Using piezoelectric impedance/admittance sensing for structural health monitoring is promising, owing to the simplicity in circuitry design as well as the high-frequency interrogation capability. The actual identification of fault location and severity using impedance/admittance measurements, nevertheless, remains to be an extremely challenging task. A first-principle based structural model using finite element discretization requires high dimensionality to characterize the high-frequency response. As such, direct inversion using the sensitivity matrix usually yields an under-determined problem. Alternatively, the identification problem may be cast into an optimization framework in which fault parameters are identified through repeated forward finite element analysis which however is oftentimes computationally prohibitive. This paper presents an efficient data-assisted optimization approach for fault identification without using finite element model iteratively. We formulate a many-objective optimization problem to identify fault parameters, where response surfaces of impedance measurements are constructed through Gaussian process-based calibration. To balance between solution diversity and convergence, an -dominance enabled many-objective simulated annealing algorithm is established. As multiple solutions are expected, a voting score calculation procedure is developed to further identify those solutions that yield better implications regarding structural health condition. The effectiveness of the proposed approach is demonstrated by systematic numerical and experimental case studies.

Optimal selection of a subset of items from a given set is a hard problem that requires combinatorial optimization. In this paper, we propose a subset selection algorithm that is trainable with gradient based methods yet achieves near optimal performance via submodular optimization. We focus on the task of identifying a relevant set of sentences for claim verification in the context of the FEVER task. Conventional methods for this task look at sentences on their individual merit and thus do not optimize the informativeness of sentences as a set. We show that our proposed method which builds on the idea of unfolding a greedy algorithm into a computational graph allows both interpretability and gradient based training. The proposed differentiable greedy network (DGN) outperforms discrete optimization algorithms as well as other baseline methods in terms of precision and recall. In this paper, we develop a subset selection algorithm that is differentiable and discrete, which can be trained on supervised data and can model complex dependencies between elements in a straightforward and comprehensible way. This is of particular interest in natural language processing tasks such as fact extraction, fact verification, and question answering where the proposed optimization scheme can be used for evidence retrieval.

In this paper, we introduce a novel and robust approach to Quantized Matrix Completion (QMC). First, we propose a rank minimization problem with constraints induced by quantization bounds. Next, we form an unconstrained optimization problem by regularizing the rank function with Huber loss. Huber loss is leveraged to control the violation from quantization bounds due to two properties: 1- It is differentiable, 2- It is less sensitive to outliers than the quadratic loss. A Smooth Rank Approximation is utilized to endorse lower rank on the genuine data matrix. Thus, an unconstrained optimization problem with differentiable objective function is obtained allowing us to advantage from Gradient Descent (GD) technique. Novel and firm theoretical analysis on problem model and convergence of our algorithm to the global solution are provided. Another contribution of our work is that our method does not require projections or initial rank estimation unlike the state- of-the-art. In the Numerical Experiments Section, the noticeable outperformance of our proposed method in learning accuracy and computational complexity compared to those of the state-of- the-art literature methods is illustrated as the main contribution.

An Euler discretization of the Langevin diffusion is known to converge to the global minimizers of certain convex and non-convex optimization problems. We show that this property holds for any suitably smooth diffusion and that different diffusions are suitable for optimizing different classes of convex and non-convex functions. This allows us to design diffusions suitable for globally optimizing convex and non-convex functions not covered by the existing Langevin theory. Our non-asymptotic analysis delivers computable optimization and integration error bounds based on easily accessed properties of the objective and chosen diffusion. Central to our approach are new explicit Stein factor bounds on the solutions of Poisson equations. We complement these results with improved optimization guarantees for targets other than the standard Gibbs measure.

The problem addressed in this paper is how to calculate the amount of personnel required to ensure the activity of a home health care (HHC) center on a tactical horizon. Design of quantitative approaches for this question is challenging. The number of caregivers has to be determined for each profession in order to balance the coverage of patients in a region and the workforce cost over several months. Unknown demand in care and spatial dimensions, combination of skills to cover a care and individual trips visiting patients make the underlaying optimization problem very hard. Few studies are dedicated to staff dimensioning for HHC compared to patient to nurses assignment/sequencing and centers location problems. We propose an original two-stage approach based on integer linear stochastic programming, that exploits historical medical data. The first stage calculates (near-)optimal levels of resources for possible demand scenarios , while the second stage computes the optimal number of caregiver for each profession to meet a target coverage indicator. For decision-makers, our algorithm gives the number of employees for each category required to satisfy the demand without any recourse (overtime, external resources) with fixed probability and confidence interval. The approach has been tested on various instances built from data of the French agency of hospitalization data (ATIH).

Gaussian processes (GPs) with derivatives are useful in many applications, including Bayesian optimization, implicit surface reconstruction, and terrain reconstruction. Fitting a GP to function values and derivatives at $n$ points in $d$ dimensions requires linear solves and log determinants with an ${n(d+1) \times n(d+1)}$ positive definite matrix -- leading to prohibitive $\mathcal{O}(n^3d^3)$ computations for standard direct methods. We propose iterative solvers using fast $\mathcal{O}(nd)$ matrix-vector multiplications (MVMs), together with pivoted Cholesky preconditioning that cuts the iterations to convergence by several orders of magnitude, allowing for fast kernel learning and prediction. Our approaches, together with dimensionality reduction, enables Bayesian optimization with derivatives to scale to high-dimensional problems and large evaluation budgets.

Diversity is a crucial criterion in many ranking and mining tasks. In this paper, we study how to incorporate node diversity into influence maximization (IM). We consider diversity as a reverse measure of the average similarity between selected nodes, which can be specified using node embedding or community detection results. Our goal is to identify a set of nodes which are simultaneously influential and diverse. Three most commonly used utilities in economics (i.e., Perfect Substitutes, Perfect Complements, and Cobb-Douglas) are proposed to jointly model influence spread and diversity as two factors. We formulate diversified IM as an optimization problem of these utilities, for which we present two approximation algorithms based on non-monotonic submodular maximization and traditional IM respectively. Experimental results show that our diversified IM framework outperforms other natural heuristics, such as embedding and diversified ranking, both in utility maximization and result diversification.

Abstract--Differential evolution is the conventional algorithm with the fastest convergence speed, but it may be trapped local optimal solution easily, so many researchers devote themselves into improve DE. Whale swarm algorithm (WSA) is a new algorithm with niching strategy we proposed previously, it's featured with simple mutation strategy and powerful global search capability, but for functions with high dimensions, it converges slower than conventional algorithms. Based on this fact, we proposed a new DE algorithm, called DE with nearest & better option (NbDE). In order to evaluate the performance of NbDE, we compare NbDE with several meta-heuristic algorithms in nine classical benchmark functions with different dimensions. The result have shown that NbDE outperforms other algorithms in convergence speed and accuracy.

We study consistency properties of machine learning methods based on minimizing convex surrogates. We extend the recent framework of Osokin et al. (2017) for the quantitative analysis of consistency properties to the case of inconsistent surrogates. Our key technical contribution consists in a new lower bound on the calibration function for the quadratic surrogate, which is non-trivial (not always zero) for inconsistent cases. The new bound allows to quantify the level of inconsistency of the setting and shows how learning with inconsistent surrogates can have guarantees on sample complexity and optimization difficulty. We apply our theory to two concrete cases: multi-class classification with the tree-structured loss and ranking with the mean average precision loss. The results show the approximation-computation trade-offs caused by inconsistent surrogates and their potential benefits.

Contextual policy search (CPS) is a class of multi-task reinforcement learning algorithms that is particularly useful for robotic applications. A recent state-of-the-art method is Contextual Covariance Matrix Adaptation Evolution Strategies (C-CMA-ES). It is based on the standard black-box optimization algorithm CMA-ES. There are two useful extensions of CMA-ES that we will transfer to C-CMA-ES and evaluate empirically: ACM-ES, which uses a comparison-based surrogate model, and aCMA-ES, which uses an active update of the covariance matrix. We will show that improvements with these methods can be impressive in terms of sample-efficiency, although this is not relevant any more for the robotic domain.