arXiv subjects

Timo M. Deist

Publications and source records attributed to Timo M. Deist.

8 recordsLinked to original sources

arXiv2021

Multi-Objective Learning to Predict Pareto Fronts Using Hypervolume Maximization

Real-world problems are often multi-objective with decision-makers unable to specify a priori which trade-off between the conflicting objectives is preferable. Intuitively, building machine learning solutions in such cases would entail providing multiple predictions that span and uniformly cover the Pareto front of all optimal trade-off solutions. We propose a novel approach for multi-objective training of neural networks to approximate the Pareto front during inference. In our approach, the neural networks are trained multi-objectively using a dynamic loss function, wherein each network's losses (corresponding to multiple objectives) are weighted by their hypervolume maximizing gradients. We discuss and illustrate why training processes to approximate Pareto fronts need to optimize on fronts of individual training samples instead of on only the front of average losses. Experiments on three multi-objective problems show that our approach returns outputs that are well-spread across different trade-offs on the approximated Pareto front without requiring the trade-off vectors to be specified a priori. Further, results of comparisons with the state-of-the-art approaches highlight the added value of our proposed approach, especially in asymmetric Pareto fronts.

cs.LG↗

arXiv2021

Identifying Properties of Real-World Optimisation Problems through a Questionnaire

Optimisation algorithms are commonly compared on benchmarks to get insight into performance differences. However, it is not clear how closely benchmarks match the properties of real-world problems because these properties are largely unknown. This work investigates the properties of real-world problems through a questionnaire to enable the design of future benchmark problems that more closely resemble those found in the real world. The results, while not representative as they are based on only 45 responses, indicate that many problems possess at least one of the following properties: they are constrained, deterministic, have only continuous variables, require substantial computation times for both the objectives and the constraints, or allow a limited number of evaluations. Properties like known optimal solutions and analytical gradients are rarely available, limiting the options in guiding the optimisation process. These are all important aspects to consider when designing realistic benchmark problems. At the same time, the design of realistic benchmarks is difficult, because objective functions are often reported to be black-box and many problem properties are unknown. To further improve the understanding of real-world problems, readers working on a real-world optimisation problem are encouraged to fill out the questionnaire: https://tinyurl.com/opt-survey

cs.NE↗

arXiv2021

Multi-objective Optimization by Uncrowded Hypervolume Gradient Ascent

Evolutionary algorithms (EAs) are the preferred method for solving black-box multi-objective optimization problems, but when gradients of the objective functions are available, it is not straightforward to exploit these efficiently. By contrast, gradient-based optimization is well-established for single-objective optimization. A single-objective reformulation of the multi-objective problem could therefore offer a solution. Of particular interest to this end is the recently introduced uncrowded hypervolume (UHV) indicator, which takes into account dominated solutions. In this work, we show that the gradient of the UHV can often be computed, which allows for a direct application of gradient ascent algorithms. We compare this new approach with two EAs for UHV optimization as well as with one gradient-based algorithm for optimizing the well-established hypervolume. On several bi-objective benchmarks, we find that gradient-based algorithms outperform the tested EAs by obtaining a better hypervolume with fewer evaluations whenever exact gradients of the multiple objective functions are available and in case of small evaluation budgets. For larger budgets, however, EAs perform similarly or better. We further find that, when finite differences are used to approximate the gradients of the multiple objectives, our new gradient-based algorithm is still competitive with EAs in most considered benchmarks. Implementations are available at https://github.com/scmaree/uncrowded-hypervolume.

math.OC↗

arXiv2020

Towards Realistic Optimization Benchmarks: A Questionnaire on the Properties of Real-World Problems

Benchmarks are a useful tool for empirical performance comparisons. However, one of the main shortcomings of existing benchmarks is that it remains largely unclear how they relate to real-world problems. What does an algorithm's performance on a benchmark say about its potential on a specific real-world problem? This work aims to identify properties of real-world problems through a questionnaire on real-world single-, multi-, and many-objective optimization problems. Based on initial responses, a few challenges that have to be considered in the design of realistic benchmarks can already be identified. A key point for future work is to gather more responses to the questionnaire to allow an analysis of common combinations of properties. In turn, such common combinations can then be included in improved benchmark suites. To gather more data, the reader is invited to participate in the questionnaire at: https://tinyurl.com/opt-survey

cs.NE↗

arXiv2020

An End-to-end Deep Learning Approach for Landmark Detection and Matching in Medical Images

Anatomical landmark correspondences in medical images can provide additional guidance information for the alignment of two images, which, in turn, is crucial for many medical applications. However, manual landmark annotation is labor-intensive. Therefore, we propose an end-to-end deep learning approach to automatically detect landmark correspondences in pairs of two-dimensional (2D) images. Our approach consists of a Siamese neural network, which is trained to identify salient locations in images as landmarks and predict matching probabilities for landmark pairs from two different images. We trained our approach on 2D transverse slices from 168 lower abdominal Computed Tomography (CT) scans. We tested the approach on 22,206 pairs of 2D slices with varying levels of intensity, affine, and elastic transformations. The proposed approach finds an average of 639, 466, and 370 landmark matches per image pair for intensity, affine, and elastic transformations, respectively, with spatial matching errors of at most 1 mm. Further, more than 99% of the landmark pairs are within a spatial matching error of 2 mm, 4 mm, and 8 mm for image pairs with intensity, affine, and elastic transformations, respectively. To investigate the utility of our developed approach in a clinical setting, we also tested our approach on pairs of transverse slices selected from follow-up CT scans of three patients. Visual inspection of the results revealed landmark matches in both bony anatomical regions as well as in soft tissues lacking prominent intensity gradients.

cs.CV↗

arXiv2019

A Drug Recommendation System (Dr.S) for cancer cell lines

Personalizing drug prescriptions in cancer care based on genomic information requires associating genomic markers with treatment effects. This is an unsolved challenge requiring genomic patient data in yet unavailable volumes as well as appropriate quantitative methods. We attempt to solve this challenge for an experimental proxy for which sufficient data is available: 42 drugs tested on 1018 cancer cell lines. Our goal is to develop a method to identify the drug that is most promising based on a cell line's genomic information. For this, we need to identify for each drug the machine learning method, choice of hyperparameters and genomic features for optimal predictive performance. We extensively compare combinations of gene sets (both curated and random), genetic features, and machine learning algorithms for all 42 drugs. For each drug, the best performing combination (considering only the curated gene sets) is selected. We use these top model parameters for each drug to build and demonstrate a Drug Recommendation System (Dr.S). Insights resulting from this analysis are formulated as best practices for developing drug recommendation systems. The complete software system, called the Cell Line Analyzer, is written in Python and available on github.

stat.ML↗

arXiv2019

Simulation assisted machine learning

Motivation: In a predictive modeling setting, if sufficient details of the system behavior are known, one can build and use a simulation for making predictions. When sufficient system details are not known, one typically turns to machine learning, which builds a black-box model of the system using a large dataset of input sample features and outputs. We consider a setting which is between these two extremes: some details of the system mechanics are known but not enough for creating simulations that can be used to make high quality predictions. In this context we propose using approximate simulations to build a kernel for use in kernelized machine learning methods, such as support vector machines. The results of multiple simulations (under various uncertainty scenarios) are used to compute similarity measures between every pair of samples: sample pairs are given a high similarity score if they behave similarly under a wide range of simulation parameters. These similarity values, rather than the original high dimensional feature data, are used to build the kernel. Results: We demonstrate and explore the simulation based kernel (SimKern) concept using four synthetic complex systems--three biologically inspired models and one network flow optimization model. We show that, when the number of training samples is small compared to the number of features, the SimKern approach dominates over no-prior-knowledge methods. This approach should be applicable in all disciplines where predictive models are sought and informative yet approximate simulations are available. Availability: The Python SimKern software, the demonstration models (in MATLAB, R), and the datasets are available at https://github.com/davidcraft/SimKern.

stat.ML↗

arXiv2017

High-dose-rate prostate brachytherapy inverse planning on dose-volume criteria by simulated annealing

High-dose-rate brachytherapy is a tumor treatment method where a highly radioactive source is brought in close proximity to the tumor. In this paper we develop a simulated annealing algorithm to optimize the dwell times at preselected dwell positions to maximize tumor coverage under dose-volume constraints on the organs at risk. Compared to existing algorithms, our algorithm has advantages in terms of speed and objective value and does not require an expensive general purpose solver. Its success mainly depends on exploiting the efficiency of matrix multiplication and a careful selection of the neighboring states. In this paper we outline its details and make an in-depth comparison with existing methods using real patient data.

physics.med-ph↗