Optimization
Outer Approximation and Super-modular Cuts for Constrained Assortment Optimization under Mixed-Logit Model
In this paper, we study the assortment optimization problem under the mixed-logit customer choice model. While assortment optimization has been a major topic in revenue management for decades, the mixed-logit model is considered one of the most general and flexible approaches for modeling and predicting customer purchasing behavior. Existing exact methods have primarily relied on mixed-integer linear programming (MILP) or second-order cone (CONIC) reformulations, which allow for exact problem solving using off-the-shelf solvers. However, these approaches often suffer from weak continuous relaxations and are slow when solving large instances. Our work addresses the problem by focusing on components of the objective function that can be proven to be monotonically super-modular and convex. This allows us to derive valid cuts to outer-approximate the nonlinear objective functions. We then demonstrate that these valid cuts can be incorporated into Cutting Plane or Branch-and-Cut methods to solve the problem exactly. Extensive experiments show that our approaches consistently outperform previous methods in terms of both solution quality and computation time.
Small Molecule Optimization with Large Language Models
Guevorguian, Philipp, Bedrosian, Menua, Fahradyan, Tigran, Chilingaryan, Gayane, Khachatrian, Hrant, Aghajanyan, Armen
Recent advancements in large language models have opened new possibilities for generative molecular drug design. We present Chemlactica and Chemma, two language models fine-tuned on a novel corpus of 110M molecules with computed properties, totaling 40B tokens. These models demonstrate strong performance in generating molecules with specified properties and predicting new molecular characteristics from limited samples. We introduce a novel optimization algorithm that leverages our language models to optimize molecules for arbitrary properties given limited access to a black box oracle. Our approach combines ideas from genetic algorithms, rejection sampling, and prompt optimization. It achieves state-of-the-art performance on multiple molecular optimization benchmarks, including an 8% improvement on Practical Molecular Optimization compared to previous methods. We publicly release the training corpus, the language models and the optimization algorithm.
Machine Learning for Equitable Load Shedding: Real-time Solution via Learning Binding Constraints
Zhou, Yuqi, Severino, Joseph, Vijayshankar, Sanjana, Ugirumurera, Juliette, Sanyal, Jibo
Timely and effective load shedding in power systems is critical for maintaining supply-demand balance and preventing cascading blackouts. To eliminate load shedding bias against specific regions in the system, optimization-based methods are uniquely positioned to help balance between economical and equity considerations. However, the resulting optimization problem involves complex constraints, which can be time-consuming to solve and thus cannot meet the real-time requirements of load shedding. To tackle this challenge, in this paper we present an efficient machine learning algorithm to enable millisecond-level computation for the optimization-based load shedding problem. Numerical studies on both a 3-bus toy example and a realistic RTS-GMLC system have demonstrated the validity and efficiency of the proposed algorithm for delivering equitable and real-time load shedding decisions.
FADAS: Towards Federated Adaptive Asynchronous Optimization
Wang, Yujia, Wang, Shiqiang, Lu, Songtao, Chen, Jinghui
Federated learning (FL) has emerged as a widely adopted training paradigm for privacy-preserving machine learning. While the SGD-based FL algorithms have demonstrated considerable success in the past, there is a growing trend towards adopting adaptive federated optimization methods, particularly for training large-scale models. However, the conventional synchronous aggregation design poses a significant challenge to the practical deployment of those adaptive federated optimization methods, particularly in the presence of straggler clients. To fill this research gap, this paper introduces federated adaptive asynchronous optimization, named FADAS, a novel method that incorporates asynchronous updates into adaptive federated optimization with provable guarantees. To further enhance the efficiency and resilience of our proposed method in scenarios with significant asynchronous delays, we also extend FADAS with a delay-adaptive learning adjustment strategy. We rigorously establish the convergence rate of the proposed algorithms and empirical results demonstrate the superior performance of FADAS over other asynchronous FL baselines.
LoRA-Pro: Are Low-Rank Adapters Properly Optimized?
Low-rank adaptation, also known as LoRA, has emerged as a prominent method for parameter-efficient fine-tuning of foundation models. Despite its computational efficiency, LoRA still yields inferior performance compared to full fine-tuning. In this paper, we first uncover a fundamental connection between the optimization processes of LoRA and full fine-tuning: using LoRA for optimization is mathematically equivalent to full fine-tuning using a low-rank gradient for parameter updates. And this low-rank gradient can be expressed in terms of the gradients of the two low-rank matrices in LoRA. Leveraging this insight, we introduce LoRA-Pro, a method that enhances LoRA's performance by strategically adjusting the gradients of these low-rank matrices. This adjustment allows the low-rank gradient to more accurately approximate the full fine-tuning gradient, thereby narrowing the performance gap between LoRA and full fine-tuning. Furthermore, we theoretically derive the optimal solutions for adjusting the gradients of the low-rank matrices, applying them during fine-tuning in LoRA-Pro. We conduct extensive experiments across natural language understanding, dialogue generation, mathematical reasoning, code generation, and image classification tasks, demonstrating that LoRA-Pro substantially improves LoRA's performance, effectively narrowing the gap with full fine-tuning. Foundational models (Radford et al., 2021; Brown et al., 2020; Achiam et al., 2023; Kirillov et al., 2023; Rombach et al., 2022; Touvron et al., 2023) have become the cornerstone of modern deep learning. Remarkably, some foundation models even demonstrate emergent properties (Hoffmann et al., 2022; Kaplan et al., 2020). Due to these advantages, foundational models have been widely applied to various downstream applications. Nevertheless, it still requires additional fine-tuning when applied to downstream tasks, where the huge parameter size of foundation models result in high cost in this stage.
Weighted Risk Invariance: Domain Generalization under Invariant Feature Shift
Wong, Gina, Gleason, Joshua, Chellappa, Rama, Wald, Yoav, Liu, Anqi
Learning models whose predictions are invariant under multiple environments is a promising approach for out-of-distribution generalization. Such models are trained to extract features $X_{\text{inv}}$ where the conditional distribution $Y \mid X_{\text{inv}}$ of the label given the extracted features does not change across environments. Invariant models are also supposed to generalize to shifts in the marginal distribution $p(X_{\text{inv}})$ of the extracted features $X_{\text{inv}}$, a type of shift we call an $\textit{invariant covariate shift}$. However, we show that proposed methods for learning invariant models underperform under invariant covariate shift, either failing to learn invariant models$\unicode{x2014}$even for data generated from simple and well-studied linear-Gaussian models$\unicode{x2014}$or having poor finite-sample performance. To alleviate these problems, we propose $\textit{weighted risk invariance}$ (WRI). Our framework is based on imposing invariance of the loss across environments subject to appropriate reweightings of the training examples. We show that WRI provably learns invariant models, i.e. discards spurious correlations, in linear-Gaussian settings. We propose a practical algorithm to implement WRI by learning the density $p(X_{\text{inv}})$ and the model parameters simultaneously, and we demonstrate empirically that WRI outperforms previous invariant learning methods under invariant covariate shift.
Optimal Hessian/Jacobian-Free Nonconvex-PL Bilevel Optimization
Bilevel optimization is widely applied in many machine learning tasks such as hyper-parameter learning, meta learning and reinforcement learning. Although many algorithms recently have been developed to solve the bilevel optimization problems, they generally rely on the (strongly) convex lower-level problems. More recently, some methods have been proposed to solve the nonconvex-PL bilevel optimization problems, where their upper-level problems are possibly nonconvex, and their lower-level problems are also possibly nonconvex while satisfying Polyak-{\L}ojasiewicz (PL) condition. However, these methods still have a high convergence complexity or a high computation complexity such as requiring compute expensive Hessian/Jacobian matrices and its inverses. In the paper, thus, we propose an efficient Hessian/Jacobian-free method (i.e., HJFBiO) with the optimal convergence complexity to solve the nonconvex-PL bilevel problems. Theoretically, under some mild conditions, we prove that our HJFBiO method obtains an optimal convergence rate of $O(\frac{1}{T})$, where $T$ denotes the number of iterations, and has an optimal gradient complexity of $O(\epsilon^{-1})$ in finding an $\epsilon$-stationary solution. We conduct some numerical experiments on the bilevel PL game and hyper-representation learning task to demonstrate efficiency of our proposed method.
Time-Optimal Planning for Long-Range Quadrotor Flights: An Automatic Optimal Synthesis Approach
Qin, Chao, Chen, Jingxiang, Lin, Yifan, Goudar, Abhishek, Schoellig, Angela P., Liu, Hugh H. -T.
Time-critical tasks such as drone racing typically cover large operation areas. However, it is difficult and computationally intensive for current time-optimal motion planners to accommodate long flight distances since a large yet unknown number of knot points is required to represent the trajectory. We present a polynomial-based automatic optimal synthesis (AOS) approach that can address this challenge. Our method not only achieves superior time optimality but also maintains a consistently low computational cost across different ranges while considering the full quadrotor dynamics. First, we analyze the properties of time-optimal quadrotor maneuvers to determine the minimal number of polynomial pieces required to capture the dominant structure of time-optimal trajectories. This enables us to represent substantially long minimum-time trajectories with a minimal set of variables. Then, a robust optimization scheme is developed to handle arbitrary start and end conditions as well as intermediate waypoints. Extensive comparisons show that our approach is faster than the state-of-the-art approach by orders of magnitude with comparable time optimality. Real-world experiments further validate the quality of the resulting trajectories, demonstrating aggressive time-optimal maneuvers with a peak velocity of 8.86 m/s.
Neural Networks for Generating Better Local Optima in Topology Optimization
Herrmann, Leon, Sigmund, Ole, Li, Viola Muning, Vogl, Christian, Kollmannsberger, Stefan
Neural networks have recently been employed as material discretizations within adjoint optimization frameworks for inverse problems and topology optimization. While advantageous regularization effects and better optima have been found for some inverse problems, the benefit for topology optimization has been limited -- where the focus of investigations has been the compliance problem. We demonstrate how neural network material discretizations can, under certain conditions, find better local optima in more challenging optimization problems, where we here specifically consider acoustic topology optimization. The chances of identifying a better optimum can significantly be improved by running multiple partial optimizations with different neural network initializations. Furthermore, we show that the neural network material discretization's advantage comes from the interplay with the Adam optimizer and emphasize its current limitations when competing with constrained and higher-order optimization techniques. At the moment, this discretization has only been shown to be beneficial for unconstrained first-order optimization.
A Novel Perception Entropy Metric for Optimizing Vehicle Perception with LiDAR Deployment
He, Yongjiang, Cao, Peng, Su, Zhongling, Liu, Xiaobo
Developing an effective evaluation metric is crucial for accurately and swiftly measuring LiDAR perception performance. One major issue is the lack of metrics that can simultaneously generate fast and accurate evaluations based on either object detection or point cloud data. In this study, we propose a novel LiDAR perception entropy metric based on the probability of vehicle grid occupancy. This metric reflects the influence of point cloud distribution on vehicle detection performance. Based on this, we also introduce a LiDAR deployment optimization model, which is solved using a differential evolution-based particle swarm optimization algorithm. A comparative experiment demonstrated that the proposed PE-VGOP offers a correlation of more than 0.98 with vehicle detection ground truth in evaluating LiDAR perception performance. Furthermore, compared to the base deployment, field experiments indicate that the proposed optimization model can significantly enhance the perception capabilities of various types of LiDARs, including RS-16, RS-32, and RS-80. Notably, it achieves a 25% increase in detection Recall for the RS-32 LiDAR.