Human decision-makers often receive assistance from data-driven algorithmic systems that provide a score for evaluating objects, including individuals. The scores are generated by a function (mechanism) that takes a set of features as input and generates a score.The scoring functions are either machine-learned or human-designed and can be used for different decision purposes such as ranking or classification. Given the potential impact of these scoring mechanisms on individuals' lives and on society, it is important to make sure these scores are computed responsibly. Hence we need tools for responsible scoring mechanism design. In this paper, focusing on linear scoring functions, we highlight the importance of unbiased function sampling and perturbation in the function space for devising such tools. We provide unbiased samplers for the entire function space, as well as a $\theta$-vicinity around a given function. We then illustrate the value of these samplers for designing effective algorithms in three diverse problem scenarios in the context of ranking. Finally, as a fundamental method for designing responsible scoring mechanisms, we propose a novel approach for approximating the construction of the arrangement of hyperplanes. Despite the exponential complexity of an arrangement in the number of dimensions, using function sampling, our algorithm is linear in the number of samples and hyperplanes, and independent of the number of dimensions.

A plethora of multi-view subspace clustering (MVSC) methods have been proposed over the past few years. Researchers manage to boost clustering accuracy from different points of view. However, many state-of-the-art MVSC algorithms, typically have a quadratic or even cubic complexity, are inefficient and inherently difficult to apply at large scales. In the era of big data, the computational issue becomes critical. To fill this gap, we propose a large-scale MVSC (LMVSC) algorithm with linear order complexity. Inspired by the idea of anchor graph, we first learn a smaller graph for each view. Then, a novel approach is designed to integrate those graphs so that we can implement spectral clustering on a smaller graph. Interestingly, it turns out that our model also applies to single-view scenario.

We consider the facility location problem in the one-dimensional setting where each facility can serve a limited number of agents from the algorithmic and mechanism design perspectives. From the algorithmic perspective, we prove t hat the corresponding optimization problem, where the goal is t o locate facilities to minimize either the total cost to all ag ents or the maximum cost of any agent is NPhard. However, we show that the problem is fixed-parameter tractable, and the optimal solution can be computed in polynomial time whenever the number of facilities is bounded, or when all facilit ies have identical capacities. We then consider the problem fro m a mechanism design perspective where the agents are strategic and need not reveal their true locations. We show that sev - eral natural mechanisms studied in the uncapacitated setti ng either lose strategyproofness or a bound on the solution qua l-ity for the total or maximum cost objective. We then propose new mechanisms that are strategyproof and achieve approximation guarantees that almost match the lower bounds.

Learning how to automatically solve optimization problems has the potential to provide the next big leap in optimization technology. The performance of automatically learned heuristics on routing problems has been steadily improving in recent years, but approaches based purely on machine learning are still outperformed by state-of-the-art optimization methods. To close this performance gap, we propose a novel large neighborhood search (LNS) framework for vehicle routing that integrates learned heuristics for generating new solutions. The learning mechanism is based on a deep neural network with an attention mechanism and has been especially designed to be integrated into an LNS search setting. We evaluate our approach on the capacitated vehicle routing problem (CVRP) and the split delivery vehicle routing problem (SDVRP). On CVRP instances with up to 297 customers our approach significantly outperforms an LNS that uses only handcrafted heuristics and a well-known heuristic from the literature. Furthermore, we show for the CVRP and the SDVRP that our approach surpasses the performance of existing machine learning approaches and comes close to the performance of state-of-the-art optimization approaches.

WASHINGTON, D.C. – Today, the U.S. Department of Energy's (DOE's) Advanced Research Projects Agency-Energy (ARPA-E) announced $15 million in funding for 23 projects to accelerate the incorporation of machine learning and artificial intelligence into the energy technology and product design processes as part of the Design Intelligence Fostering Formidable Energy Reduction (and) Enabling Novel Totally Impactful Advanced Technology Enhancements (DIFFERENTIATE) program. Launched in April of this year, the DIFFERENTIATE program aims to develop streamlined solutions to next-generation energy challenges. The program identified three general mathematical optimization problems that are common to many design processes. The selected projects then conceptualized machine learning and artificial intelligence-based solutions to help engineers execute and solve these problems in a manner that dramatically accelerates the pace of energy innovation. "The incorporation of AI and Machine Learning into our energy technology design and engineering processes has great potential to increase the productivity of our nation's engineers and scientists," said Secretary of Energy Rick Perry.

Effective techniques for eliciting user preferences have taken on added importance as recommender systems (RSs) become increasingly interactive and conversational. A common and conceptually appealing Bayesian criterion for selecting queries is expected value of information (EVOI) . Unfortunately, it is computationally prohibitive to construct queries with maximum EVOI in RSs with large item spaces. We tackle this issue by introducing a continuous formulation of EVOI as a differentiable network that can be optimized using gradient methods available in modern machine learning (ML) computational frameworks (e.g., TensorFlow, PyTorch). We exploit this to develop a novel, scalable Monte Carlo method for EVOI optimization, which is more scalable for large item spaces than methods requiring explicit enumeration of items. While we emphasize the use of this approach for pairwise (or k -wise) comparisons of items, we also demonstrate how our method can be adapted to queries involving subsets of item attributes or "partial items," which are often more cognitively manageable for users. Experiments show that our gradient-based EVOI technique achieves state-of-the-art performance across several domains while scaling to large item spaces.

Global optimization finds applications in a wide range of real world problems. The multi-start methods are a popular class of global optimization techniques, which are based on the ideas of conducting local searches at multiple starting points, and then sequentially determine the starting points according to some prescribed rules. In this work we propose a new multi-start algorithm where the starting points are determined in a Bayesian optimization framework. Specifically, the method can be understood as to construct a new function by conducting local searches of the original objective function, where the new function attains the same global optima as the original one. Bayesian optimization is then applied to find the global optima of the new local search based function.

Often the development of novel materials is not amenable to high-throughput or purely computational screening methods. Instead, materials must be synthesized one at a time in a process that does not generate significant amounts of data. One way this method can be improved is by ensuring that each experiment provides the best improvement in both material properties and predictive modeling accuracy. In this work, we study the effectiveness of active learning, which optimizes the order of experiments, and meta learning, which transfers knowledge from one context to another, to reduce the number of experiments necessary to build a predictive model. We present a novel multi-task benchmark database of peptides designed to advance active, few-shot, and meta-learning methods for experimental design. Each task is binary classification of peptides represented as a sequence string. We show results of standard active learning and meta-learning methods across these datasets to assess their ability to improve predictive models with the fewest number of experiments. We find the ensemble query by committee active learning method to be effective. The meta-learning method Reptile was found to improve accuracy. The robustness of these conclusions were tested across multiple model choices.

When a black-box optimization objective can only be evaluated with costly or noisy measurements, most standard optimization algorithms are unsuited to find the optimal solution. Specialized algorithms that deal with exactly this situation make use of surrogate models. These models are usually continuous and smooth, which is beneficial for continuous optimization problems, but not necessarily for combinatorial problems. However, by choosing the basis functions of the surrogate model in a certain way, we show that it can be guaranteed that the optimal solution of the surrogate model is integer. This approach outperforms random search, simulated annealing and one Bayesian optimization algorithm on the problem of finding robust routes for a noise-perturbed traveling salesman benchmark problem, with similar performance as another Bayesian optimization algorithm, and outperforms all compared algorithms on a convex binary optimization problem with a large number of variables.

Large-scale screening for potential threats with limited resources and capacity for screening is a problem of interest at airports, seaports, and other ports of entry. Adversaries can observe screening procedures and arrive at a time when there will be gaps in screening due to limited resource capacities. To capture this game between ports and adversaries, this problem has been previously represented as a Stackelberg game, referred to as a Threat Screening Game (TSG). Given the significant complexity associated with solving TSGs and uncertainty in arrivals of customers, existing work has assumed that screenees arrive and are allocated security resources at the beginning of the time window. In practice, screenees such as airport passengers arrive in bursts correlated with flight time and are not bound by fixed time windows. To address this, we propose an online threat screening model in which screening strategy is determined adaptively as a passenger arrives while satisfying a hard bound on acceptable risk of not screening a threat. To solve the online problem with a hard bound on risk, we formulate it as a Reinforcement Learning (RL) problem with constraints on the action space (hard bound on risk). We provide a novel way to efficiently enforce linear inequality constraints on the action output in Deep Reinforcement Learning. We show that our solution allows us to significantly reduce screenee wait time while guaranteeing a bound on risk.