A software interface for supporting the application of data science to optimisation

Many real world problems can be solved effectively by metaheuristics in combination with neighbourhood search. However, implementing neighbourhood search for a particular problem domain can be time consuming and so it is important to get the most value from it. Hyper-heuristics aim to get such value by using a specific API such as `HyFlex' to cleanly separate the search control structure from the details of the domain. Here, we discuss various longer-term additions to the HyFlex interface that will allow much richer information exchange, and so enhance learning via data science techniques, but without losing domain independence of the search control

Fairness in examination timetabling: student preferences and extended formulations

Variations of the examination timetabling problem have been investigated by the research community for more than two decades. The common characteristic between all problems is the fact that the definitions and data sets used all originate from actual educational institutions, particularly universities, including specific examination criteria and the students involved. Although much has been achieved and published on the state-of-the-art problem modelling and optimisation, a lack of attention has been focussed on the students involved in the process. This work presents and utilises the results of an extensive survey seeking student preferences with regard to their individual examination timetables, with the aim of producing solutions which satisfy these preferences while still also satisfying all existing benchmark considerations. The study reveals one of the main concerns relates to fairness within the students cohort; i.e. a student considers fairness with respect to the examination timetables of their immediate peers, as highly important. Considerations such as providing an equitable distribution of preparation time between all student cohort examinations, not just a majority, are used to form a measure of fairness. In order to satisfy this requirement, we propose an extension to the state-of-the-art examination timetabling problem models widely used in the scientific literature. Fairness is introduced as a new objective in addition to the standard objectives, creating a multi-objective problem. Several real-world examination data models are extended and the benchmarks for each are used in experimentation to determine the effectiveness of a multi-stage multi-objective approach based on weighted Tchebyceff scalarisation in improving fairness along with the other objectives. The results show that the proposed model and methods allow for the production of high quality timetable solutions while also providing a trade-off between the standard soft constraints and a desired fairness for each student

An iterated multi-stage selection hyper-heuristic

There is a growing interest towards the design of reusable general purpose search methods that are applicable to different problems instead of tailored solutions to a single particular problem. Hyper-heuristics have emerged as such high level methods that explore the space formed by a set of heuristics (move operators) or heuristic components for solving computationally hard problems. A selection hyper-heuristic mixes and controls a predefined set of low level heuristics with the goal of improving an initially generated solution by choosing and applying an appropriate heuristic to a solution in hand and deciding whether to accept or reject the new solution at each step under an iterative framework. Designing an adaptive control mechanism for the heuristic selection and combining it with a suitable acceptance method is a major challenge, because both components can influence the overall performance of a selection hyper-heuristic. In this study, we describe a novel iterated multi-stage hyper-heuristic approach which cycles through two interacting hyper-heuristics and operates based on the principle that not all low level heuristics for a problem domain would be useful at any point of the search process. The empirical results on a hyper-heuristic benchmark indicate the success of the proposed selection hyper-heuristic across six problem domains beating the state-of-the-art approach

Sequential Design for Gaussian Process Surrogates in Noisy Level Set Estimation

We consider the problem of learning the level set for which a noisy black-box function exceeds a given threshold. To efficiently reconstruct the level set, we investigate Gaussian process (GP) metamodels and sequential design frameworks. Our focus is on strongly stochastic samplers, in particular with heavy-tailed simulation noise and low signal-to-noise ratio. We introduce the use of four GP-based metamodels in level set estimation that are robust to noise misspecification, and evaluate the performance of them. In conjunction with these metamodels, we develop several acquisition functions for guiding the sequential experimental designs, extending existing stepwise uncertainty reduction criteria to the stochastic contour-finding context. This also motivates our development of (approximate) updating formulas to efficiently compute such acquisition functions for the proposed metamodels. To expedite sequential design in stochastic experiments, we also develop adaptive batching designs, which are natural extensions of sequential design heuristics with the benefit of replication growing as response features are learned, inputs concentrate, and the metamodeling overhead rises. We develop four novel schemes that simultaneously or sequentially determine the sequential design inputs and the respective number of replicates. Our schemes are benchmarked by using synthetic examples and an application in quantitative finance (Bermudan option pricing)

Sequential Design for Ranking Response Surfaces

We propose and analyze sequential design methods for the problem of ranking several response surfaces. Namely, given $L \ge 2$ response surfaces over a continuous input space $\cal X$, the aim is to efficiently find the index of the minimal response across the entire $\cal X$. The response surfaces are not known and have to be noisily sampled one-at-a-time. This setting is motivated by stochastic control applications and requires joint experimental design both in space and response-index dimensions. To generate sequential design heuristics we investigate stepwise uncertainty reduction approaches, as well as sampling based on posterior classification complexity. We also make connections between our continuous-input formulation and the discrete framework of pure regret in multi-armed bandits. To model the response surfaces we utilize kriging surrogates. Several numerical examples using both synthetic data and an epidemics control problem are provided to illustrate our approach and the efficacy of respective adaptive designs.Comment: 26 pages, 7 figures (updated several sections and figures

R-BI: Regularized Batched Inputs enhance Incremental Decoding Framework for Low-Latency Simultaneous Speech Translation

Incremental Decoding is an effective framework that enables the use of an offline model in a simultaneous setting without modifying the original model, making it suitable for Low-Latency Simultaneous Speech Translation. However, this framework may introduce errors when the system outputs from incomplete input. To reduce these output errors, several strategies such as Hold-$n$, LA-$n$, and SP-$n$ can be employed, but the hyper-parameter $n$ needs to be carefully selected for optimal performance. Moreover, these strategies are more suitable for end-to-end systems than cascade systems. In our paper, we propose a new adaptable and efficient policy named "Regularized Batched Inputs". Our method stands out by enhancing input diversity to mitigate output errors. We suggest particular regularization techniques for both end-to-end and cascade systems. We conducted experiments on IWSLT Simultaneous Speech Translation (SimulST) tasks, which demonstrate that our approach achieves low latency while maintaining no more than 2 BLEU points loss compared to offline systems. Furthermore, our SimulST systems attained several new state-of-the-art results in various language directions.Comment: Preprin