Optimization
Artificial Intelligence I: Basics and Games in Java
This course is about the fundamental concepts of artificial intelligence. This topic is getting very hot nowadays because these learning algorithms can be used in several fields from software engineering to investment banking. Learning algorithms can recognize patterns which can help detecting cancer for example. We may construct algorithms that can have a very good guess about stock price movement in the market. In the first chapter we are going to talk about the basic graph algorithms.
Simultaneous Contact, Gait and Motion Planning for Robust Multi-Legged Locomotion via Mixed-Integer Convex Optimization
Aceituno-Cabezas, Bernardo, Mastalli, Carlos, Dai, Hongkai, Focchi, Michele, Radulescu, Andreea, Caldwell, Darwin G., Cappelletto, Jose, Grieco, Juan C., Fernandez-Lopez, Gerardo, Semini, Claudio
Traditional motion planning approaches for multi-legged locomotion divide the problem into several stages, such as contact search and trajectory generation. However, reasoning about contacts and motions simultaneously is crucial for the generation of complex whole-body behaviors. Currently, coupling theses problems has required either the assumption of a fixed gait sequence and flat terrain condition, or non-convex optimization with intractable computation time. In this paper, we propose a mixed-integer convex formulation to plan simultaneously contact locations, gait transitions and motion, in a computationally efficient fashion. In contrast to previous works, our approach is not limited to flat terrain nor to a pre-specified gait sequence. Instead, we incorporate the friction cone stability margin, approximate the robot's torque limits, and plan the gait using mixed-integer convex constraints. We experimentally validated our approach on the HyQ robot by traversing different challenging terrains, where non-convexity and flat terrain assumptions might lead to sub-optimal or unstable plans. Our method increases the motion generality while keeping a low computation time.
Meta-Learning Acquisition Functions for Bayesian Optimization
Volpp, Michael, Fröhlich, Lukas, Doerr, Andreas, Hutter, Frank, Daniel, Christian
Many practical applications of machine learning require data-efficient black-box function optimization, e.g., to identify hyperparameters or process settings. However, readily available algorithms are typically designed to be universal optimizers and are, thus, often suboptimal for specific tasks. We therefore propose a method to learn optimizers which are automatically adapted to a given class of objective functions, e.g., in the context of sim-to-real applications. Instead of learning optimization from scratch, the proposed approach is firmly based within the famous Bayesian optimization framework. Only the acquisition function (AF) is replaced by a learned neural network and therefore the resulting algorithm is still able to exploit the proven generalization capabilities of Gaussian processes. We present experiments on several simulated as well as on a sim-to-real transfer task. The results show that the learned optimizers (1) consistently perform better than or on-par with known AFs on general function classes and (2) can automatically identify structural properties of a function class using cheap simulations and transfer this knowledge to adapt rapidly to real hardware tasks, thereby significantly outperforming existing problem-agnostic AFs.
Generalized active learning and design of statistical experiments for manifold-valued data
In computer graphics and computer vision, usually either physically inspired analytic reflectance models, like Cook and Torrance (1981) or He et al. (1991), or parametric reflectance models chosen via qualitative criteria, like Phong (1975), or Lafortune et al. (1997), are used to model BRDFs. These BRDF models are only crude approximations of the reflectance of real materials. In multidimensional reflectometry, an alternative approach is usually taken. One directly measures values of the BRDF for different combinations of the incoming and outgoing angles and then fits the measured data to a selected analytic model using optimization techniques. There were numerous efforts to use modern machine learning techniques to construct datadriven BRDF models. Brady et al. (2014) proposed a method to generate new analytical BRDFs using a heuristic distance-based search procedure called Genetic Programming. In Brochu et al. (2008), an active learning algorithm using discrete perceptional data was developed and applied to learning parameters of BRDF models such as the Ashikhmin - Shirley model Ashikhmin and Shirley (2000), while Langovoy et al. (2016) treated active learning for the Cook - Torrance model Cook and Torrance (1981). Analysis of BRDF data with statistical and machine learning methods was discussed in Langovoy (2015b), Langovoy (2015a), Sole et al. (2018), Doctor and Byers (2018).
Quantifying Interpretability of Arbitrary Machine Learning Models Through Functional Decomposition
Molnar, Christoph, Casalicchio, Giuseppe, Bischl, Bernd
To obtain interpretable machine learning models, either interpretable models are constructed from the outset - e.g. shallow decision trees, rule lists, or sparse generalized linear models - or post-hoc interpretation methods - e.g. partial dependence or ALE plots - are employed. Both approaches have disadvantages. While the former can restrict the hypothesis space too conservatively, leading to potentially suboptimal solutions, the latter can produce too verbose or misleading results if the resulting model is too complex, especially w.r.t. feature interactions. We propose to make the compromise between predictive power and interpretability explicit by quantifying the complexity / interpretability of machine learning models. Based on functional decomposition, we propose measures of number of features used, interaction strength and main effect complexity. We show that post-hoc interpretation of models that minimize the three measures becomes more reliable and compact. Furthermore, we demonstrate the application of such measures in a multi-objective optimization approach which considers predictive power and interpretability at the same time.
Optimizing Majority Voting Based Systems Under a Resource Constraint for Multiclass Problems
Tiba, Attila, Hajdu, Andras, Terdik, Gyorgy, Toman, Henrietta
Ensemble-based approaches are very effective in various fields in raising the accuracy of its individual members, when some voting rule is applied for aggregating the individual decisions. In this paper, we investigate how to find and characterize the ensembles having the highest accuracy if the total cost of the ensemble members is bounded. This question leads to Knapsack problem with non-linear and non-separable objective function in binary and multiclass classification if the majority voting is chosen for the aggregation. As the conventional solving methods cannot be applied for this task, a novel stochastic approach was introduced in the binary case where the energy function is discussed as the joint probability function of the member accuracy. We show some theoretical results with respect to the expected ensemble accuracy and its variance in the multiclass classification problem which can help us to solve the Knapsack problem.
Binary matrix completion with nonconvex regularizers
Many practical problems involve the recovery of a binary matrix from partial information, which makes the binary matrix completion (BMC) technique received increasing attention in machine learning. In particular, we consider a special case of BMC problem, in which only a subset of positive elements can be observed. In recent years, convex regularization based methods are the mainstream approaches for this task. However, the applications of nonconvex surrogates in standard matrix completion have demonstrated better empirical performance. Accordingly, we propose a novel BMC model with nonconvex regularizers and provide the recovery guarantee for the model. Furthermore, for solving the resultant nonconvex optimization problem, we improve the popular proximal algorithm with acceleration strategies. It can be guaranteed that the convergence rate of the algorithm is in the order of ${1/T}$, where $T$ is the number of iterations. Extensive experiments conducted on both synthetic and real-world data sets demonstrate the superiority of the proposed approach over other competing methods.
Automatic Target Recognition Using Discrimination Based on Optimal Transport
Sadeghian, Ali, Lim, Deoksu, Karlsson, Johan, Li, Jian
The use of distances based on optimal transportation has recently shown promise for discrimination of power spectra. In particular, spectral estimation methods based on l1 regularization as well as covariance based methods can be shown to be robust with respect to such distances. These transportation distances provide a geometric framework where geodesics corresponds to smooth transition of spectral mass, and have been useful for tracking. In this paper, we investigate the use of these distances for automatic target recognition. We study the use of the Monge-Kantorovich distance compared to the standard l2 distance for classifying civilian vehicles based on SAR images. We use a version of the Monge-Kantorovich distance that applies also for the case where the spectra may have different total mass, and we formulate the optimization problem as a minimum flow problem that can be computed using efficient algorithms.
The Sea Exploration Problem: Data-driven Orienteering on a Continuous Surface
Pedroso, João Pedro, Kramer, Alpar Vajk, Zhang, Ke
This paper describes a problem arising in sea exploration, where the aim is to schedule the expedition of a ship for collecting information about the resources on the seafloor. The aim is to collect data by probing on a set of carefully chosen locations, so that the information available is optimally enriched. This problem has similarities with the orienteering problem, where the aim is to plan a time-limited trip for visiting a set of vertices, collecting a prize at each of them, in such a way that the total value collected is maximum. In our problem, the score at each vertex is associated with an estimation of the level of the resource on the given surface, which is done by regression using Gaussian processes. Hence, there is a correlation among scores on the selected vertices; this is a first difference with respect to the standard orienteering problem. The second difference is the location of each vertex, which in our problem is a freely chosen point on a given surface.
Convex optimization for the densest subgraph and densest submatrix problems
Bombina, Polina, Ames, Brendan
We consider the densest $k$-subgraph problem, which seeks to identify the $k$-node subgraph of a given input graph with maximum number of edges. This problem is well-known to be NP-hard, by reduction to the maximum clique problem. We propose a new convex relaxation for the densest $k$-subgraph problem, based on a nuclear norm relaxation of a low-rank plus sparse decomposition of the adjacency matrices of $k$-node subgraphs to partially address this intractability. We establish that the densest $k$-subgraph can be recovered with high probability from the optimal solution of this convex relaxation if the input graph is randomly sampled from a distribution of random graphs constructed to contain an especially dense $k$-node subgraph with high probability. Specifically, the relaxation is exact when the edges of the input graph are added independently at random, with edges within a particular $k$-node subgraph added with higher probability than other edges in the graph. We provide a sufficient condition on the size of this subgraph $k$ and the expected density under which the optimal solution of the proposed relaxation recovers this $k$-node subgraph with high probability. Further, we propose a first-order method for solving this relaxation based on the alternating direction method of multipliers, and empirically confirm our predicted recovery thresholds using simulations involving randomly generated graphs, as well as graphs drawn from social and collaborative networks.