Optimization
Neural Dynamic Data Valuation
Liang, Zhangyong, Gao, Huanhuan, Zhang, Ji
Data constitute the foundational component of the data economy and its marketplaces. Efficient and fair data valuation has emerged as a topic of significant interest.\ Many approaches based on marginal contribution have shown promising results in various downstream tasks. However, they are well known to be computationally expensive as they require training a large number of utility functions, which are used to evaluate the usefulness or value of a given dataset for a specific purpose. As a result, it has been recognized as infeasible to apply these methods to a data marketplace involving large-scale datasets. Consequently, a critical issue arises: how can the re-training of the utility function be avoided? To address this issue, we propose a novel data valuation method from the perspective of optimal control, named the neural dynamic data valuation (NDDV). Our method has solid theoretical interpretations to accurately identify the data valuation via the sensitivity of the data optimal control state. In addition, we implement a data re-weighting strategy to capture the unique features of data points, ensuring fairness through the interaction between data points and the mean-field states. Notably, our method requires only training once to estimate the value of all data points, significantly improving the computational efficiency. We conduct comprehensive experiments using different datasets and tasks. The results demonstrate that the proposed NDDV method outperforms the existing state-of-the-art data valuation methods in accurately identifying data points with either high or low values and is more computationally efficient.
Trusting Fair Data: Leveraging Quality in Fairness-Driven Data Removal Techniques
Duong, Manh Khoi, Conrad, Stefan
In this paper, we deal with bias mitigation techniques that remove specific data points from the training set to aim for a fair representation of the population in that set. Machine learning models are trained on these pre-processed datasets, and their predictions are expected to be fair. However, such approaches may exclude relevant data, making the attained subsets less trustworthy for further usage. To enhance the trustworthiness of prior methods, we propose additional requirements and objectives that the subsets must fulfill in addition to fairness: (1) group coverage, and (2) minimal data loss. While removing entire groups may improve the measured fairness, this practice is very problematic as failing to represent every group cannot be considered fair. In our second concern, we advocate for the retention of data while minimizing discrimination. By introducing a multi-objective optimization problem that considers fairness and data loss, we propose a methodology to find Pareto-optimal solutions that balance these objectives. By identifying such solutions, users can make informed decisions about the trade-off between fairness and data quality and select the most suitable subset for their application.
iMESA: Incremental Distributed Optimization for Collaborative Simultaneous Localization and Mapping
McGann, Daniel, Kaess, Michael
This paper introduces a novel incremental distributed back-end algorithm for Collaborative Simultaneous Localization and Mapping (C-SLAM). For real-world deployments, robotic teams require algorithms to compute a consistent state estimate accurately, within online runtime constraints, and with potentially limited communication. Existing centralized, decentralized, and distributed approaches to solving C-SLAM problems struggle to achieve all of these goals. To address this capability gap, we present Incremental Manifold Edge-based Separable ADMM (iMESA) a fully distributed C-SLAM back-end algorithm that can provide a multi-robot team with accurate state estimates in real-time with only sparse pair-wise communication between robots. Extensive evaluation on real and synthetic data demonstrates that iMESA is able to outperform comparable state-of-the-art C-SLAM back-ends.
Meent: Differentiable Electromagnetic Simulator for Machine Learning
Kim, Yongha, Jung, Anthony W., Kim, Sanmun, Octavian, Kevin, Heo, Doyoung, Park, Chaejin, Shin, Jeongmin, Nam, Sunghyun, Park, Chanhyung, Park, Juho, Han, Sangjun, Lee, Jinmyoung, Kim, Seolho, Jang, Min Seok, Park, Chan Y.
Electromagnetic (EM) simulation plays a crucial role in analyzing and designing devices with sub-wavelength scale structures such as solar cells, semiconductor devices, image sensors, future displays and integrated photonic devices. Specifically, optics problems such as estimating semiconductor device structures and designing nanophotonic devices provide intriguing research topics with far-reaching real world impact. Traditional algorithms for such tasks require iteratively refining parameters through simulations, which often yield sub-optimal results due to the high computational cost of both the algorithms and EM simulations. Machine learning (ML) emerged as a promising candidate to mitigate these challenges, and optics research community has increasingly adopted ML algorithms to obtain results surpassing classical methods across various tasks. To foster a synergistic collaboration between the optics and ML communities, it is essential to have an EM simulation software that is user-friendly for both research communities. To this end, we present Meent, an EM simulation software that employs rigorous coupled-wave analysis (RCWA). Developed in Python and equipped with automatic differentiation (AD) capabilities, Meent serves as a versatile platform for integrating ML into optics research and vice versa. To demonstrate its utility as a research platform, we present three applications of Meent: 1) generating a dataset for training neural operator, 2) serving as an environment for the reinforcement learning of nanophotonic device optimization, and 3) providing a solution for inverse problems with gradient-based optimizers. These applications highlight Meent's potential to advance both EM simulation and ML methodologies. The code is available at https://github.com/kc-ml2/meent with the MIT license to promote the cross-polinations of ideas among academic researchers and industry practitioners.
Closing the Computational-Query Depth Gap in Parallel Stochastic Convex Optimization
Jambulapati, Arun, Sidford, Aaron, Tian, Kevin
We develop a new parallel algorithm for minimizing Lipschitz, convex functions with a stochastic subgradient oracle. The total number of queries made and the query depth, i.e., the number of parallel rounds of queries, match the prior state-of-the-art, [CJJLLST23], while improving upon the computational depth by a polynomial factor for sufficiently small accuracy. When combined with previous state-of-the-art methods our result closes a gap between the best-known query depth and the best-known computational depth of parallel algorithms. Our method starts with a ball acceleration framework of previous parallel methods, i.e., [CJJJLST20, ACJJS21], which reduce the problem to minimizing a regularized Gaussian convolution of the function constrained to Euclidean balls. By developing and leveraging new stability properties of the Hessian of this induced function, we depart from prior parallel algorithms and reduce these ball-constrained optimization problems to stochastic unconstrained quadratic minimization problems. Although we are unable to prove concentration of the asymmetric matrices that we use to approximate this Hessian, we nevertheless develop an efficient parallel method for solving these quadratics. Interestingly, our algorithms can be improved using fast matrix multiplication and use nearly-linear work if the matrix multiplication exponent is 2.
Distributional MIPLIB: a Multi-Domain Library for Advancing ML-Guided MILP Methods
Huang, Weimin, Huang, Taoan, Ferber, Aaron M, Dilkina, Bistra
Mixed Integer Linear Programming (MILP) is a fundamental tool for modeling combinatorial optimization problems. Recently, a growing body of research has used machine learning to accelerate MILP solving. Despite the increasing popularity of this approach, there is a lack of a common repository that provides distributions of similar MILP instances across different domains, at different hardness levels, with standardized test sets. In this paper, we introduce Distributional MIPLIB, a multi-domain library of problem distributions for advancing ML-guided MILP methods. We curate MILP distributions from existing work in this area as well as real-world problems that have not been used, and classify them into different hardness levels. It will facilitate research in this area by enabling comprehensive evaluation on diverse and realistic domains. We empirically illustrate the benefits of using Distributional MIPLIB as a research vehicle in two ways. We evaluate the performance of ML-guided variable branching on previously unused distributions to identify potential areas for improvement. Moreover, we propose to learn branching policies from a mix of distributions, demonstrating that mixed distributions achieve better performance compared to homogeneous distributions when there is limited data and generalize well to larger instances.
Data-Driven Goal Recognition Design for General Behavioral Agents
Kasumba, Robert, Yu, Guanghui, Ho, Chien-Ju, Keren, Sarah, Yeoh, William
Goal recognition design aims to make limited modifications to decision-making environments with the goal of making it easier to infer the goals of agents acting within those environments. Although various research efforts have been made in goal recognition design, existing approaches are computationally demanding and often assume that agents are (near-)optimal in their decision-making. To address these limitations, we introduce a data-driven approach to goal recognition design that can account for agents with general behavioral models. Following existing literature, we use worst-case distinctiveness($\textit{wcd}$) as a measure of the difficulty in inferring the goal of an agent in a decision-making environment. Our approach begins by training a machine learning model to predict the $\textit{wcd}$ for a given environment and the agent behavior model. We then propose a gradient-based optimization framework that accommodates various constraints to optimize decision-making environments for enhanced goal recognition. Through extensive simulations, we demonstrate that our approach outperforms existing methods in reducing $\textit{wcd}$ and enhancing runtime efficiency in conventional setup. Moreover, our approach also adapts to settings in which existing approaches do not apply, such as those involving flexible budget constraints, more complex environments, and suboptimal agent behavior. Finally, we have conducted human-subject experiments which confirm that our method can create environments that facilitate efficient goal recognition from real-world human decision-makers.
Fast and Certifiable Trajectory Optimization
Kang, Shucheng, Xu, Xiaoyang, Sarva, Jay, Liang, Ling, Yang, Heng
We propose semidefinite trajectory optimization (STROM), a framework that computes fast and certifiably optimal solutions for nonconvex trajectory optimization problems defined by polynomial objectives and constraints. STROM employs sparse second-order Lasserre's hierarchy to generate semidefinite program (SDP) relaxations of trajectory optimization. Different from existing tools (e.g., YALMIP and SOSTOOLS in Matlab), STROM generates chain-like multiple-block SDPs with only positive semidefinite (PSD) variables. Moreover, STROM does so two orders of magnitude faster. Underpinning STROM is cuADMM, the first ADMM-based SDP solver implemented in CUDA and runs in GPUs. cuADMM builds upon the symmetric Gauss-Seidel ADMM algorithm and leverages GPU parallelization to speedup solving sparse linear systems and projecting onto PSD cones. In five trajectory optimization problems (inverted pendulum, cart-pole, vehicle landing, flying robot, and car back-in), cuADMM computes optimal trajectories (with certified suboptimality below 1%) in minutes (when other solvers take hours or run out of memory) and seconds (when others take minutes). Further, when warmstarted by data-driven initialization in the inverted pendulum problem, cuADMM delivers real-time performance: providing certifiably optimal trajectories in 0.66 seconds despite the SDP has 49,500 variables and 47,351 constraints.
Evolutionary Computation and Explainable AI: A Roadmap to Transparent Intelligent Systems
Zhou, Ryan, Bacardit, Jaume, Brownlee, Alexander, Cagnoni, Stefano, Fyvie, Martin, Iacca, Giovanni, McCall, John, van Stein, Niki, Walker, David, Hu, Ting
AI methods are finding an increasing number of applications, but their often black-box nature has raised concerns about accountability and trust. The field of explainable artificial intelligence (XAI) has emerged in response to the need for human understanding of AI models. Evolutionary computation (EC), as a family of powerful optimization and learning tools, has significant potential to contribute to XAI. In this paper, we provide an introduction to XAI and review various techniques in current use for explaining machine learning (ML) models. We then focus on how EC can be used in XAI, and review some XAI approaches which incorporate EC techniques. Additionally, we discuss the application of XAI principles within EC itself, examining how these principles can shed some light on the behavior and outcomes of EC algorithms in general, on the (automatic) configuration of these algorithms, and on the underlying problem landscapes that these algorithms optimize. Finally, we discuss some open challenges in XAI and opportunities for future research in this field using EC. Our aim is to demonstrate that EC is well-suited for addressing current problems in explainability and to encourage further exploration of these methods to contribute to the development of more transparent and trustworthy ML models and EC algorithms.
Self-Improvement for Neural Combinatorial Optimization: Sample without Replacement, but Improvement
Pirnay, Jonathan, Grimm, Dominik G.
While behavior cloning is straightforward, it requires expensive expert solutions, and policy gradient methods are often computationally demanding and complex to fine-tune. In this work, we bridge the two and simplify the training process by sampling multiple solutions for random instances using the current model in each epoch and then selecting the best solution as an expert trajectory for supervised imitation learning. To achieve progressively improving solutions with minimal sampling, we introduce a method that combines round-wise Stochastic Beam Search with an update strategy derived from a provable policy improvement. This strategy refines the policy between rounds by utilizing the advantage of the sampled sequences with almost no computational overhead. We evaluate our approach on the Traveling Salesman Problem and the Capacitated Vehicle Routing Problem. The models trained with our method achieve comparable performance and generalization to those trained with expert data. Additionally, we apply our method to the Job Shop Scheduling Problem using a transformer-based architecture and outperform existing state-of-the-art methods by a wide margin.