scholarly journals Best Arm Identification in Spectral Bandits

Author(s):  
Tomáš Kocák ◽  
Aurélien Garivier

We study best-arm identification with fixed confidence in bandit models with graph smoothness constraint. We provide and analyze an efficient gradient ascent algorithm to compute the sample complexity of this problem as a solution of a non-smooth max-min problem (providing in passing a simplified analysis for the unconstrained case). Building on this algorithm, we propose an asymptotically optimal strategy. We furthermore illustrate by numerical experiments both the strategy's efficiency and the impact of the smoothness constraint on the sample complexity. Best Arm Identification (BAI) is an important challenge in many applications ranging from parameter tuning to clinical trials. It is now very well understood in vanilla bandit models, but real-world problems typically involve some dependency between arms that requires more involved models. Assuming a graph structure on the arms is an elegant practical way to encompass this phenomenon, but this had been done so far only for regret minimization. Addressing BAI with graph constraints involves delicate optimization problems for which the present paper offers a solution.

2021 ◽  
Vol 52 (1) ◽  
pp. 12-15
Author(s):  
S.V. Nagaraj

This book is on algorithms for network flows. Network flow problems are optimization problems where given a flow network, the aim is to construct a flow that respects the capacity constraints of the edges of the network, so that incoming flow equals the outgoing flow for all vertices of the network except designated vertices known as the source and the sink. Network flow algorithms solve many real-world problems. This book is intended to serve graduate students and as a reference. The book is also available in eBook (ISBN 9781316952894/US$ 32.00), and hardback (ISBN 9781107185890/US$99.99) formats. The book has a companion web site www.networkflowalgs.com where a pre-publication version of the book can be downloaded gratis.


2021 ◽  
Vol 26 (2) ◽  
pp. 27
Author(s):  
Alejandro Castellanos-Alvarez ◽  
Laura Cruz-Reyes ◽  
Eduardo Fernandez ◽  
Nelson Rangel-Valdez ◽  
Claudia Gómez-Santillán ◽  
...  

Most real-world problems require the optimization of multiple objective functions simultaneously, which can conflict with each other. The environment of these problems usually involves imprecise information derived from inaccurate measurements or the variability in decision-makers’ (DMs’) judgments and beliefs, which can lead to unsatisfactory solutions. The imperfect knowledge can be present either in objective functions, restrictions, or decision-maker’s preferences. These optimization problems have been solved using various techniques such as multi-objective evolutionary algorithms (MOEAs). This paper proposes a new MOEA called NSGA-III-P (non-nominated sorting genetic algorithm III with preferences). The main characteristic of NSGA-III-P is an ordinal multi-criteria classification method for preference integration to guide the algorithm to the region of interest given by the decision-maker’s preferences. Besides, the use of interval analysis allows the expression of preferences with imprecision. The experiments contrasted several versions of the proposed method with the original NSGA-III to analyze different selective pressure induced by the DM’s preferences. In these experiments, the algorithms solved three-objectives instances of the DTLZ problem. The obtained results showed a better approximation to the region of interest for a DM when its preferences are considered.


2020 ◽  
Vol 2020 ◽  
pp. 1-16
Author(s):  
Xiaomin Xu ◽  
Dongxiao Niu ◽  
Yan Li ◽  
Lijie Sun

Considering that the charging behaviors of users of electric vehicles (EVs) (including charging time and charging location) are random and uncertain and that the disorderly charging of EVs brings new challenges to the power grid, this paper proposes an optimal electricity pricing strategy for EVs based on region division and time division. Firstly, by comparing the number of EVs and charging stations in different districts of a city, the demand ratio of charging stations per unit is calculated. Secondly, according to the demand price function and the principle of profit maximization, the charging price between different districts of a city is optimized to guide users to charge in districts with more abundant charging stations. Then, based on the results of the zonal pricing strategy, the time-of-use (TOU) pricing strategy in different districts is discussed. In the TOU pricing model, consumer satisfaction, the profit of power grid enterprises, and the load variance of the power grid are considered comprehensively. Taking the optimization of the comprehensive index as the objective function, the TOU pricing optimization model of EVs is constructed. Finally, the nondominated sorting genetic algorithm (NSGA-II) is introduced to solve the above optimization problems. The specific data of EVs in a municipality directly under the Central Government are taken as examples for this analysis. The empirical results demonstrate that the peak-to-valley ratio of a certain day in the city is reduced from 56.8% to 43% by using the optimal pricing strategy, which further smooth the load curve and alleviates the impact of load fluctuation. To a certain extent, the problem caused by the uneven distribution of electric vehicles and charging stations has been optimized. An orderly and reasonable electricity pricing strategy can guide users to adjust charging habits, to ensure grid security, and to ensure the economic benefits of all parties.


2021 ◽  
pp. 1-19
Author(s):  
SASIWOOTH WONGMONTA

Food safety concerns have become increasingly important challenge for agricultural trade. Sanitary and phytosanitary (SPS) measures are often considered as major non-tariff trade barriers, which have surged rapidly over the recent decade. This study systematically investigates the impact of China’s SPS measures on Thai fruit exports. The panel dataset is constructed with 17 Thai fruit items for the sample period 2000–2018. Gravity equations are estimated to quantify the trade effects of SPS measures on the value of fruit exports from Thailand to China. The results from the sectoral analysis reveal that the restrictiveness of SPS measures has a positive and substantial effect on export volumes. This suggests that non-arbitrary and informative SPS requirements imposed by a large importing country would help facilitate the agricultural trade.


2021 ◽  
Author(s):  
Mohammad Shehab ◽  
Laith Abualigah

Abstract Multi-Verse Optimizer (MVO) algorithm is one of the recent metaheuristic algorithms used to solve various problems in different fields. However, MVO suffers from a lack of diversity which may trapping of local minima, and premature convergence. This paper introduces two steps of improving the basic MVO algorithm. The first step using Opposition-based learning (OBL) in MVO, called OMVO. The OBL aids to speed up the searching and improving the learning technique for selecting a better generation of candidate solutions of basic MVO. The second stage, called OMVOD, combines the disturbance operator (DO) and OMVO to improve the consistency of the chosen solution by providing a chance to solve the given problem with a high fitness value and increase diversity. To test the performance of the proposed models, fifteen CEC 2015 benchmark functions problems, thirty CEC 2017 benchmark functions problems, and seven CEC 2011 real-world problems were used in both phases of the enhancement. The second step, known as OMVOD, incorporates the disruption operator (DO) and OMVO to improve the accuracy of the chosen solution by giving a chance to solve the given problem with a high fitness value while also increasing variety. Fifteen CEC 2015 benchmark functions problems, thirty CEC 2017 benchmark functions problems and seven CEC 2011 real-world problems were used in both phases of the upgrade to assess the accuracy of the proposed models.


2021 ◽  
Vol ahead-of-print (ahead-of-print) ◽  
Author(s):  
Hasan Saribas ◽  
Sinem Kahvecioglu

Purpose This study aims to compare the performance of the conventional and fractional order proportional-integral-derivative (PID and FOPID) controllers tuned with a particle swarm optimization (PSO) and genetic algorithm (GA) for quadrotor control. Design/methodology/approach In this study, the gains of the controllers were tuned using PSO and GA, which are included in the heuristic optimization methods. The tuning processes of the controller’s gains were formulated as optimization problems. While generating the objective functions (cost functions), four different decision criteria were considered separately: integrated summation error (ISE), integrated absolute error, integrated time absolute error and integrated time summation error (ITSE). Findings According to the simulation results and comparison tables that were created, FOPID controllers tuned with PSO performed better performances than PID controllers. In addition, the ITSE criterion returned better results in control of all axes except for altitude control when compared to the other cost functions. In the control of altitude with the PID controller, the ISE criterion showed better performance. Originality/value While a conventional PID controller has three parameters (Kp, Ki, Kd) that need to be tuned, FOPID controllers have two additional parameters (µ). The inclusion of these two extra parameters means more flexibility in the controller design but much more complexity for parameter tuning. This study reveals the potential and effectiveness of PSO and GA in tuning the controller despite the increased number of parameters and complexity.


2021 ◽  
Vol 2021 ◽  
pp. 1-17
Author(s):  
Yusra Khalid Bhatti ◽  
Afshan Jamil ◽  
Nudrat Nida ◽  
Muhammad Haroon Yousaf ◽  
Serestina Viriri ◽  
...  

Classroom communication involves teacher’s behavior and student’s responses. Extensive research has been done on the analysis of student’s facial expressions, but the impact of instructor’s facial expressions is yet an unexplored area of research. Facial expression recognition has the potential to predict the impact of teacher’s emotions in a classroom environment. Intelligent assessment of instructor behavior during lecture delivery not only might improve the learning environment but also could save time and resources utilized in manual assessment strategies. To address the issue of manual assessment, we propose an instructor’s facial expression recognition approach within a classroom using a feedforward learning model. First, the face is detected from the acquired lecture videos and key frames are selected, discarding all the redundant frames for effective high-level feature extraction. Then, deep features are extracted using multiple convolution neural networks along with parameter tuning which are then fed to a classifier. For fast learning and good generalization of the algorithm, a regularized extreme learning machine (RELM) classifier is employed which classifies five different expressions of the instructor within the classroom. Experiments are conducted on a newly created instructor’s facial expression dataset in classroom environments plus three benchmark facial datasets, i.e., Cohn–Kanade, the Japanese Female Facial Expression (JAFFE) dataset, and the Facial Expression Recognition 2013 (FER2013) dataset. Furthermore, the proposed method is compared with state-of-the-art techniques, traditional classifiers, and convolutional neural models. Experimentation results indicate significant performance gain on parameters such as accuracy, F1-score, and recall.


2020 ◽  
Vol 34 (06) ◽  
pp. 10235-10242
Author(s):  
Mojmir Mutny ◽  
Johannes Kirschner ◽  
Andreas Krause

Bayesian optimization and kernelized bandit algorithms are widely used techniques for sequential black box function optimization with applications in parameter tuning, control, robotics among many others. To be effective in high dimensional settings, previous approaches make additional assumptions, for example on low-dimensional subspaces or an additive structure. In this work, we go beyond the additivity assumption and use an orthogonal projection pursuit regression model, which strictly generalizes additive models. We present a two-stage algorithm motivated by experimental design to first decorrelate the additive components. Subsequently, the bandit optimization benefits from the statistically efficient additive model. Our method provably decorrelates the fully additive model and achieves optimal sublinear simple regret in terms of the number of function evaluations. To prove the rotation recovery, we derive novel concentration inequalities for linear regression on subspaces. In addition, we specifically address the issue of acquisition function optimization and present two domain dependent efficient algorithms. We validate the algorithm numerically on synthetic as well as real-world optimization problems.


2021 ◽  
Author(s):  
Leila Zahedi ◽  
Farid Ghareh Mohammadi ◽  
M. Hadi Amini

Machine learning techniques lend themselves as promising decision-making and analytic tools in a wide range of applications. Different ML algorithms have various hyper-parameters. In order to tailor an ML model towards a specific application, a large number of hyper-parameters should be tuned. Tuning the hyper-parameters directly affects the performance (accuracy and run-time). However, for large-scale search spaces, efficiently exploring the ample number of combinations of hyper-parameters is computationally challenging. Existing automated hyper-parameter tuning techniques suffer from high time complexity. In this paper, we propose HyP-ABC, an automatic innovative hybrid hyper-parameter optimization algorithm using the modified artificial bee colony approach, to measure the classification accuracy of three ML algorithms, namely random forest, extreme gradient boosting, and support vector machine. Compared to the state-of-the-art techniques, HyP-ABC is more efficient and has a limited number of parameters to be tuned, making it worthwhile for real-world hyper-parameter optimization problems. We further compare our proposed HyP-ABC algorithm with state-of-the-art techniques. In order to ensure the robustness of the proposed method, the algorithm takes a wide range of feasible hyper-parameter values, and is tested using a real-world educational dataset.


2020 ◽  
Vol 11 (4) ◽  
pp. 23-38
Author(s):  
Tanuja Pattanshetti ◽  
Vahida Attar

Widely used data processing platforms use distributed systems to process huge data efficiently. The aim of this article is to optimize the platform services by tuning only the relevant, tunable, system parameters and to identify the relation between the software quality metrics. The system parameters of data platforms based on the service level agreements can be defined and customized. In the first stage, the most significant parameters are identified and shortlisted using various feature selection approaches. In the second stage, the iterative runs of applications are executed for tuning these shortlisted parameters to identify the optimal value and to understand the impact of individual input parameters on the system output parameter. The empirical results imply significant improvement in performance and with which it is possible to render the proposed work optimizing the services offered by these data platforms.


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