Numerical optimization is an important tool in the field of computational physics in general and in nano-optics in specific. It has attracted attention with the increase in complexity of structures that can be realized with nowadays nano-fabrication technologies for which a rational design is no longer feasible. Also, numerical resources are available to enable the computational photonic material design and to identify structures that meet predefined optical properties for specific applications. However, the optimization objective function is in general non-convex and its computation remains resource demanding such that the right choice for the optimization method is crucial to obtain excellent results. Here, we benchmark five global optimization methods for three typical nano-optical optimization problems from the field of shape optimization and parameter reconstruction: downhill simplex optimization, the limited-memory Broyden-Fletcher-Goldfarb-Shanno (L-BFGS) algorithm, particle swarm optimization, differential evolution, and Bayesian optimization. In these examples, Bayesian optimization, mainly known from machine learning applications, obtains significantly better results in a fraction of the run times of the other optimization methods.

Here we study the NP-complete $K$-SAT problem. Although the worst-case complexity of NP-complete problems is conjectured to be exponential, there exist parametrized random ensembles of problems where solutions can typically be found in polynomial time for suitable ranges of the parameter. In fact, random $K$-SAT, with $\alpha=M/N $ as control parameter, can be solved quickly for small enough values of $\alpha$. It shows a phase transition between a satisfiable phase and an unsatisfiable phase. For branch and bound algorithms, which operate in the space of feasible Boolean configurations, the empirically hardest problems are located only close to this phase transition. Here we study $K$-SAT ($K=3,4$) and the related optimization problem MAX-SAT by a linear programming approach, which is widely used for practical problems and allows for polynomial run time. In contrast to branch and bound it operates outside the space of feasible configurations. On the other hand, finding a solution within polynomial time is not guaranteed. We investigated several variants like including artificial objective functions, so called cutting-plane approaches, and a mapping to the NP-complete vertex-cover problem. We observed several easy-hard transitions, from where the problems are typically solvable (in polynomial time) using the given algorithms, respectively, to where they are not solvable in polynomial time. For the related vertex-cover problem on random graphs these easy-hard transitions can be identified with structural properties of the graphs, like percolation transitions. For the present random $K$-SAT problem we have investigated numerous structural properties also exhibiting clear transitions, but they appear not be correlated to the here observed easy-hard transitions. This renders the behaviour of random $K$-SAT more complex than, e.g., the vertex-cover problem.

Before starting this tutorial we suggest you to read documentation#getstarted which will provide an example of data communication between your client code and Indie Solver. You should have a registered account to communicate with the solver. If you are a student or a researcher, don't forget to contact us at contact@indiesolver.com after registering your account to upgrade it to the standard subscription plan which is free for academic researchers. It will allow you to deal with more challenging optimization problems. The source code of this tutorial is available for download and includes two Python files: Rosenbrock10D.py and IndieSolver.py. The former is specific to this tutorial while the latter is our thin wrapper code to communicate with Indie Solver.

AI has long been used to optimize large-scale system. On the other hand, intelligent optimization algorithms are also the basic tools for analysing microeconomic environment. Essentially, blockchain and microeconomics are both large-scale distributed systems, and there are inherent connections found between them. In principle, a blockchain system (including various nodes such as full node, mining node, and lightweight node) and a micro economic system (including a social system, which consists of producers, consumers, and markets) have many similarities: different interconnected subsystems, decentralized computations, and so on. The broad concern of microeconomics is to allocate scarce resources among various uses with the goal of maximizing users' utility and producers' profit.

Policy optimization is an effective reinforcement learning approach to solve continuous control tasks. Recent achievements have shown that alternating on-line and off-line optimization is a successful choice for efficient trajectory reuse. However, deciding when to stop optimizing and collect new trajectories is non-trivial as it requires to account for the variance of the objective function estimate. In this paper, we propose a novel model-free policy search algorithm, POIS, applicable in both control-based and parameter-based settings. We first derive a high-confidence bound for importance sampling estimation and then we define a surrogate objective function which is optimized off-line using a batch of trajectories. Finally, the algorithm is tested on a selection of continuous control tasks, with both linear and deep policies, and compared with the state-of-the-art policy optimization methods.

Coordinating agents to complete a set of tasks with intercoupled temporal and resource constraints is computationally challenging, yet human domain experts can solve these difficult scheduling problems using paradigms learned through years of apprenticeship. A process for manually codifying this domain knowledge within a computational framework is necessary to scale beyond the "single-expert, single-trainee" apprenticeship model. However, human domain experts often have difficulty describing their decision-making processes. We propose a new approach for capturing this decision-making process through counterfactual reasoning in pairwise comparisons. Our approach is model-free and does not require iterating through the state space. We demonstrate that this approach accurately learns multifaceted heuristics on a synthetic and real world data sets. We also demonstrate that policies learned from human scheduling demonstration via apprenticeship learning can substantially improve the efficiency of schedule optimization. We employ this human-machine collaborative optimization technique on a variant of the weapon-to-target assignment problem. We demonstrate that this technique generates optimal solutions up to 9.5 times faster than a state-of-the-art optimization algorithm.

Black box discrete optimization (BBDO) appears in wide range of engineering tasks. Evolutionary or other BBDO approaches have been applied, aiming at automating necessary tuning of system parameters, such as hyper parameter tuning of machine learning based systems when being installed for a specific task. However, automation is often jeopardized by the need of strategy parameter tuning for BBDO algorithms. An expert with the domain knowledge must undergo time-consuming strategy parameter tuning. This paper proposes a parameterless BBDO algorithm based on information geometric optimization, a recent framework for black box optimization using stochastic natural gradient. Inspired by some theoretical implications, we develop an adaptation mechanism for strategy parameters of the stochastic natural gradient method for discrete search domains. The proposed algorithm is evaluated on commonly used test problems. It is further extended to two examples of simultaneous optimization of the hyper parameters and the connection weights of deep learning models, leading to a faster optimization than the existing approaches without any effort of parameter tuning.

We consider a multitask learning problem, in which several predictors are learned jointly. Prior research has shown that learning the relations between tasks, and between the input features, together with the predictor, can lead to better generalization and interpretability, which proved to be useful for applications in many domains. In this paper, we consider a formulation of multitask learning that learns the relationships both between tasks and between features, represented through a task covariance and a feature covariance matrix, respectively. First, we demonstrate that existing methods proposed for this problem present an issue that may lead to ill-posed optimization. We then propose an alternative formulation, as well as an efficient algorithm to optimize it. Using ideas from optimization and graph theory, we propose an efficient coordinate-wise minimization algorithm that has a closed form solution for each block subproblem. Our experiments show that the proposed optimization method is orders of magnitude faster than its competitors. We also provide a nonlinear extension that is able to achieve better generalization than existing methods.

Yes, both hyperparameter tuning and architecture selection are optimization problems. Whether these are actually less difficult than NN training is debatable -- I think there are as around many papers on new architectures than there are on optimization techniques. Certainly, they are easier in the sense that a human can manually tune parameters and select an architecture which works reasonably well, but not select NN weights. Optimizing deep graphical models such as deep boltzmann machines is probably a more difficult optimization problem than training a neural network, depending on whether you consider DBMs a type of neural network.

A probability density function (pdf) encodes the entire stochastic knowledge about data distribution, where data may represent stochastic observations in robotics, transition state pairs in reinforcement learning or any other empirically acquired modality. Inferring data pdf is of prime importance, allowing to analyze various model hypotheses and perform smart decision making. However, most density estimation techniques are limited in their representation expressiveness to specific kernel type or predetermined distribution family, and have other restrictions. For example, kernel density estimation (KDE) methods require meticulous parameter search and are extremely slow at querying new points. In this paper we present a novel non-parametric density estimation approach, DeepPDF, that uses a neural network to approximate a target pdf given samples from thereof. Such a representation provides high inference accuracy for a wide range of target pdfs using a relatively simple network structure, making our method highly statistically robust. This is done via a new stochastic optimization algorithm, \emph{Probabilistic Surface Optimization} (PSO), that turns to advantage the stochastic nature of sample points in order to force network output to be identical to the output of a target pdf. Once trained, query point evaluation can be efficiently done in DeepPDF by a simple network forward pass, with linear complexity in the number of query points. Moreover, the PSO algorithm is capable of inferring the frequency of data samples and may also be used in other statistical tasks such as conditional estimation and distribution transformation. We compare the derived approach with KDE methods showing its superior performance and accuracy.