DOPE: Distributed Optimization for Pairwise Energies

We formulate an Alternating Direction Method of Mul-tipliers (ADMM) that systematically distributes the computations of any technique for optimizing pairwise functions, including non-submodular potentials. Such discrete functions are very useful in segmentation and a breadth of other vision problems. Our method decomposes the problem into a large set of small sub-problems, each involving a sub-region of the image domain, which can be solved in parallel. We achieve consistency between the sub-problems through a novel constraint that can be used for a large class of pair-wise functions. We give an iterative numerical solution that alternates between solving the sub-problems and updating consistency variables, until convergence. We report comprehensive experiments, which demonstrate the benefit of our general distributed solution in the case of the popular serial algorithm of Boykov and Kolmogorov (BK algorithm) and, also, in the context of non-submodular functions.Comment: Accepted at CVPR 201

Multiscale Markov Decision Problems: Compression, Solution, and Transfer Learning

Many problems in sequential decision making and stochastic control often have natural multiscale structure: sub-tasks are assembled together to accomplish complex goals. Systematically inferring and leveraging hierarchical structure, particularly beyond a single level of abstraction, has remained a longstanding challenge. We describe a fast multiscale procedure for repeatedly compressing, or homogenizing, Markov decision processes (MDPs), wherein a hierarchy of sub-problems at different scales is automatically determined. Coarsened MDPs are themselves independent, deterministic MDPs, and may be solved using existing algorithms. The multiscale representation delivered by this procedure decouples sub-tasks from each other and can lead to substantial improvements in convergence rates both locally within sub-problems and globally across sub-problems, yielding significant computational savings. A second fundamental aspect of this work is that these multiscale decompositions yield new transfer opportunities across different problems, where solutions of sub-tasks at different levels of the hierarchy may be amenable to transfer to new problems. Localized transfer of policies and potential operators at arbitrary scales is emphasized. Finally, we demonstrate compression and transfer in a collection of illustrative domains, including examples involving discrete and continuous statespaces.Comment: 86 pages, 15 figure

Enhancing Cooperative Coevolution for Large Scale Optimization by Adaptively Constructing Surrogate Models

It has been shown that cooperative coevolution (CC) can effectively deal with large scale optimization problems (LSOPs) through a divide-and-conquer strategy. However, its performance is severely restricted by the current context-vector-based sub-solution evaluation method since this method needs to access the original high dimensional simulation model when evaluating each sub-solution and thus requires many computation resources. To alleviate this issue, this study proposes an adaptive surrogate model assisted CC framework. This framework adaptively constructs surrogate models for different sub-problems by fully considering their characteristics. For the single dimensional sub-problems obtained through decomposition, accurate enough surrogate models can be obtained and used to find out the optimal solutions of the corresponding sub-problems directly. As for the nonseparable sub-problems, the surrogate models are employed to evaluate the corresponding sub-solutions, and the original simulation model is only adopted to reevaluate some good sub-solutions selected by surrogate models. By these means, the computation cost could be greatly reduced without significantly sacrificing evaluation quality. Empirical studies on IEEE CEC 2010 benchmark functions show that the concrete algorithm based on this framework is able to find much better solutions than the conventional CC algorithms and a non-CC algorithm even with much fewer computation resources.Comment: arXiv admin note: text overlap with arXiv:1802.0974

High-dimensional Black-box Optimization via Divide and Approximate Conquer

Divide and Conquer (DC) is conceptually well suited to high-dimensional optimization by decomposing a problem into multiple small-scale sub-problems. However, appealing performance can be seldom observed when the sub-problems are interdependent. This paper suggests that the major difficulty of tackling interdependent sub-problems lies in the precise evaluation of a partial solution (to a sub-problem), which can be overwhelmingly costly and thus makes sub-problems non-trivial to conquer. Thus, we propose an approximation approach, named Divide and Approximate Conquer (DAC), which reduces the cost of partial solution evaluation from exponential time to polynomial time. Meanwhile, the convergence to the global optimum (of the original problem) is still guaranteed. The effectiveness of DAC is demonstrated empirically on two sets of non-separable high-dimensional problems.Comment: 7 pages, 2 figures, conferenc

Classification under Streaming Emerging New Classes: A Solution using Completely Random Trees

This paper investigates an important problem in stream mining, i.e., classification under streaming emerging new classes or SENC. The common approach is to treat it as a classification problem and solve it using either a supervised learner or a semi-supervised learner. We propose an alternative approach by using unsupervised learning as the basis to solve this problem. The SENC problem can be decomposed into three sub problems: detecting emerging new classes, classifying for known classes, and updating models to enable classification of instances of the new class and detection of more emerging new classes. The proposed method employs completely random trees which have been shown to work well in unsupervised learning and supervised learning independently in the literature. This is the first time, as far as we know, that completely random trees are used as a single common core to solve all three sub problems: unsupervised learning, supervised learning and model update in data streams. We show that the proposed unsupervised-learning-focused method often achieves significantly better outcomes than existing classification-focused methods