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Mixed-Integer Convex Nonlinear Optimization with Gradient-Boosted Trees Embedded

arXiv.org Artificial Intelligence

Decision trees usefully represent sparse, high dimensional and noisy data. Having learned a function from this data, we may want to thereafter integrate the function into a larger decision-making problem, e.g., for picking the best chemical process catalyst. We study a large-scale, industrially-relevant mixed-integer nonlinear nonconvex optimization problem involving both gradient-boosted trees and penalty functions mitigating risk. This mixed-integer optimization problem with convex penalty terms broadly applies to optimizing pre-trained regression tree models. Decision makers may wish to optimize discrete models to repurpose legacy predictive models, or they may wish to optimize a discrete model that particularly well-represents a data set. We develop several heuristic methods to find feasible solutions, and an exact, branch-and-bound algorithm leveraging structural properties of the gradient-boosted trees and penalty functions. We computationally test our methods on concrete mixture design instance and a chemical catalysis industrial instance.


Ockham's Razor in Memetic Computing: Three Stage Optimal Memetic Exploration

arXiv.org Artificial Intelligence

Memetic Computing is a subject in computer science which considers complex structures as the combination of simple agents, memes, whose evolutionary interactions lead to intelligent structures capable of problem-solving. This paper focuses on Memetic Computing optimization algorithms and proposes a counter-tendency approach for algorithmic design. Research in the field tends to go in the direction of improving existing algorithms by combining different methods or through the formulation of more complicated structures. Contrary to this trend, we instead focus on simplicity, proposing a structurally simple algorithm with emphasis on processing only one solution at a time. The proposed algorithm, namely Three Stage Optimal Memetic Exploration, is composed of three memes; the first stochastic and with a long search radius, the second stochastic and with a moderate search radius and the third deterministic and with a short search radius. This is suggestive of the fact that complexity in algorithmic structures can be unnecessary, if not detrimental, and that simple bottom-up approaches are likely to be competitive is here invoked as an extension to Memetic Computing basing on the philosophical concept of Ockham's Razor. An extensive experimental setup on various test problems and one digital signal processing application is presented. Numerical results show that the proposed approach, despite its simplicity and low computational cost displays a very good performance on several problems, and is competitive with sophisticated algorithms representing the-state-of-the-art in computational intelligence optimization. Key words: Memetic Computing, Evolutionary Algorithms, Memetic Algorithms, Computational intelligence Optimization 1. Introduction Emerging technologies in computer science and engineering, as well as the demands of the market and the society, often impose the solution, in the every day life, of complex optimization problems. The complexity of today's problems is due to various reasons such as high non-linearities, high multi-modality, large scale, noisy fitness landscape, computationally expensive fitness functions, real-time demands, and limited hardware available(e.g. when the computational device is portable and cheap). In these cases, the use of exact methods is unsuitable because, in general, there is not sufficient prior knowledge (hypotheses) on the optimization problem; thus, computational intelligence approaches become not only advisable but often the only alternative to face the optimization. Scientific research in computational intelligence optimization can be classified into two general categories.


Classic Rubik's cube with robotic core creepily completes its own puzzle in just 30 seconds

Daily Mail - Science & tech

A scientist has built a Rubik's cube that can solve itself. The toy, which has a 3D-printed robotic core, creepily completes its own iconic puzzle in just 30 seconds. Containing two internal servo motors, the entire system runs on a micro-controlling Arduino board which is small enough to fit inside the original product's dimensions. The new incarnation of the game, which first launched in 1974, is the product of Japanese creator and YouTube vlogger the'human controller'. Uploading footage of his creation, last month, the impressive scenes - which show the cube flipping and self-rotating - has already racked-up nearly 500,000 views.


EMI: Exploration with Mutual Information Maximizing State and Action Embeddings

arXiv.org Artificial Intelligence

Policy optimization struggles when the reward feedback signal is very sparse and essentially becomes a random search algorithm until the agent accidentally stumbles upon a rewarding or the goal state. Recent works utilize intrinsic motivation to guide the exploration via generative models, predictive forward models, or more ad-hoc measures of surprise. We propose EMI, which is an exploration method that constructs embedding representation of states and actions that does not rely on generative decoding of the full observation but extracts predictive signals that can be used to guide exploration based on forward prediction in the representation space. Our experiments show the state of the art performance on challenging locomotion task with continuous control and on image-based exploration tasks with discrete actions on Atari.


Mining Contrasting Quasi-Clique Patterns

arXiv.org Artificial Intelligence

Mining dense quasi-cliques is a well-known clustering task with applications ranging from social networks over collaboration graphs to document analysis. Recent work has extended this task to multiple graphs; i.e. the goal is to find groups of vertices highly dense among multiple graphs. In this paper, we argue that in a multi-graph scenario the sparsity is valuable for knowledge extraction as well. We introduce the concept of contrasting quasi-clique patterns: a collection of vertices highly dense in one graph but highly sparse (i.e. less connected) in a second graph. Thus, these patterns specifically highlight the difference/contrast between the considered graphs. Based on our novel model, we propose an algorithm that enables fast computation of contrasting patterns by exploiting intelligent traversal and pruning techniques. We showcase the potential of contrasting patterns on a variety of synthetic and real-world datasets.


CEM-RL: Combining evolutionary and gradient-based methods for policy search

arXiv.org Machine Learning

Deep neuroevolution and deep reinforcement learning (deep RL) algorithms are two popular approaches to policy search. The former is widely applicable and rather stable, but suffers from low sample efficiency. By contrast, the latter is more sample efficient, but the most sample efficient variants are also rather unstable and highly sensitive to hyper-parameter setting. So far, these families of methods have mostly been compared as competing tools. However, an emerging approach consists in combining them so as to get the best of both worlds. Two previously existing combinations use either a standard evolutionary algorithm or a goal exploration process together with the DDPG algorithm, a sample efficient off-policy deep RL algorithm. In this paper, we propose a different combination scheme using the simple cross-entropy method (CEM) and TD3, another off-policy deep RL algorithm which improves over DDPG. We evaluate the resulting algorithm, CEM-RL, on a set of benchmarks classically used in deep RL. We show that CEM-RL benefits from several advantages over its competitors and offers a satisfactory trade-off between performance and sample efficiency.


Quantization-Aware Phase Retrieval

arXiv.org Machine Learning

We address the problem of phase retrieval (PR) from quantized measurements. The goal is to reconstruct a signal from quadratic measurements encoded with a finite precision, which is indeed the case in many practical applications. We develop a rank-1 projection algorithm that recovers the signal subject to ensuring consistency with the measurement, that is, the recovered signal when encoded must yield the same set of measurements that one started with. The rank-1 projection stems from the idea of lifting, originally proposed in the context of PhaseLift. The consistency criterion is enforced using a one-sided quadratic cost. We also determine the probability with which different vectors lead to the same set of quantized measurements, which makes it impossible to resolve them. Naturally, this probability depends on how correlated such vectors are, and how coarsely/finely the measurements get quantized. The proposed algorithm is also capable of incorporating a sparsity constraint on the signal. An analysis of the cost function reveals that it is bounded, both above and below, by functions that are dependent on how well correlated the estimate is with the ground truth. We also derive the Cram\'er-Rao lower bound (CRB) on the achievable reconstruction accuracy. A comparison with the state-of-the- art algorithms shows that the proposed algorithm has a higher reconstruction accuracy and is about 2 to 3 dB away from the CRB. The edge, in terms of the reconstruction signal-to-noise ratio, over the competing algorithms is higher (about 5 to 6 dB) when the quantization is coarse.


Learning to Progressively Plan

arXiv.org Artificial Intelligence

For problem solving, making reactive decisions based on problem description is fast but inaccurate, while search-based planning using heuristics gives better solutions but could be exponentially slow. In this paper, we propose a new approach that improves an existing solution by iteratively picking and rewriting its local components until convergence. The rewriting policy employs a neural network trained with reinforcement learning. We evaluate our approach in two domains: job scheduling and expression simplification. Compared to common effective heuristics, baseline deep models and search algorithms, our approach efficiently gives solutions with higher quality.


Self-solving Rubik's Cube could just be a really smart poltergeist

#artificialintelligence

This robotic Rubik's Cube is the product of a Japanese creator who's documented many of his creative projects on his YouTube channel, Human Controller. Yes, it has a custom 3D-printed core attached to servo motors that are programmed to solve the cube, which is all laid out in this process post here. But when he puts the Rubik's Cube onto the table to run free and solve itself, it really looks like a super nerdy poltergeist is doing his best to impress his seventh grade crush. As much as I want to believe this is the work of a really smart ghost, the self-solving Rubik's Cube is a project that's been years in the making. The cube, which is now the same dimensions as a standard Rubik's Cube, originally started off much bigger (seen here in the version he posted a year ago).


Predicted Variables in Programming

arXiv.org Machine Learning

We present Predicted Variables (PVars), an approach to making machine learning (ML) a first class citizen in programming languages. There is a growing divide in approaches to building systems: using human experts (e.g. programming) on the one hand, and using behavior learned from data (e.g. ML) on the other hand. PVars aim to make ML in programming as easy as `if' statements and with that hybridize ML with programming. We leverage the existing concept of variables and create a new type, a predicted variable. PVars are akin to native variables with one important distinction: PVars determine their value using ML when evaluated. We describe PVars and their interface, how they can be used in programming, and demonstrate the feasibility of our approach on three algorithmic problems: binary search, Quicksort, and caches. We show experimentally that PVars are able to improve over the commonly used heuristics and lead to a better performance than the original algorithms. As opposed to previous work applying ML to algorithmic problems, PVars have the advantage that they can be used within the existing frameworks and do not require the existing domain knowledge to be replaced. PVars allow for a seamless integration of ML into existing systems and algorithms. Our PVars implementation currently relies on standard Reinforcement Learning (RL) methods. To learn faster, PVars use the heuristic function, which they are replacing, as an initial function. We show that PVars quickly pick up the behavior of the initial function and then improve performance beyond that without ever performing substantially worse -- allowing for a safe deployment in critical applications.