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Memory-Driven Metaheuristics: Improving Optimization Performance
Metaheuristics are stochastic optimization algorithms that mimic natural processes to find optimal solutions to complex problems. The success of metaheuristics largely depends on the ability to effectively explore and exploit the search space. Memory mechanisms have been introduced in several popular metaheuristic algorithms to enhance their performance. This chapter explores the significance of memory in metaheuristic algorithms and provides insights from well-known algorithms. The chapter begins by introducing the concept of memory, and its role in metaheuristic algorithms. The key factors influencing the effectiveness of memory mechanisms are discussed, such as the size of the memory, the information stored in memory, and the rate of information decay. A comprehensive analysis of how memory mechanisms are incorporated into popular metaheuristic algorithms is presented, and concludes by highlighting the importance of memory in metaheuristic performance and providing future research directions for improving memory mechanisms. The key takeaways are that memory mechanisms can significantly enhance the performance of metaheuristics by enabling them to explore and exploit the search space effectively and efficiently, and that the choice of memory mechanism should be tailored to the problem domain and the characteristics of the search space.
Fairness in Monotone $k$-submodular Maximization: Algorithms and Applications
Zhu, Yanhui, Basu, Samik, Pavan, A.
Submodular optimization has become increasingly prominent in machine learning and fairness has drawn much attention. In this paper, we propose to study the fair $k$-submodular maximization problem and develop a $\frac{1}{3}$-approximation greedy algorithm with a running time of $\mathcal{O}(knB)$. To the best of our knowledge, our work is the first to incorporate fairness in the context of $k$-submodular maximization, and our theoretical guarantee matches the best-known $k$-submodular maximization results without fairness constraints. In addition, we have developed a faster threshold-based algorithm that achieves a $(\frac{1}{3} - \epsilon)$ approximation with $\mathcal{O}(\frac{kn}{\epsilon} \log \frac{B}{\epsilon})$ evaluations of the function $f$. Furthermore, for both algorithms, we provide approximation guarantees when the $k$-submodular function is not accessible but only can be approximately accessed. We have extensively validated our theoretical findings through empirical research and examined the practical implications of fairness. Specifically, we have addressed the question: ``What is the price of fairness?" through case studies on influence maximization with $k$ topics and sensor placement with $k$ types. The experimental results show that the fairness constraints do not significantly undermine the quality of solutions.
Assessing and Enhancing Graph Neural Networks for Combinatorial Optimization: Novel Approaches and Application in Maximum Independent Set Problems
Combinatorial optimization (CO) problems are challenging as the computation time grows exponentially with the input. Graph Neural Networks (GNNs) show promise for researchers in solving CO problems. This study investigates the effectiveness of GNNs in solving the maximum independent set (MIS) problem, inspired by the intriguing findings of Schuetz et al., and aimed to enhance this solver. Despite the promise shown by GNNs, some researchers observed discrepancies when reproducing the findings, particularly compared to the greedy algorithm, for instance. We reproduced Schuetz' Quadratic Unconstrained Binary Optimization (QUBO) unsupervised approach and explored the possibility of combining it with a supervised learning approach for solving MIS problems. While the QUBO unsupervised approach did not guarantee maximal or optimal solutions, it provided a solid first guess for post-processing techniques like greedy decoding or tree-based methods. Moreover, our findings indicated that the supervised approach could further refine the QUBO unsupervised solver, as the learned model assigned meaningful probabilities for each node as initial node features, which could then be improved with the QUBO unsupervised approach. Thus, GNNs offer a valuable method for solving CO problems by integrating learned graph structures rather than relying solely on traditional heuristic functions. This research highlights the potential of GNNs to boost solver performance by leveraging ground truth during training and using optimization functions to learn structural graph information, marking a pioneering step towards improving prediction accuracy in a non-autoregressive manner.
Fully Automated Correlated Time Series Forecasting in Minutes
Wu, Xinle, Wu, Xingjian, Zhang, Dalin, Zhang, Miao, Guo, Chenjuan, Yang, Bin, Jensen, Christian S.
Societal and industrial infrastructures and systems increasingly leverage sensors that emit correlated time series. Forecasting of future values of such time series based on recorded historical values has important benefits. Automatically designed models achieve higher accuracy than manually designed models. Given a forecasting task, which includes a dataset and a forecasting horizon, automated design methods automatically search for an optimal forecasting model for the task in a manually designed search space, and then train the identified model using the dataset to enable the forecasting. Existing automated methods face three challenges. First, the search space is constructed by human experts, rending the methods only semi-automated and yielding search spaces prone to subjective biases. Second, it is time consuming to search for an optimal model. Third, training the identified model for a new task is also costly. These challenges limit the practicability of automated methods in real-world settings. To contend with the challenges, we propose a fully automated and highly efficient correlated time series forecasting framework where the search and training can be done in minutes. The framework includes a data-driven, iterative strategy to automatically prune a large search space to obtain a high-quality search space for a new forecasting task. It includes a zero-shot search strategy to efficiently identify the optimal model in the customized search space. And it includes a fast parameter adaptation strategy to accelerate the training of the identified model. Experiments on seven benchmark datasets offer evidence that the framework is capable of state-of-the-art accuracy and is much more efficient than existing methods.
Predicting and Publishing Accurate Imbalance Prices Using Monte Carlo Tree Search
Pavirani, Fabio, Van Gompel, Jonas, Madahi, Seyed Soroush Karimi, Claessens, Bert, Develder, Chris
The growing reliance on renewable energy sources, particularly solar and wind, has introduced challenges due to their uncontrollable production. This complicates maintaining the electrical grid balance, prompting some transmission system operators in Western Europe to implement imbalance tariffs that penalize unsustainable power deviations. These tariffs create an implicit demand response framework to mitigate grid instability. Yet, several challenges limit active participation. In Belgium, for example, imbalance prices are only calculated at the end of each 15-minute settlement period, creating high risk due to price uncertainty. This risk is further amplified by the inherent volatility of imbalance prices, discouraging participation. Although transmission system operators provide minute-based price predictions, the system imbalance volatility makes accurate price predictions challenging to obtain and requires sophisticated techniques. Moreover, publishing price estimates can prompt participants to adjust their schedules, potentially affecting the system balance and the final price, adding further complexity. To address these challenges, we propose a Monte Carlo Tree Search method that publishes accurate imbalance prices while accounting for potential response actions. Our approach models the system dynamics using a neural network forecaster and a cluster of virtual batteries controlled by reinforcement learning agents. Compared to Belgium's current publication method, our technique improves price accuracy by 20.4% under ideal conditions and by 12.8% in more realistic scenarios. This research addresses an unexplored, yet crucial problem, positioning this paper as a pioneering work in analyzing the potential of more advanced imbalance price publishing techniques.
Symbolic regression via MDLformer-guided search: from minimizing prediction error to minimizing description length
Yu, Zihan, Ding, Jingtao, Li, Yong
Symbolic regression, a task discovering the formula best fitting the given data, is typically based on the heuristical search. These methods usually update candidate formulas to obtain new ones with lower prediction errors iteratively. However, since formulas with similar function shapes may have completely different symbolic forms, the prediction error does not decrease monotonously as the search approaches the target formula, causing the low recovery rate of existing methods. To solve this problem, we propose a novel search objective based on the minimum description length, which reflects the distance from the target and decreases monotonically as the search approaches the correct form of the target formula. To estimate the minimum description length of any input data, we design a neural network, MDLformer, which enables robust and scalable estimation through large-scale training. With the MDLformer's output as the search objective, we implement a symbolic regression method, SR4MDL, that can effectively recover the correct mathematical form of the formula. Extensive experiments illustrate its excellent performance in recovering formulas from data. Our method successfully recovers around 50 formulas across two benchmark datasets comprising 133 problems, outperforming state-of-the-art methods by 43.92%.
Near-Optimal Dynamic Regret for Adversarial Linear Mixture MDPs
Li, Long-Fei, Zhao, Peng, Zhou, Zhi-Hua
We study episodic linear mixture MDPs with the unknown transition and adversarial rewards under full-information feedback, employing dynamic regret as the performance measure. We start with in-depth analyses of the strengths and limitations of the two most popular methods: occupancy-measure-based and policy-based methods. We observe that while the occupancy-measure-based method is effective in addressing non-stationary environments, it encounters difficulties with the unknown transition. In contrast, the policy-based method can deal with the unknown transition effectively but faces challenges in handling non-stationary environments. Building on this, we propose a novel algorithm that combines the benefits of both methods. Specifically, it employs (i) an occupancy-measure-based global optimization with a two-layer structure to handle non-stationary environments; and (ii) a policy-based variance-aware value-targeted regression to tackle the unknown transition. We bridge these two parts by a novel conversion. Our algorithm enjoys an $\widetilde{\mathcal{O}}(d \sqrt{H^3 K} + \sqrt{HK(H + \bar{P}_K)})$ dynamic regret, where $d$ is the feature dimension, $H$ is the episode length, $K$ is the number of episodes, $\bar{P}_K$ is the non-stationarity measure. We show it is minimax optimal up to logarithmic factors by establishing a matching lower bound. To the best of our knowledge, this is the first work that achieves near-optimal dynamic regret for adversarial linear mixture MDPs with the unknown transition without prior knowledge of the non-stationarity measure.
SibylSat: Using SAT as an Oracle to Perform a Greedy Search on TOHTN Planning
Quenard, Gaspard, Pellier, Damier, Fiorino, Humbert
This paper presents SibylSat, a novel SAT-based method designed to efficiently solve totally-ordered HTN problems (TOHTN). In contrast to prevailing SAT-based HTN planners that employ a breadth-first search strategy, SibylSat adopts a greedy search approach, enabling it to identify promising decompositions for expansion. The selection process is facilitated by a heuristic derived from solving a relaxed problem, which is also expressed as a SAT problem. Our experimental evaluations demonstrate that SibylSat outperforms existing SAT-based TOHTN approaches in terms of both runtime and plan quality on most of the IPC benchmarks, while also solving a larger number of problems.
Nash Equilibria via Stochastic Eigendecomposition
This work proposes a novel set of techniques for approximating a Nash equilibrium in a finite, normal-form game. It achieves this by constructing a new reformulation as solving a parameterized system of multivariate polynomials with tunable complexity. In doing so, it forges an itinerant loop from game theory to machine learning and back. We show a Nash equilibrium can be approximated with purely calls to stochastic, iterative variants of singular value decomposition and power iteration, with implications for biological plausibility. We provide pseudocode and experiments demonstrating solving for all equilibria of a general-sum game using only these readily available linear algebra tools.
Heterogeneous Multi-robot Task Allocation for Long-Endurance Missions in Dynamic Scenarios
We present a framework for Multi-Robot Task Allocation (MRTA) in heterogeneous teams performing long-endurance missions in dynamic scenarios. Given the limited battery of robots, especially in the case of aerial vehicles, we allow for robot recharges and the possibility of fragmenting and/or relaying certain tasks. We also address tasks that must be performed by a coalition of robots in a coordinated manner. Given these features, we introduce a new class of heterogeneous MRTA problems which we analyze theoretically and optimally formulate as a Mixed-Integer Linear Program. We then contribute a heuristic algorithm to compute approximate solutions and integrate it into a mission planning and execution architecture capable of reacting to unexpected events by repairing or recomputing plans online. Our experimental results show the relevance of our newly formulated problem in a realistic use case for inspection with aerial robots. We assess the performance of our heuristic solver in comparison with other variants and with exact optimal solutions in small-scale scenarios. In addition, we evaluate the ability of our replanning framework to repair plans online.