An ADMM Based Framework for AutoML Pipeline Configuration

We study the AutoML problem of automatically configuring machine learning pipelines by jointly selecting algorithms and their appropriate hyper-parameters for all steps in supervised learning pipelines. This black-box (gradient-free) optimization with mixed integer & continuous variables is a challenging problem. We propose a novel AutoML scheme by leveraging the alternating direction method of multipliers (ADMM). The proposed framework is able to (i) decompose the optimization problem into easier sub-problems that have a reduced number of variables and circumvent the challenge of mixed variable categories, and (ii) incorporate black-box constraints along-side the black-box optimization objective. We empirically evaluate the flexibility (in utilizing existing AutoML techniques), effectiveness (against open source AutoML toolkits),and unique capability (of executing AutoML with practically motivated black-box constraints) of our proposed scheme on a collection of binary classification data sets from UCI ML& OpenML repositories. We observe that on an average our framework provides significant gains in comparison to other AutoML frameworks (Auto-sklearn & TPOT), highlighting the practical advantages of this framework

Multiple Shape Registration using Constrained Optimal Control

Lagrangian particle formulations of the large deformation diffeomorphic metric mapping algorithm (LDDMM) only allow for the study of a single shape. In this paper, we introduce and discuss both a theoretical and practical setting for the simultaneous study of multiple shapes that are either stitched to one another or slide along a submanifold. The method is described within the optimal control formalism, and optimality conditions are given, together with the equations that are needed to implement augmented Lagrangian methods. Experimental results are provided for stitched and sliding surfaces

A relaxed approach for curve matching with elastic metrics

In this paper we study a class of Riemannian metrics on the space of unparametrized curves and develop a method to compute geodesics with given boundary conditions. It extends previous works on this topic in several important ways. The model and resulting matching algorithm integrate within one common setting both the family of $H^2$-metrics with constant coefficients and scale-invariant $H^2$-metrics on both open and closed immersed curves. These families include as particular cases the class of first-order elastic metrics. An essential difference with prior approaches is the way that boundary constraints are dealt with. By leveraging varifold-based similarity metrics we propose a relaxed variational formulation for the matching problem that avoids the necessity of optimizing over the reparametrization group. Furthermore, we show that we can also quotient out finite-dimensional similarity groups such as translation, rotation and scaling groups. The different properties and advantages are illustrated through numerical examples in which we also provide a comparison with related diffeomorphic methods used in shape registration.Comment: 27 page

OPTIMASS: A Package for the Minimization of Kinematic Mass Functions with Constraints

Reconstructed mass variables, such as $M_2$, $M_{2C}$, $M_T^\star$, and $M_{T2}^W$, play an essential role in searches for new physics at hadron colliders. The calculation of these variables generally involves constrained minimization in a large parameter space, which is numerically challenging. We provide a C++ code, OPTIMASS, which interfaces with the MINUIT library to perform this constrained minimization using the Augmented Lagrangian Method. The code can be applied to arbitrarily general event topologies and thus allows the user to significantly extend the existing set of kinematic variables. We describe this code and its physics motivation, and demonstrate its use in the analysis of the fully leptonic decay of pair-produced top quarks using the $M_2$ variables.Comment: 39 pages, 12 figures, (1) minor revision in section 3, (2) figure added in section 4.3, (3) reference added and (4) matched with published versio

Dynamical Optimal Transport on Discrete Surfaces

We propose a technique for interpolating between probability distributions on discrete surfaces, based on the theory of optimal transport. Unlike previous attempts that use linear programming, our method is based on a dynamical formulation of quadratic optimal transport proposed for flat domains by Benamou and Brenier [2000], adapted to discrete surfaces. Our structure-preserving construction yields a Riemannian metric on the (finite-dimensional) space of probability distributions on a discrete surface, which translates the so-called Otto calculus to discrete language. From a practical perspective, our technique provides a smooth interpolation between distributions on discrete surfaces with less diffusion than state-of-the-art algorithms involving entropic regularization. Beyond interpolation, we show how our discrete notion of optimal transport extends to other tasks, such as distribution-valued Dirichlet problems and time integration of gradient flows