Optimization
All AI Models are Wrong, but Some are Optimal
Anand, Akhil S, Sawant, Shambhuraj, Reinhardt, Dirk, Gros, Sebastien
AI models that predict the future behavior of a system (a.k.a. predictive AI models) are central to intelligent decision-making. However, decision-making using predictive AI models often results in suboptimal performance. This is primarily because AI models are typically constructed to best fit the data, and hence to predict the most likely future rather than to enable high-performance decision-making. The hope that such prediction enables high-performance decisions is neither guaranteed in theory nor established in practice. In fact, there is increasing empirical evidence that predictive models must be tailored to decision-making objectives for performance. In this paper, we establish formal (necessary and sufficient) conditions that a predictive model (AI-based or not) must satisfy for a decision-making policy established using that model to be optimal. We then discuss their implications for building predictive AI models for sequential decision-making.
Finite-Horizon Single-Pull Restless Bandits: An Efficient Index Policy For Scarce Resource Allocation
Xiong, Guojun, Wang, Haichuan, Pan, Yuqi, Mandal, Saptarshi, Shah, Sanket, Boehmer, Niclas, Tambe, Milind
Restless multi-armed bandits (RMABs) have been highly successful in optimizing sequential resource allocation across many domains. However, in many practical settings with highly scarce resources, where each agent can only receive at most one resource, such as healthcare intervention programs, the standard RMAB framework falls short. To tackle such scenarios, we introduce Finite-Horizon Single-Pull RMABs (SPRMABs), a novel variant in which each arm can only be pulled once. This single-pull constraint introduces additional complexity, rendering many existing RMAB solutions suboptimal or ineffective. %To address this, we propose using dummy states to duplicate the system, ensuring that once an arm is activated, it transitions exclusively within the dummy states. To address this shortcoming, we propose using \textit{dummy states} that expand the system and enforce the one-pull constraint. We then design a lightweight index policy for this expanded system. For the first time, we demonstrate that our index policy achieves a sub-linearly decaying average optimality gap of $\tilde{\mathcal{O}}\left(\frac{1}{\rho^{1/2}}\right)$ for a finite number of arms, where $\rho$ is the scaling factor for each arm cluster. Extensive simulations validate the proposed method, showing robust performance across various domains compared to existing benchmarks.
Task Delay and Energy Consumption Minimization for Low-altitude MEC via Evolutionary Multi-objective Deep Reinforcement Learning
Sun, Geng, Ma, Weilong, Li, Jiahui, Sun, Zemin, Wang, Jiacheng, Niyato, Dusit, Mao, Shiwen
The low-altitude economy (LAE), driven by unmanned aerial vehicles (UAVs) and other aircraft, has revolutionized fields such as transportation, agriculture, and environmental monitoring. In the upcoming six-generation (6G) era, UAV-assisted mobile edge computing (MEC) is particularly crucial in challenging environments such as mountainous or disaster-stricken areas. The computation task offloading problem is one of the key issues in UAV-assisted MEC, primarily addressing the trade-off between minimizing the task delay and the energy consumption of the UAV. In this paper, we consider a UAV-assisted MEC system where the UAV carries the edge servers to facilitate task offloading for ground devices (GDs), and formulate a calculation delay and energy consumption multi-objective optimization problem (CDECMOP) to simultaneously improve the performance and reduce the cost of the system. Then, by modeling the formulated problem as a multi-objective Markov decision process (MOMDP), we propose a multi-objective deep reinforcement learning (DRL) algorithm within an evolutionary framework to dynamically adjust the weights and obtain non-dominated policies. Moreover, to ensure stable convergence and improve performance, we incorporate a target distribution learning (TDL) algorithm. Simulation results demonstrate that the proposed algorithm can better balance multiple optimization objectives and obtain superior non-dominated solutions compared to other methods.
CoDriveVLM: VLM-Enhanced Urban Cooperative Dispatching and Motion Planning for Future Autonomous Mobility on Demand Systems
Liu, Haichao, Yao, Ruoyu, Liu, Wenru, Huang, Zhenmin, Shen, Shaojie, Ma, Jun
The increasing demand for flexible and efficient urban transportation solutions has spotlighted the limitations of traditional Demand Responsive Transport (DRT) systems, particularly in accommodating diverse passenger needs and dynamic urban environments. Autonomous Mobility-on-Demand (AMoD) systems have emerged as a promising alternative, leveraging connected and autonomous vehicles (CAVs) to provide responsive and adaptable services. However, existing methods primarily focus on either vehicle scheduling or path planning, which often simplify complex urban layouts and neglect the necessity for simultaneous coordination and mutual avoidance among CAVs. This oversimplification poses significant challenges to the deployment of AMoD systems in real-world scenarios. To address these gaps, we propose CoDriveVLM, a novel framework that integrates high-fidelity simultaneous dispatching and cooperative motion planning for future AMoD systems. Our method harnesses Vision-Language Models (VLMs) to enhance multi-modality information processing, and this enables comprehensive dispatching and collision risk evaluation. The VLM-enhanced CAV dispatching coordinator is introduced to effectively manage complex and unforeseen AMoD conditions, thus supporting efficient scheduling decision-making. Furthermore, we propose a scalable decentralized cooperative motion planning method via consensus alternating direction method of multipliers (ADMM) focusing on collision risk evaluation and decentralized trajectory optimization. Simulation results demonstrate the feasibility and robustness of CoDriveVLM in various traffic conditions, showcasing its potential to significantly improve the fidelity and effectiveness of AMoD systems in future urban transportation networks. The code is available at https://github.com/henryhcliu/CoDriveVLM.git.
Q-MAML: Quantum Model-Agnostic Meta-Learning for Variational Quantum Algorithms
Lee, Junyong, Cho, JeiHee, Kim, Shiho
In the Noisy Intermediate-Scale Quantum (NISQ) era, using variational quantum algorithms (VQAs) to solve optimization problems has become a key application. However, these algorithms face significant challenges, such as choosing an effective initial set of parameters and the limited quantum processing time that restricts the number of optimization iterations. In this study, we introduce a new framework for optimizing parameterized quantum circuits (PQCs) that employs a classical optimizer, inspired by Model-Agnostic Meta-Learning (MAML) technique. This approach aim to achieve better parameter initialization that ensures fast convergence. Our framework features a classical neural network, called Learner}, which interacts with a PQC using the output of Learner as an initial parameter. During the pre-training phase, Learner is trained with a meta-objective based on the quantum circuit cost function. In the adaptation phase, the framework requires only a few PQC updates to converge to a more accurate value, while the learner remains unchanged. This method is highly adaptable and is effectively extended to various Hamiltonian optimization problems. We validate our approach through experiments, including distribution function mapping and optimization of the Heisenberg XYZ Hamiltonian. The result implies that the Learner successfully estimates initial parameters that generalize across the problem space, enabling fast adaptation.
Robust Counterfactual Explanations under Model Multiplicity Using Multi-Objective Optimization
Artificial intelligence(AI), including machine learning, is used in many domains. However, although many machine-learning methods have high prediction accuracy, they are often considered'black boxes' because the processes involved are unclear owing to their complex combination of nonlinearities and interactions. Explainable AI or interpretable machine learning has become an important issue in addressing these problems [1, 7, 18]. Several such methods are available. One such method is white-box machine learning. There are also methods for ensuring the interpretability of black-box machine learning. They examine which variables are important in the overall data and which variables are important in individual data. Among these methods, one is called the counterfactual explanation (CE) [10, 14, 27]. CEs are outputs that indicate that, for a trained supervised machine-learning model, the minimum changes to the original data (explanatory variables) are needed to achieve a particular desired predictive outcome.
ELENA: Epigenetic Learning through Evolved Neural Adaptation
Kriuk, Boris, Sulamanidze, Keti, Kriuk, Fedor
Optimization of complex networks is one of the fundamental challenges in computer science research. With the progression of computational resources availability, a great variety of conceptually different algorithms have been presented over the past decades to achieve competitive results in the domain of network optimization. Many approaches, such as Lin-Kernighan-Helsgaun heuristic [1], Genetic Algorithm variations [2,3,4], Ant Colony Optimization [5], k-opt local search [6,7] with sequential improvements have gained acknowledgment from both research community and industry across logistics, telecommunications, and biotechnology verticals. The Traveling Salesman Problem (TSP) [8], first formalized by Karl Menger in 1930, remains a cornerstone problem that has driven network optimization algorithmic innovations for decades. The Vehicle Routing Problem (VRP) [9,10], introduced by Dantzig and Ramser in 1959, extends TSP's complexity by incorporating multiple vehicles and capacity constraints, finding direct applications in logistics and delivery. The Maximum Clique Problem (MCP) [11], important for social network analysis, computational biochemistry and wireless network allocation, focuses on finding the largest complete subgraph within a network.
A stochastic first-order method with multi-extrapolated momentum for highly smooth unconstrained optimization
In this paper, we consider an unconstrained stochastic optimization problem where the objective function exhibits high-order smoothness. Specifically, we propose a new stochastic first-order method (SFOM) with multi-extrapolated momentum, in which multiple extrapolations are performed in each iteration, followed by a momentum update based on these extrapolations. We demonstrate that the proposed SFOM can accelerate optimization by exploiting the high-order smoothness of the objective function $f$. Assuming that the $p$th-order derivative of $f$ is Lipschitz continuous for some $p\ge2$, and under additional mild assumptions, we establish that our method achieves a sample complexity of $\widetilde{\mathcal{O}}(\epsilon^{-(3p+1)/p})$ for finding a point $x$ such that $\mathbb{E}[\|\nabla f(x)\|]\le\epsilon$. To the best of our knowledge, this is the first SFOM to leverage arbitrary-order smoothness of the objective function for acceleration, resulting in a sample complexity that improves upon the best-known results without assuming the mean-squared smoothness condition. Preliminary numerical experiments validate the practical performance of our method and support our theoretical findings.
A Hybrid Framework for Reinsurance Optimization: Integrating Generative Models and Reinforcement Learning
Dong, Stella C., Finlay, James R.
Reinsurance optimization is critical for insurers to manage risk exposure, ensure financial stability, and maintain solvency. Traditional approaches often struggle with dynamic claim distributions, high-dimensional constraints, and evolving market conditions. This paper introduces a novel hybrid framework that integrates {Generative Models}, specifically Variational Autoencoders (VAEs), with {Reinforcement Learning (RL)} using Proximal Policy Optimization (PPO). The framework enables dynamic and scalable optimization of reinsurance strategies by combining the generative modeling of complex claim distributions with the adaptive decision-making capabilities of reinforcement learning. The VAE component generates synthetic claims, including rare and catastrophic events, addressing data scarcity and variability, while the PPO algorithm dynamically adjusts reinsurance parameters to maximize surplus and minimize ruin probability. The framework's performance is validated through extensive experiments, including out-of-sample testing, stress-testing scenarios (e.g., pandemic impacts, catastrophic events), and scalability analysis across portfolio sizes. Results demonstrate its superior adaptability, scalability, and robustness compared to traditional optimization techniques, achieving higher final surpluses and computational efficiency. Key contributions include the development of a hybrid approach for high-dimensional optimization, dynamic reinsurance parameterization, and validation against stochastic claim distributions. The proposed framework offers a transformative solution for modern reinsurance challenges, with potential applications in multi-line insurance operations, catastrophe modeling, and risk-sharing strategy design.
Wait-Less Offline Tuning and Re-solving for Online Decision Making
Sun, Jingruo, Gao, Wenzhi, Vitercik, Ellen, Ye, Yinyu
Online linear programming (OLP) has found broad applications in revenue management and resource allocation. State-of-the-art OLP algorithms achieve low regret by repeatedly solving linear programming (LP) subproblems that incorporate updated resource information. However, LP-based methods are computationally expensive and often inefficient for large-scale applications. In contrast, recent first-order OLP algorithms are more computationally efficient but typically suffer from worse regret guarantees. To address these shortcomings, we propose a new algorithm that combines the strengths of LP-based and first-order OLP methods. The algorithm re-solves the LP subproblems periodically at a predefined frequency $f$ and uses the latest dual prices to guide online decision-making. In addition, a first-order method runs in parallel during each interval between LP re-solves, smoothing resource consumption. Our algorithm achieves $\mathscr{O}(\log (T/f) + \sqrt{f})$ regret, delivering a "wait-less" online decision-making process that balances the computational efficiency of first-order methods and the superior regret guarantee of LP-based methods.