Optimization
Relative rationality: Is machine rationality subjective?
Rational decision making in its linguistic description means making logical decisions. In essence, a rational agent optimally processes all relevant information to achieve its goal. Rationality has two elements and these are the use of relevant information and the efficient processing of such information. In reality, relevant information is incomplete, imperfect and the processing engine, which is a brain for humans, is suboptimal. Humans are risk averse rather than utility maximizers. In the real world, problems are predominantly non-convex and this makes the idea of rational decision-making fundamentally unachievable and Herbert Simon called this bounded rationality. There is a trade-off between the amount of information used for decision-making and the complexity of the decision model used. This explores whether machine rationality is subjective and concludes that indeed it is.
Optimization problems with low SWaP tactical Computing
Im, Mee Seong, Dasari, Venkat R., Beshaj, Lubjana, Shires, Dale
In a resource-constrained, contested environment, computing resources need to be aware of possible size, weight, and power (SWaP) restrictions. SWaP-aware computational efficiency depends upon optimization of computational resources and intelligent time versus efficiency tradeoffs in decision making. In this paper we address the complexity of various optimization strategies related to low SWaP computing. Due to these restrictions, only a small subset of less complicated and fast computable algorithms can be used for tactical, adaptive computing.
Robust Accelerated Gradient Methods for Smooth Strongly Convex Functions
Aybat, Necdet Serhat, Fallah, Alireza, Gurbuzbalaban, Mert, Ozdaglar, Asuman
We study the trade-offs between convergence rate and robustness to gradient errors in designing a first-order algorithm. We focus on gradient descent (GD) and accelerated gradient (AG) methods for minimizing strongly convex functions when the gradient has random errors in the form of additive white noise. With gradient errors, the function values of the iterates need not converge to the optimal value; hence, we define the robustness of an algorithm to noise as the asymptotic expected suboptimality of the iterate sequence to input noise power. For this robustness measure, we provide exact expressions for the quadratic case using tools from robust control theory and tight upper bounds for the smooth strongly convex case using Lyapunov functions certified through matrix inequalities. We use these characterizations within an optimization problem which selects parameters of each algorithm to achieve a particular trade-off between rate and robustness. Our results show that AG can achieve acceleration while being more robust to random gradient errors. This behavior is quite different than previously reported in the deterministic gradient noise setting. We also establish some connections between the robustness of an algorithm and how quickly it can converge back to the optimal solution if it is perturbed from the optimal point with deterministic noise. Our framework also leads to practical algorithms that can perform better than other state-of-the-art methods in the presence of random gradient noise.
Harnessing Low-Fidelity Data to Accelerate Bayesian Optimization via Posterior Regularization
Bayesian optimization (BO) is a powerful paradigm for derivative-free global optimization of a black-box objective function (BOF) that is expensive to evaluate. However, the overhead of BO can still be prohibitive if the maximum number of allowed function evaluations is less than required. In this paper, we investigate how to reduce the required number of function evaluations for BO without compromise in solution quality. We explore the idea of posterior regularization for harnessing low fidelity (LF) data within the Gaussian process upper confidence bound (GP-UCB) framework. The LF data are assumed to arise from previous evaluations of an LF approximation of the BOF. An extra GP expert called LF-GP is trained to fit the LF data. We develop a dynamic weighted product of experts (DW-POE) fusion operator. The regularization is induced from this operator on the posterior of the BOF. The impact of the LF-GP expert on the resulting regularized posterior is adaptively adjusted via Bayesian formalism. Extensive experimental results on benchmark BOF optimization tasks demonstrate the superior performance of the proposed algorithm over state-of-the-art.
Wireless Traffic Prediction with Scalable Gaussian Process: Framework, Algorithms, and Verification
Xu, Yue, Yin, Feng, Xu, Wenjun, Lin, Jiaru, Cui, Shuguang
The cloud radio access network (CRAN) is a promising paradigm to meet the stringent requirements of the fifth generation (5G) wireless systems. Meanwhile, wireless traffic prediction is a key enabler for C-RANs to improve both the spectrum efficiency and energy efficiency through load-aware network managements. This paper proposes a scalable Gaussian process (GP) framework as a promising solution to achieve large-scale wireless traffic prediction in a cost-efficient manner. First, to the best of our knowledge, this paper is the first to empower GP regression with the alternating direction method of multipliers (ADMM) for parallel hyper-parameter optimization in the training phase, where such a scalable training framework well balances the local estimation in baseband units (BBUs) and information consensus among BBUs in a principled way for large-scale executions. Second, in the prediction phase, we fuse local predictions obtained from the BBUs via a cross-validation based optimal strategy, which demonstrates itself to be reliable and robust for general regression tasks. Moreover, such a cross-validation based optimal fusion strategy is built upon a well acknowledged probabilistic model to retain the valuable closed-form GP inference properties. Third, we propose a CRAN based scalable wireless prediction architecture, where the prediction accuracy and the time consumption can be balanced by tuning the number of the BBUs according to the real-time system demands. Experimental results show that our proposed scalable GP model can outperform the state-of-the-art approaches considerably, in terms of wireless traffic prediction performance. I. INTRODUCTION The fifth generation (5G) system is expected to provide approximately 1000 times higher wireless capacity and reduce up to 90 percent of energy consumption compared with the current 4G system [1]. A CRAN is composed of two parts: the distributed remote radio heads (RRHs) with basic radio functionalities to provide coverage over a large area, and the centralized baseband units (BBUs) pool with parallel BBUs to support joint processing and cooperative network management. The BBUs can perform dynamic resource allocation in accordance with realtime networkdemands based on the virtualized resources in cloud computing. One major feature for the C-RANs to enable high energy-efficient services is the fast adaptability to nonuniform traffic variations [1]-[4], e.g., the tidal effects. Consequently, wireless traffic prediction techniques stand out as the key enabler to realize such loadaware managementand proactive control in C-RANs, e.g., the load-aware RRH on/off operation [4].
Thompson Sampling with Information Relaxation Penalties
Min, Seungki, Maglaras, Costis, Moallemi, Ciamac C.
We consider a finite time horizon multi-armed bandit (MAB) problem in a Bayesian framework, for which we develop a general set of control policies that leverage ideas from information relaxations of stochastic dynamic optimization problems. In crude terms, an information relaxation allows the decision maker (DM) to have access to the future (unknown) rewards and incorporate them in her optimization problem to pick an action at time $t$, but penalizes the decision maker for using this information. In our setting, the future rewards allow the DM to better estimate the unknown mean reward parameters of the multiple arms, and optimize her sequence of actions. By picking different information penalties, the DM can construct a family of policies of increasing complexity that, for example, include Thompson Sampling and the true optimal (but intractable) policy as special cases. We systematically develop this framework of information relaxation sampling, propose an intuitive family of control policies for our motivating finite time horizon Bayesian MAB problem, and prove associated structural results and performance bounds. Numerical experiments suggest that this new class of policies performs well, in particular in settings where the finite time horizon introduces significant tension in the problem. Finally, inspired by the finite time horizon Gittins index, we propose an index policy that builds on our framework that particularly outperforms to the state-of-the-art algorithms in our numerical experiments.
DADAM: A Consensus-based Distributed Adaptive Gradient Method for Online Optimization
Nazari, Parvin, Tarzanagh, Davoud Ataee, Michailidis, George
Adaptive gradient-based optimization methods such as \textsc{Adagrad}, \textsc{Rmsprop}, and \textsc{Adam} are widely used in solving large-scale machine learning problems including deep learning. A number of schemes have been proposed in the literature aiming at parallelizing them, based on communications of peripheral nodes with a central node, but incur high communications cost. To address this issue, we develop a novel consensus-based distributed adaptive moment estimation method (\textsc{Dadam}) for online optimization over a decentralized network that enables data parallelization, as well as decentralized computation. The method is particularly useful, since it can accommodate settings where access to local data is allowed. Further, as established theoretically in this work, it can outperform centralized adaptive algorithms, for certain classes of loss functions used in applications. We analyze the convergence properties of the proposed algorithm and provide a dynamic regret bound on the convergence rate of adaptive moment estimation methods in both stochastic and deterministic settings. Empirical results demonstrate that \textsc{Dadam} works also well in practice and compares favorably to competing online optimization methods.
Time-aware Test Case Execution Scheduling for Cyber-Physical Systems
Mossige, Morten, Gotlieb, Arnaud, Spieker, Helge, Meling, Hein, Carlsson, Mats
Testing cyber-physical systems involves the execution of test cases on target-machines equipped with the latest release of a software control system. When testing industrial robots, it is common that the target machines need to share some common resources, e.g., costly hardware devices, and so there is a need to schedule test case execution on the target machines, accounting for these shared resources. With a large number of such tests executed on a regular basis, this scheduling becomes difficult to manage manually. In fact, with manual test execution planning and scheduling, some robots may remain unoccupied for long periods of time and some test cases may not be executed. This paper introduces TC-Sched, a time-aware method for automated test case execution scheduling. TC-Sched uses Constraint Programming to schedule tests to run on multiple machines constrained by the tests' access to shared resources, such as measurement or networking devices. The CP model is written in SICStus Prolog and uses the Cumulatives global constraint. Given a set of test cases, a set of machines, and a set of shared resources, TC-Sched produces an execution schedule where each test is executed once with minimal time between when a source code change is committed and the test results are reported to the developer. Experiments reveal that TC-Sched can schedule 500 test cases over 100 machines in less than 4 minutes for 99.5% of the instances. In addition, TC-Sched largely outperforms simpler methods based on a greedy algorithm and is suitable for deployment on industrial robot testing.
How It Feels to Learn Data Science in 2019 โ Towards Data Science
So I just have to buy a Tableau license and I'm now a data scientist? Okay, let's just take that sales pitch with a grain of salt. I may be clueless, but I know there is more to data science than making pretty visualizations. I can do that in Excel. You got to admit it is slick marketing though. Charting data is the fun stage, and they leave out the painful and time-consuming parts of working with data: cleaning, wrangling, transforming, and loading it. God help you if you need your own custom domain logic when using closed tools. Yes, and that is why I suspect there is value in learning to code. Maybe you can learn Alteryx.
How It Feels to Learn Data Science in 2019 โ Towards Data Science
So I just have to buy a Tableau license and I'm now a data scientist? Okay, let's just take that sales pitch with a grain of salt. I may be clueless, but I know there is more to data science than making pretty visualizations. I can do that in Excel. You got to admit it is slick marketing though. Charting data is the fun stage, and they leave out the painful and time-consuming parts of working with data: cleaning, wrangling, transforming, and loading it. God help you if you need your own custom domain logic when using closed tools. Yes, and that is why I suspect there is value in learning to code. Maybe you can learn Alteryx.