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Publications
On generalized surrogate duality in mixed-integer nonlinear programming
Benjamin Müller
Gonzalo Muñoz
Maxime Gasse
Ambros Gleixner
Andrea Lodi
Felipe Serrano
The most important ingredient for solving mixed-integer nonlinear programs (MINLPs) to global epsilon-optimality with spatial branch and bou… (see more)nd is a tight, computationally tractable relaxation. Due to both theoretical and practical considerations, relaxations of MINLPs are usually required to be convex. Nonetheless, current optimization solver can often successfully handle a moderate presence of nonconvexities, which opens the door for the use of potentially tighter nonconvex relaxations. In this work, we exploit this fact and make use of a nonconvex relaxation obtained via aggregation of constraints: a surrogate relaxation. These relaxations were actively studied for linear integer programs in the 70s and 80s, but they have been scarcely considered since. We revisit these relaxations in an MINLP setting and show the computational benefits and challenges they can have. Additionally, we study a generalization of such relaxation that allows for multiple aggregations simultaneously and present the first algorithm that is capable of computing the best set of aggregations. We propose a multitude of computational enhancements for improving its practical performance and evaluate the algorithm's ability to generate strong dual bounds through extensive computational experiments.
2020-04-13
Integer Programming and Combinatorial Optimization (published)
Clustering for Continuous-Time Hidden Markov Models.
Yu Luo
David A. Stephens
David L Buckeridge
We develop clustering procedures for longitudinal trajectories based on a continuous-time hidden Markov model (CTHMM) and a generalized line… (see more)ar observation model. Specifically in this paper, we carry out infinite mixture model-based clustering for CTHMM and achieve inference using Markov chain Monte Carlo (MCMC). Specifically, for Bayesian nonparametric inference using a Dirichlet process mixture model, we utilize restricted Gibbs sampling split-merge proposals to expedite the MCMC algorithm. We employ the proposed algorithm to the simulated data as well as a large real data example, and the results demonstrate the desired performance of the new sampler.
Text-based games are a natural challenge domain for deep reinforcement learning algorithms. Their state and action spaces are combinatoriall… (see more)y large, their reward function is sparse, and they are partially observable: the agent is informed of the consequences of its actions through textual feedback. In this paper we emphasize this latter point and consider the design of a deep reinforcement learning agent that can play from feedback alone. Our design recognizes and takes advantage of the structural characteristics of text-based games. We first propose a contextualisation mechanism, based on accumulated reward, which simplifies the learning problem and mitigates partial observability. We then study different methods that rely on the notion that most actions are ineffectual in any given situation, following Zahavy et al.'s idea of an admissible action. We evaluate these techniques in a series of text-based games of increasing difficulty based on the TextWorld framework, as well as the iconic game Zork. Empirically, we find that these techniques improve the performance of a baseline deep reinforcement learning agent applied to text-based games.
2020-04-02
Proceedings of the AAAI Conference on Artificial Intelligence (published)
Accurate detection and segmentation of new lesional activity in longitudinal Magnetic Resonance Images (MRIs) of patients with Multiple Scle… (see more)rosis (MS) is important for monitoring disease activity, as well as for assessing treatment effects. In this work, we present the first deep learning framework to automatically detect and segment new and enlarging (NE) T2w lesions from longitudinal brain MRIs acquired from relapsing-remitting MS (RRMS) patients. The proposed framework is an adapted 3D U-Net [1] which includes as inputs the reference multi-modal MRI and T2-weighted lesion maps, as well an attention mechanism based on the subtraction MRI (between the two timepoints) which serves to assist the network in learning to differentiate between real anatomical change and artifactual change, while constraining the search space for small lesions. Experiments on a large, proprietary, multi -center, multi-modal, clinical trial dataset consisting of 1677 multi-modal scans illustrate that network achieves high overall detection accuracy (detection AUC=.95), outperforming (1) a U-Net without an attention mechanism (de-tection AUC=.93), (2) a framework based on subtracting independent T2-weighted segmentations (detection AUC=.57), and (3) DeepMedic (detection AUC=.84) [2], particularly for small lesions. In addition, the method was able to accurately classify patients as active/inactive with (sensitivities of. 69 and specificities of. 97).
2020-04-02
2020 IEEE 17th International Symposium on Biomedical Imaging (ISBI) (published)
We critically appraise the recent interest in out-of-distribution (OOD) detection and question the practical relevance of existing benchmark… (see more)s. While the currently prevalent trend is to consider different datasets as OOD, we argue that out-distributions of practical interest are ones where the distinction is semantic in nature for a specified context, and that evaluative tasks should reflect this more closely. Assuming a context of object recognition, we recommend a set of benchmarks, motivated by practical applications. We make progress on these benchmarks by exploring a multi-task learning based approach, showing that auxiliary objectives for improved semantic awareness result in improved semantic anomaly detection, with accompanying generalization benefits.
2020-04-02
Proceedings of the AAAI Conference on Artificial Intelligence (published)
This work performs a first study on multi-agent reinforcement learning with deliberate reward passing between agents. We empirically demonst… (see more)rate that such mechanics can greatly improve the learning progression in a resource appropriation setting and provide a preliminary discussion of the complex effects of gifting on the learning dynamics.
2020-04-02
AAAI Conference on Artificial Intelligence (published)
We propose a novel dialogue modeling framework, the first-ever nonparametric kernel functions based approach for dialogue modeling, which le… (see more)arns hashcodes as text representations; unlike traditional deep learning models, it handles well relatively small datasets, while also scaling to large ones. We also derive a novel lower bound on mutual information, used as a model-selection criterion favoring representations with better alignment between the utterances of participants in a collaborative dialogue setting, as well as higher predictability of the generated responses. As demonstrated on three real-life datasets, including prominently psychotherapy sessions, the proposed approach significantly outperforms several state-of-art neural network based dialogue systems, both in terms of computational efficiency, reducing training time from days or weeks to hours, and the response quality, achieving an order of magnitude improvement over competitors in frequency of being chosen as the best model by human evaluators.
2020-04-02
AAAI Conference on Artificial Intelligence (published)
Temporal abstraction refers to the ability of an agent to use behaviours of controllers which act for a limited, variable amount of time. Th… (see more)e options framework describes such behaviours as consisting of a subset of states in which they can initiate, an internal policy and a stochastic termination condition. However, much of the subsequent work on option discovery has ignored the initiation set, because of difficulty in learning it from data. We provide a generalization of initiation sets suitable for general function approximation, by defining an interest function associated with an option. We derive a gradient-based learning algorithm for interest functions, leading to a new interest-option-critic architecture. We investigate how interest functions can be leveraged to learn interpretable and reusable temporal abstractions. We demonstrate the efficacy of the proposed approach through quantitative and qualitative results, in both discrete and continuous environments.
2020-04-02
Proceedings of the AAAI Conference on Artificial Intelligence (published)
Typical methods for unsupervised text style transfer often rely on two key ingredients: 1) seeking the explicit disentanglement of the conte… (see more)nt and the attributes, and 2) troublesome adversarial learning. In this paper, we show that neither of these components is indispensable. We propose a new framework that utilizes the gradients to revise the sentence in a continuous space during inference to achieve text style transfer. Our method consists of three key components: a variational auto-encoder (VAE), some attribute predictors (one for each attribute), and a content predictor. The VAE and the two types of predictors enable us to perform gradient-based optimization in the continuous space, which is mapped from sentences in a discrete space, to find the representation of a target sentence with the desired attributes and preserved content. Moreover, the proposed method naturally has the ability to simultaneously manipulate multiple fine-grained attributes, such as sentence length and the presence of specific words, when performing text style transfer tasks. Compared with previous adversarial learning based methods, the proposed method is more interpretable, controllable and easier to train. Extensive experimental studies on three popular text style transfer tasks show that the proposed method significantly outperforms five state-of-the-art methods.
2020-04-02
Proceedings of the AAAI Conference on Artificial Intelligence (published)