Under Frequency Fitness Assignment (FFA), the fitness corresponding to an objective value is its encounter frequency in fitness assignment steps and is subject to minimization. FFA renders optimization processes invariant under bijective transformations of the objective function. This is the strongest invariance property of any optimization procedure to our knowledge. On TwoMax, Jump, and Trap functions of scale s, a (1+1)-EA with standard mutation at rate 1/s can have expected running times exponential in s. In our experiments, a (1+1)-FEA, the same algorithm but using FFA, exhibits mean running times quadratic in s. Since Jump and Trap are bijective transformations of OneMax, it behaves identical on all three. On the LeadingOnes and Plateau problems, it seems to be slower than the (1+1)-EA by a factor linear in s. The (1+1)-FEA performs much better than the (1+1)-EA on W-Model and MaxSat instances. Due to the bijection invariance, the behavior of an optimization algorithm using FFA does not change when the objective values are encrypted. We verify this by applying the Md5 checksum computation as transformation to some of the above problems and yield the same behaviors. Finally, FFA can improve the performance of a Memetic Algorithm for Job Shop Scheduling.

The general approach for introducing liquidity management in the mean-variance optimization model of Markowitz (1952) is to assume fixed bid-ask spreads. We then obtain the linear transaction cost model, which can be solved using an augmented quadratic programming problem (Scherer, 2007). However, as shown by Lecesne and Roncoroni (2019a, 2019b), unit transaction costs may be a linear function of the trading size, implying that a model with quadratic transaction costs may be more appropriate. In this article, we investigate this approach and show how linear and quadratic transaction costs modify the mean-variance optimized framework. In particular, we do not obtain a standard QP problem when transaction costs are quadratic, because the budget constraint is no longer linear. In this case, we obtain a quadratically constrained quadratic program (QCQP), which is an NPhard problem. However, using the ADMM framework, we are able to derive an efficient algorithm that solves this issue. Finally, we use this algorithm to illustrate the impact of transaction costs on optimized portfolios and Markowitz efficient frontiers. The authors are grateful to Jules Roche for his helpful comments.

Nuclear fusion is regarded as the energy of the future since it presents the possibility of unlimited clean energy. One obstacle in utilizing fusion as a feasible energy source is the stability of the reaction. Ideally, one would have a controller for the reactor that makes actions in response to the current state of the plasma in order to prolong the reaction as long as possible. In this work, we make preliminary steps to learning such a controller. Since learning on a real world reactor is infeasible, we tackle this problem by attempting to learn optimal controls offline via a simulator, where the state of the plasma can be explicitly set. In particular, we introduce a theoretically grounded Bayesian optimization algorithm that recommends a state and action pair to evaluate at every iteration and show that this results in more efficient use of the simulator.

Its impact is drastic and real: Youtube's AIdriven recommendation system would present sports videos for days if one happens to watch a live baseball game on the platform [1]; email writing becomes much faster with machine learning (ML) based auto-completion [2]; many businesses have adopted natural language processing based chatbots as part of their customer services [3]. AI has also greatly advanced human capabilities in complex decision-making processes ranging from determining how to allocate security resources to protect airports [4] to games such as poker [5] and Go [6]. All such tangible and stunning progress suggests that an "AI summer" is happening. As some put it, "AI is the new electricity" [7]. Meanwhile, in the past decade, an emerging theme in the AI research community is the so-called "AI for social good" (AI4SG): researchers aim at developing AI methods and tools to address problems at the societal level and improve the wellbeing of the society.

Combinatorial optimization problems arise in a wide range of applications from diverse domains. Many of these problems are NP-hard and designing efficient heuristics for them requires considerable time and experimentation. On the other hand, the number of optimization problems in the industry continues to grow. In recent years, machine learning techniques have been explored to address this gap. We propose a framework for leveraging machine learning techniques to scale-up exact combinatorial optimization algorithms. In contrast to the existing approaches based on deep-learning, reinforcement learning and restricted Boltzmann machines that attempt to directly learn the output of the optimization problem from its input (with limited success), our framework learns the relatively simpler task of pruning the elements in order to reduce the size of the problem instances. In addition, our framework uses only interpretable learning models based on intuitive features and thus the learning process provides deeper insights into the optimization problem and the instance class, that can be used for designing better heuristics. For the classical maximum clique enumeration problem, we show that our framework can prune a large fraction of the input graph (around 99 % of nodes in case of sparse graphs) and still detect almost all of the maximum cliques. This results in several fold speedups of state-of-the-art algorithms. Furthermore, the model used in our framework highlights that the chi-squared value of neighborhood degree has a statistically significant correlation with the presence of a node in a maximum clique, particularly in dense graphs which constitute a significant challenge for modern solvers. We leverage this insight to design a novel heuristic for this problem outperforming the state-of-the-art. Our heuristic is also of independent interest for maximum clique detection and enumeration.

Transportation occupies one-third of the amount in the logistics costs, and accordingly transportation systems largely influence the performance of the logistics system. This work presents an adaptive data-driven innovative modular approach for solving the real-world Vehicle Routing Problems (VRP) in the field of logistics. The work consists of two basic units: (i) an innovative multi-step algorithm for successful and entirely feasible solving of the VRP problems in logistics, (ii) an adaptive approach for adjusting and setting up parameters and constants of the proposed algorithm. The proposed algorithm combines several data transformation approaches, heuristics and Tabu search. Moreover, as the performance of the algorithm depends on the set of control parameters and constants, a predictive model that adaptively adjusts these parameters and constants according to historical data is proposed. A comparison of the acquired results has been made using the Decision Support System with predictive models: Generalized Linear Models (GLM) and Support Vector Machine (SVM). The algorithm, along with the control parameters, which using the prediction method were acquired, was incorporated into a web-based enterprise system, which is in use in several big distribution companies in Bosnia and Herzegovina. The results of the proposed algorithm were compared with a set of benchmark instances and validated over real benchmark instances as well. The successful feasibility of the given routes, in a real environment, is also presented.

Resource allocation and transceivers in wireless networks are usually designed by solving optimization problems subject to specific constraints, which can be formulated as variable or functional optimization. If the objective and constraint functions of a variable optimization problem can be derived, standard numerical algorithms can be applied for finding the optimal solution, which however incur high computational cost when the dimension of the variable is high. To reduce the on-line computational complexity, learning the optimal solution as a function of the environment's status by deep neural networks (DNNs) is an effective approach. DNNs can be trained under the supervision of optimal solutions, which however, is not applicable to the scenarios without models or for functional optimization where the optimal solutions are hard to obtain. If the objective and constraint functions are unavailable, reinforcement learning can be applied to find the solution of a functional optimization problem, which is however not tailored to optimization problems in wireless networks. In this article, we introduce unsupervised and reinforced-unsupervised learning frameworks for solving both variable and functional optimization problems without the supervision of the optimal solutions. When the mathematical model of the environment is completely known and the distribution of environment's status is known or unknown, we can invoke unsupervised learning algorithm. When the mathematical model of the environment is incomplete, we introduce reinforced-unsupervised learning algorithms that learn the model by interacting with the environment. Our simulation results confirm the applicability of these learning frameworks by taking a user association problem as an example.

We consider a learning system based on the conventional multiplicative weight (MW) rule that combines experts' advice to predict a sequence of true outcomes. It is assumed that one of the experts is malicious and aims to impose the maximum loss on the system. The loss of the system is naturally defined to be the aggregate absolute difference between the sequence of predicted outcomes and the true outcomes. We consider this problem under both offline and online settings. In the offline setting where the malicious expert must choose its entire sequence of decisions a priori, we show somewhat surprisingly that a simple greedy policy of always reporting false prediction is asymptotically optimal with an approximation ratio of $1+O(\sqrt{\frac{\ln N}{N}})$, where $N$ is the total number of prediction stages. In particular, we describe a policy that closely resembles the structure of the optimal offline policy. For the online setting where the malicious expert can adaptively make its decisions, we show that the optimal online policy can be efficiently computed by solving a dynamic program in $O(N^2)$. Our results provide a new direction for vulnerability assessment of commonly used learning algorithms to adversarial attacks where the threat is an integral part of the system.

We introduce the reinforcement quantum annealing (RQA) scheme in which an intelligent agent interacts with a quantum annealer that plays the stochastic environment role of learning automata and tries to iteratively find better Ising Hamiltonians for the given problem of interest. As a proof-of-concept, we propose a novel approach for reducing the NP-complete problem of Boolean satisfiability (SAT) to minimizing Ising Hamiltonians and show how to apply the RQA for increasing the probability of finding the global optimum. Our experimental results on two different benchmark SAT problems (namely factoring pseudo-prime numbers and random SAT with phase transitions), using a D-Wave 2000Q quantum processor, demonstrated that RQA finds notably better solutions with fewer samples, compared to state-of-the-art techniques in the realm of quantum annealing.

One of the well-known challenges in computer vision tasks is the visual diversity of images, which could result in an agreement or disagreement between the learned knowledge and the visual content exhibited by the current observation. In this work, we first define such an agreement in a concepts learning process as congruency. Formally, given a particular task and sufficiently large dataset, the congruency issue occurs in the learning process whereby the task-specific semantics in the training data are highly varying. We propose a Direction Concentration Learning (DCL) method to improve congruency in the learning process, where enhancing congruency influences the convergence path to be less circuitous. The experimental results show that the proposed DCL method generalizes to state-of-the-art models and optimizers, as well as improves the performances of saliency prediction task, continual learning task, and classification task. Moreover, it helps mitigate the catastrophic forgetting problem in the continual learning task. The code is publicly available at https://github.com/luoyan407/congruency.