Optimization
Coherent Local Explanations for Mathematical Optimization
Otto, Daan, Kurtz, Jannis, Birbil, S. Ilker
The surge of explainable artificial intelligence methods seeks to enhance transparency and explainability in machine learning models. At the same time, there is a growing demand for explaining decisions taken through complex algorithms used in mathematical optimization. However, current explanation methods do not take into account the structure of the underlying optimization problem, leading to unreliable outcomes. In response to this need, we introduce Coherent Local Explanations for Mathematical Optimization (CLEMO). CLEMO provides explanations for multiple components of optimization models, the objective value and decision variables, which are coherent with the underlying model structure. Our sampling-based procedure can provide explanations for the behavior of exact and heuristic solution algorithms. The effectiveness of CLEMO is illustrated by experiments for the shortest path problem, the knapsack problem, and the vehicle routing problem.
Fairness and Sparsity within Rashomon sets: Enumeration-Free Exploration and Characterization
Langlade, Lucas, Ferry, Julien, Laberge, Gabriel, Vidal, Thibaut
We introduce an enumeration-free method based on mathematical programming to precisely characterize various properties such as fairness or sparsity within the set of "good models", known as Rashomon set. This approach is generically applicable to any hypothesis class, provided that a mathematical formulation of the model learning task exists. It offers a structured framework to define the notion of business necessity and evaluate how fairness can be improved or degraded towards a specific protected group, while remaining within the Rashomon set and maintaining any desired sparsity level. We apply our approach to two hypothesis classes: scoring systems and decision diagrams, leveraging recent mathematical programming formulations for training such models. As seen in our experiments, the method comprehensively and certifiably quantifies trade-offs between predictive performance, sparsity, and fairness. We observe that a wide range of fairness values are attainable, ranging from highly favorable to significantly unfavorable for a protected group, while staying within less than 1% of the best possible training accuracy for the hypothesis class. Additionally, we observe that sparsity constraints limit these trade-offs and may disproportionately harm specific subgroups. As we evidenced, thoroughly characterizing the tensions between these key aspects is critical for an informed and accountable selection of models.
Near-Optimal Online Learning for Multi-Agent Submodular Coordination: Tight Approximation and Communication Efficiency
Zhang, Qixin, Wan, Zongqi, Yang, Yu, Shen, Li, Tao, Dacheng
Coordinating multiple agents to collaboratively maximize submodular functions in unpredictable environments is a critical task with numerous applications in machine learning, robot planning and control. The existing approaches, such as the OSG algorithm, are often hindered by their poor approximation guarantees and the rigid requirement for a fully connected communication graph. To address these challenges, we firstly present a $\textbf{MA-OSMA}$ algorithm, which employs the multi-linear extension to transfer the discrete submodular maximization problem into a continuous optimization, thereby allowing us to reduce the strict dependence on a complete graph through consensus techniques. Moreover, $\textbf{MA-OSMA}$ leverages a novel surrogate gradient to avoid sub-optimal stationary points. To eliminate the computationally intensive projection operations in $\textbf{MA-OSMA}$, we also introduce a projection-free $\textbf{MA-OSEA}$ algorithm, which effectively utilizes the KL divergence by mixing a uniform distribution. Theoretically, we confirm that both algorithms achieve a regret bound of $\widetilde{O}(\sqrt{\frac{C_{T}T}{1-\beta}})$ against a $(\frac{1-e^{-c}}{c})$-approximation to the best comparator in hindsight, where $C_{T}$ is the deviation of maximizer sequence, $\beta$ is the spectral gap of the network and $c$ is the joint curvature of submodular objectives. This result significantly improves the $(\frac{1}{1+c})$-approximation provided by the state-of-the-art OSG algorithm. Finally, we demonstrate the effectiveness of our proposed algorithms through simulation-based multi-target tracking.
Optimizing Wireless Resource Management and Synchronization in Digital Twin Networks
Yu, Hanzhi, Liu, Yuchen, Yang, Zhaohui, Sun, Haijian, Chen, Mingzhe
In this paper, we investigate an accurate synchronization between a physical network and its digital network twin (DNT), which serves as a virtual representation of the physical network. The considered network includes a set of base stations (BSs) that must allocate its limited spectrum resources to serve a set of users while also transmitting its partially observed physical network information to a cloud server to generate the DNT. Since the DNT can predict the physical network status based on its historical status, the BSs may not need to send their physical network information at each time slot, allowing them to conserve spectrum resources to serve the users. However, if the DNT does not receive the physical network information of the BSs over a large time period, the DNT's accuracy in representing the physical network may degrade. To this end, each BS must decide when to send the physical network information to the cloud server to update the DNT, while also determining the spectrum resource allocation policy for both DNT synchronization and serving the users. We formulate this resource allocation task as an optimization problem, aiming to maximize the total data rate of all users while minimizing the asynchronization between the physical network and the DNT. To address this problem, we propose a method based on the GRUs and the value decomposition network (VDN). Simulation results show that our GRU and VDN based algorithm improves the weighted sum of data rates and the similarity between the status of the DNT and the physical network by up to 28.96%, compared to a baseline method combining GRU with the independent Q learning.
Understanding Federated Learning from IID to Non-IID dataset: An Experimental Study
Seo, Jungwon, Catak, Ferhat Ozgur, Rong, Chunming
As privacy concerns and data regulations grow, federated learning (FL) has emerged as a promising approach for training machine learning models across decentralized data sources without sharing raw data. However, a significant challenge in FL is that client data are often non-IID (non-independent and identically distributed), leading to reduced performance compared to centralized learning. While many methods have been proposed to address this issue, their underlying mechanisms are often viewed from different perspectives. Through a comprehensive investigation from gradient descent to FL, and from IID to non-IID data settings, we find that inconsistencies in client loss landscapes primarily cause performance degradation in non-IID scenarios. From this understanding, we observe that existing methods can be grouped into two main strategies: (i) adjusting parameter update paths and (ii) modifying client loss landscapes. These findings offer a clear perspective on addressing non-IID challenges in FL and help guide future research in the field.
Preference-aware compensation policies for crowdsourced on-demand services
Nouli, Georgina, Parmentier, Axel, Schiffer, Maximilian
Crowdsourced on-demand services offer benefits such as reduced costs, faster service fulfillment times, greater adaptability, and contributions to sustainable urban transportation in on-demand delivery contexts. However, the success of an on-demand platform that utilizes crowdsourcing relies on finding a compensation policy that strikes a balance between creating attractive offers for gig workers and ensuring profitability. In this work, we examine a dynamic pricing problem for an on-demand platform that sets request-specific compensation of gig workers in a discrete-time framework, where requests and workers arrive stochastically. The operator's goal is to determine a compensation policy that maximizes the total expected reward over the time horizon. Our approach introduces compensation strategies that explicitly account for gig worker request preferences. To achieve this, we employ the Multinomial Logit model to represent the acceptance probabilities of gig workers, and, as a result, derive an analytical solution that utilizes post-decision states. Subsequently, we integrate this solution into an approximate dynamic programming algorithm. We compare our algorithm against benchmark algorithms, including formula-based policies and an upper bound provided by the full information linear programming solution. Our algorithm demonstrates consistent performance across diverse settings, achieving improvements of at least 2.5-7.5% in homogeneous gig worker populations and 9% in heterogeneous populations over benchmarks, based on fully synthetic data.
Active Learning of Model Discrepancy with Bayesian Experimental Design
Yang, Huchen, Chen, Chuanqi, Wu, Jin-Long
Digital twins have been actively explored in many engineering applications, such as manufacturing and autonomous systems. However, model discrepancy is ubiquitous in most digital twin models and has significant impacts on the performance of using those models. In recent years, data-driven modeling techniques have been demonstrated promising in characterizing the model discrepancy in existing models, while the training data for the learning of model discrepancy is often obtained in an empirical way and an active approach of gathering informative data can potentially benefit the learning of model discrepancy. On the other hand, Bayesian experimental design (BED) provides a systematic approach to gathering the most informative data, but its performance is often negatively impacted by the model discrepancy. In this work, we build on sequential BED and propose an efficient approach to iteratively learn the model discrepancy based on the data from the BED. The performance of the proposed method is validated by a classical numerical example governed by a convection-diffusion equation, for which full BED is still feasible. The proposed method is then further studied in the same numerical example with a high-dimensional model discrepancy, which serves as a demonstration for the scenarios where full BED is not practical anymore. An ensemble-based approximation of information gain is further utilized to assess the data informativeness and to enhance learning model discrepancy. The results show that the proposed method is efficient and robust to the active learning of high-dimensional model discrepancy, using data suggested by the sequential BED. We also demonstrate that the proposed method is compatible with both classical numerical solvers and modern auto-differentiable solvers.
Review for NeurIPS paper: Optimal and Practical Algorithms for Smooth and Strongly Convex Decentralized Optimization
Summary and Contributions: The paper considers smooth and strongly-convex decentralized optimization problems. The authors propose a novel primal gossip-based optimization algorithm (OPAPC) which is provably optimal w.r.t. Existing optimal algorithms for this setting rely on access to dual gradient which, in absence of any structure, can be very expensive. The suggested method uses primal (1st order) access exclusively---forming the main contribution of the paper. The main algorithmic idea is to use a generalized forward backward-like algorithm with the corresponding positive-definite operator being chosen according to the gossip matrix (so as to comply with the underlying decentralized structure).
Review for NeurIPS paper: Bayesian filtering unifies adaptive and non-adaptive neural network optimization methods
Summary and Contributions: Post-rebuttal: Dear authors, thank you for your detailed response and offering to fix many points we raised. I would like to sum up my thoughts after having read the other reviews and your rebuttal: On a high level, the following aspects were most significant how I approached towards my final score: 1) The perspective is novel, and has interesting potential. Re 1: I think we all agree that this is a pro for the paper and should be considered its main strength. Re 2: Questioning the approximations is a valid point. However, as you argue, you provided sufficient empirical evidence for the mini-batch Gaussianity, and I think that Gaussianity is often assumed without further justification in other Bayesian inference applications as well, simply to keep the computations tractable. Even if the assumptions are not fully realistic, they seem to be "less concerning than those in past work" (rebuttal, line 19).
Review for NeurIPS paper: Bayesian filtering unifies adaptive and non-adaptive neural network optimization methods
After a discussion with the reviewers, I converged towards recommending to accept this submission. The reviewers raised the following aspects: 1) The perspective is novel, and has interesting potential. Re 1: all reviewers agree that this is a pro for the paper and should be considered its main strength. The authors agree (rebuttal, lines 23-25). Re 2: R3 believes that questioning the approximations is a valid point. However, as the authors argue, they have provided sufficient empirical evidence for mini-batch Gaussianity in appendix B, and Gaussianity is sometimes assumed without further justification in other Bayesian inference applications as well, simply to keep the computations tractable.