3/30/2022

Efficient method for training deep networks with unitary matrices

Bobak Kiani, Randall Balestriero, Yann Lecun, and Seth Lloyd,  projUNN: efficient method for training deep networks with unitary matrices, arXiv:2203.05483v2.

In learning with recurrent or very deep feed-forward networks, employing unitary matrices in each layer can be very effective at maintaining long-range stability. However, restricting network parameters to be unitary typically comes at the cost of expensive parameterizations or increased training runtime. We propose instead an efficient method based on rank-k updates -- or their rank-k approximation -- that maintains performance at a nearly optimal training runtime. We introduce two variants of this method, named Direct (projUNN-D) and Tangent (projUNN-T) projected Unitary Neural Networks, that can parameterize full N-dimensional unitary or orthogonal matrices with a training runtime scaling as O(kN^2). Our method either projects low-rank gradients onto the closest unitary matrix (projUNN-T) or transports unitary matrices in the direction of the low-rank gradient (projUNN-D). Even in the fastest setting (k=1), projUNN is able to train a model's unitary parameters to reach comparable performances against baseline implementations. By integrating our projUNN algorithm into both recurrent and convolutional neural networks, our models can closely match or exceed benchmarked results from state-of-the-art algorithms.

3/27/2022

Strong mixed-integer programming formulations for trained neural networks

R. Anderson, J. Huchette, W. Ma, C. Tjandraatmadja, and J.P. Vielma, Strong mixed-integer programming formulations for trained neural networks, Mathematical Programming, 2020, 183(1-2):3-39, ISSN 14364646, URL http://dx.doi.org/10.1007/s10107-020-01474-5.

We present strong mixed-integer programming (MIP) formulations for high-dimensional piecewise linear functions that correspond to trained neural networks. These formulations can be used for a number of important tasks, such as verifying that an image classification network is robust to adversarial inputs, or solving decision problems where the objective function is a machine learning model. We present a generic framework, which may be of independent interest, that provides a way to construct sharp or ideal formulations for the maximum of d affine functions over arbitrary polyhedral input domains. We apply this result to derive MIP formulations for a number of the most popular nonlinear operations (e.g. ReLU and max pooling) that are strictly stronger than other approaches from the literature. We corroborate this computationally, showing that our formulations are able to offer substantial improvements in solve time on verification tasks for image classification networks.

3/15/2022

Machine Learning into Metaheuristics: A Survey and Taxonomy

El-Ghazali Talbi, Machine Learning into Metaheuristics: A Survey and Taxonomy, ACM Computing Surveys, Volume 54, Issue 6, July 2022, Article No.: 129, pp 1–32, https://doi.org/10.1145/3459664.

 During the past few years, research in applying machine learning (ML) to design efficient, effective, and robust metaheuristics has become increasingly popular. Many of those machine learning-supported metaheuristics have generated high-quality results and represent state-of-the-art optimization algorithms. Although various appproaches have been proposed, there is a lack of a comprehensive survey and taxonomy on this research topic. In this article, we will investigate different opportunities for using ML into metaheuristics. We define uniformly the various ways synergies that might be achieved. A detailed taxonomy is proposed according to the concerned search component: target optimization problem and low-level and high-level components of metaheuristics. Our goal is also to motivate researchers in optimization to include ideas from ML into metaheuristics. We identify some open research issues in this topic that need further in-depth investigations.

3/14/2022

Global and Robust Optimization for Engineering Design

 Berk Öztürk, Global and Robust Optimization for Engineering Design, Ph.D. Thesis, MIT, 2022. (thesis, code, talk)

There is a need to adapt and improve conceptual design methods through better optimization, in order to address the challenge of designing future engineered systems. Aerospace design problems are tightly-coupled optimization problems, and require all-at-once solution methods for design consensus and global optimality. Although the literature on design optimization has been growing, it has generally focused on the use of gradient-based and heuristic methods, which are limited to local and low-dimensional optimization respectively. There are significant benefits to leveraging structured mathematical optimization instead. Mathematical optimization provides guarantees of solution quality, and is fast, scalable, and compatible with using physics-based models in design. More importantly perhaps, there has been a wave of research in optimization and machine learning that provides new opportunities to improve the engineering design process. This thesis capitalizes on two such opportunities.

3/11/2022

Tackling Climate Change with Machine Learning

David Rolnic et al., Tackling Climate Change with Machine Learning, ACM Computing Surveys, Volume 55, Issue 2, March 2023, Article No.: 42, pp 1–96, https://doi.org/10.1145/3485128

Climate change is one of the greatest challenges facing humanity, and we, as machine learning (ML) experts, may wonder how we can help. Here we describe how ML can be a powerful tool in reducing greenhouse gas emissions and helping society adapt to a changing climate. From smart grids to disaster management, we identify high impact problems where existing gaps can be filled by ML, in collaboration with other fields. Our recommendations encompass exciting research questions as well as promising business opportunities. We call on the ML community to join the global effort against climate change.