Haoting Zhang

Haoting Zhang, Haoxian Chen, Donglin Zhan et al.

The field of simulation optimization (SO) encompasses various methods developed to optimize complex, expensive-to-sample stochastic systems. Established methods include, but are not limited to, ranking-and-selection for finite alternatives and surrogate-based methods for continuous domains, with broad applications in engineering and operations management. The recent advent of large language models (LLMs) offers a new paradigm for exploiting system structure and automating the strategic selection and composition of these established SO methods into a tailored optimization procedure. This work introduces SOCRATES (Simulation Optimization with Correlated Replicas and Adaptive Trajectory Evaluations), a novel two-stage procedure that leverages LLMs to automate the design of tailored SO algorithms. The first stage constructs an ensemble of digital replicas of the real system. An LLM is employed to implement causal discovery from a textual description of the system, generating a structural `skeleton' that guides the sample-efficient learning of the replicas. In the second stage, this replica ensemble is used as an inexpensive testbed to evaluate a set of baseline SO algorithms. An LLM then acts as a meta-optimizer, analyzing the performance trajectories of these algorithms to iteratively revise and compose a final, hybrid optimization schedule. This schedule is designed to be adaptive, with the ability to be updated during the final execution on the real system when the optimization performance deviates from expectations. By integrating LLM-driven reasoning with LLM-assisted trajectory-aware meta-optimization, SOCRATES creates an effective and sample-efficient solution for complex SO optimization problems.

Haoting Zhang, Jinghai He, Rhonda Righter et al.

With the advancement in generative language models, the selection of prompts has gained significant attention in recent years. A prompt is an instruction or description provided by the user, serving as a guide for the generative language model in content generation. Despite existing methods for prompt selection that are based on human labor, we consider facilitating this selection through simulation optimization, aiming to maximize a pre-defined score for the selected prompt. Specifically, we propose a two-stage framework. In the first stage, we determine a feasible set of prompts in sufficient numbers, where each prompt is represented by a moderate-dimensional vector. In the subsequent stage for evaluation and selection, we construct a surrogate model of the score regarding the moderate-dimensional vectors that represent the prompts. We propose sequentially selecting the prompt for evaluation based on this constructed surrogate model. We prove the consistency of the sequential evaluation procedure in our framework. We also conduct numerical experiments to demonstrate the efficacy of our proposed framework, providing practical instructions for implementation.

Fabian Falck, Haoting Zhang, Matthew Willetts et al.

Work in deep clustering focuses on finding a single partition of data. However, high-dimensional data, such as images, typically feature multiple interesting characteristics one could cluster over. For example, images of objects against a background could be clustered over the shape of the object and separately by the colour of the background. In this paper, we introduce Multi-Facet Clustering Variational Autoencoders (MFCVAE), a novel class of variational autoencoders with a hierarchy of latent variables, each with a Mixture-of-Gaussians prior, that learns multiple clusterings simultaneously, and is trained fully unsupervised and end-to-end. MFCVAE uses a progressively-trained ladder architecture which leads to highly stable performance. We provide novel theoretical results for optimising the ELBO analytically with respect to the categorical variational posterior distribution, correcting earlier influential theoretical work. On image benchmarks, we demonstrate that our approach separates out and clusters over different aspects of the data in a disentangled manner. We also show other advantages of our model: the compositionality of its latent space and that it provides controlled generation of samples.

Donglin Zhan, Shiyu Yi, Dongli Xu et al.

Time Series Classification (TSC) has been an important and challenging task in data mining, especially on multivariate time series and multi-view time series data sets. Meanwhile, transfer learning has been widely applied in computer vision and natural language processing applications to improve deep neural network's generalization capabilities. However, very few previous works applied transfer learning framework to time series mining problems. Particularly, the technique of measuring similarities between source domain and target domain based on dynamic representation such as density estimation with importance sampling has never been combined with transfer learning framework. In this paper, we first proposed a general adaptive transfer learning framework for multi-view time series data, which shows strong ability in storing inter-view importance value in the process of knowledge transfer. Next, we represented inter-view importance through some time series similarity measurements and approximated the posterior distribution in latent space for the importance sampling via density estimation techniques. We then computed the matrix norm of sampled importance value, which controls the degree of knowledge transfer in pre-training process. We further evaluated our work, applied it to many other time series classification tasks, and observed that our architecture maintained desirable generalization ability. Finally, we concluded that our framework could be adapted with deep learning techniques to receive significant model performance improvements.