Optimization
Transforming Cooling Optimization for Green Data Center via Deep Reinforcement Learning
Li, Yuanlong, Wen, Yonggang, Guan, Kyle, Tao, Dacheng
Cooling system plays a key role in modern data center. Developing an optimal control policy for data center cooling system is a challenging task. The prevailing approaches often rely on approximated system models that are built upon the knowledge of mechanical cooling, electrical and thermal management, which is difficult to design and may lead to sub-optimal or unstable performances. In this paper we propose to utilize the large amount of monitoring data in data center to optimize the control policy. To do so, we cast the cooling control policy design into an energy cost minimization problem with temperature constraints, and tab it into the emerging deep reinforcement learning (DRL) framework. Specifically, we propose an end-to-end neural control algorithm that is based on the actor-critic framework and the deep deterministic policy gradient (DDPG) technique. To improve the robustness of the control algorithm, we test various DRL related optimization techniques, such as recurrent decision making, discounted return, different neural network architectures, and different stochastic gradient descent algorithms, and adding additional constraints on the output of the policy network. We evaluate the proposed algorithms on the EnergyPlus simulation platform and on a real data trace collected from the National Super Computing Centre (NSCC) of Singapore. Our results show that the proposed end-to-end cooling control algorithm can achieve about 10% cooling cost saving on the simulation platform compared with a canonical two stage optimization algorithm; and it can achieve about 13.6% cooling energy saving on the NSCC data trace. Furthermore, it shows high accuracy in predicting the temperature of the racks (with mean absolute error 0.1 degree) and can control the temperature of the data center zone close to the predefined threshold with variation lower to 0.2 degree.
Designing the Game to Play: Optimizing Payoff Structure in Security Games
Shi, Zheyuan Ryan, Tang, Ziye, Tran-Thanh, Long, Singh, Rohit, Fang, Fei
Effective game-theoretic modeling of defender-attacker behavior is becoming increasingly important. In many domains, the defender functions not only as a player but also the designer of the game's payoff structure. We study Stackelberg Security Games where the defender, in addition to allocating defensive resources to protect targets from the attacker, can strategically manipulate the attacker's payoff under budget constraints in weighted L^p-norm form regarding the amount of change. Focusing on problems with weighted L^1-norm form constraint, we present (i) a mixed integer linear program-based algorithm with approximation guarantee; (ii) a branch-and-bound based algorithm with improved efficiency achieved by effective pruning; (iii) a polynomial time approximation scheme for a special but practical class of problems. In addition, we show that problems under budget constraints in L^0-norm form and weighted L^\infty-norm form can be solved in polynomial time. We provide an extensive experimental evaluation of our proposed algorithms.
Dictionary Learning by Dynamical Neural Networks
Lin, Tsung-Han, Tang, Ping Tak Peter
A dynamical neural network consists of a set of interconnected neurons that interact over time continuously. It can exhibit computational properties in the sense that the dynamical system's evolution and/or limit points in the associated state space can correspond to numerical solutions to certain mathematical optimization or learning problems. Such a computational system is particularly attractive in that it can be mapped to a massively parallel computer architecture for power and throughput efficiency, especially if each neuron can rely solely on local information (i.e., local memory). Deriving gradients from the dynamical network's various states while conforming to this last constraint, however, is challenging. We show that by combining ideas of top-down feedback and contrastive learning, a dynamical network for solving the l1-minimizing dictionary learning problem can be constructed, and the true gradients for learning are provably computable by individual neurons. Using spiking neurons to construct our dynamical network, we present a learning process, its rigorous mathematical analysis, and numerical results on several dictionary learning problems.
Optimization, fast and slow: optimally switching between local and Bayesian optimization
McLeod, Mark, Osborne, Michael A., Roberts, Stephen J.
We develop the first Bayesian Optimization algorithm, BLOSSOM, which selects between multiple alternative acquisition functions and traditional local optimization at each step. This is combined with a novel stopping condition based on expected regret. This pairing allows us to obtain the best characteristics of both local and Bayesian optimization, making efficient use of function evaluations while yielding superior convergence to the global minimum on a selection of optimization problems, and also halting optimization once a principled and intuitive stopping condition has been fulfilled.
Global Navigation Using Predictable and Slow Feature Analysis in Multiroom Environments, Path Planning and Other Control Tasks
Richthofer, Stefan, Wiskott, Laurenz
Extended Predictable Feature Analysis (PFAx) [Richthofer and Wiskott, 2017] is an extension of PFA [Richthofer and Wiskott, 2015] that allows generating a goal-directed control signal of an agent whose dynamics has previously been learned during a training phase in an unsupervised manner. PFAx hardly requires assumptions or prior knowledge of the agent's sensor or control mechanics, or of the environment. It selects features from a high-dimensional input by intrinsic predictability and organizes them into a reasonably low-dimensional model. While PFA obtains a well predictable model, PFAx yields a model ideally suited for manipulations with predictable outcome. This allows for goal-directed manipulation of an agent and thus for local navigation, i.e. for reaching states where intermediate actions can be chosen by a permanent descent of distance to the goal. The approach is limited when it comes to global navigation, e.g. involving obstacles or multiple rooms. In this article, we extend theoretical results from [Sprekeler and Wiskott, 2008], enabling PFAx to perform stable global navigation. So far, the most widely exploited characteristic of Slow Feature Analysis (SFA) was that slowness yields invariances. We focus on another fundamental characteristics of slow signals: They tend to yield monotonicity and one significant property of monotonicity is that local optimization is sufficient to find a global optimum. We present an SFA-based algorithm that structures an environment such that navigation tasks hierarchically decompose into subgoals. Each of these can be efficiently achieved by PFAx, yielding an overall global solution of the task. The algorithm needs to explore and process an environment only once and can then perform all sorts of navigation tasks efficiently. We support this algorithm by mathematical theory and apply it to different problems.
Adversarial Labeling for Learning without Labels
Arachie, Chidubem, Huang, Bert
We consider the task of training classifiers without labels. We propose a weakly supervised method---adversarial label learning---that trains classifiers to perform well against an adversary that chooses labels for training data. The weak supervision constrains what labels the adversary can choose. The method therefore minimizes an upper bound of the classifier's error rate using projected primal-dual subgradient descent. Minimizing this bound protects against bias and dependencies in the weak supervision. Experiments on three real datasets show that our method can train without labels and outperforms other approaches for weakly supervised learning.
Teaching Multiple Concepts to Forgetful Learners
Hunziker, Anette, Chen, Yuxin, Mac Aodha, Oisin, Rodriguez, Manuel Gomez, Krause, Andreas, Perona, Pietro, Yue, Yisong, Singla, Adish
How can we help a forgetful learner learn multiple concepts within a limited time frame? For long-term learning, it is crucial to devise teaching strategies that leverage the underlying forgetting mechanisms of the learners. In this paper, we cast the problem of adaptively teaching a forgetful learner as a novel discrete optimization problem, where we seek to optimize a natural objective function that characterizes the learner's expected performance throughout the teaching session. We then propose a simple greedy teaching strategy and derive strong performance guarantees based on two intuitive data-dependent parameters, which characterize the degree of diminishing returns of teaching each concept. We show that, given some assumptions of the learner's memory model, one can efficiently compute the performance bounds. Furthermore, we identify parameter settings of our memory models where greedy is guaranteed to achieve high performance. We have deployed our approach in two concrete applications, namely (1) an educational app for online vocabulary teaching and (2) an app for teaching novices how to recognize bird species. We demonstrate the effectiveness of our algorithm using simulations along with user studies.
Frank-Wolfe Stein Sampling
Futami, Futoshi, Cui, Zhenghang, Sato, Issei, Sugiyama, Masashi
In Bayesian inference, the posterior distributions are difficult to obtain analytically for complex models such as neural networks. Variational inference usually uses a parametric distribution to approximate, from which we can easily draw samples. Recently discrete approximation by particles has attracted attention because of its expressive ability. An example is Stein variational gradient descent (SVGD), which iteratively optimizes particles. Although SVGD has been shown to be computationally efficient empirically, its theoretical properties have not been clarified yet and no finite sample bound of a convergence rate is known. Another example is Stein points (SP), which minimizes kernelized Stein discrepancy directly. The finite sample bound of SP is $\mathcal{O}(\sqrt{\log{N}/N})$ for $N$ particles, which is computationally inefficient empirically, especially in high-dimensional problems. In this paper, we propose a novel method named \emph{Frank-Wolfe Stein sampling}, which minimizes the maximum mean discrepancy in a greedy way. Our method is computationally efficient empirically and theoretically achieves a faster convergence rate, $\mathcal{O}(e^{-N})$. Numerical experiments show the superiority of our method.
Correlation Clustering Based Coalition Formation For Multi-Robot Task Allocation
Dutta, Ayan, Ufimtsev, Vladimir, Asaithambi, Asai
In this paper, we study the multi-robot task allocation problem where a group of robots needs to be allocated to a set of tasks so that the tasks can be finished optimally. One task may need more than one robot to finish it. Therefore the robots need to form coalitions to complete these tasks. Multi-robot coalition formation for task allocation is a well-known NP-hard problem. To solve this problem, we use a linear-programming based graph partitioning approach along with a region growing strategy which allocates (near) optimal robot coalitions to tasks in a negligible amount of time. Our proposed algorithm is fast (only taking 230 secs. for 100 robots and 10 tasks) and it also finds a near-optimal solution (up to 97.66% of the optimal). We have empirically demonstrated that the proposed approach in this paper always finds a solution which is closer (up to 9.1 times) to the optimal solution than a theoretical worst-case bound proved in an earlier work.
Projection-Free Algorithms in Statistical Estimation
Frank-Wolfe algorithm (FW) and its variants have gained a surge of interests in machine learning community due to its projection-free property. Recently people have reduced the gradient evaluation complexity of FW algorithm to $\log(\frac{1}{\epsilon})$ for the smooth and strongly convex objective. This complexity result is especially significant in learning problem, as the overwhelming data size makes a single evluation of gradient computational expensive. However, in high-dimensional statistical estimation problems, the objective is typically not strongly convex, and sometimes even non-convex. In this paper, we extend the state-of-the-art FW type algorithms for the large-scale, high-dimensional estimation problem. We show that as long as the objective satisfies {\em restricted strong convexity}, and we are not optimizing over statistical limit of the model, the $\log(\frac{1}{\epsilon})$ gradient evaluation complexity could still be attained.