A Propagation/Local Search Hybrid for Distributed Optimization

We present a new hybrid algorithm for local search in distributed combinatorial optimization. This method is a mix between classical local search methods in which nodes take decisions based only on local information, and full inference methods that guarantee completeness. In general, classical inference methods are time and space exponential in a parameter of the graph called the induced width, thus they may be infeasible for dense problems. On the other hand, local search methods suffer from the fact that the nodes take myopic decisions based only on local information available to them, and thus can easily get stuck in local optima. Their advantage is that they require linear memory, and in many cases provide good solutions with a small amount of effort. We propose a hybrid method that combines the advantages of both these approaches. This method is a utility propagation algorithm controlled by a parameter maxDim which specifies the maximal allowable amount of inference. The maximal space requirements are exponential in this parameter. In the dense parts of the problem, where the required amount of inference exceeds this limit, the algorithm executes a local search procedure guided by as much inference as allowed by maxDim. This hybrid can be seen as a large neighborhood search, where exponential neighborhoods are rigorously determined according to problem structure, and polynomial efforts are spent for their complete exploration at each local search step. The algorithm explores independent parts of the problem simultaneously and asynchronously, and then combines the results, all in a distributed fashion. We show the efficiency of this approach with experimental results from the distributed meeting scheduling domain.

Representation Learning for Multi-relational Data

Eda Bayram

Recent years have witnessed a rise in real-world data captured with rich structural information that can be better depicted by multi-relational or heterogeneous graphs.However, research on relational representation learning has so far mostly focused on the problems arising in simple, homogeneous graphs. Integrating the structural priors provided by multi-relational data may further empower the generalization capacity of representation learning models, yet it still remains an open challenge.Although there is a strong line of works on relational machine learning on knowledge graphs, it is quite concentrated on the task ofcompleting missing edges, which is known as link prediction. In this thesis, we shift the focus away from the well-addressed node and graph classification problems on simple graphs or the link prediction problem on knowledge graphs, and prompt new research questions targeting the representation learning problems that are overlooked in multi-relational data.First, we focus on the problem of node regression on multi-relational graphs, noting that inference of continuous node features across a graph is rather under-studied in the current relational learning research.We propose a novel propagation method which aims to complete missing features at the nodes of a multi-relational and directed graph.Our multi-relational propagation algorithm is composed of iterative neighborhood aggregations which originate from a relational local generative model. Our findings show the benefit of exploiting the inductive bias led by the multi-relational structure of the data.Next, we consider the node attribute completion problem in knowledge graphs, which is relatively unexplored by the knowledge graph reasoning literature.We propose a novel multi-relational attribute propagation method where we harness not only the relational structure of the knowledge graph, but also the dependencies between various types of numerical node attributes relying on a heterogeneous feature space.Our algorithm is framed within a message-passing scheme where the propagation parameters are estimated in advance. We also propose an alternative semi-supervised learning framework where the parameters and the missing node attributes are inferred in an end-to-end fashion.Experimental results on well-known knowledge graph datasets relay the effectiveness of our message-passing approach, which specifies the computational graph by the heterogeneity of the data.Finally, we study graph learning in multi-relational data domain.Unlike the existing structure inference methods, we aim at exploiting and combining each source of relational information provided by the data domain to learn the underlying graph of a set of observations.For this purpose, we employ a multi-layer graph representation which encodes multiple types of relationships between data entities. Then, we propose a mask learning method to infer a specific combination of the layers which reveals the structure of observations.Experiments conducted both on simulated and real-world data suggest that incorporating multi-relational domain knowledge enhances structure inference by boosting its adaptability to a variety of input data conditions.

EPFL2021

Trust-region methods based on radial basis functions with application to biomedical imaging

Rodrigue Oeuvray

We have developed a new derivative-free algorithm based on Radial Basis Functions (RBFs). Derivative-free optimization is an active field of research and several algorithms have been proposed recently. Problems of this nature in the industrial setting are quite frequent. The reason is that in a number of applications the optimization process contains simulation packages which are treated as black boxes. The development of our own algorithm was originally motivated by an application in biomedical imaging: the medical image registration problem. The particular characteristics of this problem have incited us to develop a new optimization algorithm based on trust-region methods. However it has been designed to be generic and to be applied to a wide range of problems. The main originality of our approach is the use of RBFs to build the models. In particular we have adapted the existing theory based on quadratic models to our own models and developed new procedures especially designed for models based on RBFs. We have tested our algorithm called BOOSTERS against state-of-the-art methods (UOBYQA, NEWUOA, DFO). On the medical image registration problem, BOOSTERS appears to be the method of choice. The tests on problems from the CUTEr collection show that BOOSTERS is comparable to, but not better than other methods on small problems (size 2-20). It is performing very well for medium size problems (20-80). Moreover, it is able to solve problems of dimension 200, which is considered very large in derivative-free optimization. We have also developed a new class of algorithms combining the robustness of derivative-free algorithms with the faster rate of convergence characterizing Newtonlike-methods. In fact, they define a new class of algorithms lying between derivative-free optimization and quasi-Newton methods. These algorithms are built on the skeleton of our derivative-free algorithm but they can incorporate the gradient when it is available. They can be interpreted as a way of doping derivative-free algorithms with derivatives. If the derivatives are available at each iteration, then our method can be seen as an alternative to quasi-Newton methods. At the opposite, if the derivatives are never evaluated, then the algorithm is totally similar to BOOSTERS. It is a very interesting alternative to existing methods for problems whose objective function is expensive to evaluate and when the derivatives are not available. In this situation, the gradient can be approximated by finite differences and its costs corresponds to n additional function evaluations assuming that Rn is the domain of definition of the objective function. We have compared our method with CFSQP and BTRA, two gradient-based algorithms, and the results show that our doped method performs best. We have also a theoretical analysis of the medical image registration problem based on maximization of mutual information. Most of the current research in this field is concentrated on registration based on nonlinear image transformation. However, little attention has been paid to the theoretical properties of the optimization problem. In our analysis, we focus on the continuity and the differentiability of the objective function. We show in particular that performing a registration without extension of the reference image may lead to discontinuities in the objective function. But we demonstrate that, under some mild assumptions, the function is differentiable almost everywhere. Our analysis is important from an optimization point of view and conditions the choice of a solver. The usual practice is to use generic optimization packages without worrying about the differentiability of the objective function. But the use of gradient-based methods when the objective function is not differentiable may result in poor performance or even in absence of convergence. One of our objectives with this analysis is also that practitioners become aware of these problems and to propose them new algorithms having a potential interest for their applications.

EPFL2005

A Scalable Method for Multiagent Constraint Optimization

Boi Faltings, Adrian Petcu

We present in this paper a new complete method for distributed constraint optimization. This is a utility-propagation method, inspired by the sum-product algorithm (Kschischang et al 2001). The original algorithm requires fixed message sizes, linear memory and linear time in the size of the problem. However, it is correct only for tree-shaped constraint networks. In this paper, we show how to extend that algorithm to arbitrary topologies using a pseudotree arrangement of the problem graph. We compare our algorithm with "standard" backtracking algorithms, and present experimental results. For some problem types we report orders of magnitude less messages, and even the ability to deal with arbitrary large problems. Our algorithm is formulated for optimization problems, but can be easily applied to satisfaction problems as well.