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Dualing GANs

arXiv.org Machine Learning

Generative adversarial nets (GANs) are a promising technique for modeling a distribution from samples. It is however well known that GAN training suffers from instability due to the nature of its maximin formulation. In this paper, we explore ways to tackle the instability problem by dualizing the discriminator. We start from linear discriminators in which case conjugate duality provides a mechanism to reformulate the saddle point objective into a maximization problem, such that both the generator and the discriminator of this 'dualing GAN' act in concert. We then demonstrate how to extend this intuition to non-linear formulations. For GANs with linear discriminators our approach is able to remove the instability in training, while for GANs with nonlinear discriminators our approach provides an alternative to the commonly used GAN training algorithm.


Hyperplane Clustering Via Dual Principal Component Pursuit

arXiv.org Machine Learning

We extend the theoretical analysis of a recently proposed single subspace learning algorithm, called Dual Principal Component Pursuit (DPCP), to the case where the data are drawn from of a union of hyperplanes. To gain insight into the properties of the $\ell_1$ non-convex problem associated with DPCP, we develop a geometric analysis of a closely related continuous optimization problem. Then transferring this analysis to the discrete problem, our results state that as long as the hyperplanes are sufficiently separated, the dominant hyperplane is sufficiently dominant and the points are uniformly distributed inside the associated hyperplanes, then the non-convex DPCP problem has a unique global solution, equal to the normal vector of the dominant hyperplane. This suggests the correctness of a sequential hyperplane learning algorithm based on DPCP. A thorough experimental evaluation reveals that hyperplane learning schemes based on DPCP dramatically improve over the state-of-the-art methods for the case of synthetic data, while are competitive to the state-of-the-art in the case of 3D plane clustering for Kinect data.


Artificial intelligence: the adventure has just begun

#artificialintelligence

These AI algorithms are based on machine learning, deep learning, artificial neural networks and natural language processing. When solving constrained and unconstrained optimization problems, a classical algorithm generates a single data point at each iteration. It is via the juxtaposition of GA, machine learning, deep learning, artificial neural networks and natural language processing that AI can learn from data and create solutions – a fundamentally human activity. Today, these methods are used for searching through large and complex data sets to find reasonable solutions to complex issues by solving unconstrained and constrained optimization issues.


Artificial intelligence: the adventure has just begun

#artificialintelligence

The application of the computational analysis and learning techniques described in previous research, manifest themselves in the form of artificial intelligence (AI). AI represents the ambition to create machines that can think, learn and create solutions to problems with the same range to which the human mind can be applied. AI is absolutely nothing new – all of us are using it every day. Every time we send an email, use a credit card or travel, or search the Internet, AI systems are the bedrock on which we perform these activities. Intelligent algorithms are constantly checking and detecting credit-card fraud, flying and landing airplanes, keeping track of inventories and even manufacturing products in robotic factories.


Robust Submodular Maximization: A Non-Uniform Partitioning Approach

arXiv.org Machine Learning

We study the problem of maximizing a monotone submodular function subject to a cardinality constraint $k$, with the added twist that a number of items $\tau$ from the returned set may be removed. We focus on the worst-case setting considered in (Orlin et al., 2016), in which a constant-factor approximation guarantee was given for $\tau = o(\sqrt{k})$. In this paper, we solve a key open problem raised therein, presenting a new Partitioned Robust (PRo) submodular maximization algorithm that achieves the same guarantee for more general $\tau = o(k)$. Our algorithm constructs partitions consisting of buckets with exponentially increasing sizes, and applies standard submodular optimization subroutines on the buckets in order to construct the robust solution. We numerically demonstrate the performance of PRo in data summarization and influence maximization, demonstrating gains over both the greedy algorithm and the algorithm of (Orlin et al., 2016).


Zonotope hit-and-run for efficient sampling from projection DPPs

arXiv.org Machine Learning

Determinantal point processes (DPPs) are distributions over sets of items that model diversity using kernels. Their applications in machine learning include summary extraction and recommendation systems. Yet, the cost of sampling from a DPP is prohibitive in large-scale applications, which has triggered an effort towards efficient approximate samplers. We build a novel MCMC sampler that combines ideas from combinatorial geometry, linear programming, and Monte Carlo methods to sample from DPPs with a fixed sample cardinality, also called projection DPPs. Our sampler leverages the ability of the hit-and-run MCMC kernel to efficiently move across convex bodies. Previous theoretical results yield a fast mixing time of our chain when targeting a distribution that is close to a projection DPP, but not a DPP in general. Our empirical results demonstrate that this extends to sampling projection DPPs, i.e., our sampler is more sample-efficient than previous approaches which in turn translates to faster convergence when dealing with costly-to-evaluate functions, such as summary extraction in our experiments.


Global optimization of Lipschitz functions

arXiv.org Machine Learning

The goal of the paper is to design sequential strategies which lead to efficient optimization of an unknown function under the only assumption that it has a finite Lipschitz constant. We first identify sufficient conditions for the consistency of generic sequential algorithms and formulate the expected minimax rate for their performance. We introduce and analyze a first algorithm called LIPO which assumes the Lipschitz constant to be known. Consistency, minimax rates for LIPO are proved, as well as fast rates under an additional H\"older like condition. An adaptive version of LIPO is also introduced for the more realistic setup where the Lipschitz constant is unknown and has to be estimated along with the optimization. Similar theoretical guarantees are shown to hold for the adaptive LIPO algorithm and a numerical assessment is provided at the end of the paper to illustrate the potential of this strategy with respect to state-of-the-art methods over typical benchmark problems for global optimization.


Online Repositioning in Bike Sharing Systems

AAAI Conferences

Due to increased traffic congestion and carbon emissions, Bike Sharing Systems (BSSs) are adopted in various cities for short distance travels, specifically for last mile transportation. The success of a bike sharing system depends on its ability to have bikes available at the "right" base stations at the "right" times. Typically, carrier vehicles are used to perform repositioning of bikes between stations so as to satisfy customer requests. Owing to the uncertainty in customer demand and day-long repositioning, the problem of having bikes available at the right base stations at the right times is a challenging one. In this paper, we propose a multi-stage stochastic formulation, to consider expected future demand over a set of scenarios to find an efficient repositioning strategy for bike sharing systems. Furthermore, we provide a Lagrangian decomposition approach (that decouples the global problem into routing and repositioning slaves and employs a novel DP approach to efficiently solve routing slave) and a greedy online anticipatory heuristic to solve large scale problems effectively and efficiently. Finally, in our experimental results, we demonstrate significant reduction in lost demand provided by our techniques on real world datasets from two bike sharing companies in comparison to existing benchmark approaches.


Incentivizing the Use of Bike Trailers for Dynamic Repositioning in Bike Sharing Systems

AAAI Conferences

Bike Sharing System (BSS) is a green mode of transportation that is employed extensively for short distance travels in major cities of the world. Unfortunately, the users behaviour driven by their personal needs can often result in empty or full base stations, thereby resulting in loss of customer demand. To counter this loss in customer demand, BSS operators typically utilize a fleet of carrier vehicles for repositioning the bikes between stations. However, this fuel burning mode of repositioning incurs a significant amount of routing, labor cost and further increases carbon emissions. Therefore, we propose a potentially self-sustaining and environment friendly system of dynamic repositioning, that moves idle bikes during the day with the help of bike trailers. A bike trailer is an add-on to a bike that can help with carrying 3-5 bikes at once. Specifically, we make the following key contributions: (i) We provide an optimization formulation that generates “repositioning” tasks so as to minimize the expected lost demand over past demand scenarios; (ii) Within the budget constraints of the operator, we then design a mechanism to crowdsource the tasks among potential users who intend to execute repositioning tasks; (iii) Finally, we provide extensive results on a wide range of demand scenarios from a real-world data set to demonstrate that our approach is highly competitive to the existing fuel burning mode of repositioning while being green.


State-Regularized Policy Search for Linearized Dynamical Systems

AAAI Conferences

Stability of the policy update is a major issue for these methods, rendering them hard to apply for highly nonlinear systems. Recent approaches combine classical Stochastic Optimal Control methods with information-theoretic bounds to control the step-size of the policy update and could even be used to train nonlinear deep control policies. These methods bound the relative entropy between the new and the old policy to ensure a stable policy update. However, despite the bound in policy space, the state distributions of two consecutive policies can still differ significantly, rendering the used local approximate models invalid. To alleviate this issue we propose enforcing a relative entropy constraint not only on the policy update, but also on the update of the state distribution, around which the dynamics and cost are being approximated. We present a derivation of the closed-form policy update and show that our approach outperforms related methods on two nonlinear and highly dynamic simulated systems.