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 Optimization


Vector Optimization with Gaussian Process Bandits

arXiv.org Machine Learning

Learning problems in which multiple conflicting objectives must be considered simultaneously often arise in various fields, including engineering, drug design, and environmental management. Traditional methods for dealing with multiple black-box objective functions, such as scalarization and identification of the Pareto set under the componentwise order, have limitations in incorporating objective preferences and exploring the solution space accordingly. While vector optimization offers improved flexibility and adaptability via specifying partial orders based on ordering cones, current techniques designed for sequential experiments either suffer from high sample complexity or lack theoretical guarantees. To address these issues, we propose Vector Optimization with Gaussian Process (VOGP), a probably approximately correct adaptive elimination algorithm that performs black-box vector optimization using Gaussian process bandits. VOGP allows users to convey objective preferences through ordering cones while performing efficient sampling by exploiting the smoothness of the objective function, resulting in a more effective optimization process that requires fewer evaluations. We establish theoretical guarantees for VOGP and derive information gain-based and kernel-specific sample complexity bounds. We also conduct experiments on both real-world and synthetic datasets to compare VOGP with the state-of-the-art methods.


Deep Matrix Factorization with Adaptive Weights for Multi-View Clustering

arXiv.org Machine Learning

Recently, deep matrix factorization has been established as a powerful model for unsupervised tasks, achieving promising results, especially for multi-view clustering. However, existing methods often lack effective feature selection mechanisms and rely on empirical hyperparameter selection. To address these issues, we introduce a novel Deep Matrix Factorization with Adaptive Weights for Multi-View Clustering (DMFAW). Our method simultaneously incorporates feature selection and generates local partitions, enhancing clustering results. Notably, the features weights are controlled and adjusted by a parameter that is dynamically updated using Control Theory inspired mechanism, which not only improves the model's stability and adaptability to diverse datasets but also accelerates convergence. A late fusion approach is then proposed to align the weighted local partitions with the consensus partition. Finally, the optimization problem is solved via an alternating optimization algorithm with theoretically guaranteed convergence. Extensive experiments on benchmark datasets highlight that DMFAW outperforms state-of-the-art methods in terms of clustering performance.


Improved Complexity for Smooth Nonconvex Optimization: A Two-Level Online Learning Approach with Quasi-Newton Methods

arXiv.org Machine Learning

We study the problem of finding an $\epsilon$-first-order stationary point (FOSP) of a smooth function, given access only to gradient information. The best-known gradient query complexity for this task, assuming both the gradient and Hessian of the objective function are Lipschitz continuous, is ${O}(\epsilon^{-7/4})$. In this work, we propose a method with a gradient complexity of ${O}(d^{1/4}\epsilon^{-13/8})$, where $d$ is the problem dimension, leading to an improved complexity when $d = {O}(\epsilon^{-1/2})$. To achieve this result, we design an optimization algorithm that, underneath, involves solving two online learning problems. Specifically, we first reformulate the task of finding a stationary point for a nonconvex problem as minimizing the regret in an online convex optimization problem, where the loss is determined by the gradient of the objective function. Then, we introduce a novel optimistic quasi-Newton method to solve this online learning problem, with the Hessian approximation update itself framed as an online learning problem in the space of matrices. Beyond improving the complexity bound for achieving an $\epsilon$-FOSP using a gradient oracle, our result provides the first guarantee suggesting that quasi-Newton methods can potentially outperform gradient descent-type methods in nonconvex settings.


Integrating Decision-Making Into Differentiable Optimization Guided Learning for End-to-End Planning of Autonomous Vehicles

arXiv.org Artificial Intelligence

We address the decision-making capability within an end-to-end planning framework that focuses on motion prediction, decision-making, and trajectory planning. Specifically, we formulate decision-making and trajectory planning as a differentiable nonlinear optimization problem, which ensures compatibility with learning-based modules to establish an end-to-end trainable architecture. This optimization introduces explicit objectives related to safety, traveling efficiency, and riding comfort, guiding the learning process in our proposed pipeline. Intrinsic constraints resulting from the decision-making task are integrated into the optimization formulation and preserved throughout the learning process. By integrating the differentiable optimizer with a neural network predictor, the proposed framework is end-to-end trainable, aligning various driving tasks with ultimate performance goals defined by the optimization objectives. The proposed framework is trained and validated using the Waymo Open Motion dataset. The open-loop testing reveals that while the planning outcomes using our method do not always resemble the expert trajectory, they consistently outperform baseline approaches with improved safety, traveling efficiency, and riding comfort. The closed-loop testing further demonstrates the effectiveness of optimizing decisions and improving driving performance. Ablation studies demonstrate that the initialization provided by the learning-based prediction module is essential for the convergence of the optimizer as well as the overall driving performance.


CBOL-Tuner: Classifier-pruned Bayesian optimization to explore temporally structured latent spaces for particle accelerator tuning

arXiv.org Artificial Intelligence

Complex dynamical systems, such as particle accelerators, often require complicated and time-consuming tuning procedures for optimal performance. It may also be required that these procedures estimate the optimal system parameters, which govern the dynamics of a spatiotemporal beam -- this can be a high-dimensional optimization problem. To address this, we propose a Classifier-pruned Bayesian Optimization-based Latent space Tuner (CBOL-Tuner), a framework for efficient exploration within a temporally-structured latent space. The CBOL-Tuner integrates a convolutional variational autoencoder (CVAE) for latent space representation, a long short-term memory (LSTM) network for temporal dynamics, a dense neural network (DNN) for parameter estimation, and a classifier-pruned Bayesian optimizer (C-BO) to adaptively search and filter the latent space for optimal solutions. CBOL-Tuner demonstrates superior performance in identifying multiple optimal settings and outperforms alternative global optimization methods.


Data-Centric and Heterogeneity-Adaptive Sequence Parallelism for Efficient LLM Training

arXiv.org Artificial Intelligence

Extending the context length (i.e., the maximum supported sequence length) of LLMs is of paramount significance. To facilitate long context training of LLMs, sequence parallelism has emerged as an essential technique, which scatters each input sequence across multiple devices and necessitates communication to process the sequence. In essence, existing sequence parallelism methods assume homogeneous sequence lengths (i.e., all input sequences are equal in length) and therefore leverages a single, static scattering strategy for all input sequences. However, in reality, the sequence lengths in LLM training corpora exhibit substantial variability, often following a long-tail distribution, which leads to workload heterogeneity. In this paper, we show that employing a single, static strategy results in inefficiency and resource under-utilization, highlighting the need for adaptive approaches to handle the heterogeneous workloads across sequences. To address this, we propose a heterogeneity-adaptive sequence parallelism method. For each training step, our approach captures the variability in sequence lengths and assigns the optimal combination of scattering strategies based on workload characteristics. We model this problem as a linear programming optimization and design an efficient and effective solver to find the optimal solution. Furthermore, we implement our method in a high-performance system that supports adaptive parallelization in distributed LLM training. Experimental results demonstrate that our system outperforms state-of-the-art training frameworks by up to 1.98x.


Towards Robust Interpretable Surrogates for Optimization

arXiv.org Artificial Intelligence

An important factor in the practical implementation of optimization models is the acceptance by the intended users. This is influenced among other factors by the interpretability of the solution process. Decision rules that meet this requirement can be generated using the framework for inherently interpretable optimization models. In practice, there is often uncertainty about the parameters of an optimization problem. An established way to deal with this challenge is the concept of robust optimization. The goal of our work is to combine both concepts: to create decision trees as surrogates for the optimization process that are more robust to perturbations and still inherently interpretable. For this purpose we present suitable models based on different variants to model uncertainty, and solution methods. Furthermore, the applicability of heuristic methods to perform this task is evaluated. Both approaches are compared with the existing framework for inherently interpretable optimization models.


FERERO: A Flexible Framework for Preference-Guided Multi-Objective Learning

arXiv.org Artificial Intelligence

Finding specific preference-guided Pareto solutions that represent different trade-offs among multiple objectives is critical yet challenging in multi-objective problems. Existing methods are restrictive in preference definitions and/or their theoretical guarantees. In this work, we introduce a Flexible framEwork for pREfeRence-guided multi-Objective learning (FERERO) by casting it as a constrained vector optimization problem. Specifically, two types of preferences are incorporated into this formulation -- the relative preference defined by the partial ordering induced by a polyhedral cone, and the absolute preference defined by constraints that are linear functions of the objectives. To solve this problem, convergent algorithms are developed with both single-loop and stochastic variants. Notably, this is the first single-loop primal algorithm for constrained vector optimization to our knowledge. The proposed algorithms adaptively adjust to both constraint and objective values, eliminating the need to solve different subproblems at different stages of constraint satisfaction. Experiments on multiple benchmarks demonstrate the proposed method is very competitive in finding preference-guided optimal solutions. Code is available at https://github.com/lisha-chen/FERERO/.


Differential Flatness-based Fast Trajectory Planning for Fixed-wing Unmanned Aerial Vehicles

arXiv.org Artificial Intelligence

Due to the strong nonlinearity and nonholonomic dynamics, despite that various general trajectory optimization methods have been presented, few of them can guarantee efficient compu-tation and physical feasibility for relatively complicated fixed-wing UAV dynamics. Aiming at this issue, this paper investigates a differential flatness-based trajectory optimization method for fixed-wing UAVs (DFTO-FW), which transcribes the trajectory optimization into a lightweight, unconstrained, gradient-analytical optimization with linear time complexity in each itera-tion to achieve fast trajectory generation. Through differential flat characteristics analysis and polynomial parameterization, the customized trajectory representation is presented, which implies the equality constraints to avoid the heavy computational burdens of solving complex dynamics. Through the design of integral performance costs and deduction of analytical gradients, the original trajectory optimization is transcribed into an uncon-strained, gradient-analytical optimization with linear time com-plexity to further improve efficiency. The simulation experi-ments illustrate the superior efficiency of the DFTO-FW, which takes sub-second CPU time against other competitors by orders of magnitude to generate fixed-wing UAV trajectories in ran-domly generated obstacle environments.


Benchmarking symbolic regression constant optimization schemes

arXiv.org Artificial Intelligence

Symbolic regression is a machine learning technique, and it has seen many advancements in recent years, especially in genetic programming approaches (GPSR). Furthermore, it has been known for many years that constant optimization of parameters, during the evolutionary search, greatly increases GPSR performance However, different authors approach such tasks differently and no consensus exists regarding which methods perform best. In this work, we evaluate eight different parameter optimization methods, applied during evolutionary search, over ten known benchmark problems, in two different scenarios. We also propose using an under-explored metric called Tree Edit Distance (TED), aiming to identify symbolic accuracy. In conjunction with classical error measures, we develop a combined analysis of model performance in symbolic regression. We then show that different constant optimization methods perform better in certain scenarios and that there is no overall best choice for every problem. Finally, we discuss how common metric decisions may be biased and appear to generate better models in comparison.