Optimization
GradientDICE: Rethinking Generalized Offline Estimation of Stationary Values
Zhang, Shangtong, Liu, Bo, Whiteson, Shimon
We present GradientDICE for estimating the density ratio between the state distribution of the target policy and the sampling distribution in off-policy reinforcement learning. GradientDICE fixes several problems with GenDICE (Zhang et al., 2020), the current state-of-the-art for estimating such density ratios. Namely, the optimization problem in GenDICE is not a convex-concave saddle-point problem once nonlinearity in optimization variable parameterization is introduced, so primal-dual algorithms are not guaranteed to find the desired solution. However, such nonlinearity is essential to ensure the consistency of GenDICE even with a tabular representation. This is a fundamental contradiction, resulting from GenDICE's original formulation of the optimization problem. In GradientDICE, we optimize a different objective from GenDICE by using the Perron-Frobenius theorem and eliminating GenDICE's use of divergence. Consequently, nonlinearity in parameterization is not necessary for GradientDICE, which is provably convergent under linear function approximation.
Bayesian Neural Architecture Search using A Training-Free Performance Metric
Camero, Andrés, Wang, Hao, Alba, Enrique, Bäck, Thomas
Recurrent neural networks (RNNs) are a powerful approach for time series prediction. However, their performance is strongly affected by their architecture and hyperparameter settings. The architecture optimization of RNNs is a time-consuming task, where the search space is typically a mixture of real, integer and categorical values. To allow for shrinking and expanding the size of the network, the representation of architectures often has a variable length. In this paper, we propose to tackle the architecture optimization problem with a variant of the Bayesian Optimization (BO) algorithm. To reduce the evaluation time of candidate architectures the Mean Absolute Error Random Sampling (MRS), a training-free method to estimate the network performance, is adopted as the objective function for BO. Also, we propose three fixed-length encoding schemes to cope with the variable-length architecture representation. The result is a new perspective on accurate and efficient design of RNNs, that we validate on three problems. Our findings show that 1) the BO algorithm can explore different network architectures using the proposed encoding schemes and successfully designs well-performing architectures, and 2) the optimization time is significantly reduced by using MRS, without compromising the performance as compared to the architectures obtained from the actual training procedure.
Artificial Intelligence Aided Next-Generation Networks Relying on UAVs
Liu, Xiao, Chen, Mingzhe, Liu, Yuanwei, Chen, Yue, Cui, Shuguang, Hanzo, Lajos
Artificial intelligence (AI) assisted unmanned aerial vehicle (UAV) aided next-generation networking is proposed for dynamic environments. In the AI-enabled UAV-aided wireless networks (UAWN), multiple UAVs are employed as aerial base stations, which are capable of rapidly adapting to the dynamic environment by collecting information about the users' position and tele-traffic demands, learning from the environment and acting upon the feedback received from the users. Moreover, AI enables the interaction amongst a swarm of UAVs for cooperative optimization of the system. As a benefit of the AI framework, several challenges of conventional UAWN may be circumvented, leading to enhanced network performance, improved reliability and agile adaptivity. As a further benefit, dynamic trajectory design and resource allocation are demonstrated. Finally, potential research challenges and opportunities are discussed.
Structural Information Learning Machinery: Learning from Observing, Associating, Optimizing, Decoding, and Abstracting
In the present paper, we propose the model of {\it structural information learning machines} (SiLeM for short), leading to a mathematical definition of learning by merging the theories of computation and information. Our model shows that the essence of learning is {\it to gain information}, that to gain information is {\it to eliminate uncertainty} embedded in a data space, and that to eliminate uncertainty of a data space can be reduced to an optimization problem, that is, an {\it information optimization problem}, which can be realized by a general {\it encoding tree method}. The principle and criterion of the structural information learning machines are maximization of {\it decoding information} from the data points observed together with the relationships among the data points, and semantical {\it interpretation} of syntactical {\it essential structure}, respectively. A SiLeM machine learns the laws or rules of nature. It observes the data points of real world, builds the {\it connections} among the observed data and constructs a {\it data space}, for which the principle is to choose the way of connections of data points so that the {\it decoding information} of the data space is maximized, finds the {\it encoding tree} of the data space that minimizes the dynamical uncertainty of the data space, in which the encoding tree is hence referred to as a {\it decoder}, due to the fact that it has already eliminated the maximum amount of uncertainty embedded in the data space, interprets the {\it semantics} of the decoder, an encoding tree, to form a {\it knowledge tree}, extracts the {\it remarkable common features} for both semantical and syntactical features of the modules decoded by a decoder to construct {\it trees of abstractions}, providing the foundations for {\it intuitive reasoning} in the learning when new data are observed.
Variational Optimization on Lie Groups, with Examples of Leading (Generalized) Eigenvalue Problems
The article considers smooth optimization of functions on Lie groups. By generalizing NAG variational principle in vector space (Wibisono et al., 2016) to Lie groups, continuous Lie-NAG dynamics which are guaranteed to converge to local optimum are obtained. They correspond to momentum versions of gradient flow on Lie groups. A particular case of $\mathsf{SO}(n)$ is then studied in details, with objective functions corresponding to leading Generalized EigenValue problems: the Lie-NAG dynamics are first made explicit in coordinates, and then discretized in structure preserving fashions, resulting in optimization algorithms with faithful energy behavior (due to conformal symplecticity) and exactly remaining on the Lie group. Stochastic gradient versions are also investigated. Numerical experiments on both synthetic data and practical problem (LDA for MNIST) demonstrate the effectiveness of the proposed methods as optimization algorithms ($not$ as a classification method).
Variance Reduction with Sparse Gradients
Elibol, Melih, Lei, Lihua, Jordan, Michael I.
A BSTRACT V ariance reduction methods such as SVRG (Johnson & Zhang, 2013) and SpiderBoost (Wang et al., 2018) use a mixture of large and small batch gradients to reduce the variance of stochastic gradients. Compared to SGD (Robbins & Monro, 1951), these methods require at least double the number of operations per update to model parameters. To reduce the computational cost of these methods, we introduce a new sparsity operator: The random-top- k operator. Our operator reduces computational complexity by estimating gradient sparsity exhibited in a variety of applications by combining the top-k operator (Stich et al., 2018; Aji & Heafield, 2017) and the randomized coordinate descent operator. With this operator, large batch gradients offer an extra benefit beyond variance reduction: A reliable estimate of gradient sparsity. Theoretically, our algorithm is at least as good as the best algorithm (SpiderBoost), and further excels in performance whenever the random-top- k operator captures gradient sparsity. Empirically, our algorithm consistently outperforms SpiderBoost using various models on various tasks including image classification, natural language processing, and sparse matrix factorization. We also provide empirical evidence to support the intuition behind our algorithm via a simple gradient entropy computation, which serves to quantify gradient sparsity at every iteration. It updates the iterate x with x η f I(x), where η is the learning rate and f I(x) is the batch stochastic gradient, i.e. f I(x) 1 I null i I f i(x).
CodeReef: an open platform for portable MLOps, reusable automation actions and reproducible benchmarking
Fursin, Grigori, Guillou, Herve, Essayan, Nicolas
We present CodeReef - an open platform to share all the components necessary to enable cross-platform MLOps (MLSysOps), i.e. automating the deployment of ML models across diverse systems in the most efficient way. We also introduce the CodeReef solution - a way to package and share models as non-virtualized, portable, customizable and reproducible archive files. Such ML packages include JSON meta description of models with all dependencies, Python APIs, CLI actions and portable workflows necessary to automatically build, benchmark, test and customize models across diverse platforms, AI frameworks, libraries, compilers and datasets. We demonstrate several CodeReef solutions to automatically build, run and measure object detection based on SSD-Mobilenets, TensorFlow and COCO dataset from the latest MLPerf inference benchmark across a wide range of platforms from Raspberry Pi, Android phones and IoT devices to data centers. Our long-term goal is to help researchers share their new techniques as production-ready packages along with research papers to participate in collaborative and reproducible benchmarking, compare the different ML/software/hardware stacks and select the most efficient ones on a Pareto frontier using online CodeReef dashboards.
Long term planning of military aircraft flight and maintenance operations
Peschiera, Franco, Battaïa, Olga, Haït, Alain, Dupin, Nicolas
We present the Flight and Maintenance Planning (FMP) problem in its military variant and applied to long term planning. The problem has been previously studied for short- and medium-term horizons only. We compare its similarities and differences with previous work and prove its complexity. We generate scenarios inspired by the French Air Force fleet. We formulate an exact Mixed Integer Programming (MIP) model to solve the problem in these scenarios and we analyse the performance of the solving method under these circumstances. A heuristic was built to generate fast feasible solutions, that in some cases were shown to help warm-start the model.
Bilevel Optimization for Differentially Private Optimization
Fioretto, Ferdinando, Mak, Terrence WK, Van Hentenryck, Pascal
This paper studies how to apply differential privacy to constrained optimization problems whose inputs are sensitive. This task raises significant challenges since random perturbations of the input data often render the constrained optimization problem infeasible or change significantly the nature of its optimal solutions. To address this difficulty, this paper proposes a bilevel optimization model that can be used as a post-processing step: It redistributes the noise introduced by a differentially private mechanism optimally while restoring feasibility and near-optimality. The paper shows that, under a natural assumption, this bilevel model can be solved efficiently for real-life large-scale nonlinear noncon-vex optimization problems with sensitive customer data. The experimental results demonstrate the accuracy of the privacy-preserving mechanism and showcase significant benefits compared to standard approaches. 1 Introduction Differential Privacy (DP) [ Dwork et al., 2006 ...
Scalable and Customizable Benchmark Problems for Many-Objective Optimization
Meneghini, Ivan Reinaldo, Alves, Marcos Antonio, Gaspar-Cunha, António, Guimarães, Frederico Gadelha
Solving many-objective problems (MaOPs) is still a significant challenge in the multi-objective optimization (MOO) field. One way to measure algorithm performance is through the use of benchmark functions (also called test functions or test suites), which are artificial problems with a well-defined mathematical formulation, known solutions and a variety of features and difficulties. In this paper we propose a parameterized generator of scalable and customizable benchmark problems for MaOPs. It is able to generate problems that reproduce features present in other benchmarks and also problems with some new features. We propose here the concept of generative benchmarking, in which one can generate an infinite number of MOO problems, by varying parameters that control specific features that the problem should have: scalability in the number of variables and objectives, bias, deceptiveness, multimodality, robust and non-robust solutions, shape of the Pareto front, and constraints. The proposed Generalized Position-Distance (GPD) tunable benchmark generator uses the position-distance paradigm, a basic approach to building test functions, used in other benchmarks such as Deb, Thiele, Laumanns and Zitzler (DTLZ), Walking Fish Group (WFG) and others. It includes scalable problems in any number of variables and objectives and it presents Pareto fronts with different characteristics. The resulting functions are easy to understand and visualize, easy to implement, fast to compute and their Pareto optimal solutions are known.