Optimization
A Comprehensive Survey on the Ambulance Routing and Location Problems
Tassone, Joseph, Choudhury, Salimur
In this research, an extensive literature review was performed on the recent developments of the ambulance routing problem (ARP) and ambulance location problem (ALP). Both are respective modifications of the vehicle routing problem (VRP) and maximum covering problem (MCP), with modifications to objective functions and constraints. Although alike, a key distinction is emergency service systems (EMS) are considered critical and the optimization of these has become all the more important as a result. Similar to their parent problems, these are NP-hard and must resort to approximations if the space size is too large. Much of the current work has simply been on modifying existing systems through simulation to achieve a more acceptable result. There has been attempts towards using meta-heuristics, though practical experimentation is lacking when compared to VRP or MCP. The contributions of this work are a comprehensive survey of current methodologies, summarized models, and suggested future improvements.
Preparation of ordered states in ultra-cold gases using Bayesian optimization
Mukherjee, Rick, Sauvage, Frederic, Xie, Harry, Loew, Robert, Mintert, Florian
Ultra-cold atomic gases are unique in terms of the degree of controllability, both for internal and external degrees of freedom. This makes it possible to use them for the study of complex quantum many-body phenomena. However in many scenarios, the prerequisite condition of faithfully preparing a desired quantum state despite decoherence and system imperfections is not always adequately met. To path the way to a specific target state, we explore quantum optimal control framework based on Bayesian optimization. The probabilistic modeling and broad exploration aspects of Bayesian optimization is particularly suitable for quantum experiments where data acquisition can be expensive. Using numerical simulations for the superfluid to Mott-insulator transition for bosons in a lattice as well for the formation of Rydberg crystals as explicit examples, we demonstrate that Bayesian optimization is capable of finding better control solutions with regards to finite and noisy data compared to existing methods of optimal control.
Reinforcement Learning via Fenchel-Rockafellar Duality
We review basic concepts of convex duality, focusing on the very general and supremely useful Fenchel-Rockafellar duality. We summarize how this duality may be applied to a variety of reinforcement learning (RL) settings, including policy evaluation or optimization, online or offline learning, and discounted or undiscounted rewards. The derivations yield a number of intriguing results, including the ability to perform policy evaluation and on-policy policy gradient with behavior-agnostic offline data and methods to learn a policy via max-likelihood optimization. Although many of these results have appeared previously in various forms, we provide a unified treatment and perspective on these results, which we hope will enable researchers to better use and apply the tools of convex duality to make further progress in RL.
Guidelines for enhancing data locality in selected machine learning algorithms
Chakroun, Imen, Aa, Tom Vander, Ashby, Thomas J.
To deal with the complexity of the new bigger and more complex generation of data, machine learning (ML) techniques are probably the first and foremost used. For ML algorithms to produce results in a reasonable amount of time, they need to be implemented efficiently. In this paper, we analyze one of the means to increase the performances of machine learning algorithms which is exploiting data locality. Data locality and access patterns are often at the heart of performance issues in computing systems due to the use of certain hardware techniques to improve performance. Altering the access patterns to increase locality can dramatically increase performance of a given algorithm. Besides, repeated data access can be seen as redundancy in data movement. Similarly, there can also be redundancy in the repetition of calculations. This work also identifies some of the opportunities for avoiding these redundancies by directly reusing computation results. We start by motivating why and how a more efficient implementation can be achieved by exploiting reuse in the memory hierarchy of modern instruction set processors. Next we document the possibilities of such reuse in some selected machine learning algorithms. Keywords: Increasing data locality, data redundancy and reuse, machine learning, supervised learners... Notice This an extended version of the paper titled "Reviewing Data Access Patterns and Computational Redundancy for Machine Learning Algorithms" that appeared in the proceedings of the IADIS International Conference Big Data Analytics, Data Mining and Computational Intelligence 2019 (part of MCCSIS 2019)" [19] The final publication of this article is available at IOS Press through http://dx.doi.org/10.3233/IDA-184287. Because processor speed is increasing at a much faster rate than memory speed, computer architects have turned increasingly to the use of memory hierarchies with one or more levels of cache memory. This caching technique takes advantage of data locality in programs which is the property that references to the same memory location (temporal locality) or adjacent locations (spatial locality) reused within a short period of time. 1 One of the most popular ways to increase it is to rewrite the data intensive parts of the program, almost always the loops [14]. A simple example of this is to interchange the two loops in Algorithm 1 such that the code looks like Algorithm 2; note that the indices in the loop headers have changed.
Supervised Hyperalignment for multi-subject fMRI data alignment
Yousefnezhad, Muhammad, Selvitella, Alessandro, Han, Liangxiu, Zhang, Daoqiang
Hyperalignment has been widely employed in Multivariate Pattern (MVP) analysis to discover the cognitive states in the human brains based on multi-subject functional Magnetic Resonance Imaging (fMRI) datasets. Most of the existing HA methods utilized unsupervised approaches, where they only maximized the correlation between the voxels with the same position in the time series. However, these unsupervised solutions may not be optimum for handling the functional alignment in the supervised MVP problems. This paper proposes a Supervised Hyperalignment (SHA) method to ensure better functional alignment for MVP analysis, where the proposed method provides a supervised shared space that can maximize the correlation among the stimuli belonging to the same category and minimize the correlation between distinct categories of stimuli. Further, SHA employs a generalized optimization solution, which generates the shared space and calculates the mapped features in a single iteration, hence with optimum time and space complexities for large datasets. Experiments on multi-subject datasets demonstrate that SHA method achieves up to 19% better performance for multi-class problems over the state-of-the-art HA algorithms.
Algorithms for Optimizing Fleet Staging of Air Ambulances
Tassone, Joseph, Pond, Geoffrey, Choudhury, Salimur
In a disaster situation, air ambulance rapid response will often be the determining factor in patient survival. Obstacles intensify this circumstance, with geographical remoteness and limitations in vehicle placement making it an arduous task. Considering these elements, the arrangement of responders is a critical decision of the utmost importance. Utilizing real mission data, this research structured an optimal coverage problem with integer linear programming. For accurate comparison, the Gurobi optimizer was programmed with the developed model and timed for performance. A solution implementing base ranking followed by both local and Tabu search-based algorithms was created. The local search algorithm proved insufficient for maximizing coverage, while the Tabu search achieved near-optimal results. In the latter case, the total vehicle travel distance was minimized and the runtime significantly outperformed the one generated by Gurobi. Furthermore, variations utilizing parallel CUDA processing further decreased the algorithmic runtime. These proved superior as the number of test missions increased, while also maintaining the same minimized distance.
A Probabilistic Simulator of Spatial Demand for Product Allocation
Jenkins, Porter, Wei, Hua, Jenkins, J. Stockton, Li, Zhenhui
Connecting consumers with relevant products is a very important problem in both online and offline commerce. In physical retail, product placement is an effective way to connect consumers with products. However, selecting product locations within a store can be a tedious process. Moreover, learning important spatial patterns in offline retail is challenging due to the scarcity of data and the high cost of exploration and experimentation in the physical world. To address these challenges, we propose a stochastic model of spatial demand in physical retail. We show that the proposed model is more predictive of demand than existing baselines. We also perform a preliminary study into different automation techniques and show that an optimal product allocation policy can be learned through Deep Q-Learning.
Intelligent Resource Optimization with ActiveBatch
In our fast-paced world, organizations require flexible IT infrastructures that can quickly adapt to dynamic, real-time demands. With ActiveBatch, users can easily optimize the distribution of workloads to improve the likelihood of on-time, successful job completions while reducing idle machines by leveraging machine learning and predictive analysis. Users can assign custom Dynamic Queue Characteristics, instructing ActiveBatch to evaluate multiple servers before submitting Jobs to the servers on which they will run. For example, execution machines can be monitored and evaluated at runtime for characteristics like available disk space, registry values, or the presence or absence of a particular application. Dynamic Queue Characteristics are useful because it is difficult, time-consuming, and tedious for IT personnel to manually search hundreds (or thousands) of servers with specific characteristics to successfully run tasks.
Self-guided Approximate Linear Programs
Pakiman, Parshan, Nadarajah, Selvaprabu, Soheili, Negar, Lin, Qihang
Approximate linear programs (ALPs) are well-known models based on value function approximations (VFAs) to obtain heuristic policies and lower bounds on the optimal policy cost of Markov decision processes (MDPs). The ALP VFA is a linear combination of predefined basis functions that are chosen using domain knowledge and updated heuristically if the ALP optimality gap is large. We side-step the need for such basis function engineering in ALP -- an implementation bottleneck -- by proposing a sequence of ALPs that embed increasing numbers of random basis functions obtained via inexpensive sampling. We provide a sampling guarantee and show that the VFAs from this sequence of models converge to the exact value function. Nevertheless, the performance of the ALP policy can fluctuate significantly as more basis functions are sampled. To mitigate these fluctuations, we "self-guide" our convergent sequence of ALPs using past VFA information such that a worst-case measure of policy performance is improved. We perform numerical experiments on perishable inventory control and generalized joint replenishment applications, which, respectively, give rise to challenging discounted-cost MDPs and average-cost semi-MDPs. We find that self-guided ALPs (i) significantly reduce policy cost fluctuations and improve the optimality gaps from an ALP approach that employs basis functions tailored to the former application, and (ii) deliver optimality gaps that are comparable to a known adaptive basis function generation approach targeting the latter application. More broadly, our methodology provides application-agnostic policies and lower bounds to benchmark approaches that exploit application structure.
Lifted Hybrid Variational Inference
Chen, Yuqiao, Yang, Yibo, Natarajan, Sriraam, Ruozzi, Nicholas
A variety of lifted inference algorithms, which exploit model symmetry to reduce computational cost, have been proposed to render inference tractable in probabilistic relational models. Most existing lifted inference algorithms operate only over discrete domains or continuous domains with restricted potential functions, e.g., Gaussian. We investigate two approximate lifted variational approaches that are applicable to hybrid domains and expressive enough to capture multi-modality. We demonstrate that the proposed variational methods are both scalable and can take advantage of approximate model symmetries, even in the presence of a large amount of continuous evidence. We demonstrate that our approach compares favorably against existing message-passing based approaches in a variety of settings. Finally, we present a sufficient condition for the Bethe approximation to yield a non-trivial estimate over the marginal polytope.