Optimization
Runtime Analysis of Evolutionary Algorithms for Multiparty Multiobjective Optimization
Sun, Yuetong, Xu, Peilan, Luo, Wenjian
In scenarios where multiple decision-makers operate within a common decision space, each focusing on their own multi-objective optimization problem (e.g., bargaining games), the problem can be modeled as a multi-party multi-objective optimization problem (MPMOP). While numerous evolutionary algorithms have been proposed to solve MPMOPs, most results remain empirical. This paper presents the first theoretical analysis of the expected runtime of evolutionary algorithms on bi-party multi-objective optimization problems (BPMOPs). Our findings demonstrate that employing traditional multi-objective optimization algorithms to solve MPMOPs is both time-consuming and inefficient, as the resulting population contains many solutions that fail to achieve consensus among decision-makers. An alternative approach involves decision-makers individually solving their respective optimization problems and seeking consensus only in the final stage. While feasible for pseudo-Boolean optimization problems, this method may fail to guarantee approximate performance for one party in NP-hard problems. Finally, We propose coevolutionary multi-party multi-objective optimizers (CoEMPMO) for pseudo-Boolean optimization and shortest path problems within a multi-party multi-objective context, which maintains a common solution set among all parties through coevolution. Theoretical and experimental results demonstrate that the proposed \( \text{CoEMPMO}_{\text{random}} \) outperforms previous algorithms in terms of the expected lower bound on runtime for pseudo-Boolean optimization problems. Additionally, \( \text{CoEMPMO}_{\text{cons}}^{\text{SP}} \) achieves better efficiency and precision in solving shortest path problems compared to existing algorithms.
Session-Level Dynamic Ad Load Optimization using Offline Robust Reinforcement Learning
Liu, Tao, Xu, Qi, Shi, Wei, Hua, Zhigang, Yang, Shuang
Session-level dynamic ad load optimization aims to personalize the density and types of delivered advertisements in real time during a user's online session by dynamically balancing user experience quality and ad monetization. Traditional causal learning-based approaches struggle with key technical challenges, especially in handling confounding bias and distribution shifts. In this paper, we develop an offline deep Q-network (DQN)-based framework that effectively mitigates confounding bias in dynamic systems and demonstrates more than 80% offline gains compared to the best causal learning-based production baseline. Moreover, to improve the framework's robustness against unanticipated distribution shifts, we further enhance our framework with a novel offline robust dueling DQN approach. This approach achieves more stable rewards on multiple OpenAI-Gym datasets as perturbations increase, and provides an additional 5% offline gains on real-world ad delivery data. Deployed across multiple production systems, our approach has achieved outsized topline gains. Post-launch online A/B tests have shown double-digit improvements in the engagement-ad score trade-off efficiency, significantly enhancing our platform's capability to serve both consumers and advertisers.
No-Regret Linear Bandits under Gap-Adjusted Misspecification
Liu, Chong, Qiao, Dan, Yin, Ming, Bogunovic, Ilija, Wang, Yu-Xiang
This work studies linear bandits under a new notion of gap-adjusted misspecification and is an extension of Liu et al. (2023). When the underlying reward function is not linear, existing linear bandits work usually relies on a uniform misspecification parameter $\epsilon$ that measures the sup-norm error of the best linear approximation. This results in an unavoidable linear regret whenever $\epsilon > 0$. We propose a more natural model of misspecification which only requires the approximation error at each input $x$ to be proportional to the suboptimality gap at $x$. It captures the intuition that, for optimization problems, near-optimal regions should matter more and we can tolerate larger approximation errors in suboptimal regions. Quite surprisingly, we show that the classical LinUCB algorithm -- designed for the realizable case -- is automatically robust against such $\rho$-gap-adjusted misspecification with parameter $\rho$ diminishing at $O(1/(d \sqrt{\log T}))$. It achieves a near-optimal $O(\sqrt{T})$ regret for problems that the best-known regret is almost linear in time horizon $T$. We further advance this frontier by presenting a novel phased elimination-based algorithm whose gap-adjusted misspecification parameter $\rho = O(1/\sqrt{d})$ does not scale with $T$. This algorithm attains optimal $O(\sqrt{T})$ regret and is deployment-efficient, requiring only $\log T$ batches of exploration. It also enjoys an adaptive $O(\log T)$ regret when a constant suboptimality gap exists. Technically, our proof relies on a novel self-bounding argument that bounds the part of the regret due to misspecification by the regret itself, and a new inductive lemma that limits the misspecification error within the suboptimality gap for all valid actions in each batch selected by G-optimal design.
Optimizing Distributed Deployment of Mixture-of-Experts Model Inference in Serverless Computing
Liu, Mengfan, Wang, Wei, Wu, Chuan
With the advancement of serverless computing, running machine learning (ML) inference services over a serverless platform has been advocated, given its labor-free scalability and cost effectiveness. Mixture-of-Experts (MoE) models have been a dominant type of model architectures to enable large models nowadays, with parallel expert networks. Serving large MoE models on serverless computing is potentially beneficial, but has been underexplored due to substantial challenges in handling the skewed expert popularity and scatter-gather communication bottleneck in MoE model execution, for cost-efficient serverless MoE deployment and performance guarantee. We study optimized MoE model deployment and distributed inference serving on a serverless platform, that effectively predict expert selection, pipeline communication with model execution, and minimize the overall billed cost of serving MoE models. Especially, we propose a Bayesian optimization framework with multi-dimensional epsilon-greedy search to learn expert selections and optimal MoE deployment achieving optimal billed cost, including: 1) a Bayesian decision-making method for predicting expert popularity; 2) flexibly pipelined scatter-gather communication; and 3) an optimal model deployment algorithm for distributed MoE serving. Extensive experiments on AWS Lambda show that our designs reduce the billed cost of all MoE layers by at least 75.67% compared to CPU clusters while maintaining satisfactory inference throughput. As compared to LambdaML in serverless computing, our designs achieves 43.41% lower cost with a throughput decrease of at most 18.76%.
Constrained Optimization of Charged Particle Tracking with Multi-Agent Reinforcement Learning
Kortus, Tobias, Keidel, Ralf, Gauger, Nicolas R., Kieseler, Jan
Reinforcement learning demonstrated immense success in modelling complex physics-driven systems, providing end-to-end trainable solutions by interacting with a simulated or real environment, maximizing a scalar reward signal. In this work, we propose, building upon previous work, a multi-agent reinforcement learning approach with assignment constraints for reconstructing particle tracks in pixelated particle detectors. Our approach optimizes collaboratively a parametrized policy, functioning as a heuristic to a multidimensional assignment problem, by jointly minimizing the total amount of particle scattering over the reconstructed tracks in a readout frame. To satisfy constraints, guaranteeing a unique assignment of particle hits, we propose a safety layer solving a linear assignment problem for every joint action. Further, to enforce cost margins, increasing the distance of the local policies predictions to the decision boundaries of the optimizer mappings, we recommend the use of an additional component in the blackbox gradient estimation, forcing the policy to solutions with lower total assignment costs. We empirically show on simulated data, generated for a particle detector developed for proton imaging, the effectiveness of our approach, compared to multiple single- and multi-agent baselines. We further demonstrate the effectiveness of constraints with cost margins for both optimization and generalization, introduced by wider regions with high reconstruction performance as well as reduced predictive instabilities. Our results form the basis for further developments in RL-based tracking, offering both enhanced performance with constrained policies and greater flexibility in optimizing tracking algorithms through the option for individual and team rewards.
Quantum-enhanced causal discovery for a small number of samples
Maeda, Yota, Arai, Ken, Tanaka, Yu, Terada, Yu, Ueno, Hiroshi, Tezuka, Hiroyuki
The discovery of causal relationships from observed data has attracted significant interest from disciplines such as economics, social sciences, epidemiology, and biology. In practical applications, considerable knowledge of the underlying systems is often unavailable, and real data are often associated with nonlinear causal structures, which make the direct use of most conventional causality analysis methods difficult. This study proposes a novel quantum Peter-Clark (qPC) algorithm for causal discovery that does not assume any underlying model structures. Based on the independence conditional tests in a class of reproducing kernel Hilbert spaces characterized by quantum circuits, the proposed qPC algorithm can explore causal relationships from the observed data drawn from arbitrary distributions. We conducted systematic experiments on fundamental graph parts of causal structures, demonstrating that the qPC algorithm exhibits a significantly better performance, particularly with smaller sample sizes compared to its classical counterpart. Furthermore, we proposed a novel optimization approach based on Kernel Target Alignment (KTA) for determining hyperparameters of quantum kernels. This method effectively reduced the risk of false positives in causal discovery, enabling more reliable inference. Our theoretical and experimental results demonstrate that the proposed quantum algorithm can empower classical algorithms for robust and accurate inference in causal discovery, supporting them in regimes where classical algorithms typically fail. Additionally, the effectiveness of this method was validated using the Boston Housing dataset as a real-world application. These findings demonstrate the new potential of quantum circuit-based causal discovery methods in addressing practical challenges, particularly in small-sample scenarios where traditional approaches have shown limitations.
Self-Adaptive Ising Machines for Constrained Optimization
Ising machines (IM) are physics-inspired alternatives to von Neumann architectures for solving hard optimization tasks. By mapping binary variables to coupled Ising spins, IMs can naturally solve unconstrained combinatorial optimization problems such as finding maximum cuts in graphs. However, despite their importance in practical applications, constrained problems remain challenging to solve for IMs that require large quadratic energy penalties to ensure the correspondence between energy ground states and constrained optimal solutions. To relax this requirement, we propose a self-adaptive IM that iteratively shapes its energy landscape using a Lagrange relaxation of constraints and avoids prior tuning of penalties. Using a probabilistic-bit (p-bit) IM emulated in software, we benchmark our algorithm with multidimensional knapsack problems (MKP) and quadratic knapsack problems (QKP), the latter being an Ising problem with linear constraints. For QKP with 300 variables, the proposed algorithm finds better solutions than state-of-the-art IMs such as Fujitsu's Digital Annealer and requires 7,500x fewer samples. Our results show that adapting the energy landscape during the search can speed up IMs for constrained optimization.
Network Diffuser for Placing-Scheduling Service Function Chains with Inverse Demonstration
Zhang, Zuyuan, Aggarwal, Vaneet, Lan, Tian
Network services are increasingly managed by considering chained-up virtual network functions and relevant traffic flows, known as the Service Function Chains (SFCs). To deal with sequential arrivals of SFCs in an online fashion, we must consider two closely-coupled problems - an SFC placement problem that maps SFCs to servers/links in the network and an SFC scheduling problem that determines when each SFC is executed. Solving the whole SFC problem targeting these two optimizations jointly is extremely challenging. In this paper, we propose a novel network diffuser using conditional generative modeling for this SFC placing-scheduling optimization. Recent advances in generative AI and diffusion models have made it possible to generate high-quality images/videos and decision trajectories from language description. We formulate the SFC optimization as a problem of generating a state sequence for planning and perform graph diffusion on the state trajectories to enable extraction of SFC decisions, with SFC optimization constraints and objectives as conditions. To address the lack of demonstration data due to NP-hardness and exponential problem space of the SFC optimization, we also propose a novel and somewhat maverick approach -- Rather than solving instances of this difficult optimization, we start with randomly-generated solutions as input, and then determine appropriate SFC optimization problems that render these solutions feasible. This inverse demonstration enables us to obtain sufficient expert demonstrations, i.e., problem-solution pairs, through further optimization. In our numerical evaluations, the proposed network diffuser outperforms learning and heuristic baselines, by $\sim$20\% improvement in SFC reward and $\sim$50\% reduction in SFC waiting time and blocking rate.
Microservice Deployment in Space Computing Power Networks via Robust Reinforcement Learning
Yu, Zhiyong, Jiang, Yuning, Liu, Xin, Shi, Yuanming, Jiang, Chunxiao, Kuang, Linling
With the growing demand for Earth observation, it is important to provide reliable real-time remote sensing inference services to meet the low-latency requirements. The Space Computing Power Network (Space-CPN) offers a promising solution by providing onboard computing and extensive coverage capabilities for real-time inference. This paper presents a remote sensing artificial intelligence applications deployment framework designed for Low Earth Orbit satellite constellations to achieve real-time inference performance. The framework employs the microservice architecture, decomposing monolithic inference tasks into reusable, independent modules to address high latency and resource heterogeneity. This distributed approach enables optimized microservice deployment, minimizing resource utilization while meeting quality of service and functional requirements. We introduce Robust Optimization to the deployment problem to address data uncertainty. Additionally, we model the Robust Optimization problem as a Partially Observable Markov Decision Process and propose a robust reinforcement learning algorithm to handle the semi-infinite Quality of Service constraints. Our approach yields sub-optimal solutions that minimize accuracy loss while maintaining acceptable computational costs. Simulation results demonstrate the effectiveness of our framework.
A Survey on Algorithmic Developments in Optimal Transport Problem with Applications
Optimal Transport (OT) has established itself as a robust framework for quantifying differences between distributions, with applications that span fields such as machine learning, data science, and computer vision. This paper offers a detailed examination of the OT problem, beginning with its theoretical foundations, including the classical formulations of Monge and Kantorovich and their extensions to modern computational techniques. It explores cutting-edge algorithms, including Sinkhorn iterations, primal-dual strategies, and reduction-based approaches, emphasizing their efficiency and scalability in addressing high-dimensional problems. The paper also highlights emerging trends, such as integrating OT into machine learning frameworks, the development of novel problem variants, and ongoing theoretical advancements. Applications of OT are presented across a range of domains, with particular attention to its innovative application in time series data analysis via Optimal Transport Warping (OTW), a robust alternative to methods like Dynamic Time Warping. Despite the significant progress made, challenges related to scalability, robustness, and ethical considerations remain, necessitating further research. The paper underscores OT's potential to bridge theoretical depth and practical utility, fostering impactful advancements across diverse disciplines.