dataset.


Second-Order Guarantees in Centralized, Federated and Decentralized Nonconvex Optimization

arXiv.org Machine Learning

Rapid advances in data collection and processing capabilities have allowed for the use of increasingly complex models that give rise to nonconvex optimization problems. These formulations, however, can be arbitrarily difficult to solve in general, in the sense that even simply verifying that a given point is a local minimum can be NPhard [1]. Still, some relatively simple algorithms have been shown to lead to surprisingly good empirical results in many contexts of interest. Perhaps the most prominent example is the success of the backpropagation algorithm for training neural networks. Several recent works have pursued rigorous analytical justification for this phenomenon by studying the structure of the nonconvex optimization problems and establishing that simple algorithms, such as gradient descent and its variations, perform well in converging towards local minima and avoiding saddle-points. A key insight in these analyses is that gradient perturbations play a critical role in allowing local descent algorithms to efficiently distinguish desirable from undesirable stationary points and escape from the latter. In this article, we cover recent results on second-order guarantees for stochastic first-order optimization algorithms in centralized, federated, and decentralized architectures. A key desirable feature of automated learning algorithms is the ability to learn models directly from data with minimal need for direct intervention by the designer. The authors are with the Institute of Electrical Engineering, ร‰cole Polytechnique Fรฉdรฉrale de Lausanne.


Autonomous discovery in the chemical sciences part I: Progress

arXiv.org Artificial Intelligence

This two-part review examines how automation has contributed to different aspects of discovery in the chemical sciences. In this first part, we describe a classification for discoveries of physical matter (molecules, materials, devices), processes, and models and how they are unified as search problems. We then introduce a set of questions and considerations relevant to assessing the extent of autonomy. Finally, we describe many case studies of discoveries accelerated by or resulting from computer assistance and automation from the domains of synthetic chemistry, drug discovery, inorganic chemistry, and materials science. These illustrate how rapid advancements in hardware automation and machine learning continue to transform the nature of experimentation and modelling. Part two reflects on these case studies and identifies a set of open challenges for the field.


Adaptive Personalized Federated Learning

arXiv.org Machine Learning

Investigation of the degree of personalization in federated learning algorithms has shown that only maximizing the performance of the global model will confine the capacity of the local models to personalize. In this paper, we advocate an adaptive personalized federated learning (APFL) algorithm, where each client will train their local models while contributing to the global model. Theoretically, we show that the mixture of local and global models can reduce the generalization error, using the multi-domain learning theory. We also propose a communication-reduced bilevel optimization method, which reduces the communication rounds to $O(\sqrt{T})$ and show that under strong convexity and smoothness assumptions, the proposed algorithm can achieve a convergence rate of $O(1/T)$ with some residual error. The residual error is related to the gradient diversity among local models, and the gap between optimal local and global models.


Revisiting "Over-smoothing" in Deep GCNs

arXiv.org Machine Learning

Oversmoothing has been assumed to be the major cause of performance drop in deep graph convolutional networks (GCNs). The evidence is usually derived from Simple Graph Convolution (SGC), a linear variant of GCNs. In this paper, we revisit graph node classification from an optimization perspective and argue that GCNs can actually learn anti-oversmoothing, whereas overfitting is the real obstacle in deep GCNs. This work interprets GCNs and SGCs as two-step optimization problems and provides the reason why deep SGC suffers from oversmoothing but deep GCNs does not. Our conclusion is compatible with the previous understanding of SGC, but we clarify why the same reasoning does not apply to GCNs. Based on our formulation, we provide more insights into the convolution operator and further propose a mean-subtraction trick to accelerate the training of deep GCNs. We verify our theory and propositions on three graph benchmarks. The experiments show that (i) in GCN, overfitting leads to the performance drop and oversmoothing does not exist even model goes to very deep (100 layers); (ii) mean-subtraction speeds up the model convergence as well as retains the same expressive power; (iii) the weight of neighbor averaging (1 is the common setting) does not significantly affect the model performance once it is above the threshold ( 0.5).