Denoising Autoencoders for fast Combinatorial Black Box Optimization

Estimation of Distribution Algorithms (EDAs) require flexible probability models that can be efficiently learned and sampled. Autoencoders (AE) are generative stochastic networks with these desired properties. We integrate a special type of AE, the Denoising Autoencoder (DAE), into an EDA and evaluate the performance of DAE-EDA on several combinatorial optimization problems with a single objective. We asses the number of fitness evaluations as well as the required CPU times. We compare the results to the performance to the Bayesian Optimization Algorithm (BOA) and RBM-EDA, another EDA which is based on a generative neural network which has proven competitive with BOA. For the considered problem instances, DAE-EDA is considerably faster than BOA and RBM-EDA, sometimes by orders of magnitude. The number of fitness evaluations is higher than for BOA, but competitive with RBM-EDA. These results show that DAEs can be useful tools for problems with low but non-negligible fitness evaluation costs.Comment: corrected typos and small inconsistencie

Spatial-photonic Boltzmann machines: low-rank combinatorial optimization and statistical learning by spatial light modulation

The spatial-photonic Ising machine (SPIM) [D. Pierangeli et al., Phys. Rev. Lett. 122, 213902 (2019)] is a promising optical architecture utilizing spatial light modulation for solving large-scale combinatorial optimization problems efficiently. However, the SPIM can accommodate Ising problems with only rank-one interaction matrices, which limits its applicability to various real-world problems. In this Letter, we propose a new computing model for the SPIM that can accommodate any Ising problem without changing its optical implementation. The proposed model is particularly efficient for Ising problems with low-rank interaction matrices, such as knapsack problems. Moreover, the model acquires learning ability and can thus be termed a spatial-photonic Boltzmann machine (SPBM). We demonstrate that learning, classification, and sampling of the MNIST handwritten digit images are achieved efficiently using SPBMs with low-rank interactions. Thus, the proposed SPBM model exhibits higher practical applicability to various problems of combinatorial optimization and statistical learning, without losing the scalability inherent in the SPIM architecture.Comment: 7 pages, 5 figures (with a 3-page supplemental