Goto

Collaborating Authors

 Optimization


Bayesian Optimization for Materials Design with Mixed Quantitative and Qualitative Variables

arXiv.org Machine Learning

Although Bayesian Optimization (BO) has been employed for accelerating materials design in computational materials engineering, existing works are restricted to problems with quantitative variables. However, real designs of materials systems involve both qualitative and quantitative design variables representing material compositions, microstructure morphology, and processing conditions. For mixed-variable problems, existing Bayesian Optimization (BO) approaches represent qualitative factors by dummy variables first and then fit a standard Gaussian process (GP) model with numerical variables as the surrogate model. This approach is restrictive theoretically and fails to capture complex correlations between qualitative levels. We present in this paper the integration of a novel latent-variable (LV) approach for mixed-variable GP modeling with the BO framework for materials design. LVGP is a fundamentally different approach that maps qualitative design variables to underlying numerical LV in GP, which has strong physical justification. It provides flexible parameterization and representation of qualitative factors and shows superior modeling accuracy compared to the existing methods. We demonstrate our approach through testing with numerical examples and materials design examples. It is found that in all test examples the mapped LVs provide intuitive visualization and substantial insight into the nature and effects of the qualitative factors. Though materials designs are used as examples, the method presented is generic and can be utilized for other mixed variable design optimization problems that involve expensive physics-based simulations.


Learning Neural Causal Models from Unknown Interventions

arXiv.org Artificial Intelligence

Meta-learning over a set of distributions can be interpreted as learning different types of parameters corresponding to short-term vs long-term aspects of the mechanisms underlying the generation of data. These are respectively captured by quickly-changing parameters and slowly-changing meta-parameters. We present a new framework for meta-learning causal models where the relationship between each variable and its parents is modeled by a neural network, modulated by structural meta-parameters which capture the overall topology of a directed graphical model. Our approach avoids a discrete search over models in favour of a continuous optimization procedure. We study a setting where interventional distributions are induced as a result of a random intervention on a single unknown variable of an unknown ground truth causal model, and the observations arising after such an intervention constitute one meta-example. To disentangle the slow-changing aspects of each conditional from the fast-changing adaptations to each intervention, we parametrize the neural network into fast parameters and slow meta-parameters. We introduce a meta-learning objective that favours solutions robust to frequent but sparse interventional distribution change, and which generalize well to previously unseen interventions. Optimizing this objective is shown experimentally to recover the structure of the causal graph.


Analyzing the Variance of Policy Gradient Estimators for the Linear-Quadratic Regulator

arXiv.org Machine Learning

We study the variance of the REINFORCE policy gradient estimator in environments with continuous state and action spaces, linear dynamics, quadratic cost, and Gaussian noise. These simple environments allow us to derive bounds on the estimator variance in terms of the environment and noise parameters. We compare the predictions of our bounds to the empirical variance in simulation experiments.


Forecasting Chaotic Systems with Very Low Connectivity Reservoir Computers

arXiv.org Machine Learning

We explore the hyperparameter space of reservoir computers used for forecasting of the chaotic Lorenz '63 attractor with Bayesian optimization. We use a new measure of reservoir performance, designed to emphasize learning the global climate of the forecasted system rather than short-term prediction. We find that optimizing over this measure more quickly excludes reservoirs that fail to reproduce the climate. The results of optimization are surprising: the optimized parameters often specify a reservoir network with very low connectivity. Inspired by this observation, we explore reservoir designs with even simpler structure, and find well-performing reservoirs that have zero spectral radius and no recurrence. These simple reservoirs provide counterexamples to widely used heuristics in the field, and may be useful for hardware implementations of reservoir computers.


SlowMo: Improving Communication-Efficient Distributed SGD with Slow Momentum

arXiv.org Machine Learning

A BSTRACT Distributed optimization is essential for training large models on large datasets. Multiple approaches have been proposed to reduce the communication overhead in distributed training, such as synchronizing only after performing multiple local SGD steps, and decentralized methods ( e.g., using gossip algorithms) to decouple communications among workers. Although these methods run faster than A LLR EDUCEbased methods, which use blocking communication before every update, the resulting models may be less accurate after the same number of updates. Inspired by the BMUF method of Chen & Huo (2016), we propose a slow momentum (S LOWM O) framework, where workers periodically synchronize and perform a momentum update, after multiple iterations of a base optimization algorithm. Experiments on image classification and machine translation tasks demonstrate that S LOWM O consistently yields improvements in optimization and generalization performance relative to the base optimizer, even when the additional overhead is amortized over many updates so that the S LOWM O runtime is on par with that of the base optimizer. We provide theoretical convergence guarantees showing that S LOWM O converges to a stationary point of smooth non-convex losses. Since BMUF is a particular instance of the S LOWM O framework, our results also correspond to the first theoretical convergence guarantees for BMUF. 1 I NTRODUCTION Distributed optimization (Chen et al., 2016; Goyal et al., 2017) is essential for training large models on large datasets (Radford et al., 2019; Liu et al., 2019; Mahajan et al., 2018b). Currently, the most widely-used approaches have workers compute small mini-batch gradients locally, in parallel, and then aggregate these using a blocking communication primitive, A LLR EDUCE, before taking an optimizer step. Communication overhead is a major issue limiting the scaling of this approach, since A LLR EDUCE must complete before every step and blocking communications are sensitive to stragglers (Dutta et al., 2018; Ferdinand et al., 2019). Multiple complementary approaches have recently been investigated to reduce or hide communication overhead. Decentralized training (Jiang et al., 2017; Lian et al., 2017; 2018; Assran et al., 2019) reduces idling due to blocking and stragglers by employing approximate gradient aggregation ( e.g., via gossip or distributed averaging). Approaches such as Local SGD reduce the frequency of communication by having workers perform multiple updates between each round of communication (McDonald et al., 2010; McMahan et al., 2017; Zhou & Cong, 2018; Stich, 2019; Y u et al., 2019b). It is also possible to combine decentralized algorithms with Local SGD (Wang & Joshi, Work performed while doing an internship at Facebook AI Research. 1 arXiv:1910.00643v1


An Efficient and Margin-Approaching Zero-Confidence Adversarial Attack

arXiv.org Machine Learning

There are two major paradigms of white-box adversarial attacks that attempt to impose input perturbations. The first paradigm, called the fix-perturbation attack, crafts adversarial samples within a given perturbation level. The second paradigm, called the zero-confidence attack, finds the smallest perturbation needed to cause mis-classification, also known as the margin of an input feature. While the former paradigm is well-resolved, the latter is not. Existing zero-confidence attacks either introduce significant ap-proximation errors, or are too time-consuming. We therefore propose MARGINATTACK, a zero-confidence attack framework that is able to compute the margin with improved accuracy and efficiency. Our experiments show that MARGINATTACK is able to compute a smaller margin than the state-of-the-art zero-confidence attacks, and matches the state-of-the-art fix-perturbation at-tacks. In addition, it runs significantly faster than the Carlini-Wagner attack, currently the most ac-curate zero-confidence attack algorithm.


Protein Design by Provable Algorithms

Communications of the ACM

Proteins are a class of large molecules that are involved in the vast majority of biological functions, from cell replication to photosynthesis to cognition. The chemical structure of proteins is very systematic5--they consist of a chain of atoms known as the backbone, which consists of three-atom (nitrogen-carbon-carbon) repeats known as residues, each of which features a sidechain of atoms emanating from the first carbon. In general, there are 20 different options for sidechains, and a residue with a particular type of sidechain is known as an amino acid (so there are also 20 different amino acid types). For billions of years, the process of evolution has optimized the sequence of amino acids that make up naturally occurring proteins to suit the needs of the organisms that make them. So we ask: Can we use computation to design non-naturally occurring proteins that suit our biomedical and industrial needs? This question is a combinatorial optimization problem, because the output of a protein design computation is a sequence of amino acids. Due to the vast diversity of naturally occurring proteins, it is possible--and very useful--to begin a protein design computation with a naturally occurring protein and then to modify it to achieve the desired function. In this article, we focus on protein design algorithms that perform this optimization using detailed modeling of the 3D structure of the protein.5,8 Thus, they will begin with a starting structure, a 3D structure of a (typically naturally occurring) protein we wish to modify. To illustrate this concept, imagine we wish to perform a simple example modification to a protein to make it more stable, so it can still function at higher temperatures.


Black-box Adversarial Attacks with Bayesian Optimization

arXiv.org Machine Learning

October 1, 2019 Abstract We focus on the problem of black-box adversarial attacks, where the aim is to generate adversarial examples using information limited to loss function evaluations of input-output pairs. We use Bayesian optimization (BO) to specifically cater to scenarios involving low query budgets to develop query efficient adversarial attacks. We alleviate the issues surrounding BO in regards to optimizing high dimensional deep learning models by effective dimension upsampling techniques. Our proposed approach achieves performance comparable to the state of the art black-box adversarial attacks albeit with a much lower average query count. In particular, in low query budget regimes, our proposed method reduces the query count up to 80% with respect to the state of the art methods. 1 Introduction Neural networks are now well-known to be vulnerable to adversarial examples: additive perturbations that, when applied to the input, change the network's output classification [9]. Work investigating this lack of robustness to adversarial examples often takes the form of a back-and-forth between newly proposed adversarial attacks, methods for quickly and efficiently crafting adversarial examples, and corresponding defenses that modify the classifier at either training or test time to improve robustness. The most successful adversarial attacks use gradient-based optimization methods [9, 17], which require complete knowledge of the architecture and parameters of the target network; this assumption is referred to as the white-box attack setting.


Min-Max Optimization without Gradients: Convergence and Applications to Adversarial ML

arXiv.org Machine Learning

In this paper, we study the problem of constrained robust (min-max) optimization ina black-box setting, where the desired optimizer cannot access the gradients of the objective function but may query its values. We present a principled optimization framework, integrating a zeroth-order (ZO) gradient estimator with an alternating projected stochastic gradient descent-ascent method, where the former only requires a small number of function queries and the later needs just one-step descent/ascent update. We show that the proposed framework, referred to as ZO-Min-Max, has a sub-linear convergence rate under mild conditions and scales gracefully with problem size. From an application side, we explore a promising connection between black-box min-max optimization and black-box evasion and poisoning attacks in adversarial machine learning (ML). Our empirical evaluations on these use cases demonstrate the effectiveness of our approach and its scalability to dimensions that prohibit using recent black-box solvers.


Optimal Algorithms for Submodular Maximization with Distributed Constraints

arXiv.org Machine Learning

Optimal Algorithms for Submodular Maximization with Distributed Constraints Alexander Robey, Arman Adibi, Brent Schlotfeldt, George J. Pappas, and Hamed Hassani Abstract -- We consider a class of discrete optimization problems that aim to maximize a submodular objective function subject to a distributed partition matroid constraint. More precisely, we consider a networked scenario in which multiple agents choose actions from local strategy sets with the goal of maximizing a submodular objective function defined over the set of all possible actions. Given this distributed setting, we develop Constraint-Distributed Continuous Greedy ( CDCG), a message passing algorithm that converges to the tight (1 1 /e) approximation factor of the optimum global solution using only local computation and communication. It is known that a sequential greedy algorithm can only achieve a 1 /2 multiplicative approximation of the optimal solution for this class of problems in the distributed setting. Our framework relies on lifting the discrete problem to a continuous domain and developing a consensus algorithm that achieves the tight (1 1 /e) approximation guarantee of the global discrete solution once a proper rounding scheme is applied. We also offer empirical results from a multi-agent area coverage problem to show that the proposed method significantly outperforms the state-of-the-art sequential greedy method. I. INTRODUCTION Recently, the need has arisen to design algorithms that distribute decision making among a collection of agents or computing devices. This need has been motivated by problems from statistics, machine learning and robotics. These problems include: - (Density estimation) What is the best way to estimate a nonparametric density function from a distributed dataset? Inherent to all of these applications is an underlying optimization problem that can be expressed as maximize f (S) (1a) subject to S Y, S I (1b) where f is a submodular function (i.e. it has a diminishing-returns property), Y is a finite ground set of all decision variables, and I is a family of allowable subsets of Y .