Danoy, Grégoire
Multi-objective methods in Federated Learning: A survey and taxonomy
Hartmann, Maria, Danoy, Grégoire, Bouvry, Pascal
The Federated Learning paradigm facilitates effective distributed machine learning in settings where training data is decentralized across multiple clients. As the popularity of the strategy grows, increasingly complex real-world problems emerge, many of which require balancing conflicting demands such as fairness, utility, and resource consumption. Recent works have begun to recognise the use of a multi-objective perspective in answer to this challenge. However, this novel approach of combining federated methods with multi-objective optimisation has never been discussed in the broader context of both fields. In this work, we offer a first clear and systematic overview of the different ways the two fields can be integrated. We propose a first taxonomy on the use of multi-objective methods in connection with Federated Learning, providing a targeted survey of the state-of-the-art and proposing unambiguous labels to categorise contributions. Given the developing nature of this field, our taxonomy is designed to provide a solid basis for further research, capturing existing works while anticipating future additions. Finally, we outline open challenges and possible directions for further research.
FedPref: Federated Learning Across Heterogeneous Multi-objective Preferences
Hartmann, Maria, Danoy, Grégoire, Bouvry, Pascal
Federated Learning (FL) is a distributed machine learning strategy, developed for settings where training data is owned by distributed devices and cannot be shared. FL circumvents this constraint by carrying out model training in distribution. The parameters of these local models are shared intermittently among participants and aggregated to enhance model accuracy. This strategy has been rapidly adopted by the industry in efforts to overcome privacy and resource constraints in model training. However, the application of FL to real-world settings brings additional challenges associated with heterogeneity between participants. Research into mitigating these difficulties in FL has largely focused on only two types of heterogeneity: the unbalanced distribution of training data, and differences in client resources. Yet more types of heterogeneity are becoming relevant as the capability of FL expands to cover more complex problems, from the tuning of LLMs to enabling machine learning on edge devices. In this work, we discuss a novel type of heterogeneity that is likely to become increasingly relevant in future applications: this is preference heterogeneity, emerging when clients learn under multiple objectives, with different importance assigned to each objective on different clients. In this work, we discuss the implications of this type of heterogeneity and propose FedPref, a first algorithm designed to facilitate personalised FL in this setting. We demonstrate the effectiveness of the algorithm across different problems, preference distributions and model architectures. In addition, we introduce a new analytical point of view, based on multi-objective metrics, for evaluating the performance of FL algorithms in this setting beyond the traditional client-focused metrics. We perform a second experimental analysis based in this view, and show that FedPref outperforms compared algorithms.
A Unified Hyperparameter Optimization Pipeline for Transformer-Based Time Series Forecasting Models
Xu, Jingjing, Wu, Caesar, Li, Yuan-Fang, Danoy, Grégoire, Bouvry, Pascal
Transformer-based models for time series forecasting (TSF) have attracted significant attention in recent years due to their effectiveness and versatility. However, these models often require extensive hyperparameter optimization (HPO) to achieve the best possible performance, and a unified pipeline for HPO in transformer-based TSF remains lacking. In this paper, we present one such pipeline and conduct extensive experiments on several state-of-the-art (SOTA) transformer-based TSF models. These experiments are conducted on standard benchmark datasets to evaluate and compare the performance of different models, generating practical insights and examples. Our pipeline is generalizable beyond transformer-based architectures and can be applied to other SOTA models, such as Mamba and TimeMixer, as demonstrated in our experiments. The goal of this work is to provide valuable guidance to both industry practitioners and academic researchers in efficiently identifying optimal hyperparameters suited to their specific domain applications. The code and complete experimental results are available on GitHub.
Search Strategy Generation for Branch and Bound Using Genetic Programming
Maudet, Gwen, Danoy, Grégoire
Branch-and-Bound (B\&B) is an exact method in integer programming that recursively divides the search space into a tree. During the resolution process, determining the next subproblem to explore within the tree-known as the search strategy-is crucial. Hand-crafted heuristics are commonly used, but none are effective over all problem classes. Recent approaches utilizing neural networks claim to make more intelligent decisions but are computationally expensive. In this paper, we introduce GP2S (Genetic Programming for Search Strategy), a novel machine learning approach that automatically generates a B\&B search strategy heuristic, aiming to make intelligent decisions while being computationally lightweight. We define a policy as a function that evaluates the quality of a B\&B node by combining features from the node and the problem; the search strategy policy is then defined by a best-first search based on this node ranking. The policy space is explored using a genetic programming algorithm, and the policy that achieves the best performance on a training set is selected. We compare our approach with the standard method of the SCIP solver, a recent graph neural network-based method, and handcrafted heuristics. Our first evaluation includes three types of primal hard problems, tested on instances similar to the training set and on larger instances. Our method is at most 2\% slower than the best baseline and consistently outperforms SCIP, achieving an average speedup of 11.3\%. Additionally, GP2S is tested on the MIPLIB 2017 dataset, generating multiple heuristics from different subsets of instances. It exceeds SCIP's average performance in 7 out of 10 cases across 15 times more instances and under a time limit 15 times longer, with some GP2S methods leading on most experiments in terms of the number of feasible solutions or optimality gap.
Multi-Objective Reinforcement Learning Based on Decomposition: A Taxonomy and Framework
Felten, Florian, Talbi, El-Ghazali, Danoy, Grégoire
Multi-objective reinforcement learning (MORL) extends traditional RL by seeking policies making different compromises among conflicting objectives. The recent surge of interest in MORL has led to diverse studies and solving methods, often drawing from existing knowledge in multi-objective optimization based on decomposition (MOO/D). Yet, a clear categorization based on both RL and MOO/D is lacking in the existing literature. Consequently, MORL researchers face difficulties when trying to classify contributions within a broader context due to the absence of a standardized taxonomy. To tackle such an issue, this paper introduces multi-objective reinforcement learning based on decomposition (MORL/D), a novel methodology bridging the literature of RL and MOO. A comprehensive taxonomy for MORL/D is presented, providing a structured foundation for categorizing existing and potential MORL works. The introduced taxonomy is then used to scrutinize MORL research, enhancing clarity and conciseness through well-defined categorization. Moreover, a flexible framework derived from the taxonomy is introduced. This framework accommodates diverse instantiations using tools from both RL and MOO/D. Its versatility is demonstrated by implementing it in different configurations and assessing it on contrasting benchmark problems. Results indicate MORL/D instantiations achieve comparable performance to current state-of-the-art approaches on the studied problems. By presenting the taxonomy and framework, this paper offers a comprehensive perspective and a unified vocabulary for MORL. This not only facilitates the identification of algorithmic contributions but also lays the groundwork for novel research avenues in MORL.
An ARGoS plug-in for the Crazyflie drone
Stolfi, Daniel H., Danoy, Grégoire
We present a new plug-in for the ARGoS swarm robotic simulator to implement the Crazyflie drone, including its controllers, sensors, and some expansion decks. We have based our development on the former Spiri drone, upgrading the position controller, adding a new speed controller, LED ring, onboard camera, and battery discharge model. We have compared this new plug-in in terms of accuracy and efficiency with data obtained from real Crazyflie drones. All our experiments showed that the proposed plug-in worked well, presenting high levels of accuracy. We believe that this is an important contribution to robot simulations which will extend ARGoS capabilities through the use of our proposed, open-source plug-in.
Constraint Model for the Satellite Image Mosaic Selection Problem
Simón, Manuel Combarro, Talbot, Pierre, Danoy, Grégoire, Musial, Jedrzej, Alswaitti, Mohammed, Bouvry, Pascal
Satellite imagery solutions are widely used to study and monitor different regions of the Earth. However, a single satellite image can cover only a limited area. In cases where a larger area of interest is studied, several images must be stitched together to create a single larger image, called a mosaic, that can cover the area. Today, with the increasing number of satellite images available for commercial use, selecting the images to build the mosaic is challenging, especially when the user wants to optimize one or more parameters, such as the total cost and the cloud coverage percentage in the mosaic. More precisely, for this problem the input is an area of interest, several satellite images intersecting the area, a list of requirements relative to the image and the mosaic, such as cloud coverage percentage, image resolution, and a list of objectives to optimize. We contribute to the constraint and mixed integer lineal programming formulation of this new problem, which we call the \textit{satellite image mosaic selection problem}, which is a multi-objective extension of the polygon cover problem. We propose a dataset of realistic and challenging instances, where the images were captured by the satellite constellations SPOT, Pl\'eiades and Pl\'eiades Neo. We evaluate and compare the two proposed models and show their efficiency for large instances, up to 200 images.
Hyperparameter Optimization for Multi-Objective Reinforcement Learning
Felten, Florian, Gareev, Daniel, Talbi, El-Ghazali, Danoy, Grégoire
Reinforcement learning (RL) has emerged as a powerful approach for tackling complex problems. The recent introduction of multi-objective reinforcement learning (MORL) has further expanded the scope of RL by enabling agents to make trade-offs among multiple objectives. This advancement not only has broadened the range of problems that can be tackled but also created numerous opportunities for exploration and advancement. Yet, the effectiveness of RL agents heavily relies on appropriately setting their hyperparameters. In practice, this task often proves to be challenging, leading to unsuccessful deployments of these techniques in various instances. Hence, prior research has explored hyperparameter optimization in RL to address this concern. This paper presents an initial investigation into the challenge of hyperparameter optimization specifically for MORL. We formalize the problem, highlight its distinctive challenges, and propose a systematic methodology to address it. The proposed methodology is applied to a well-known environment using a state-of-the-art MORL algorithm, and preliminary results are reported. Our findings indicate that the proposed methodology can effectively provide hyperparameter configurations that significantly enhance the performance of MORL agents. Furthermore, this study identifies various future research opportunities to further advance the field of hyperparameter optimization for MORL.