Large Markov Decision Processes and Combinatorial Optimization

Markov decision processes continue to gain in popularity for modeling a wide range of applications ranging from analysis of supply chains and queuing networks to cognitive science and control of autonomous vehicles. Nonetheless, they tend to become numerically intractable as the size of the model grows fast. Recent works use machine learning techniques to overcome this crucial issue, but with no convergence guarantee. This note provides a brief overview of literature on solving large Markov decision processes, and exploiting them to solve important combinatorial optimization problems

From Parameter Tuning to Dynamic Heuristic Selection

The importance of balance between exploration and exploitation plays a crucial role while solving combinatorial optimization problems. This balance is reached by two general techniques: by using an appropriate problem solver and by setting its proper parameters. Both problems were widely studied in the past and the research process continues up until now. The latest studies in the field of automated machine learning propose merging both problems, solving them at design time, and later strengthening the results at runtime. To the best of our knowledge, the generalized approach for solving the parameter setting problem in heuristic solvers has not yet been proposed. Therefore, the concept of merging heuristic selection and parameter control have not been introduced. In this thesis, we propose an approach for generic parameter control in meta-heuristics by means of reinforcement learning (RL). Making a step further, we suggest a technique for merging the heuristic selection and parameter control problems and solving them at runtime using RL-based hyper-heuristic. The evaluation of the proposed parameter control technique on a symmetric traveling salesman problem (TSP) revealed its applicability by reaching the performance of tuned in online and used in isolation underlying meta-heuristic. Our approach provides the results on par with the best underlying heuristics with tuned parameters.:1 Introduction 1 1.1 Motivation 1 1.2 Research objective 2 1.3 Solution overview 2 2 Background and RelatedWork Analysis 3 2.1 Optimization Problems and their Solvers 3 2.2 Heuristic Solvers for Optimization Problems 9 2.3 Setting Algorithm Parameters 19 2.4 Combined Algorithm Selection and Hyper-Parameter Tuning Problem 27 2.5 Conclusion on Background and Related Work Analysis 28 3 Online Selection Hyper-Heuristic with Generic Parameter Control 31 3.1 Combined Parameter Control and Algorithm Selection Problem 31 3.2 Search Space Structure 32 3.3 Parameter Prediction Process 34 3.4 Low-Level Heuristics 35 3.5 Conclusion of Concept 36 4 Implementation Details 37 4.2 Search Space 40 4.3 Prediction Process 43 4.4 Low Level Heuristics 48 4.5 Conclusion 52 5 Evaluation 55 5.1 Optimization Problem 55 5.2 Environment Setup 56 5.3 Meta-heuristics Tuning 56 5.4 Concept Evaluation 60 5.5 Analysis of HH-PC Settings 74 5.6 Conclusion 79 6 Conclusion 81 7 FutureWork 83 7.1 Prediction Process 83 7.2 Search Space 84 7.3 Evaluations and Benchmarks 84 Bibliography 87 A Evaluation Results 99 A.1 Results in Figures 99 A.2 Results in numbers 10

Advanced analytics through FPGA based query processing and deep reinforcement learning

Today, vast streams of structured and unstructured data have been incorporated in databases, and analytical processes are applied to discover patterns, correlations, trends and other useful relationships that help to take part in a broad range of decision-making processes. The amount of generated data has grown very large over the years, and conventional database processing methods from previous generations have not been sufficient to provide satisfactory results regarding analytics performance and prediction accuracy metrics. Thus, new methods are needed in a wide array of fields from computer architectures, storage systems, network design to statistics and physics. This thesis proposes two methods to address the current challenges and meet the future demands of advanced analytics. First, we present AxleDB, a Field Programmable Gate Array based query processing system which constitutes the frontend of an advanced analytics system. AxleDB melds highly-efficient accelerators with memory, storage and provides a unified programmable environment. AxleDB is capable of offloading complex Structured Query Language queries from host CPU. The experiments have shown that running a set of TPC-H queries, AxleDB can perform full queries between 1.8x and 34.2x faster and 2.8x to 62.1x more energy efficient compared to MonetDB, and PostgreSQL on a single workstation node. Second, we introduce TauRieL, a novel deep reinforcement learning (DRL) based method for combinatorial problems. The design idea behind combining DRL and combinatorial problems is to apply the prediction capabilities of deep reinforcement learning and to use the universality of combinatorial optimization problems to explore general purpose predictive methods. TauRieL utilizes an actor-critic inspired DRL architecture that adopts ordinary feedforward nets. Furthermore, TauRieL performs online training which unifies training and state space exploration. The experiments show that TauRieL can generate solutions two orders of magnitude faster and performs within 3% of accuracy compared to the state-of-the-art DRL on the Traveling Salesman Problem while searching for the shortest tour. Also, we present that TauRieL can be adapted to the Knapsack combinatorial problem. With a very minimal problem specific modification, TauRieL can outperform a Knapsack specific greedy heuristics.Hoy en día, se han incorporado grandes cantidades de datos estructurados y no estructurados en las bases de datos, y se les aplican procesos analíticos para descubrir patrones, correlaciones, tendencias y otras relaciones útiles que se utilizan mayormente para la toma de decisiones. La cantidad de datos generados ha crecido enormemente a lo largo de los años, y los métodos de procesamiento de bases de datos convencionales utilizados en las generaciones anteriores no son suficientes para proporcionar resultados satisfactorios respecto al rendimiento del análisis y respecto de la precisión de las predicciones. Por lo tanto, se necesitan nuevos métodos en una amplia gama de campos, desde arquitecturas de computadoras, sistemas de almacenamiento, diseño de redes hasta estadísticas y física. Esta tesis propone dos métodos para abordar los desafíos actuales y satisfacer las demandas futuras de análisis avanzado. Primero, presentamos AxleDB, un sistema de procesamiento de consultas basado en FPGAs (Field Programmable Gate Array) que constituye la interfaz de un sistema de análisis avanzado. AxleDB combina aceleradores altamente eficientes con memoria, almacenamiento y proporciona un entorno programable unificado. AxleDB es capaz de descargar consultas complejas de lenguaje de consulta estructurado desde la CPU del host. Los experimentos han demostrado que al ejecutar un conjunto de consultas TPC-H, AxleDB puede realizar consultas completas entre 1.8x y 34.2x más rápido y 2.8x a 62.1x más eficiente energéticamente que MonetDB, y PostgreSQL en un solo nodo de una estación de trabajo. En segundo lugar, presentamos TauRieL, un nuevo método basado en Deep Reinforcement Learning (DRL) para problemas combinatorios. La idea central que está detrás de la combinación de DRL y problemas combinatorios, es aplicar las capacidades de predicción del aprendizaje de refuerzo profundo y el uso de la universalidad de los problemas de optimización combinatoria para explorar métodos predictivos de propósito general. TauRieL utiliza una arquitectura DRL inspirada en el actor-crítico que se adapta a redes feedforward. Además, TauRieL realiza el entrenamieton en línea que unifica el entrenamiento y la exploración espacial de los estados. Los experimentos muestran que TauRieL puede generar soluciones dos órdenes de magnitud más rápido y funciona con un 3% de precisión en comparación con el estado del arte en DRL aplicado al problema del viajante mientras busca el recorrido más corto. Además, presentamos que TauRieL puede adaptarse al problema de la Mochila. Con una modificación específica muy mínima del problema, TauRieL puede superar a una heurística codiciosa de Knapsack Problem.Postprint (published version

Planning Algorithms for Multi-Robot Active Perception

A fundamental task of robotic systems is to use on-board sensors and perception algorithms to understand high-level semantic properties of an environment. These semantic properties may include a map of the environment, the presence of objects, or the parameters of a dynamic field. Observations are highly viewpoint dependent and, thus, the performance of perception algorithms can be improved by planning the motion of the robots to obtain high-value observations. This motivates the problem of active perception, where the goal is to plan the motion of robots to improve perception performance. This fundamental problem is central to many robotics applications, including environmental monitoring, planetary exploration, and precision agriculture. The core contribution of this thesis is a suite of planning algorithms for multi-robot active perception. These algorithms are designed to improve system-level performance on many fronts: online and anytime planning, addressing uncertainty, optimising over a long time horizon, decentralised coordination, robustness to unreliable communication, predicting plans of other agents, and exploiting characteristics of perception models. We first propose the decentralised Monte Carlo tree search algorithm as a generally-applicable, decentralised algorithm for multi-robot planning. We then present a self-organising map algorithm designed to find paths that maximally observe points of interest. Finally, we consider the problem of mission monitoring, where a team of robots monitor the progress of a robotic mission. A spatiotemporal optimal stopping algorithm is proposed and a generalisation for decentralised monitoring. Experimental results are presented for a range of scenarios, such as marine operations and object recognition. Our analytical and empirical results demonstrate theoretically-interesting and practically-relevant properties that support the use of the approaches in practice