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Neural Evolution Strategy for Black-box Pareto Set Learning

Neural Information Processing Systems

Multi-objective optimization problems (MOPs) are prevalent in numerous realworld applications. Recently, Pareto Set Learning (PSL) has emerged as a powerful paradigm for solving MOPs. PSL can produce a neural network for modeling the set of all Pareto optimal solutions. However, applying PSL to black-box objectives, particularly those exhibiting non-separability, high dimensionality, and/or other complex properties, remains very challenging. To address this issue, we propose leveraging evolution strategies (ESs), a class of specialized blackbox optimization algorithms, within the PSL paradigm. Traditional ESs capture the complex dimensional dependencies less efficiently, which can significantly hinder their performance in PSL. To tackle this issue, we suggest encapsulating the dependencies within a neural network, which is then trained using a novel gradient estimation method. The proposed method, termed Neural-ES, is evaluated using a bespoke benchmark suite for black-box PSL. Experimental comparisons with other methods demonstrate the efficiency of Neural-ES, underscoring its ability to learn the Pareto sets of challenging black-box MOPs.


Black-box optimization of noisy functions with unknown smoothness

arXiv.org Machine Learning

We study the problem of black-box optimization of a function f of any dimension, given function evaluations perturbed by noise. The function is assumed to be locally smooth around one of its global optima, but this smoothness is unknown. Our contribution is an adaptive optimization algorithm, POO or parallel optimistic optimization, that is able to deal with this setting. POO performs almost as well as the best known algorithms requiring the knowledge of the smoothness. Furthermore, POO works for a larger class of functions than what was previously considered, especially for functions that are difficult to optimize, in a very precise sense. We provide a finite-time analysis of POO's performance, which shows that its error after n evaluations is at most a factor of sqrt(ln n) away from the error of the best known optimization algorithms using the knowledge of the smoothness.


ThetraininglossofCOMETis L= s ห† s

Neural Information Processing Systems

However,inpractice, we did not find both effects inthe training. The last term in the loss function of COMET does not need the information from the dataset. This section contains the experiment details for cases tested in section 4. In section 4, there are 6 simple experiments performed todemonstrate the capability ofCOMET:(1) mass-spring, (2) 2D Case5: 2Dnonlinear spring.Weconsider acaseofamotion ofanobjectofmassm=1in2D where it is connected to the origin with a nonlinear spring with forceF = |r|2r where r is the position of the object in 2D coordinate. The constants of motion of this systems are the energy and the angular momentum,whichmakesnc=2. Case 6: Lotka-Volterraequation isanordinary differential equation modelling thepopulation of predatorandprey. The training loss in this case was composed of the reconstruction loss and the dynamics loss.



ALawofIteratedLogarithmforMulti-Agent ReinforcementLearning

Neural Information Processing Systems

In contrast, the mathematics needed to analyze such schemes is what forms the focus in Stochastic Approximation (SA) theory [2, 4]. More generally, SA refers to an iterative scheme that helps find zeroes or optimal points of a function, for which only noisy evaluationsarepossible.


A Coordinate free representation of Hamiltonian equations

Neural Information Processing Systems

Because a flow is defined in a coordinate-free form, the Hamilton equation can be defined in a coordinate-free manner as well. For further information, see, e.g., [3, 18, 20]. Differential 2-forms are generally represented by using a skew matrix in the same way. A differential form ฯ‰ is closed if dฯ‰ = 0 . Definition 3. A symplectic 2-form is a closed and non-degenerate differential 2-form.


All-or-nothingstatisticalandcomputationalphase transitionsinsparsespikedmatrixestimation

Neural Information Processing Systems

Similarly the ISOMAP face database consists ofimages (256levels ofgray)ofsize64 64,i.e.,vectors in R4096, whereas the correct intrinsic dimension is only3 (for the vertical, horizontal pause and lightingdirection). The second approach, is anaverage caseapproach (in the spirit of thestatistical mechanics treatment ofhighdimensional systems), thatmodelsfeaturevectorsby arandom ensemble,taken as aset ofrandom vectors with independently identically distributed (i.i.d.) components, and a small but xed fraction of non-zero components.


All-or-nothingstatisticalandcomputationalphase transitionsinsparsespikedmatrixestimation

Neural Information Processing Systems

Similarly the ISOMAP face database consists ofimages (256levels ofgray)ofsize64 64,i.e.,vectors in R4096, whereas the correct intrinsic dimension is only3 (for the vertical, horizontal pause and lightingdirection). The second approach, is anaverage caseapproach (in the spirit of thestatistical mechanics treatment ofhighdimensional systems), thatmodelsfeaturevectorsby arandom ensemble,taken as aset ofrandom vectors with independently identically distributed (i.i.d.) components, and a small but xed fraction of non-zero components.


sup

Neural Information Processing Systems

LetT be the time horizon andPT be the path-length that essentially reflects the non-stationarity of environments, the state-of-the-art dynamicregretis O( p T(1+PT)).


Optimizing Multi-Tier Supply Chain Ordering with LNN+XGBoost: Mitigating the Bullwhip Effect

arXiv.org Artificial Intelligence

Supply chain management faces significant challenges, including demand fluctuations, inventory imbalances, and amplified upstream order variability due to the bullwhip effect. Traditional methods, such as simple moving averages, struggle to address dynamic market conditions. Emerging machine learning techniques, including LSTM, reinforcement learning, and XGBoost, offer potential solutions but are limited by computational complexity, training inefficiencies, or constraints in time-series modeling. Liquid Neural Networks, inspired by dynamic biological systems, present a promising alternative due to their adaptability, low computational cost, and robustness to noise, making them suitable for real-time decision-making and edge computing. Despite their success in applications like autonomous vehicles and medical monitoring, their potential in supply chain optimization remains underexplored. This study introduces a hybrid LNN and XGBoost model to optimize ordering strategies in multi-tier supply chains. By leveraging LNN's dynamic feature extraction and XGBoost's global optimization capabilities, the model aims to mitigate the bullwhip effect and enhance cumulative profitability. The research investigates how local and global synergies within the hybrid framework address the dual demands of adaptability and efficiency in SCM. The proposed approach fills a critical gap in existing methodologies, offering an innovative solution for dynamic and efficient supply chain management.