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Rob van der Mei

Publications and source records attributed to Rob van der Mei.

At least 19 recordsLinked to original sources

LOTUS: A Warm-Start Framework for Powering Dual Decomposition in Large-Scale Two-Stage Stochastic Programs

Solving large two-stage stochastic mixed-integer programs is computationally challenging. We propose LOTUS, a subset-based warm-start framework that enhances Dual Decomposition under fixed time budgets. By initializing the dual search with informed multipliers, LOTUS accelerates primal convergence and partially alleviates the impact of weak LP relaxations. Through an extensive computational study on production planning instances, we show that, within two hours, LOTUS yields significantly better primal solutions in 45.83% of cases, while being outperformed by Dual Decomposition in only 4.17%.

math.OC

A Fast Heuristic for Stochastic Steiner Tree Problems

Network design under uncertainty arises in countless real-world settings and can be captured by the Stochastic Steiner Tree Problem (SSTP). Although there are a few approaches specifically tailored to this stochastic optimization problem, there are considerably more state-of-the-art heuristics for its deterministic variant, the Steiner Tree Problem (STP). In this work, we show how to leverage an existing STP heuristic in building a novel method for solving its stochastic variant, the SSTP. This approach is a powerful, yet simple and easy-to-implement way of solving this complex problem. We test our method using benchmark instances from the literature. Numerical results show considerably faster computation times compared to the state-of-the-art, with a gap of approximately 5%.

math.OC

Relative Phase Equivariant Deep Neural Systems for Physical Layer Communications

In the era of telecommunications, the increasing demand for complex and specialized communication systems has led to a focus on improving physical layer communications. Artificial intelligence (AI) has emerged as a promising solution avenue for doing so. Deep neural receivers have already shown significant promise in improving the performance of communications systems. However, a major challenge lies in developing deep neural receivers that match the energy efficiency and speed of traditional receivers. This work investigates the incorporation of inductive biases in the physical layer using group-equivariant deep learning to improve the parameter efficiency of deep neural receivers. We do so by constructing a deep neural receiver that is equivariant with respect to the phase of arrival. We show that the inclusion of relative phase equivariance significantly reduces the error rate of deep neural receivers at similar model sizes. Thus, we show the potential of group-equivariant deep learning in the domain of physical layer communications.

cs.IT

Automated data curation for self-supervised learning in underwater acoustic analysis

The sustainability of the ocean ecosystem is threatened by increased levels of sound pollution, making monitoring crucial to understand its variability and impact. Passive acoustic monitoring (PAM) systems collect a large amount of underwater sound recordings, but the large volume of data makes manual analysis impossible, creating the need for automation. Although machine learning offers a potential solution, most underwater acoustic recordings are unlabeled. Self-supervised learning models have demonstrated success in learning from large-scale unlabeled data in various domains like computer vision, Natural Language Processing, and audio. However, these models require large, diverse, and balanced datasets for training in order to generalize well. To address this, a fully automated self-supervised data curation pipeline is proposed to create a diverse and balanced dataset from raw PAM data. It integrates Automatic Identification System (AIS) data with recordings from various hydrophones in the U.S. waters. Using hierarchical k-means clustering, the raw audio data is sampled and then combined with AIS samples to create a balanced and diverse dataset. The resulting curated dataset enables the development of self-supervised learning models, facilitating various tasks such as monitoring marine mammals and assessing sound pollution.

cs.SD

The Computation of Generalized Embeddings for Underwater Acoustic Target Recognition using Contrastive Learning

The increasing level of sound pollution in marine environments poses an increased threat to ocean health, making it crucial to monitor underwater noise. By monitoring this noise, the sources responsible for this pollution can be mapped. Monitoring is performed by passively listening to these sounds. This generates a large amount of data records, capturing a mix of sound sources such as ship activities and marine mammal vocalizations. Although machine learning offers a promising solution for automatic sound classification, current state-of-the-art methods implement supervised learning. This requires a large amount of high-quality labeled data that is not publicly available. In contrast, a massive amount of lower-quality unlabeled data is publicly available, offering the opportunity to explore unsupervised learning techniques. This research explores this possibility by implementing an unsupervised Contrastive Learning approach. Here, a Conformer-based encoder is optimized by the so-called Variance-Invariance-Covariance Regularization loss function on these lower-quality unlabeled data and the translation to the labeled data is made. Through classification tasks involving recognizing ship types and marine mammal vocalizations, our method demonstrates to produce robust and generalized embeddings. This shows to potential of unsupervised methods for various automatic underwater acoustic analysis tasks.

cs.SD

A Two-Step Warm Start Method Used for Solving Large-Scale Stochastic Mixed-Integer Problems

Two-stage stochastic programs become computationally challenging when the number of scenarios representing parameter uncertainties grows. Motivated by this, we propose the TULIP-algorithm ("Two-step warm start method Used for solving Large-scale stochastic mixed-Integer Problems"), a two-step approach for solving two-stage stochastic (mixed) integer linear programs with an exponential number of constraints. In this approach, we first generate a reduced set of representative scenarios and solve the root node of the corresponding integer linear program using a cutting-plane method. The generated constraints are then used to accelerate solving the original problem with the full scenario set in the second phase. We demonstrate the generic effectiveness of TULIP on two benchmark problems: the Stochastic Capacitated Vehicle Routing Problem and the Two-Stage Stochastic Steiner Forest Problem. The results of our extensive numerical experiments show that TULIP yields significant computational gains compared to solving the problem directly with branch-and-cut.

math.OC

Future-proof ship pipe routing: navigating the energy transition

The maritime industry must prepare for the energy transition from fossil fuels to sustainable alternatives. Making ships future-proof is necessary given their long lifetime, but it is also complex because the future fuel type is uncertain. Within this uncertainty, one typically overlooks pipe routing, although it is a crucial driver for design time and costs. Therefore, we propose a mathematical approach for modeling uncertainty in pipe routing with deterministic, stochastic, and robust optimization. All three models are based on state-of-the-art integer linear optimization models for the Stochastic Steiner Forest Problem and adjusted to the maritime domain using specific constraints for pipe routing. We compare the models using both artificial and realistic instances and show that considering uncertainty using stochastic optimization and robust optimization leads to cost reductions of up to 22% in our experiments.

math.OC

A Machine Learning Approach for Simultaneous Demapping of QAM and APSK Constellations

As telecommunication systems evolve to meet increasing demands, integrating deep neural networks (DNNs) has shown promise in enhancing performance. However, the trade-off between accuracy and flexibility remains challenging when replacing traditional receivers with DNNs. This paper introduces a novel probabilistic framework that allows a single DNN demapper to demap multiple QAM and APSK constellations simultaneously. We also demonstrate that our framework allows exploiting hierarchical relationships in families of constellations. The consequence is that we need fewer neural network outputs to encode the same function without an increase in Bit Error Rate (BER). Our simulation results confirm that our approach approaches the optimal demodulation error bound under an Additive White Gaussian Noise (AWGN) channel for multiple constellations. Thereby, we address multiple important issues in making DNNs flexible enough for practical use as receivers.

cs.LG

Unveiling the Potential: Harnessing Deep Metric Learning to Circumvent Video Streaming Encryption

Encryption on the internet with the shift to HTTPS has been an important step to improve the privacy of internet users. However, there is an increasing body of work about extracting information from encrypted internet traffic without having to decrypt it. Such attacks bypass security guarantees assumed to be given by HTTPS and thus need to be understood. Prior works showed that the variable bitrates of video streams are sufficient to identify which video someone is watching. These works generally have to make trade-offs in aspects such as accuracy, scalability, robustness, etc. These trade-offs complicate the practical use of these attacks. To that end, we propose a deep metric learning framework based on the triplet loss method. Through this framework, we achieve robust, generalisable, scalable and transferable encrypted video stream detection. First, the triplet loss is better able to deal with video streams not seen during training. Second, our approach can accurately classify videos not seen during training. Third, we show that our method scales well to a dataset of over 1000 videos. Finally, we show that a model trained on video streams over Chrome can also classify streams over Firefox. Our results suggest that this side-channel attack is more broadly applicable than originally thought. We provide our code alongside a diverse and up-to-date dataset for future research.

cs.CV

The Berkelmans-Pries Feature Importance Method: A Generic Measure of Informativeness of Features

Over the past few years, the use of machine learning models has emerged as a generic and powerful means for prediction purposes. At the same time, there is a growing demand for interpretability of prediction models. To determine which features of a dataset are important to predict a target variable $Y$, a Feature Importance (FI) method can be used. By quantifying how important each feature is for predicting $Y$, irrelevant features can be identified and removed, which could increase the speed and accuracy of a model, and moreover, important features can be discovered, which could lead to valuable insights. A major problem with evaluating FI methods, is that the ground truth FI is often unknown. As a consequence, existing FI methods do not give the exact correct FI values. This is one of the many reasons why it can be hard to properly interpret the results of an FI method. Motivated by this, we introduce a new global approach named the Berkelmans-Pries FI method, which is based on a combination of Shapley values and the Berkelmans-Pries dependency function. We prove that our method has many useful properties, and accurately predicts the correct FI values for several cases where the ground truth FI can be derived in an exact manner. We experimentally show for a large collection of FI methods (468) that existing methods do not have the same useful properties. This shows that the Berkelmans-Pries FI method is a highly valuable tool for analyzing datasets with complex interdependencies.

cs.LG

The Optimal Input-Independent Baseline for Binary Classification: The Dutch Draw

Before any binary classification model is taken into practice, it is important to validate its performance on a proper test set. Without a frame of reference given by a baseline method, it is impossible to determine if a score is `good' or `bad'. The goal of this paper is to examine all baseline methods that are independent of feature values and determine which model is the `best' and why. By identifying which baseline models are optimal, a crucial selection decision in the evaluation process is simplified. We prove that the recently proposed Dutch Draw baseline is the best input-independent classifier (independent of feature values) for all positional-invariant measures (independent of sequence order) assuming that the samples are randomly shuffled. This means that the Dutch Draw baseline is the optimal baseline under these intuitive requirements and should therefore be used in practice.

cs.LG

The Dutch Draw: Constructing a Universal Baseline for Binary Prediction Models

Novel prediction methods should always be compared to a baseline to know how well they perform. Without this frame of reference, the performance score of a model is basically meaningless. What does it mean when a model achieves an $F_1$ of 0.8 on a test set? A proper baseline is needed to evaluate the `goodness' of a performance score. Comparing with the latest state-of-the-art model is usually insightful. However, being state-of-the-art can change rapidly when newer models are developed. Contrary to an advanced model, a simple dummy classifier could be used. However, the latter could be beaten too easily, making the comparison less valuable. This paper presents a universal baseline method for all binary classification models, named the Dutch Draw (DD). This approach weighs simple classifiers and determines the best classifier to use as a baseline. We theoretically derive the DD baseline for many commonly used evaluation measures and show that in most situations it reduces to (almost) always predicting either zero or one. Summarizing, the DD baseline is: (1) general, as it is applicable to all binary classification problems; (2) simple, as it is quickly determined without training or parameter-tuning; (3) informative, as insightful conclusions can be drawn from the results. The DD baseline serves two purposes. First, to enable comparisons across research papers by this robust and universal baseline. Secondly, to provide a sanity check during the development process of a prediction model. It is a major warning sign when a model is outperformed by the DD baseline.

cs.LG

The BP Dependency Function: a Generic Measure of Dependence between Random Variables

Measuring and quantifying dependencies between random variables (RV's) can give critical insights into a data-set. Typical questions are: `Do underlying relationships exist?', `Are some variables redundant?', and `Is some target variable $Y$ highly or weakly dependent on variable $X$?' Interestingly, despite the evident need for a general-purpose measure of dependency between RV's, common practice of data analysis is that most data analysts use the Pearson correlation coefficient (PCC) to quantify dependence between RV's, while it is well-recognized that the PCC is essentially a measure for linear dependency only. Although many attempts have been made to define more generic dependency measures, there is yet no consensus on a standard, general-purpose dependency function. In fact, several ideal properties of a dependency function have been proposed, but without much argumentation. Motivated by this, in this paper we will discuss and revise the list of desired properties and propose a new dependency function that meets all these requirements. This general-purpose dependency function provides data analysts a powerful means to quantify the level of dependence between variables. To this end, we also provide Python code to determine the dependency function for use in practice.

stat.ML

Jasmine: A New Active Learning Approach to Combat Cybercrime

Over the past decade, the advent of cybercrime has accelarated the research on cybersecurity. However, the deployment of intrusion detection methods falls short. One of the reasons for this is the lack of realistic evaluation datasets, which makes it a challenge to develop techniques and compare them. This is caused by the large amounts of effort it takes for a cyber analyst to classify network connections. This has raised the need for methods (i) that can learn from small sets of labeled data, (ii) that can make predictions on large sets of unlabeled data, and (iii) that request the label of only specially selected unlabeled data instances. Hence, Active Learning (AL) methods are of interest. These approaches choose specific unlabeled instances by a query function that are expected to improve overall classification performance. The resulting query observations are labeled by a human expert and added to the labeled set. In this paper, we propose a new hybrid AL method called Jasmine. Firstly, it determines how suitable each observation is for querying, i.e., how likely it is to enhance classification. These properties are the uncertainty score and anomaly score. Secondly, Jasmine introduces dynamic updating. This allows the model to adjust the balance between querying uncertain, anomalous and randomly selected observations. To this end, Jasmine is able to learn the best query strategy during the labeling process. This is in contrast to the other AL methods in cybersecurity that all have static, predetermined query functions. We show that dynamic updating, and therefore Jasmine, is able to consistently obtain good and more robust results than querying only uncertainties, only anomalies or a fixed combination of the two.

cs.CR

A machine learning approach to itinerary-level booking prediction in competitive airline markets

Demand forecasting is extremely important in revenue management. After all, it is one of the inputs to an optimisation method which aim is to maximize revenue. Most, if not all, forecasting methods use historical data to forecast the future, disregarding the "why". In this paper, we combine data from multiple sources, including competitor data, pricing, social media, safety and airline reviews. Next, we study five competitor pricing movements that, we hypothesize, affect customer behavior when presented a set of itineraries. Using real airline data for ten different OD-pairs and by means of Extreme Gradient Boosting, we show that customer behavior can be categorized into price-sensitive, schedule-sensitive and comfort ODs. Through a simulation study, we show that this model produces forecasts that result in higher revenue than traditional, time series forecasts.

math.OC

Integrating Condition-Based Maintenance into Dynamic Spare Parts Management

In this paper we introduce a new model where the concept of condition-based maintenance is combined in a network setting with dynamic spare parts management. The model facilitates both preventive and corrective maintenance of geographically distributed capital goods as well as relocation of spare parts between different warehouses based on the availability of stock and the condition of all capital good installations. We formulate the problem as a Markov decision process, with the degradation process explicitly incorporated into the model. Numerical experiments show that that significant cost savings can be achieved when condition monitoring is used for preventive maintenance in a service network for capital goods.

math.OC

Real-time Dispatching and Relocation of Emergency Service Engineers

Capital goods such as complex medical equipment, trains and manufacturing machinery are essential to their users' business, and thus have stringent up-time requirements. Responsive maintenance is crucial for meeting these requirements, which in turn relies on the timely availability of both spare parts and service engineers. Spare parts management for maintenance is well-studied in the research literature, but managing the service engineers has received relatively little attention. In this paper, we consider a network of geographically distributed capital goods, maintained by a set of service engineers who can respond quickly to machine breakdowns. We are interested in the question which service engineers to dispatch to what breakdowns, and how to relocate these engineers to maintain good coverage. We propose and evaluate a range of scalable dispatching and relocation heuristics inspired by the extensive research literature in the domain of emergency medical services. We compare the proposed heuristics against each other using comprehensive simulation experiments, and benchmark the best combination of dispatching and relocation heuristics against the optimal policy. We find that this heuristic performs close to optimal, while easily scaling to realistic-sized networks, making it suitable for practical applications.

math.OC

Approximate Dynamic Programming for Real-time Dispatching and Relocation of Emergency Service Engineers

Quick response times are paramount for minimizing downtime in spare parts networks for capital goods, such as medical and manufacturing equipment. To guarantee that the maintenance is performed in a timely fashion, strategic management of both spare parts and service engineers is essential. While there is a rich body of research literature devoted to spare parts management, the problem of real-time management of service engineers has drawn relatively little attention. Motivated by this, we consider how to dispatch service engineers to breakdowns, and how to relocate idle engineers between base stations. We develop an approximate dynamic programming (ADP) approach to produce dispatching and relocation policies, and propose two new algorithms to tune the ADP policy. We conduct extensive computational experiments to compare the ADP policy against two benchmark policies by means of simulation. These demonstrate that the ADP approach can generate high-quality solutions that outperform both benchmarks across a wide range of networks and parameters. We observe significant improvements in terms of fraction of late arrivals over the two benchmarks, without increase in average response time.

math.OC