Mixed-Integer Convex Nonlinear Optimization with Gradient-Boosted Trees Embedded

Decision trees usefully represent sparse, high dimensional and noisy data. Having learned a function from this data, we may want to thereafter integrate the function into a larger decision-making problem, e.g., for picking the best chemical process catalyst. We study a large-scale, industrially-relevant mixed-integer nonlinear nonconvex optimization problem involving both gradient-boosted trees and penalty functions mitigating risk. This mixed-integer optimization problem with convex penalty terms broadly applies to optimizing pre-trained regression tree models. Decision makers may wish to optimize discrete models to repurpose legacy predictive models, or they may wish to optimize a discrete model that particularly well-represents a data set. We develop several heuristic methods to find feasible solutions, and an exact, branch-and-bound algorithm leveraging structural properties of the gradient-boosted trees and penalty functions. We computationally test our methods on concrete mixture design instance and a chemical catalysis industrial instance

Falsification of Cyber-Physical Systems with Robustness-Guided Black-Box Checking

For exhaustive formal verification, industrial-scale cyber-physical systems (CPSs) are often too large and complex, and lightweight alternatives (e.g., monitoring and testing) have attracted the attention of both industrial practitioners and academic researchers. Falsification is one popular testing method of CPSs utilizing stochastic optimization. In state-of-the-art falsification methods, the result of the previous falsification trials is discarded, and we always try to falsify without any prior knowledge. To concisely memorize such prior information on the CPS model and exploit it, we employ Black-box checking (BBC), which is a combination of automata learning and model checking. Moreover, we enhance BBC using the robust semantics of STL formulas, which is the essential gadget in falsification. Our experiment results suggest that our robustness-guided BBC outperforms a state-of-the-art falsification tool.Comment: Accepted to HSCC 202