Optimization
Vision-based Wearable Steering Assistance for People with Impaired Vision in Jogging
Liu, Xiaotong, Wang, Binglu, Li, Zhijun
Outdoor sports pose a challenge for people with impaired vision. The demand for higher-speed mobility inspired us to develop a vision-based wearable steering assistance. To ensure broad applicability, we focused on a representative sports environment, the athletics track. Our efforts centered on improving the speed and accuracy of perception, enhancing planning adaptability for the real world, and providing swift and safe assistance for people with impaired vision. In perception, we engineered a lightweight multitask network capable of simultaneously detecting track lines and obstacles. Additionally, due to the limitations of existing datasets for supporting multi-task detection in athletics tracks, we diligently collected and annotated a new dataset (MAT) containing 1000 images. In planning, we integrated the methods of sampling and spline curves, addressing the planning challenges of curves. Meanwhile, we utilized the positions of the track lines and obstacles as constraints to guide people with impaired vision safely along the current track. Our system is deployed on an embedded device, Jetson Orin NX. Through outdoor experiments, it demonstrated adaptability in different sports scenarios, assisting users in achieving free movement of 400-meter at an average speed of 1.34 m/s, meeting the level of normal people in jogging. Our MAT dataset is publicly available from https://github.com/snoopy-l/MAT
Online Linear Programming with Batching
Xu, Haoran, Glynn, Peter W., Ye, Yinyu
We study Online Linear Programming (OLP) with batching. The planning horizon is cut into $K$ batches, and the decisions on customers arriving within a batch can be delayed to the end of their associated batch. Compared with OLP without batching, the ability to delay decisions brings better operational performance, as measured by regret. Two research questions of interest are: (1) What is a lower bound of the regret as a function of $K$? (2) What algorithms can achieve the regret lower bound? These questions have been analyzed in the literature when the distribution of the reward and the resource consumption of the customers have finite support. By contrast, this paper analyzes these questions when the conditional distribution of the reward given the resource consumption is continuous, and we show the answers are different under this setting. When there is only a single type of resource and the decision maker knows the total number of customers, we propose an algorithm with a $O(\log K)$ regret upper bound and provide a $\Omega(\log K)$ regret lower bound. We also propose algorithms with $O(\log K)$ regret upper bound for the setting in which there are multiple types of resource and the setting in which customers arrive following a Poisson process. All these regret upper and lower bounds are independent of the length of the planning horizon, and all the proposed algorithms delay decisions on customers arriving in only the first and the last batch. We also take customer impatience into consideration and establish a way of selecting an appropriate batch size.
Analyzing the Effectiveness of Quantum Annealing with Meta-Learning
Pellini, Riccardo, Dacrema, Maurizio Ferrari
The field of Quantum Computing has gathered significant popularity in recent years and a large number of papers have studied its effectiveness in tackling many tasks. We focus in particular on Quantum Annealing (QA), a meta-heuristic solver for Quadratic Unconstrained Binary Optimization (QUBO) problems. It is known that the effectiveness of QA is dependent on the task itself, as is the case for classical solvers, but there is not yet a clear understanding of which are the characteristics of a problem that makes it difficult to solve with QA. In this work, we propose a new methodology to study the effectiveness of QA based on meta-learning models. To do so, we first build a dataset composed of more than five thousand instances of ten different optimization problems. We define a set of more than a hundred features to describe their characteristics, and solve them with both QA and three classical solvers. We publish this dataset online for future research. Then, we train multiple meta-models to predict whether QA would solve that instance effectively and use them to probe which are the features with the strongest impact on the effectiveness of QA. Our results indicate that it is possible to accurately predict the effectiveness of QA, validating our methodology. Furthermore, we observe that the distribution of the problem coefficients representing the bias and coupling terms is very informative to identify the probability of finding good solutions, while the density of these coefficients alone is not enough. The methodology we propose allows to open new research directions to further our understanding of the effectiveness of QA, by probing specific dimensions or by developing new QUBO formulations that are better suited for the particular nature of QA. Furthermore, the proposed methodology is flexible and can be extended or used to study other quantum or classical solvers.
Optimizing Disease Prediction with Artificial Intelligence Driven Feature Selection and Attention Networks
Dhinakaran, D., Raja, S. Edwin, Thiyagarajan, M., Jasmine, J. Jeno, Raghavan, P.
The rapid integration of machine learning methodologies in healthcare has ignited innovative strategies for disease prediction, particularly with the vast repositories of Electronic Health Records (EHR) data. This article delves into the realm of multi-disease prediction, presenting a comprehensive study that introduces a pioneering ensemble feature selection model. This model, designed to optimize learning systems, combines statistical, deep, and optimally selected features through the innovative Stabilized Energy Valley Optimization with Enhanced Bounds (SEV-EB) algorithm. The objective is to achieve unparalleled accuracy and stability in predicting various disorders. This work proposes an advanced ensemble model that synergistically integrates statistical, deep, and optimally selected features. This combination aims to enhance the predictive power of the model by capturing diverse aspects of the health data. At the heart of the proposed model lies the SEV-EB algorithm, a novel approach to optimal feature selection. The algorithm introduces enhanced bounds and stabilization techniques, contributing to the robustness and accuracy of the overall prediction model. To further elevate the predictive capabilities, an HSC-AttentionNet is introduced. This network architecture combines deep temporal convolution capabilities with LSTM, allowing the model to capture both short-term patterns and long-term dependencies in health data. Rigorous evaluations showcase the remarkable performance of the proposed model. Achieving a 95% accuracy and 94% F1-score in predicting various disorders, the model surpasses traditional methods, signifying a significant advancement in disease prediction accuracy. The implications of this research extend beyond the confines of academia.
Distributionally Robust Optimization as a Scalable Framework to Characterize Extreme Value Distributions
Kuiper, Patrick, Hasan, Ali, Yang, Wenhao, Ng, Yuting, Bidkhori, Hoda, Blanchet, Jose, Tarokh, Vahid
The goal of this paper is to develop distributionally robust optimization (DRO) estimators, specifically for multidimensional Extreme Value Theory (EVT) statistics. EVT supports using semi-parametric models called max-stable distributions built from spatial Poisson point processes. While powerful, these models are only asymptotically valid for large samples. However, since extreme data is by definition scarce, the potential for model misspecification error is inherent to these applications, thus DRO estimators are natural. In order to mitigate over-conservative estimates while enhancing out-of-sample performance, we study DRO estimators informed by semi-parametric max-stable constraints in the space of point processes. We study both tractable convex formulations for some problems of interest (e.g. CVaR) and more general neural network based estimators. Both approaches are validated using synthetically generated data, recovering prescribed characteristics, and verifying the efficacy of the proposed techniques. Additionally, the proposed method is applied to a real data set of financial returns for comparison to a previous analysis. We established the proposed model as a novel formulation in the multivariate EVT domain, and innovative with respect to performance when compared to relevant alternate proposals.
Algorithms for Collaborative Machine Learning under Statistical Heterogeneity
Learning from distributed data without accessing them is undoubtedly a challenging and non-trivial task. Nevertheless, the necessity for distributed training of a statistical model has been increasing, due to the privacy concerns of local data owners and the cost in centralizing the massively distributed data. Federated learning (FL) is currently the de facto standard of training a machine learning model across heterogeneous data owners, without leaving the raw data out of local silos. Nevertheless, several challenges must be addressed in order for FL to be more practical in reality. Among these challenges, the statistical heterogeneity problem is the most significant and requires immediate attention. From the main objective of FL, three major factors can be considered as starting points -- \textit{parameter}, textit{mixing coefficient}, and \textit{local data distributions}. In alignment with the components, this dissertation is organized into three parts. In Chapter II, a novel personalization method, \texttt{SuPerFed}, inspired by the mode-connectivity is introduced. In Chapter III, an adaptive decision-making algorithm, \texttt{AAggFF}, is introduced for inducing uniform performance distributions in participating clients, which is realized by online convex optimization framework. Finally, in Chapter IV, a collaborative synthetic data generation method, \texttt{FedEvg}, is introduced, leveraging the flexibility and compositionality of an energy-based modeling approach. Taken together, all of these approaches provide practical solutions to mitigate the statistical heterogeneity problem in data-decentralized settings, paving the way for distributed systems and applications using collaborative machine learning methods.
Beyond the Neural Fog: Interpretable Learning for AC Optimal Power Flow
Pineda, Salvador, Pérez-Ruiz, Juan, Morales, Juan Miguel
The AC optimal power flow (AC-OPF) problem is essential for power system operations, but its non-convex nature makes it challenging to solve. A widely used simplification is the linearized DC optimal power flow (DC-OPF) problem, which can be solved to global optimality, but whose optimal solution is always infeasible in the original AC-OPF problem. Recently, neural networks (NN) have been introduced for solving the AC-OPF problem at significantly faster computation times. However, these methods necessitate extensive datasets, are difficult to train, and are often viewed as black boxes, leading to resistance from operators who prefer more transparent and interpretable solutions. In this paper, we introduce a novel learning-based approach that merges simplicity and interpretability, providing a bridge between traditional approximation methods and black-box learning techniques. Our approach not only provides transparency for operators but also achieves competitive accuracy. Numerical results across various power networks demonstrate that our method provides accuracy comparable to, and often surpassing, that of neural networks, particularly when training datasets are limited.
No learning rates needed: Introducing SALSA -- Stable Armijo Line Search Adaptation
Kenneweg, Philip, Kenneweg, Tristan, Fumagalli, Fabian, Hammer, Barbara
In recent studies, line search methods have been demonstrated to significantly enhance the performance of conventional stochastic gradient descent techniques across various datasets and architectures, while making an otherwise critical choice of learning rate schedule superfluous. In this paper, we identify problems of current state-of-the-art of line search methods, propose enhancements, and rigorously assess their effectiveness. Furthermore, we evaluate these methods on orders of magnitude larger datasets and more complex data domains than previously done. More specifically, we enhance the Armijo line search method by speeding up its computation and incorporating a momentum term into the Armijo criterion, making it better suited for stochastic mini-batching. Our optimization approach outperforms both the previous Armijo implementation and a tuned learning rate schedule for the Adam and SGD optimizers. Our evaluation covers a diverse range of architectures, such as Transformers, CNNs, and MLPs, as well as data domains, including NLP and image data. Our work is publicly available as a Python package, which provides a simple Pytorch optimizer.
Metaheuristic Enhanced with Feature-Based Guidance and Diversity Management for Solving the Capacitated Vehicle Routing Problem
Herdianto, Bachtiar, Billot, Romain, Lucas, Flavien, Sevaux, Marc
We propose a metaheuristic algorithm enhanced with feature-based guidance that is designed to solve the Capacitated Vehicle Routing Problem (CVRP). To formulate the proposed guidance, we developed and explained a supervised Machine Learning (ML) model, that is used to formulate the guidance and control the diversity of the solution during the optimization process. We propose a metaheuristic algorithm combining neighborhood search and a novel mechanism of hybrid split and path relinking to implement the proposed guidance. The proposed guidance has proven to give a statistically significant improvement to the proposed metaheuristic algorithm when solving CVRP. Moreover, the proposed guided metaheuristic is also capable of producing competitive solutions among state-of-the-art metaheuristic algorithms.
Efficient Pareto Manifold Learning with Low-Rank Structure
Multi-task learning, which optimizes performance across multiple tasks, is inherently a multi-objective optimization problem. Various algorithms are developed to provide discrete trade-off solutions on the Pareto front. Recently, continuous Pareto front approximations using a linear combination of base networks have emerged as a compelling strategy. However, it suffers from scalability issues when the number of tasks is large. To address this issue, we propose a novel approach that integrates a main network with several low-rank matrices to efficiently learn the Pareto manifold. It significantly reduces the number of parameters and facilitates the extraction of shared features. We also introduce orthogonal regularization to further bolster performance. Extensive experimental results demonstrate that the proposed approach outperforms state-of-the-art baselines, especially on datasets with a large number of tasks.