Optimization
Reviews: High-Dimensional Optimization in Adaptive Random Subspaces
Post-rebuttal update: The author's rebuttal addresses my (minor) concerns well, and my overall score remains the same. The approach is similar to earlier work such as: - M. Pilanci and M. J. Wainwright. The main innovations here are to extend this sketching technique to a wider class of convex objectives and to introduce a data-adaptive sketching technique that greatly improves the error bounds on the solution relative to a data-oblivious sketch. The proposed technique can also be performed iteratively to improve the accuracy of the solution without having to change the sketch matrix, so the sketch on the data only has to be performed once. Overall, I thought this was a high-quality paper.
Reviews: Fast and Provable ADMM for Learning with Generative Priors
I think the "global optimization" aspect of the main result and the fast (i.e., linear) convergence rate are very interesting, and perhaps also surprising. For example, for the least square problem min_z A G(z) - b prior works such as Hand & Voroninski [2017] and Heckel et al [2019] have established the global optimization aspect of simple gradient descent like algorithms. But the result obtained in this paper is much more general, and also applies to formulations with extra nonsmooth terms, with a practical numerical method. Moreover, general understanding of ADMM applied to nonconvex problems is still very rare. I think this result is definitely a beautiful addition to this line of literature also.
Reviews: Optimizing Generalized Rate Metrics with Three Players
Originality: -Compared to Cotter et al, they have shown more classes of problems (i.e. My understanding is that even with surrogate approaches, the authors of this paper have shown that there's a way to get convergence by having both max and min players play no regret algorithms (with respect to true lagragian and surrogate lagrangian respectively). In Cotter et al, the non-zero sum issue can be side-stepped with one player playing to minimize no-swap regret. Quality: -Overall, the paper flows nicely with sections divided up to account for different problems (rate metric, objective & constraint, sum of ratios). Also, most of proofs in the appendix seem to to be good.
Reviews: A Structured Prediction Approach for Generalization in Cooperative Multi-Agent Reinforcement Learning
This paper proposes a new multi-task hierarchical reinforcement learning algorithm. The high-level policy achieves the assignment of tasks by solving a linear programming problem(or a quadratic programming problem), and the low-level policy is pre-defined. The biggest contribution of this paper is to get rid of the limitation of the number of agents and the number of tasks by modeling the multi-task assignment problem as an optimization problem, which based on the correlation between the agent and the task and the correlation between the tasks. After training the correlation in a simple task, you only need to re-solve the optimization problem in the complex task, without retraining, thus achieving zero-shot generalization. In this paper, the collaboration patterns between agents in the multi-task problem, such as creating subgroups of agents or spreading agents across tasks at the same time, are transformed into constraints to be added to the optimization problem corresponding to the high-level policy.
Learning to Price with Resource Constraints: From Full Information to Machine-Learned Prices
Ao, Ruicheng, Jiang, Jiashuo, Simchi-Levi, David
We study the dynamic pricing problem with knapsack, addressing the challenge of balancing exploration and exploitation under resource constraints. We introduce three algorithms tailored to different informational settings: a Boundary Attracted Re-solve Method for full information, an online learning algorithm for scenarios with no prior information, and an estimate-then-select re-solve algorithm that leverages machine-learned informed prices with known upper bound of estimation errors. The Boundary Attracted Re-solve Method achieves logarithmic regret without requiring the non-degeneracy condition, while the online learning algorithm attains an optimal $O(\sqrt{T})$ regret. Our estimate-then-select approach bridges the gap between these settings, providing improved regret bounds when reliable offline data is available. Numerical experiments validate the effectiveness and robustness of our algorithms across various scenarios. This work advances the understanding of online resource allocation and dynamic pricing, offering practical solutions adaptable to different informational structures.
Learning to Help in Multi-Class Settings
Wu, Yu, Li, Yansong, Dong, Zeyu, Sathyavageeswaran, Nitya, Sarwate, Anand D.
Deploying complex machine learning models on resource-constrained devices is challenging due to limited computational power, memory, and model retrainability. To address these limitations, a hybrid system can be established by augmenting the local model with a server-side model, where samples are selectively deferred by a rejector and then sent to the server for processing. The hybrid system enables efficient use of computational resources while minimizing the overhead associated with server usage. The recently proposed Learning to Help (L2H) model trains a server model given a fixed local (client) model, differing from the Learning to Defer (L2D) framework, which trains the client for a fixed (expert) server. In both L2D and L2H, the training includes learning a rejector at the client to determine when to query the server. In this work, we extend the L2H model from binary to multi-class classification problems and demonstrate its applicability in a number of different scenarios of practical interest in which access to the server may be limited by cost, availability, or policy. We derive a stage-switching surrogate loss function that is differentiable, convex, and consistent with the Bayes rule corresponding to the 0-1 loss for the L2H model. Experiments show that our proposed methods offer an efficient and practical solution for multi-class classification in resource-constrained environments.
An Efficient Diffusion-based Non-Autoregressive Solver for Traveling Salesman Problem
Wang, Mingzhao, Zhou, You, Cao, Zhiguang, Xiao, Yubin, Wu, Xuan, Pang, Wei, Jiang, Yuan, Yang, Hui, Zhao, Peng, Li, Yuanshu
Recent advances in neural models have shown considerable promise in solving Traveling Salesman Problems (TSPs) without relying on much hand-crafted engineering. However, while non-autoregressive (NAR) approaches benefit from faster inference through parallelism, they typically deliver solutions of inferior quality compared to autoregressive ones. To enhance the solution quality while maintaining fast inference, we propose DEITSP, a diffusion model with efficient iterations tailored for TSP that operates in a NAR manner. Firstly, we introduce a one-step diffusion model that integrates the controlled discrete noise addition process with self-consistency enhancement, enabling optimal solution prediction through simultaneous denoising of multiple solutions. Secondly, we design a dual-modality graph transformer to bolster the extraction and fusion of features from node and edge modalities, while further accelerating the inference with fewer layers. Thirdly, we develop an efficient iterative strategy that alternates between adding and removing noise to improve exploration compared to previous diffusion methods. Additionally, we devise a scheduling framework to progressively refine the solution space by adjusting noise levels, facilitating a smooth search for optimal solutions. Extensive experiments on real-world and large-scale TSP instances demonstrate that DEITSP performs favorably against existing neural approaches in terms of solution quality, inference latency, and generalization ability. Our code is available at $\href{https://github.com/DEITSP/DEITSP}{https://github.com/DEITSP/DEITSP}$.
On the Transfer of Knowledge in Quantum Algorithms
Villar-Rodriguez, Esther, Osaba, Eneko, Oregi, Izaskun, Romero, Sebastián V., Ferreiro-Vélez, Julián
The field of quantum computing is generating significant anticipation within the scientific and industrial communities due to its potential to revolutionize computing paradigms. Recognizing this potential, this paper explores the integration of transfer of knowledge techniques, traditionally used in classical artificial intelligence, into quantum computing. We present a comprehensive classification of the transfer models, focusing on Transfer Learning and Transfer Optimization. Additionally, we analyze relevant schemes in quantum computing that can benefit from knowledge sharing, and we delve into the potential synergies, supported by theoretical insights and initial experimental results. Our findings suggest that leveraging the transfer of knowledge can enhance the efficiency and effectiveness of quantum algorithms, particularly in the context of hybrid solvers. This approach not only accelerates the optimization process but also reduces the computational burden on quantum processors, making it a valuable tool for advancing quantum computing technologies.
Selecting Critical Scenarios of DER Adoption in Distribution Grids Using Bayesian Optimization
Mulkin, Olivier, Heleno, Miguel, Ludkovski, Mike
We develop a new methodology to select scenarios of DER adoption most critical for distribution grids. Anticipating risks of future voltage and line flow violations due to additional PV adopters is central for utility investment planning but continues to rely on deterministic or ad hoc scenario selection. We propose a highly efficient search framework based on multi-objective Bayesian Optimization. We treat underlying grid stress metrics as computationally expensive black-box functions, approximated via Gaussian Process surrogates and design an acquisition function based on probability of scenarios being Pareto-critical across a collection of line- and bus-based violation objectives. Our approach provides a statistical guarantee and offers an order of magnitude speed-up relative to a conservative exhaustive search. Case studies on realistic feeders with 200-400 buses demonstrate the effectiveness and accuracy of our approach.
When GNNs meet symmetry in ILPs: an orbit-based feature augmentation approach
Chen, Qian, Li, Lei, Li, Qian, Wu, Jianghua, Wang, Akang, Sun, Ruoyu, Luo, Xiaodong, Chang, Tsung-Hui, Shi, Qingjiang
A common characteristic in integer linear programs (ILPs) is symmetry, allowing variables to be permuted without altering the underlying problem structure. Recently, GNNs have emerged as a promising approach for solving ILPs. However, a significant challenge arises when applying GNNs to ILPs with symmetry: classic GNN architectures struggle to differentiate between symmetric variables, which limits their predictive accuracy. In this work, we investigate the properties of permutation equivariance and invariance in GNNs, particularly in relation to the inherent symmetry of ILP formulations. We reveal that the interaction between these two factors contributes to the difficulty of distinguishing between symmetric variables. To address this challenge, we explore the potential of feature augmentation and propose several guiding principles for constructing augmented features. Building on these principles, we develop an orbit-based augmentation scheme that first groups symmetric variables and then samples augmented features for each group from a discrete uniform distribution. Empirical results demonstrate that our proposed approach significantly enhances both training efficiency and predictive performance. Integer Linear Programs (ILPs) are fundamental optimization problems characterized by a linear objective function and linear constraints, where the decision variables are restricted to integer values. These problems play a critical role in various fields, including operations research, computer science, and engineering (Pochet & Wolsey, 2006; Liu & Fan, 2018; Watson & Woodruff, 2011; Luathep et al., 2011; Schöbel, 2001).