We introduce a decentralized mechanism for pricing and exchanging alternatives constrained by transaction costs. We characterize the time-invariant solutions of a heat equation involving a (weighted) Tarski Laplacian operator, defined for max-plus matrix-weighted graphs, as approximate equilibria of the trading system. We study algebraic properties of the solution sets as well as convergence behavior of the dynamical system. We apply these tools to the "economic problem" of allocating scarce resources among competing uses. Our theory suggests differences in competitive equilibrium, bargaining, or cost-benefit analysis, depending on the context, are largely due to differences in the way that transaction costs are incorporated into the decision-making process. We present numerical simulations of the synchronization algorithm (RRAggU), demonstrating our theoretical findings.
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We give improved algorithms for maintaining edge-orientations of a fully-dynamic graph, such that the maximum out-degree is bounded. On one hand, we show how to orient the edges such that maximum out-degree is proportional to the arboricity $\alpha$ of the graph, in, either, an amortised update time of $O(\log^2 n \log \alpha)$, or a worst-case update time of $O(\log^3 n \log \alpha)$. On the other hand, motivated by applications including dynamic maximal matching, we obtain a different trade-off. Namely, the improved update time of either $O(\log n \log \alpha)$, amortised, or $O(\log ^2 n \log \alpha)$, worst-case, for the problem of maintaining an edge-orientation with at most $O(\alpha + \log n)$ out-edges per vertex. Finally, all of our algorithms naturally limit the recourse to be polylogarithmic in $n$ and $\alpha$. Our algorithms adapt to the current arboricity of the graph. Moreover, further analysis shows that they can yield a $(1 + \varepsilon)$-approximation of the arboricity or the subgraph density at the cost of increased update time.
We establish a broad methodological foundation for mixed-integer optimization with learned constraints. We propose an end-to-end pipeline for data-driven decision making in which constraints and objectives are directly learned from data using machine learning, and the trained models are embedded in an optimization formulation. We exploit the mixed-integer optimization-representability of many machine learning methods, including linear models, decision trees, ensembles, and multi-layer perceptrons, which allows us to capture various underlying relationships between decisions, contextual variables, and outcomes. We also introduce two approaches for handling the inherent uncertainty of learning from data. First, we characterize a decision trust region using the convex hull of the observations, to ensure credible recommendations and avoid extrapolation. We efficiently incorporate this representation using column generation and propose a more flexible formulation to deal with low-density regions and high-dimensional datasets. Then, we propose an ensemble learning approach that enforces constraint satisfaction over multiple bootstrapped estimators or multiple algorithms. In combination with domain-driven components, the embedded models and trust region define a mixed-integer optimization problem for prescription generation. We implement this framework as a Python package (OptiCL) for practitioners. We demonstrate the method in both World Food Programme planning and chemotherapy optimization. The case studies illustrate the framework's ability to generate high-quality prescriptions as well as the value added by the trust region, the use of ensembles to control model robustness, the consideration of multiple machine learning methods, and the inclusion of multiple learned constraints.
We propose a new algorithm for efficiently solving the damped Fisher matrix in large-scale scenarios where the number of parameters significantly exceeds the number of available samples. This problem is fundamental for natural gradient descent and stochastic reconfiguration. Our algorithm is based on Cholesky decomposition and is generally applicable. Benchmark results show that the algorithm is significantly faster than existing methods.
Graph generative model evaluation necessitates understanding differences between graphs on the distributional level. This entails being able to harness salient attributes of graphs in an efficient manner. Curvature constitutes one such property that has recently proved its utility in characterising graphs. Its expressive properties, stability, and practical utility in model evaluation remain largely unexplored, however. We combine graph curvature descriptors with emerging methods from topological data analysis to obtain robust, expressive descriptors for evaluating graph generative models.
The presence of symmetries imposes a stringent set of constraints on a system. This constrained structure allows intelligent agents interacting with such a system to drastically improve the efficiency of learning and generalization, through the internalisation of the system's symmetries into their information-processing. In parallel, principled models of complexity-constrained learning and behaviour make increasing use of information-theoretic methods. Here, we wish to marry these two perspectives and understand whether and in which form the information-theoretic lens can "see" the effect of symmetries of a system. For this purpose, we propose a novel variant of the Information Bottleneck principle, which has served as a productive basis for many principled studies of learning and information-constrained adaptive behaviour. We show (in the discrete case) that our approach formalises a certain duality between symmetry and information parsimony: namely, channel equivariances can be characterised by the optimal mutual information-preserving joint compression of the channel's input and output. This information-theoretic treatment furthermore suggests a principled notion of "soft" equivariance, whose "coarseness" is measured by the amount of input-output mutual information preserved by the corresponding optimal compression. This new notion offers a bridge between the field of bounded rationality and the study of symmetries in neural representations. The framework may also allow (exact and soft) equivariances to be automatically discovered.
Dynamic multi-objective optimisation (DMO) handles optimisation problems with multiple (often conflicting) objectives in varying environments. Such problems pose various challenges to evolutionary algorithms, which have popularly been used to solve complex optimisation problems, due to their dynamic nature and resource restrictions in changing environments. This paper proposes vector autoregressive evolution (VARE) consisting of vector autoregression (VAR) and environment-aware hypermutation to address environmental changes in DMO. VARE builds a VAR model that considers mutual relationship between decision variables to effectively predict the moving solutions in dynamic environments. Additionally, VARE introduces EAH to address the blindness of existing hypermutation strategies in increasing population diversity in dynamic scenarios where predictive approaches are unsuitable. A seamless integration of VAR and EAH in an environment-adaptive manner makes VARE effective to handle a wide range of dynamic environments and competitive with several popular DMO algorithms, as demonstrated in extensive experimental studies. Specially, the proposed algorithm is computationally 50 times faster than two widely-used algorithms (i.e., TrDMOEA and MOEA/D-SVR) while producing significantly better results.
The military is investigating methods to improve communication and agility in its multi-domain operations (MDO). Nascent popularity of Internet of Things (IoT) has gained traction in public and government domains. Its usage in MDO may revolutionize future battlefields and may enable strategic advantage. While this technology offers leverage to military capabilities, it comes with challenges where one is the uncertainty and associated risk. A key question is how can these uncertainties be addressed. Recently published studies proposed information camouflage to transform information from one data domain to another. As this is comparatively a new approach, we investigate challenges of such transformations and how these associated uncertainties can be detected and addressed, specifically unknown-unknowns to improve decision-making.
The accurate and interpretable prediction of future events in time-series data often requires the capturing of representative patterns (or referred to as states) underpinning the observed data. To this end, most existing studies focus on the representation and recognition of states, but ignore the changing transitional relations among them. In this paper, we present evolutionary state graph, a dynamic graph structure designed to systematically represent the evolving relations (edges) among states (nodes) along time. We conduct analysis on the dynamic graphs constructed from the time-series data and show that changes on the graph structures (e.g., edges connecting certain state nodes) can inform the occurrences of events (i.e., time-series fluctuation). Inspired by this, we propose a novel graph neural network model, Evolutionary State Graph Network (EvoNet), to encode the evolutionary state graph for accurate and interpretable time-series event prediction. Specifically, Evolutionary State Graph Network models both the node-level (state-to-state) and graph-level (segment-to-segment) propagation, and captures the node-graph (state-to-segment) interactions over time. Experimental results based on five real-world datasets show that our approach not only achieves clear improvements compared with 11 baselines, but also provides more insights towards explaining the results of event predictions.
Aspect level sentiment classification aims to identify the sentiment expressed towards an aspect given a context sentence. Previous neural network based methods largely ignore the syntax structure in one sentence. In this paper, we propose a novel target-dependent graph attention network (TD-GAT) for aspect level sentiment classification, which explicitly utilizes the dependency relationship among words. Using the dependency graph, it propagates sentiment features directly from the syntactic context of an aspect target. In our experiments, we show our method outperforms multiple baselines with GloVe embeddings. We also demonstrate that using BERT representations further substantially boosts the performance.
Multi-relation Question Answering is a challenging task, due to the requirement of elaborated analysis on questions and reasoning over multiple fact triples in knowledge base. In this paper, we present a novel model called Interpretable Reasoning Network that employs an interpretable, hop-by-hop reasoning process for question answering. The model dynamically decides which part of an input question should be analyzed at each hop; predicts a relation that corresponds to the current parsed results; utilizes the predicted relation to update the question representation and the state of the reasoning process; and then drives the next-hop reasoning. Experiments show that our model yields state-of-the-art results on two datasets. More interestingly, the model can offer traceable and observable intermediate predictions for reasoning analysis and failure diagnosis.
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