Optimization
Near-Optimal Methods for Minimizing Star-Convex Functions and Beyond
Hinder, Oliver, Sidford, Aaron, Sohoni, Nimit Sharad
In this paper, we provide near-optimal accelerated first-order methods for minimizing a broad class of smooth nonconvex functions that are strictly unimodal on all lines through a minimizer. This function class, which we call the class of smooth quasar-convex functions, is parameterized by a constant $\gamma \in (0,1]$, where $\gamma = 1$ encompasses the classes of smooth convex and star-convex functions, and smaller values of $\gamma$ indicate that the function can be "more nonconvex." We develop a variant of accelerated gradient descent that computes an $\epsilon$-approximate minimizer of a smooth $\gamma$-quasar-convex function with at most $O(\gamma^{-1} \epsilon^{-1/2} \log(\gamma^{-1} \epsilon^{-1}))$ total function and gradient evaluations. We also derive a lower bound of $\Omega(\gamma^{-1} \epsilon^{-1/2})$ on the number of gradient evaluations required by any deterministic first-order method in the worst case, showing that, up to a logarithmic factor, no deterministic first-order algorithm can improve upon ours.
Hyp-RL : Hyperparameter Optimization by Reinforcement Learning
Jomaa, Hadi S., Grabocka, Josif, Schmidt-Thieme, Lars
Hyperparameter tuning is an omnipresent problem in machine learning as it is an integral aspect of obtaining the state-of-the-art performance for any model. Most often, hyperparameters are optimized just by training a model on a grid of possible hyperparameter values and taking the one that performs best on a validation sample (grid search). More recently, methods have been introduced that build a so-called surrogate model that predicts the validation loss for a specific hyperparameter setting, model and dataset and then sequentially select the next hyperparameter to test, based on a heuristic function of the expected value and the uncertainty of the surrogate model called acquisition function (sequential model-based Bayesian optimization, SMBO). In this paper we model the hyperparameter optimization problem as a sequential decision problem, which hyperparameter to test next, and address it with reinforcement learning. This way our model does not have to rely on a heuristic acquisition function like SMBO, but can learn which hyperparameters to test next based on the subsequent reduction in validation loss they will eventually lead to, either because they yield good models themselves or because they allow the hyperparameter selection policy to build a better surrogate model that is able to choose better hyperparameters later on. Experiments on a large battery of 50 data sets demonstrate that our method outperforms the state-of-the-art approaches for hyperparameter learning.
Adversarial FDI Attack against AC State Estimation with ANN
Artificial neural network (ANN) provides superior accuracy for nonlinear alternating current (AC) state estimation (SE) in smart grid over traditional methods. However, research has discovered that ANN could be easily fooled by adversarial examples. In this paper, we initiate a new study of adversarial false data injection (FDI) attack against AC SE with ANN: by injecting a deliberate attack vector into measurements, the attacker can degrade the accuracy of ANN SE while remaining undetected. We propose a population-based algorithm and a gradient-based algorithm to generate attack vectors. The performance of these algorithms is evaluated through simulations on IEEE 9-bus, 14-bus and 30-bus systems under various attack scenarios. Simulation results show that DE is more effective than SLSQP on all simulation cases. The attack examples generated by DE algorithm successfully degrade the ANN SE accuracy with high probability.
User-Oriented Summaries Using a PSO Based Scoring Optimization Method
Villa-Monte, Augusto, Lanzarini, Laura, Bariviera, Aurelio F., Olivas, Josรฉ A.
Automatic text summarization tools have a great impact on many fields, such as medicine, law, and scientific research in general. As information overload increases, automatic summaries allow handling the growing volume of documents, usually by assigning weights to the extracted phrases based on their significance in the expected summary. Obtaining the main contents of any given document in less time than it would take to do that manually is still an issue of interest. In~this~ article, a new method is presented that allows automatically generating extractive summaries from documents by adequately weighting sentence scoring features using \textit{Particle Swarm Optimization}. The key feature of the proposed method is the identification of those features that are closest to the criterion used by the individual when summarizing. The proposed method combines a binary representation and a continuous one, using an original variation of the technique developed by the authors of this paper. Our paper shows that using user labeled information in the training set helps to find better metrics and weights. The empirical results yield an improved accuracy compared to previous methods used in this field
Reachability Deficits in Quantum Approximate Optimization
Akshay, V., Philathong, H., Morales, M. E. S., Biamonte, J.
The quantum approximate optimization algorithm (QAOA) has rapidly become a cornerstone of contemporary quantum algorithm development. Despite a growing range of applications, only a few results have been developed towards understanding the algorithms ultimate limitations. Here we report that QAOA exhibits a strong dependence on a problem instances constraint to variable ratio - this problem density places a limiting restriction on the algorithms capacity to minimize a corresponding objective function (and hence solve optimization problems). Such 'reachability deficits' persist even in the absence of barren plateaus [McClean et al., 2018] and are outside of the recently reported level-1 QAOA limitations [Hastings 2019]. Building on general numerical experiments, we compare the presence of reachability deficits with analytic solutions of the variational model of Grover's search algorithm.
Structural Design Using Laplacian Shells
Ulu, Erva, McCann, James, Kara, Levent Burak
We introduce a method to design lightweight shell objects that are structurally robust under the external forces they may experience during use. Given an input 3D model and a general description of the external forces, our algorithm generates a structurally-sound minimum weight shell object. Our approach works by altering the local shell thickness repeatedly based on the stresses that develop inside the object. A key issue in shell design is that large thickness values might result in self-intersections on the inner boundary creating a significant computational challenge during optimization. To address this, we propose a shape parametrization based on the solution to the Laplace's equation that guarantees smooth and intersection-free shell boundaries. Combined with our gradient-free optimization algorithm, our method provides a practical solution to the structural design of hollow objects with a single inner cavity. We demonstrate our method on a variety of problems with arbitrary 3D models under complex force configurations and validate its performance with physical experiments.
Soft computing methods for multiobjective location of garbage accumulation points in smart cities
Toutouh, Jamal, Rossit, Diego, Nesmachnow, Sergio
This article describes the application of soft computing methods for solving the problem of locating garbage accumulation points in urban scenarios. This is a relevant problem in modern smart cities, in order to reduce negative environmental and social impacts in the waste management process, and also to optimize the available budget from the city administration to install waste bins. A specific problem model is presented, which accounts for reducing the investment costs, enhance the number of citizens served by the installed bins, and the accessibility to the system. A family of single- and multi-objective heuristics based on the PageRank method and two mutiobjective evolutionary algorithms are proposed. Experimental evaluation performed on real scenarios on the cities of Montevideo (Uruguay) and Bahia Blanca (Argentina) demonstrates the effectiveness of the proposed approaches. The methods allow computing plannings with different trade-off between the problem objectives. The computed results improve over the current planning in Montevideo and provide a reasonable budget cost and quality of service for Bahia Blanca.
An Efficient B-spline-Based Kinodynamic Replanning Framework for Quadrotors
Ding, Wenchao, Gao, Wenliang, Wang, Kaixuan, Shen, Shaojie
Trajectory replanning for quadrotors is essential to enable fully autonomous flight in unknown environments. Hierarchical motion planning frameworks, which combine path planning with path parameterization, are popular due to their time efficiency. However, the path planning cannot properly deal with non-static initial states of the quadrotor, which may result in non-smooth or even dynamically infeasible trajectories. In this paper, we present an efficient kinodynamic replanning framework by exploiting the advantageous properties of the B-spline, which facilitates dealing with the non-static state and guarantees safety and dynamical feasibility. Our framework starts with an efficient B-spline-based kinodynamic (EBK) search algorithm which finds a feasible trajectory with minimum control effort and time. To compensate for the discretization induced by the EBK search, an elastic optimization (EO) approach is proposed to refine the control point placement to the optimal location. Systematic comparisons against the state-of-the-art are conducted to validate the performance. Comprehensive onboard experiments using two different vision-based quadrotors are carried out showing the general applicability of the framework.
Safe Trajectory Generation for Complex Urban Environments Using Spatio-temporal Semantic Corridor
Ding, Wenchao, Zhang, Lu, Chen, Jing, Shen, Shaojie
Planning safe trajectories for autonomous vehicles in complex urban environments is challenging since there are numerous semantic elements (such as dynamic agents, traffic lights and speed limits) to consider. These semantic elements may have different mathematical descriptions such as obstacle, constraint and cost. It is non-trivial to tune the effects from different combinations of semantic elements for a stable and generalizable behavior. In this paper, we propose a novel unified spatio-temporal semantic corridor (SSC) structure, which provides a level of abstraction for different types of semantic elements. The SSC consists of a series of mutually connected collision-free cubes with dynamical constraints posed by the semantic elements in the spatio-temporal domain. The trajectory generation problem then boils down to a general quadratic programming (QP) formulation. Thanks to the unified SSC representation, our framework can generalize to any combination of semantic elements. Moreover, our formulation provides a theoretical guarantee that the entire trajectory is safe and constraint-satisfied, by using the convex hull and hodograph properties of piecewise Bezier curve parameterization. We also release the code of our method to accommodate benchmarking.
Certifiably Optimal Sparse Inverse Covariance Estimation
Bertsimas, Dimitris, Lamperski, Jourdain, Pauphilet, Jean
We consider the maximum likelihood estimation of sparse inverse covariance matrices. We demonstrate that current heuristic approaches primarily encourage robustness, instead of the desired sparsity. We give a novel approach that solves the cardinality constrained likelihood problem to certifiable optimality. The approach uses techniques from mixed-integer optimization and convex optimization, and provides a high-quality solution with a guarantee on its suboptimality, even if the algorithm is terminated early. Using a variety of synthetic and real datasets, we demonstrate that our approach can solve problems where the dimension of the inverse covariance matrix is up to 1,000s. We also demonstrate that our approach produces significantly sparser solutions than Glasso and other popular learning procedures, makes less false discoveries, while still maintaining state-of-the-art accuracy.