Engineering topics

Wolpert, David

Publications and source records attributed to Wolpert, David.

6 records

NASA NTRS2006

Distributed Constrained Optimization with Semicoordinate Transformations

Recent work has shown how information theory extends conventional full-rationality game theory to allow bounded rational agents. The associated mathematical framework can be used to solve constrained optimization problems. This is done by translating the problem into an iterated game, where each agent controls a different variable of the problem, so that the joint probability distribution across the agents moves gives an expected value of the objective function. The dynamics of the agents is designed to minimize a Lagrangian function of that joint distribution. Here we illustrate how the updating of the Lagrange parameters in the Lagrangian is a form of automated annealing, which focuses the joint distribution more and more tightly about the joint moves that optimize the objective function. We then investigate the use of "semicoordinate" variable transformations. These separate the joint state of the agents from the variables of the optimization problem, with the two connected by an onto mapping. We present experiments illustrating the ability of such transformations to facilitate optimization. We focus on the special kind of transformation in which the statistically independent states of the agents induces a mixture distribution over the optimization variables. Computer experiment illustrate this for &sat constraint satisfaction problems and for unconstrained minimization of NK functions.

Macready, William↗

NASA NTRS2005

Distributed Optimization

We demonstrate a new framework for analyzing and controlling distributed systems, by solving constrained optimization problems with an algorithm based on that framework. The framework is ar. information-theoretic extension of conventional full-rationality game theory to allow bounded rational agents. The associated optimization algorithm is a game in which agents control the variables of the optimization problem. They do this by jointly minimizing a Lagrangian of (the probability distribution of) their joint state. The updating of the Lagrange parameters in that Lagrangian is a form of automated annealing, one that focuses the multi-agent system on the optimal pure strategy. We present computer experiments for the k-sat constraint satisfaction problem and for unconstrained minimization of NK functions.

Macready, William↗

NASA NTRS2004

Masked Proportional Routing

Masked proportional routing is an improved procedure for choosing links between adjacent nodes of a network for the purpose of transporting an entity from a source node ("A") to a destination node ("B"). The entity could be, for example, a physical object to be shipped, in which case the nodes would represent waypoints and the links would represent roads or other paths between waypoints. For another example, the entity could be a message or packet of data to be transmitted from A to B, in which case the nodes could be computer-controlled switching stations and the links could be communication channels between the stations. In yet another example, an entity could represent a workpiece while links and nodes could represent, respectively, manufacturing processes and stages in the progress of the workpiece towards a finished product. More generally, the nodes could represent states of an entity and the links could represent allowed transitions of the entity. The purpose of masked proportional routing and of related prior routing procedures is to schedule transitions of entities from their initial states ("A") to their final states ("B") in such a manner as to minimize a cost or to attain some other measure of optimality or efficiency. Masked proportional routing follows a distributed (in the sense of decentralized) approach to probabilistically or deterministically choosing the links. It was developed to satisfy a need for a routing procedure that 1. Does not always choose the same link(s), even for two instances characterized by identical estimated values of associated cost functions; 2. Enables a graceful transition from one set of links to another set of links as the circumstances of operation of the network change over time; 3. Is preferably amenable to separate optimization of different portions of the network; 4. Is preferably usable in a network in which some of the routing decisions are made by one or more other procedure(s); 5. Preferably does not cause an entity to visit the same node twice; and 6. Preferably can be modified so that separate entities moving from A to B do not arrive out of order.

Wolpert, David↗

NASA NTRS2004

A Survey of Collectives

Due to the increasing sophistication and miniaturization of computational components, complex, distributed systems of interacting agents are becoming ubiquitous. Such systems, where each agent aims to optimize its own performance, but where there is a well-defined set of system-level performance criteria, are called collectives. The fundamental problem in analyzing/designing such systems is in determining how the combined actions of self-interested agents leads to 'coordinated' behavior on a iarge scale. Examples of artificial systems which exhibit such behavior include packet routing across a data network, control of an array of communication satellites, coordination of multiple deployables, and dynamic job scheduling across a distributed computer grid. Examples of natural systems include ecosystems, economies, and the organelles within a living cell. No current scientific discipline provides a thorough understanding of the relation between the structure of collectives and how well they meet their overall performance criteria. Although still very young, research on collectives has resulted in successes both in understanding and designing such systems. It is eqected that as it matures and draws upon other disciplines related to collectives, this field will greatly expand the range of computationally addressable tasks. Moreover, in addition to drawing on them, such a fully developed field of collective intelligence may provide insight into already established scientific fields, such as mechanism design, economics, game theory, and population biology. This chapter provides a survey to the emerging science of collectives.

Tumer, Kagan↗

NASA NTRS2003

Collectives for the Optimal Combination of Imperfect Objects

In this letter we summarize some recent theoretical work on the design of collectives, i.e., of systems containing many agents, each of which can be viewed as trying to maximize an associated private utility, where there is also a world utility rating the behavior of that overall system that the designer of the collective wishes to optimize. We then apply algorithms based on that work on a recently suggested testbed for such optimization problems. This is the problem of finding the combination of imperfect nano-scale objects that results in the best aggregate object. We present experimental results showing that these algorithms outperform conventional methods by more than an order of magnitude in this domain.

Tumer, Kagan↗

NASA NTRS2001

Improving Simulated Annealing by Recasting it as a Non-Cooperative Game

The game-theoretic field of COllective INtelligence (COIN) concerns the design of computer-based players engaged in a non-cooperative game so that as those players pursue their self-interests, a pre-specified global goal for the collective computational system is achieved "as a side-effect". Previous implementations of COIN algorithms have outperformed conventional techniques by up to several orders of magnitude, on domains ranging from telecommunications control to optimization in congestion problems. Recent mathematical developments have revealed that these previously developed game-theory-motivated algorithms were based on only two of the three factors determining performance. Consideration of only the third factor would instead lead to conventional optimization techniques like simulated annealing that have little to do with non-cooperative games. In this paper we present an algorithm based on all three terms at once. This algorithm can be viewed as a way to modify simulated annealing by recasting it as a non-cooperative game, with each variable replaced by a player. This recasting allows us to leverage the intelligent behavior of the individual players to substantially improve the exploration step of the simulated annealing. Experiments are presented demonstrating that this recasting improves simulated annealing by several orders of magnitude for spin glass relaxation and bin-packing.

Wolpert, David↗