Macro Placement by Wire-Mask-Guided Black-Box OptimizationYunqi Shi, Ke Xue, Lei Song et al.
The development of very large-scale integration (VLSI) technology has posed new challenges for electronic design automation (EDA) techniques in chip floorplanning. During this process, macro placement is an important subproblem, which tries to determine the positions of all macros with the aim of minimizing half-perimeter wirelength (HPWL) and avoiding overlapping. Previous methods include packing-based, analytical and reinforcement learning methods. In this paper, we propose a new black-box optimization (BBO) framework (called WireMask-BBO) for macro placement, by using a wire-mask-guided greedy procedure for objective evaluation. Equipped with different BBO algorithms, WireMask-BBO empirically achieves significant improvements over previous methods, i.e., achieves significantly shorter HPWL by using much less time. Furthermore, it can fine-tune existing placements by treating them as initial solutions, which can bring up to 50% improvement in HPWL. WireMask-BBO has the potential to significantly improve the quality and efficiency of chip floorplanning, which makes it appealing to researchers and practitioners in EDA and will also promote the application of BBO. Our code is available at https://github.com/lamda-bbo/WireMask-BBO.
Multi-agent Dynamic Algorithm ConfigurationKe Xue, Jiacheng Xu, Lei Yuan et al.
Automated algorithm configuration relieves users from tedious, trial-and-error tuning tasks. A popular algorithm configuration tuning paradigm is dynamic algorithm configuration (DAC), in which an agent learns dynamic configuration policies across instances by reinforcement learning (RL). However, in many complex algorithms, there may exist different types of configuration hyperparameters, and such heterogeneity may bring difficulties for classic DAC which uses a single-agent RL policy. In this paper, we aim to address this issue and propose multi-agent DAC (MA-DAC), with one agent working for one type of configuration hyperparameter. MA-DAC formulates the dynamic configuration of a complex algorithm with multiple types of hyperparameters as a contextual multi-agent Markov decision process and solves it by a cooperative multi-agent RL (MARL) algorithm. To instantiate, we apply MA-DAC to a well-known optimization algorithm for multi-objective optimization problems. Experimental results show the effectiveness of MA-DAC in not only achieving superior performance compared with other configuration tuning approaches based on heuristic rules, multi-armed bandits, and single-agent RL, but also being capable of generalizing to different problem classes. Furthermore, we release the environments in this paper as a benchmark for testing MARL algorithms, with the hope of facilitating the application of MARL.
Heterogeneous Multi-agent Zero-Shot Coordination by CoevolutionKe Xue, Yutong Wang, Cong Guan et al.
Generating agents that can achieve zero-shot coordination (ZSC) with unseen partners is a new challenge in cooperative multi-agent reinforcement learning (MARL). Recently, some studies have made progress in ZSC by exposing the agents to diverse partners during the training process. They usually involve self-play when training the partners, implicitly assuming that the tasks are homogeneous. However, many real-world tasks are heterogeneous, and hence previous methods may be inefficient. In this paper, we study the heterogeneous ZSC problem for the first time and propose a general method based on coevolution, which coevolves two populations of agents and partners through three sub-processes: pairing, updating and selection. Experimental results on various heterogeneous tasks highlight the necessity of considering the heterogeneous setting and demonstrate that our proposed method is a promising solution for heterogeneous ZSC tasks.
Towards Generalizable Neural Solvers for Vehicle Routing Problems via Ensemble with Transferrable Local PolicyChengrui Gao, Haopu Shang, Ke Xue et al.
Machine learning has been adapted to help solve NP-hard combinatorial optimization problems. One prevalent way is learning to construct solutions by deep neural networks, which has been receiving more and more attention due to the high efficiency and less requirement for expert knowledge. However, many neural construction methods for Vehicle Routing Problems~(VRPs) focus on synthetic problem instances with specified node distributions and limited scales, leading to poor performance on real-world problems which usually involve complex and unknown node distributions together with large scales. To make neural VRP solvers more practical, we design an auxiliary policy that learns from the local transferable topological features, named local policy, and integrate it with a typical construction policy (which learns from the global information of VRP instances) to form an ensemble policy. With joint training, the aggregated policies perform cooperatively and complementarily to boost generalization. The experimental results on two well-known benchmarks, TSPLIB and CVRPLIB, of travelling salesman problem and capacitated VRP show that the ensemble policy significantly improves both cross-distribution and cross-scale generalization performance, and even performs well on real-world problems with several thousand nodes.
Monte Carlo Tree Search based Variable Selection for High Dimensional Bayesian OptimizationLei Song, Ke Xue, Xiaobin Huang et al.
Bayesian optimization (BO) is a class of popular methods for expensive black-box optimization, and has been widely applied to many scenarios. However, BO suffers from the curse of dimensionality, and scaling it to high-dimensional problems is still a challenge. In this paper, we propose a variable selection method MCTS-VS based on Monte Carlo tree search (MCTS), to iteratively select and optimize a subset of variables. That is, MCTS-VS constructs a low-dimensional subspace via MCTS and optimizes in the subspace with any BO algorithm. We give a theoretical analysis of the general variable selection method to reveal how it can work. Experiments on high-dimensional synthetic functions and real-world problems (i.e., NAS-bench problems and MuJoCo locomotion tasks) show that MCTS-VS equipped with a proper BO optimizer can achieve state-of-the-art performance.
8.8LGOct 10, 2023
Diversity from Human FeedbackRen-Jian Wang, Ke Xue, Yutong Wang et al.
Diversity plays a significant role in many problems, such as ensemble learning, reinforcement learning, and combinatorial optimization. How to define the diversity measure is a longstanding problem. Many methods rely on expert experience to define a proper behavior space and then obtain the diversity measure, which is, however, challenging in many scenarios. In this paper, we propose the problem of learning a behavior space from human feedback and present a general method called Diversity from Human Feedback (DivHF) to solve it. DivHF learns a behavior descriptor consistent with human preference by querying human feedback. The learned behavior descriptor can be combined with any distance measure to define a diversity measure. We demonstrate the effectiveness of DivHF by integrating it with the Quality-Diversity optimization algorithm MAP-Elites and conducting experiments on the QDax suite. The results show that the behavior learned by DivHF is much more consistent with human requirements than the one learned by direct data-driven approaches without human feedback, and makes the final solutions more diverse under human preference. Our contributions include formulating the problem, proposing the DivHF method, and demonstrating its effectiveness through experiments.
Monte Carlo Tree Search based Space Transfer for Black-box OptimizationShukuan Wang, Ke Xue, Lei Song et al.
Bayesian optimization (BO) is a popular method for computationally expensive black-box optimization. However, traditional BO methods need to solve new problems from scratch, leading to slow convergence. Recent studies try to extend BO to a transfer learning setup to speed up the optimization, where search space transfer is one of the most promising approaches and has shown impressive performance on many tasks. However, existing search space transfer methods either lack an adaptive mechanism or are not flexible enough, making it difficult to efficiently identify promising search space during the optimization process. In this paper, we propose a search space transfer learning method based on Monte Carlo tree search (MCTS), called MCTS-transfer, to iteratively divide, select, and optimize in a learned subspace. MCTS-transfer can not only provide a well-performing search space for warm-start but also adaptively identify and leverage the information of similar source tasks to reconstruct the search space during the optimization process. Experiments on synthetic functions, real-world problems, Design-Bench and hyper-parameter optimization show that MCTS-transfer can demonstrate superior performance compared to other search space transfer methods under different settings. Our code is available at \url{https://github.com/lamda-bbo/mcts-transfer}.
Neural Solver Selection for Combinatorial OptimizationChengrui Gao, Haopu Shang, Ke Xue et al.
Machine learning has increasingly been employed to solve NP-hard combinatorial optimization problems, resulting in the emergence of neural solvers that demonstrate remarkable performance, even with minimal domain-specific knowledge. To date, the community has created numerous open-source neural solvers with distinct motivations and inductive biases. While considerable efforts are devoted to designing powerful single solvers, our findings reveal that existing solvers typically demonstrate complementary performance across different problem instances. This suggests that significant improvements could be achieved through effective coordination of neural solvers at the instance level. In this work, we propose the first general framework to coordinate the neural solvers, which involves feature extraction, selection model, and selection strategy, aiming to allocate each instance to the most suitable solvers. To instantiate, we collect several typical neural solvers with state-of-the-art performance as alternatives, and explore various methods for each component of the framework. We evaluated our framework on two extensively studied combinatorial optimization problems, Traveling Salesman Problem (TSP) and Capacitated Vehicle Routing Problem (CVRP). Experimental results show that the proposed framework can effectively distribute instances and the resulting composite solver can achieve significantly better performance (e.g., reduce the optimality gap by 0.88\% on TSPLIB and 0.71\% on CVRPLIB) than the best individual neural solver with little extra time cost.
Offline Multi-Objective OptimizationKe Xue, Rong-Xi Tan, Xiaobin Huang et al.
Offline optimization aims to maximize a black-box objective function with a static dataset and has wide applications. In addition to the objective function being black-box and expensive to evaluate, numerous complex real-world problems entail optimizing multiple conflicting objectives, i.e., multi-objective optimization (MOO). Nevertheless, offline MOO has not progressed as much as offline single-objective optimization (SOO), mainly due to the lack of benchmarks like Design-Bench for SOO. To bridge this gap, we propose a first benchmark for offline MOO, covering a range of problems from synthetic to real-world tasks. This benchmark provides tasks, datasets, and open-source examples, which can serve as a foundation for method comparisons and advancements in offline MOO. Furthermore, we analyze how the current related methods can be adapted to offline MOO from four fundamental perspectives, including data, model architecture, learning algorithm, and search algorithm. Empirical results show improvements over the best value of the training set, demonstrating the effectiveness of offline MOO methods. As no particular method stands out significantly, there is still an open challenge in further enhancing the effectiveness of offline MOO. We finally discuss future challenges for offline MOO, with the hope of shedding some light on this emerging field. Our code is available at \url{https://github.com/lamda-bbo/offline-moo}.
Offline Model-Based Optimization by Learning to RankRong-Xi Tan, Ke Xue, Shen-Huan Lyu et al.
Offline model-based optimization (MBO) aims to identify a design that maximizes a black-box function using only a fixed, pre-collected dataset of designs and their corresponding scores. A common approach in offline MBO is to train a regression-based surrogate model by minimizing mean squared error (MSE) and then find the best design within this surrogate model by different optimizers (e.g., gradient ascent). However, a critical challenge is the risk of out-of-distribution errors, i.e., the surrogate model may typically overestimate the scores and mislead the optimizers into suboptimal regions. Prior works have attempted to address this issue in various ways, such as using regularization techniques and ensemble learning to enhance the robustness of the model, but it still remains. In this paper, we argue that regression models trained with MSE are not well-aligned with the primary goal of offline MBO, which is to select promising designs rather than to predict their scores precisely. Notably, if a surrogate model can maintain the order of candidate designs based on their relative score relationships, it can produce the best designs even without precise predictions. To validate it, we conduct experiments to compare the relationship between the quality of the final designs and MSE, finding that the correlation is really very weak. In contrast, a metric that measures order-maintaining quality shows a significantly stronger correlation. Based on this observation, we propose learning a ranking-based model that leverages learning to rank techniques to prioritize promising designs based on their relative scores. We show that the generalization error on ranking loss can be well bounded. Empirical results across diverse tasks demonstrate the superior performance of our proposed ranking-based models than twenty existing methods.
Stochastic Bayesian Optimization with Unknown Continuous Context Distribution via Kernel Density EstimationXiaobin Huang, Lei Song, Ke Xue et al.
Bayesian optimization (BO) is a sample-efficient method and has been widely used for optimizing expensive black-box functions. Recently, there has been a considerable interest in BO literature in optimizing functions that are affected by context variable in the environment, which is uncontrollable by decision makers. In this paper, we focus on the optimization of functions' expectations over continuous context variable, subject to an unknown distribution. To address this problem, we propose two algorithms that employ kernel density estimation to learn the probability density function (PDF) of continuous context variable online. The first algorithm is simpler, which directly optimizes the expectation under the estimated PDF. Considering that the estimated PDF may have high estimation error when the true distribution is complicated, we further propose the second algorithm that optimizes the distributionally robust objective. Theoretical results demonstrate that both algorithms have sub-linear Bayesian cumulative regret on the expectation objective. Furthermore, we conduct numerical experiments to empirically demonstrate the effectiveness of our algorithms.
Robust multi-agent coordination via evolutionary generation of auxiliary adversarial attackersLei Yuan, Zi-Qian Zhang, Ke Xue et al.
Cooperative multi-agent reinforcement learning (CMARL) has shown to be promising for many real-world applications. Previous works mainly focus on improving coordination ability via solving MARL-specific challenges (e.g., non-stationarity, credit assignment, scalability), but ignore the policy perturbation issue when testing in a different environment. This issue hasn't been considered in problem formulation or efficient algorithm design. To address this issue, we firstly model the problem as a limited policy adversary Dec-POMDP (LPA-Dec-POMDP), where some coordinators from a team might accidentally and unpredictably encounter a limited number of malicious action attacks, but the regular coordinators still strive for the intended goal. Then, we propose Robust Multi-Agent Coordination via Evolutionary Generation of Auxiliary Adversarial Attackers (ROMANCE), which enables the trained policy to encounter diversified and strong auxiliary adversarial attacks during training, thus achieving high robustness under various policy perturbations. Concretely, to avoid the ego-system overfitting to a specific attacker, we maintain a set of attackers, which is optimized to guarantee the attackers high attacking quality and behavior diversity. The goal of quality is to minimize the ego-system coordination effect, and a novel diversity regularizer based on sparse action is applied to diversify the behaviors among attackers. The ego-system is then paired with a population of attackers selected from the maintained attacker set, and alternately trained against the constantly evolving attackers. Extensive experiments on multiple scenarios from SMAC indicate our ROMANCE provides comparable or better robustness and generalization ability than other baselines.
5.7MLOct 12, 2019
Bayesian Optimization using Pseudo-PointsChao Qian, Hang Xiong, Ke Xue
Bayesian optimization (BO) is a popular approach for expensive black-box optimization, with applications including parameter tuning, experimental design, robotics. BO usually models the objective function by a Gaussian process (GP), and iteratively samples the next data point by maximizing an acquisition function. In this paper, we propose a new general framework for BO by generating pseudo-points (i.e., data points whose objective values are not evaluated) to improve the GP model. With the classic acquisition function, i.e., upper confidence bound (UCB), we prove that the cumulative regret can be generally upper bounded. Experiments using UCB and other acquisition functions, i.e., probability of improvement (PI) and expectation of improvement (EI), on synthetic as well as real-world problems clearly show the advantage of generating pseudo-points.