ABCpy is a highly modular scientific library for Approximate Bayesian Computation (ABC) written in Python. The main contribution of this paper is to document a software engineering effort that enables domain scientists to easily apply ABC to their research without being ABC experts; using ABCpy they can easily run large parallel simulations without much knowledge about parallelization. Further, ABCpy enables ABC experts to easily develop new inference schemes and evaluate them in a standardized environment and to extend the library with new algorithms. These benefits come mainly from the modularity of ABCpy. We give an overview of the design of ABCpy and provide a performance evaluation concentrating on parallelization. This points us towards the inherent imbalance in some of the ABC algorithms. We develop a dynamic scheduling MPI implementation to mitigate this issue and evaluate the various ABC algorithms according to their adaptability towards high-performance computing.
We introduce the "inverse bandit" problem of estimating the rewards of a multi-armed bandit instance from observing the learning process of a low-regret demonstrator. Existing approaches to the related problem of inverse reinforcement learning assume the execution of an optimal policy, and thereby suffer from an identifiability issue. In contrast, we propose to leverage the demonstrator's behavior en route to optimality, and in particular, the exploration phase, for reward estimation. We begin by establishing a general information-theoretic lower bound under this paradigm that applies to any demonstrator algorithm, which characterizes a fundamental tradeoff between reward estimation and the amount of exploration of the demonstrator. Then, we develop simple and efficient reward estimators for upper-confidence-based demonstrator algorithms that attain the optimal tradeoff, showing in particular that consistent reward estimation -- free of identifiability issues -- is possible under our paradigm. Extensive simulations on both synthetic and semi-synthetic data corroborate our theoretical results.
Deep-learning-based intelligent services have become prevalent in cyber-physical applications including smart cities and health-care. Deploying deep-learning-based intelligence near the end-user enhances privacy protection, responsiveness, and reliability. Resource-constrained end-devices must be carefully managed in order to meet the latency and energy requirements of computationally-intensive deep learning services. Collaborative end-edge-cloud computing for deep learning provides a range of performance and efficiency that can address application requirements through computation offloading. The decision to offload computation is a communication-computation co-optimization problem that varies with both system parameters (e.g., network condition) and workload characteristics (e.g., inputs). On the other hand, deep learning model optimization provides another source of tradeoff between latency and model accuracy. An end-to-end decision-making solution that considers such computation-communication problem is required to synergistically find the optimal offloading policy and model for deep learning services. To this end, we propose a reinforcement-learning-based computation offloading solution that learns optimal offloading policy considering deep learning model selection techniques to minimize response time while providing sufficient accuracy. We demonstrate the effectiveness of our solution for edge devices in an end-edge-cloud system and evaluate with a real-setup implementation using multiple AWS and ARM core configurations. Our solution provides 35% speedup in the average response time compared to the state-of-the-art with less than 0.9% accuracy reduction, demonstrating the promise of our online learning framework for orchestrating DL inference in end-edge-cloud systems.
Motivation: The branching processes model yields unevenly stochastically distributed data that consists of sparse and dense regions. The work tries to solve the problem of a precise evaluation of a parameter for this type of model. The application of the branching processes model to cancer cell evolution has many difficulties like high dimensionality and the rare appearance of a result of interest. Moreover, we would like to solve the ambitious task of obtaining the coefficients of the model reflecting the relationship of driver genes mutations and cancer hallmarks on the basis of personal data of variant allele frequencies. Results: The Approximate Bayesian computation method based on the Isolation kernel is designed. The method includes a transformation row data to a Hilbert space (mapping) and measures the similarity between simulation points and maxima weighted Isolation kernel mapping related to the observation point. Also, we designed a heuristic algorithm to find parameter estimation without gradient calculation and dimension-independent. The advantage of the proposed machine learning method is shown for multidimensional test data as well as for an example of cancer cell evolution.
Multifidelity approximation is an important technique in scientific computation and simulation. In this paper, we introduce a bandit-learning approach for leveraging data of varying fidelities to achieve precise estimates of the parameters of interest. Under a linear model assumption, we formulate a multifidelity approximation as a modified stochastic bandit, and analyze the loss for a class of policies that uniformly explore each model before exploiting. Utilizing the estimated conditional mean-squared error, we propose a consistent algorithm, adaptive Explore-Then-Commit (AETC), and establish a corresponding trajectory-wise optimality result. These results are then extended to the case of vector-valued responses, where we demonstrate that the algorithm is efficient without the need to worry about estimating high-dimensional parameters. The main advantage of our approach is that we require neither hierarchical model structure nor \textit{a priori} knowledge of statistical information (e.g., correlations) about or between models. Instead, the AETC algorithm requires only knowledge of which model is a trusted high-fidelity model, along with (relative) computational cost estimates of querying each model. Numerical experiments are provided at the end to support our theoretical findings.
Assortment optimization describes a retailer's general problem of deciding which variants in a product category to offer. In a typical formulation, there is a universe of substitute products whose prices have been pre-determined, and a model for how customers choose between these products. The goal is to find a subset to offer that maximizes aggregate revenue. In this paper we ask whether offering an assortment is actually optimal, given the recent emergence of more sophisticated selling practices, such as offering certain products only through lotteries. To formalize this question, we introduce a mechanism design problem where the items have fixed prices and the seller optimizes over (randomized) allocations. The seller has a Bayesian prior on the buyer's ranking of the items along with an outside option. Under our formulation, revenue maximization over deterministic mechanisms is equivalent to assortment optimization, while randomized mechanisms allow for lotteries that sell fixed-price items. We derive a sufficient condition, based purely on the buyer's ranking distribution, that guarantees assortments to be optimal within this larger class of randomized mechanisms. Our sufficient condition captures many preference distributions commonly studied in the assortment optimization literature -- Multi-Nomial Logit (MNL), Markov Chain, Tversky's Elimination by Aspects model, a mixture of MNL with an Independent Demand model, and simple cases of Nested Logit. When our condition does not hold, we also bound the suboptimality of assortments in comparison to lotteries. Finally, from these results emerge two findings of independent interest: an example showing that Nested Logit is not captured by Markov Chain choice models, and a tighter Linear Programming relaxation for assortment optimization.
Recent work has proposed stochastic Plackett-Luce (PL) ranking models as a robust choice for optimizing relevance and fairness metrics. Unlike their deterministic counterparts that require heuristic optimization algorithms, PL models are fully differentiable. Theoretically, they can be used to optimize ranking metrics via stochastic gradient descent. However, in practice, the computation of the gradient is infeasible because it requires one to iterate over all possible permutations of items. Consequently, actual applications rely on approximating the gradient via sampling techniques. In this paper, we introduce a novel algorithm: PL-Rank, that estimates the gradient of a PL ranking model w.r.t. both relevance and fairness metrics. Unlike existing approaches that are based on policy gradients, PL-Rank makes use of the specific structure of PL models and ranking metrics. Our experimental analysis shows that PL-Rank has a greater sample-efficiency and is computationally less costly than existing policy gradients, resulting in faster convergence at higher performance. PL-Rank further enables the industry to apply PL models for more relevant and fairer real-world ranking systems.
There is growing interest in object detection in advanced driver assistance systems and autonomous robots and vehicles. To enable such innovative systems, we need faster object detection. In this work, we investigate the trade-off between accuracy and speed with domain-specific approximations, i.e. category-aware image size scaling and proposals scaling, for two state-of-the-art deep learning-based object detection meta-architectures. We study the effectiveness of applying approximation both statically and dynamically to understand the potential and the applicability of them. By conducting experiments on the ImageNet VID dataset, we show that domain-specific approximation has great potential to improve the speed of the system without deteriorating the accuracy of object detectors, i.e. up to 7.5x speedup for dynamic domain-specific approximation. To this end, we present our insights toward harvesting domain-specific approximation as well as devise a proof-of-concept runtime, AutoFocus, that exploits dynamic domain-specific approximation.
Because of continuous advances in mathematical programing, Mix Integer Optimization has become a competitive vis-a-vis popular regularization method for selecting features in regression problems. The approach exhibits unquestionable foundational appeal and versatility, but also poses important challenges. We tackle these challenges, reducing computational burden when tuning the sparsity bound (a parameter which is critical for effectiveness) and improving performance in the presence of feature collinearity and of signals that vary in nature and strength. Importantly, we render the approach efficient and effective in applications of realistic size and complexity - without resorting to relaxations or heuristics in the optimization, or abandoning rigorous cross-validation tuning. Computational viability and improved performance in subtler scenarios is achieved with a multi-pronged blueprint, leveraging characteristics of the Mixed Integer Programming framework and by means of whitening, a data pre-processing step.
This paper addresses the problem of formally verifying desirable properties of neural networks, i.e., obtaining provable guarantees that neural networks satisfy specifications relating their inputs and outputs (robustness to bounded norm adversarial perturbations, for example). Most previous work on this topic was limited in its applicability by the size of the network, network architecture and the complexity of properties to be verified. In contrast, our framework applies to a general class of activation functions and specifications on neural network inputs and outputs. We formulate verification as an optimization problem (seeking to find the largest violation of the specification) and solve a Lagrangian relaxation of the optimization problem to obtain an upper bound on the worst case violation of the specification being verified. Our approach is anytime i.e. it can be stopped at any time and a valid bound on the maximum violation can be obtained. We develop specialized verification algorithms with provable tightness guarantees under special assumptions and demonstrate the practical significance of our general verification approach on a variety of verification tasks.
Being intensively studied, visual object tracking has witnessed great advances in either speed (e.g., with correlation filters) or accuracy (e.g., with deep features). Real-time and high accuracy tracking algorithms, however, remain scarce. In this paper we study the problem from a new perspective and present a novel parallel tracking and verifying (PTAV) framework, by taking advantage of the ubiquity of multi-thread techniques and borrowing ideas from the success of parallel tracking and mapping in visual SLAM. The proposed PTAV framework is typically composed of two components, a (base) tracker T and a verifier V, working in parallel on two separate threads. The tracker T aims to provide a super real-time tracking inference and is expected to perform well most of the time; by contrast, the verifier V validates the tracking results and corrects T when needed. The key innovation is that, V does not work on every frame but only upon the requests from T; on the other end, T may adjust the tracking according to the feedback from V. With such collaboration, PTAV enjoys both the high efficiency provided by T and the strong discriminative power by V. Meanwhile, to adapt V to object appearance changes over time, we maintain a dynamic target template pool for adaptive verification, resulting in further performance improvements. In our extensive experiments on popular benchmarks including OTB2015, TC128, UAV20L and VOT2016, PTAV achieves the best tracking accuracy among all real-time trackers, and in fact even outperforms many deep learning based algorithms. Moreover, as a general framework, PTAV is very flexible with great potentials for future improvement and generalization.