Optimization
A Reactive Tabu Search Algorithm for Stimuli Generation in Psycholinguistics
De Lara, Alejandro Chinea Manrique
The generation of meaningless "words" matching certain statistical and/or linguistic criteria is frequently needed for experimental purposes in Psycholinguistics. Such stimuli receive the name of pseudowords or nonwords in the Cognitive Neuroscience literatue. The process for building nonwords sometimes has to be based on linguistic units such as syllables or morphemes, resulting in a numerical explosion of combinations when the size of the nonwords is increased. In this paper, a reactive tabu search scheme is proposed to generate nonwords of variables size. The approach builds pseudowords by using a modified Metaheuristic algorithm based on a local search procedure enhanced by a feedback-based scheme. Experimental results show that the new algorithm is a practical and effective tool for nonword generation.
Optimal Solutions for Sparse Principal Component Analysis
d'Aspremont, Alexandre, Bach, Francis, Ghaoui, Laurent El
Given a sample covariance matrix, we examine the problem of maximizing the variance explained by a linear combination of the input variables while constraining the number of nonzero coefficients in this combination. This is known as sparse principal component analysis and has a wide array of applications in machine learning and engineering. We formulate a new semidefinite relaxation to this problem and derive a greedy algorithm that computes a full set of good solutions for all target numbers of non zero coefficients, with total complexity O(n^3), where n is the number of variables. We then use the same relaxation to derive sufficient conditions for global optimality of a solution, which can be tested in O(n^3) per pattern. We discuss applications in subset selection and sparse recovery and show on artificial examples and biological data that our algorithm does provide globally optimal solutions in many cases.
Stationary probability density of stochastic search processes in global optimization
A method for the construction of approximate analytical expressions for the stationary marginal densities of general stochastic search processes is proposed. By the marginal densities, regions of the search space that with high probability contain the global optima can be readily defined. The density estimation procedure involves a controlled number of linear operations, with a computational cost per iteration that grows linearly with problem size.
Effective linkage learning using low-order statistics and clustering
Emmendorfer, Leonardo, Pozo, Aurora
The adoption of probabilistic models for the best individuals found so far is a powerful approach for evolutionary computation. Increasingly more complex models have been used by estimation of distribution algorithms (EDAs), which often result better effectiveness on finding the global optima for hard optimization problems. Supervised and unsupervised learning of Bayesian networks are very effective options, since those models are able to capture interactions of high order among the variables of a problem. Diversity preservation, through niching techniques, has also shown to be very important to allow the identification of the problem structure as much as for keeping several global optima. Recently, clustering was evaluated as an effective niching technique for EDAs, but the performance of simpler low-order EDAs was not shown to be much improved by clustering, except for some simple multimodal problems. This work proposes and evaluates a combination operator guided by a measure from information theory which allows a clustered low-order EDA to effectively solve a comprehensive range of benchmark optimization problems.
Simulated Annealing: Rigorous finite-time guarantees for optimization on continuous domains
Lecchini-Visintini, A., Lygeros, J., Maciejowski, J.
Simulated annealing is a popular method for approaching the solution of a global optimization problem. Existing results on its performance apply to discrete combinatorial optimization where the optimization variables can assume only a finite set of possible values. We introduce a new general formulation of simulated annealing which allows one to guarantee finite-time performance in the optimization of functions of continuous variables. The results hold universally for any optimization problem on a bounded domain and establish a connection between simulated annealing and up-to-date theory of convergence of Markov chain Monte Carlo methods on continuous domains. This work is inspired by the concept of finite-time learning with known accuracy and confidence developed in statistical learning theory.
Heuristic Search and Information Visualization Methods for School Redistricting
desJardins, Marie, Bulka, Blazej, Carr, Ryan, Jordan, Eric, Rheingans, Penny
We describe an application of AI search and information visualization techniques to the problem of school redistricting, in which students are assigned to home schools within a county or school district. This is a multicriteria optimization problem in which competing objectives, such as school capacity, busing costs, and socioeconomic distribution, must be considered. Because of the complexity of the decision-making problem, tools are needed to help end users generate, evaluate, and compare alternative school assignment plans. A key goal of our research is to aid users in finding multiple qualitatively different redistricting plans that represent different trade-offs in the decision space. We present heuristic search methods that can be used to find a set of qualitatively different plans, and give empirical results of these search methods on population data from the school district of Howard County, Maryland. We show the resulting plans using novel visualization methods that we have developed for summarizing and comparing alternative plans.
Mixed Integer Linear Programming For Exact Finite-Horizon Planning In Decentralized Pomdps
Aras, Raghav, Dutech, Alain, Charpillet, François
We consider the problem of finding an n-agent joint-policy for the optimal finite-horizon control of a decentralized Pomdp (Dec-Pomdp). This is a problem of very high complexity (NEXP-hard in n >= 2). In this paper, we propose a new mathematical programming approach for the problem. Our approach is based on two ideas: First, we represent each agent's policy in the sequence-form and not in the tree-form, thereby obtaining a very compact representation of the set of joint-policies. Second, using this compact representation, we solve this problem as an instance of combinatorial optimization for which we formulate a mixed integer linear program (MILP). The optimal solution of the MILP directly yields an optimal joint-policy for the Dec-Pomdp. Computational experience shows that formulating and solving the MILP requires significantly less time to solve benchmark Dec-Pomdp problems than existing algorithms. For example, the multi-agent tiger problem for horizon 4 is solved in 72 secs with the MILP whereas existing algorithms require several hours to solve it.
The Role of Time in the Creation of Knowledge
ABSTRACT In this paper I assume that in humans the creation of knowledge depends on a discrete time, or stage, sequential decision-making process subjected to a stochastic, information transmitting environment. For each time-stage, this environment randomly transmits Shannon type info rmation-packets to the decision-maker, who examines each of them for relevancy and then determines his optimal choices. Using this set of relevant information-packets, the decision-maker adapts, over time, to the stochastic nature of his environment, and optimizes the subjective expected rate-of-growth of knowledge. The decision-maker's optimal actions, lead to a decision function that involves, over time, his view of the subjective entropy of the environmental process and other important parameters at each time-stage of the process. Using this model of human behavior, one could create psychometri c experiments using computer simulation and real decision-makers, to play programmed games to measure the resulting human performance. KEYWORDS decision-making, dynamic programming, entropy, epistemology, information theory, knowledge, adaptive, event-time based sequential process, subjective probability Scientists seek to understand the experience of our environment. Some build hypothetical, mathematical models that reflect our view of reality as they adumbrate the laws of nature, enabling them to conduct experiments leading to the validation of a hypothesis as they reach out for even more truths about nature.
Computationally Feasible VCG Mechanisms
A major achievement of mechanism design theory is a general method for the construction of truthful mechanisms called VCG (Vickrey, Clarke, Groves). When applying this method to complex problems such as combinatorial auctions, a difficulty arises: VCG mechanisms are required to compute optimal outcomes and are, therefore, computationally infeasible. However, if the optimal outcome is replaced by the results of a sub-optimal algorithm, the resulting mechanism (termed VCG-based) is no longer necessarily truthful. The first part of this paper studies this phenomenon in depth and shows that it is near universal. Specifically, we prove that essentially all reasonable approximations or heuristics for combinatorial auctions as well as a wide class of cost minimization problems yield non-truthful VCG-based mechanisms. We generalize these results for affine maximizers. The second part of this paper proposes a general method for circumventing the above problem. We introduce a modification of VCG-based mechanisms in which the agents are given a chance to improve the output of the underlying algorithm. When the agents behave truthfully, the welfare obtained by the mechanism is at least as good as the one obtained by the algorithm's output. We provide a strong rationale for truth-telling behavior. Our method satisfies individual rationality as well.
Phase Transition for Random Quantified XOR-Formulas
Creignou, N., Daude, H., Egly, U.
The QXOR-SAT problem is the quantified version of the satisfiability problem XOR-SAT in which the connective exclusive-or is used instead of the usual or. We study the phase transition associated with random QXOR-SAT instances. We give a description of this phase transition in the case of one alternation of quantifiers, thus performing an advanced practical and theoretical study on the phase transition of a quantified problem.