It remains an open problem to find the optimal configuration of phase shifts under the discrete constraint for intelligent reflecting surface (IRS) in polynomial time. The above problem is widely believed to be difficult because it is not linked to any known combinatorial problems that can be solved efficiently. The branch-and-bound algorithms and the approximation algorithms constitute the best results in this area. Nevertheless, this work shows that the global optimum can actually be reached in linear time on average in terms of the number of reflective elements (REs) of IRS. The main idea is to geometrically interpret the discrete beamforming problem as choosing the optimal point on the unit circle. Although the number of possible combinations of phase shifts grows exponentially with the number of REs, it turns out that there are only a linear number of circular arcs that possibly contain the optimal point. Furthermore, the proposed algorithm can be viewed as a novel approach to a special case of the discrete quadratic program (QP).
We present a fast adaptive method for the evaluation of heat potentials, which plays a key role in the integral equation approach for the solution of the heat equation, especially in a non-stationary domain. The algorithm utilizes a sum-of-exponential based fast Gauss transform that evaluates the convolution of a Gaussian with either discrete or continuous volume distributions. The latest implementation of the algorithm allows for both periodic and free space boundary conditions. The history dependence is overcome by splitting the heat potentials into a smooth history part and a singular local part. We discuss the resolution of the history part on an adaptive volume grid in detail, providing sharp estimates that allow for the construction of an optimal grid, justifying the efficiency of the bootstrapping scheme. While the discussion in this paper is restricted to one spatial dimension, the generalization to two and three dimensions is straightforward. The performance of the algorithm is illustrated via several numerical examples.
Many resource management problems require sequential decision-making under uncertainty, where the only uncertainty affecting the decision outcomes are exogenous variables outside the control of the decision-maker. We model these problems as Exo-MDPs (Markov Decision Processes with Exogenous Inputs) and design a class of data-efficient algorithms for them termed Hindsight Learning (HL). Our HL algorithms achieve data efficiency by leveraging a key insight: having samples of the exogenous variables, past decisions can be revisited in hindsight to infer counterfactual consequences that can accelerate policy improvements. We compare HL against classic baselines in the multi-secretary and airline revenue management problems. We also scale our algorithms to a business-critical cloud resource management problem -- allocating Virtual Machines (VMs) to physical machines, and simulate their performance with real datasets from a large public cloud provider. We find that HL algorithms outperform domain-specific heuristics, as well as state-of-the-art reinforcement learning methods.
We consider a general proportional odds model for survival data under binary treatment, where the functional form of the covariates is left unspecified. We derive the efficient score for the conditional survival odds ratio given the covariates using modern semiparametric theory. The efficient score may be useful in the development of doubly robust estimators, although computational challenges remain.
When vehicle routing decisions are intertwined with higher-level decisions, the resulting optimization problems pose significant challenges for computation. Examples are the multi-depot vehicle routing problem (MDVRP), where customers are assigned to depots before delivery, and the capacitated location routing problem (CLRP), where the locations of depots should be determined first. A simple and straightforward approach for such hierarchical problems would be to separate the higher-level decisions from the complicated vehicle routing decisions. For each higher-level decision candidate, we may evaluate the underlying vehicle routing problems to assess the candidate. As this approach requires solving vehicle routing problems multiple times, it has been regarded as impractical in most cases. We propose a novel deep-learning-based approach called Genetic Algorithm with Neural Cost Predictor (GANCP) to tackle the challenge and simplify algorithm developments. For each higher-level decision candidate, we predict the objective function values of the underlying vehicle routing problems using a pre-trained graph neural network without actually solving the routing problems. In particular, our proposed neural network learns the objective values of the HGS-CVRP open-source package that solves capacitated vehicle routing problems. Our numerical experiments show that this simplified approach is effective and efficient in generating high-quality solutions for both MDVRP and CLRP and has the potential to expedite algorithm developments for complicated hierarchical problems. We provide computational results evaluated in the standard benchmark instances used in the literature.
Fourth order accurate compact schemes for variable coefficient convection-diffusion equations are considered. A sufficient condition for stability of the schemes have been derived using a difference equation based approach. The constant coefficient problems are considered as a special case, and the unconditional stability of compact schemes for such case is proved theoretically. The condition number of the amplification matrix is also analysed, and an estimate for the same is derived. In order to verify the derived conditions numerically, MATLAB codes are provided in Appendix of the manuscript. An example is provided to support the assumption taken to assure stability.
With the emergence of powerful representations of continuous data in the form of neural fields, there is a need for discretization invariant learning: an approach for learning maps between functions on continuous domains without being sensitive to how the function is sampled. We present a new framework for understanding and designing discretization invariant neural networks (DI-Nets), which generalizes many discrete networks such as convolutional neural networks as well as continuous networks such as neural operators. Our analysis establishes upper bounds on the deviation in model outputs under different finite discretizations, and highlights the central role of point set discrepancy in characterizing such bounds. This insight leads to the design of a family of neural networks driven by numerical integration via quasi-Monte Carlo sampling with discretizations of low discrepancy. We prove by construction that DI-Nets universally approximate a large class of maps between integrable function spaces, and show that discretization invariance also describes backpropagation through such models. Applied to neural fields, convolutional DI-Nets can learn to classify and segment visual data under various discretizations, and sometimes generalize to new types of discretizations at test time. Code: //github.com/clintonjwang/DI-net.
Partially observable Markov decision processes (POMDPs) provide a flexible representation for real-world decision and control problems. However, POMDPs are notoriously difficult to solve, especially when the state and observation spaces are continuous or hybrid, which is often the case for physical systems. While recent online sampling-based POMDP algorithms that plan with observation likelihood weighting have shown practical effectiveness, a general theory characterizing the approximation error of the particle filtering techniques that these algorithms use has not previously been proposed. Our main contribution is bounding the error between any POMDP and its corresponding finite sample particle belief MDP (PB-MDP) approximation. This fundamental bridge between PB-MDPs and POMDPs allows us to adapt any sampling-based MDP algorithm to a POMDP by solving the corresponding particle belief MDP, thereby extending the convergence guarantees of the MDP algorithm to the POMDP. Practically, this is implemented by using the particle filter belief transition model as the generative model for the MDP solver. While this requires access to the observation density model from the POMDP, it only increases the transition sampling complexity of the MDP solver by a factor of $\mathcal{O}(C)$, where $C$ is the number of particles. Thus, when combined with sparse sampling MDP algorithms, this approach can yield algorithms for POMDPs that have no direct theoretical dependence on the size of the state and observation spaces. In addition to our theoretical contribution, we perform five numerical experiments on benchmark POMDPs to demonstrate that a simple MDP algorithm adapted using PB-MDP approximation, Sparse-PFT, achieves performance competitive with other leading continuous observation POMDP solvers.
Graph Neural Networks (GNNs) have recently become increasingly popular due to their ability to learn complex systems of relations or interactions arising in a broad spectrum of problems ranging from biology and particle physics to social networks and recommendation systems. Despite the plethora of different models for deep learning on graphs, few approaches have been proposed thus far for dealing with graphs that present some sort of dynamic nature (e.g. evolving features or connectivity over time). In this paper, we present Temporal Graph Networks (TGNs), a generic, efficient framework for deep learning on dynamic graphs represented as sequences of timed events. Thanks to a novel combination of memory modules and graph-based operators, TGNs are able to significantly outperform previous approaches being at the same time more computationally efficient. We furthermore show that several previous models for learning on dynamic graphs can be cast as specific instances of our framework. We perform a detailed ablation study of different components of our framework and devise the best configuration that achieves state-of-the-art performance on several transductive and inductive prediction tasks for dynamic graphs.
Object detection typically assumes that training and test data are drawn from an identical distribution, which, however, does not always hold in practice. Such a distribution mismatch will lead to a significant performance drop. In this work, we aim to improve the cross-domain robustness of object detection. We tackle the domain shift on two levels: 1) the image-level shift, such as image style, illumination, etc, and 2) the instance-level shift, such as object appearance, size, etc. We build our approach based on the recent state-of-the-art Faster R-CNN model, and design two domain adaptation components, on image level and instance level, to reduce the domain discrepancy. The two domain adaptation components are based on H-divergence theory, and are implemented by learning a domain classifier in adversarial training manner. The domain classifiers on different levels are further reinforced with a consistency regularization to learn a domain-invariant region proposal network (RPN) in the Faster R-CNN model. We evaluate our newly proposed approach using multiple datasets including Cityscapes, KITTI, SIM10K, etc. The results demonstrate the effectiveness of our proposed approach for robust object detection in various domain shift scenarios.
Detecting carried objects is one of the requirements for developing systems to reason about activities involving people and objects. We present an approach to detect carried objects from a single video frame with a novel method that incorporates features from multiple scales. Initially, a foreground mask in a video frame is segmented into multi-scale superpixels. Then the human-like regions in the segmented area are identified by matching a set of extracted features from superpixels against learned features in a codebook. A carried object probability map is generated using the complement of the matching probabilities of superpixels to human-like regions and background information. A group of superpixels with high carried object probability and strong edge support is then merged to obtain the shape of the carried object. We applied our method to two challenging datasets, and results show that our method is competitive with or better than the state-of-the-art.