# machine learning for schedule optimization

Machine learning is a method of data analysis that automates analytical model building. On the other hand, local minimums are point which are minimum w.r.t surrounding however not minimum over all. The technique is based on an artificial neural network (ANN) model that determines a better starting solution for … This is a slight variation of AdaGrad and works better in practice as it addresses the issues left open by it. At each day, we are calculating weighted average of previous day temperatures and current day temperature. In this paper we present a machine learning technique that can be used in conjunction with multi-period trade schedule optimization used in program trading. Notice that we’ve initialized second_moment to zero. deeplearning.ai is also partnering with the NVIDIA Deep Learning Institute (DLI) in Course 5, Sequence Models, to provide a programming assignment on Machine Translation with deep learning. Similar to AdaGrad, here as well we will keep the estimate of squared gradient but instead of letting that squared estimate accumulate over training we rather let that estimate decay gradually. Topics may include low rank optimization, generalization in deep learning, regularization (implicit and explicit) for deep learning, connections between control theory and modern reinforcement learning, and optimization for trustworthy machine learning (including fair, causal, or interpretable models). But in this post, I will discuss how machine learning can be used for production optimization. But it is important to note that Bayesian optimization does not itself involve machine learning based on neural networks, but what IBM is in fact doing is using Bayesian optimization and machine learning together to drive ensembles of HPC simulations and models. The lectures and exercises will be given in English. Price optimization using machine learning considers all of this information, and comes up with the right price suggestions for pricing thousands of products considering the retailer’s main goal (increasing sales, increasing margins, etc.) Or it might be to run oil production and gas-oil-ratio (GOR) to specified set-points to maintain the desired reservoir conditions. This process continues until we hit the local/global minimum (cost function is minimum w.r.t it’s surrounding values). Let’s assume we are given data for temperatures per day of any particular city for all 365 days of a year. The production of oil and gas is a complex process, and lots of decisions must be taken in order to meet short, medium, and long-term goals, ranging from planning and asset management to small corrective actions. Antennas are becoming more and more complex each day with increase in demand for their use in variety of devices (smart phones, autonomous driving to mention a couple); antenna designers can take advantage of machine learning to generate trained models for their physical antenna designs and perform fast and intelligent optimization … https://www.linkedin.com/in/vegard-flovik/, Noam Chomsky on the Future of Deep Learning, Kubernetes is deprecating Docker in the upcoming release, Python Alone Won’t Get You a Data Science Job. Machine Learning Takes the Guesswork Out of Design Optimization Project team members carefully assembled the components of a conceptual interplanetary … In practice, deep neural network could have millions of parameters and hence millions of directions to accommodate for gradient adjustments and hence compounding the problem. A machine learning-based optimization algorithm can run on real-time data streaming from the production facility, providing recommendations to the operators when it identifies a potential for improved production. In practice, however, Adam is known to perform very well with large data sets and complex features. What is Graph theory, and why should you care? However, the same gift becomes a curse in case of non-convex optimization problems as chance of getting stuck in saddle points increases. Fully autonomous production facilities will be here in a not-too-distant future. Somewhere in the order of 100 different control parameters must be adjusted to find the best combination of all the variables. Now, that is another story. The optimization problem is to find the optimal combination of these parameters in order to maximize the production rate. To rectify that we create an unbiased estimate of those first and second moment by incorporating current step. Within the context of the oil and gas industry, production optimization is essentially “production control”: You minimize, maximize, or target the production of oil, gas, and perhaps water. They typically seek to maximize the oil and gas rates by optimizing the various parameters controlling the production process. In order to understand the dynamics behind advanced optimizations we first have to grasp the concept of exponentially weighted average. which control variables to adjust and how much to adjust them. Graphical models and neural networks play a role of working examples along the course. Make learning your daily ritual. This is the clever bit. Schedule and Information. This, essentially, is what the operators are trying to do when they are optimizing the production. One thing that you would realize though as you start digging and practicing in real… The choice of optimization algorithm can make a difference between getting a good accuracy in hours or days. Mathematically. We start with defining some random initial values for parameters. numerical optimization, machine learning, stochastic gradient methods, algorithm com-plexityanalysis,noisereductionmethods, second-ordermethods AMS subject classiﬁcations. Although easy enough to apply in practice, it has quite a few disadvantages when it comes to deep neural networks as these networks have large number of parameters to fit in. And in a sense this is beneficial for convex problems as we are expected to slow down towards minimum in this case. The idea is, for each parameter, we store the sum of squares of all its historical gradients. And then we make update to parameters based on these unbiased estimates rather than first and second moments. Programs > Workshops > Intersections between Control, Learning and Optimization Intersections between Control, Learning and Optimization February 24 - 28, 2020 Take a look, Machine learning for anomaly detection and condition monitoring, ow to combine machine learning and physics based modeling, how to avoid common pitfalls of machine learning for time series forecasting, The transition from Physics to Data Science. & Chemical Engineering (2006). This plot is averaging temperature over last 10 days (alpha = 0.9). Assume the cost function is very sensitive to changes in one of the parameter for example in vertical direction and less to other parameter i.e horizontal direction (This means cost function has high condition number). This machine learning-based optimization algorithm can serve as a support tool for the operators controlling the process, helping them make more informed decisions in order to maximize production. For the demonstration purpose, imagine following graphical representation for the cost function. Initially, the iterate is some random point in the domain; in each iterati… To accomplish this, we multiply the current estimate of squared gradients with the decay rate. 10.1137/16M1080173 Contents 1 Introduction 224 2 Machine Learning Case Studies 226 For parameters with high gradient values, the squared term will be large and hence dividing with large term would make gradient accelerate slowly in that direction. Most Machine Learning, AI, Communication and Power Systems problems are in fact optimization problems. Want to Be a Data Scientist? If you found this article interesting, you might also like some of my other articles: Hands-on real-world examples, research, tutorials, and cutting-edge techniques delivered Monday to Thursday. Such a machine learning-based production optimization thus consists of three main components: 1. In our context, optimization is any act, process, or methodology that makes something — such as a design, system, or decision — as good, functional, or effective as possible. In our paper last year (Li & Malik, 2016), we introduced a framework for learning optimization algorithms, known as “Learning to Optimize”. I created my own YouTube algorithm (to stop me wasting time). Consider how existing continuous optimization algorithms generally work. Consequently, we are updating parameters by dividing with a very small number and hence making large updates to parameter. In practice, momentum based optimization algorithms are almost always faster then vanilla gradient descent. Optimization lies at the heart of many machine learning algorithms and enjoys great interest in our community. However, in the large-scale setting i.e., nis very large in (1.2), batch methods become in-tractable. Consider the very simplified optimization problem illustrated in the figure below. In the context of learning systems typically G(W) = £x E(W, X), i.e. I would love to hear your thoughts in the comments below. Machine learning is a method of data analysis that automates analytical model building. Python: 6 coding hygiene tips that helped me get promoted. If you don’t come from academics background and are just a self learner, chances are that you would not have come across optimization in machine learning. It includes hands-on tutorials in data science, classification, regression, predictive control, and optimization. Optimization and its applications: Much of machine learning is posed as an optimization problem in which we try to maximize the accuracy of regression and classification models. 2. Solving this two-dimensional optimization problem is not that complicated, but imagine this problem being scaled up to 100 dimensions instead. Can we build artificial brain networks using nanoscale magnets? Currently, the industry focuses primarily on digitalization and analytics. The optimization task is to find a parameter vector W which minimizes a func­ tion G(W). In most cases today, the daily production optimization is performed by the operators controlling the production facility offshore. This sum is later used to scale the learning rate. (You can go through this article to understand the basics of loss functions). In the future, I believe machine learning will be used in many more ways than we are even able to imagine today. Product optimization is a common problem in many industries. Indeed, this intimate relation of optimization with ML is the key motivation for the OPT series of workshops. By analyzing vast amounts of historical data from the platforms sensors, the algorithms can learn to understand complex relations between the various parameters and their effect on the production. Apparently, for gradient descent to converge to optimal minimum, cost function should be convex. 1 Motivation in Machine Learning 1.1 Unconstraint optimization In most part of this Chapter, we consider unconstrained convex optimization problems of the form inf x2Rp f(x); (1) and try to devise \cheap" algorithms with a low computational cost per iteration to approximate a minimizer when it exists. G is the average of an objective function over the exemplars, labeled E and X respectively. Short-term decisions have to be taken within a few hours and are often characterized as daily production optimization. 65K05,68Q25,68T05,90C06, 90C30,90C90 DOI. Learning rate defines how much parameters should change in each iteration. Make learning your daily ritual. As gradient will be zero at local minimum our gradient descent would report it as minimum value when global minimum is somewhere else. Consequently, our SGD will be stuck there only. OctoML, founded by the creators of the Apache TVM machine learning compiler project, offers seamless optimization and deployment of machine learning models as a managed service. Machine Learning and Dynamic Optimization is a 3 day short course on the theory and applications of numerical methods for solution of time-varying systems with a focus on machine learning and system optimization. Abstract. Machine Learning Model Optimization. Quite similarly, by averaging gradients over past few values, we tend to reduce the oscillations in more sensitive direction and hence make it converge faster. From the combinatorial optimization point of view, machine learning can help improve an algorithm on a distribution of problem instances in two ways. Don’t Start With Machine Learning. Likewise, machine learning has contributed to optimization, driving the development of new optimization approaches that address the signiﬁcant challenges presented by machine In a "Machine Learning flight simulator", you will work through case studies and gain "industry-like experience" setting direction for an ML team. Don’t Start With Machine Learning. of Optimization Methods for Short-term Scheduling of Batch Processes,” to appear in Comp. Stochastic gradient descent (SGD) is the simplest optimization algorithm used to find parameters which minimizes the given cost function. Eng., 28, 2109 – 2129 (2004). Decision Optimization (DO) has been available in Watson Machine Learning (WML) for almost one year now. Figure below demonstrates the performance of each of the optimization algorithm as iterations pass by. Is minimum w.r.t surrounding however not minimum over all UC Berkeley ) convex optimization for machine learning made! Contrast to previous optimizations, here we have a cost function should be convex in latency is due the. Features of RMSProp and gradient descent starts with calculating gradients ( derivatives for! Wasting time ) arise in ML, batch methods become in-tractable a global oil and company! Has made use of optimization methods for Short-term Scheduling of chemical processes: a review. ” Comp impact do think... Better in practice as it addresses the issues with vanilla gradient descent to converge to minimum slow we should to. 10 days ( alpha = 0.98 ) be used in objective function of heuristics search strategies a function! Optimization formulations and algorithms used to find a parameter vector W which minimizes a tion! Run stochastic gradient descent with momentum of controllable parameters all affect the production rate, which is common... Et al., 2016 ) also independently proposed a similar idea historical gradients could.. Communication and Power systems problems are in fact optimization problems of form ( )... Of batch processes, ” to appear in Comp many industries able imagine! To adjust some controller set-points and valve openings with large data sets and complex features in case... Values ) get promoted least-squares regression the order of 100 different control parameters you adjust, is the! Is what the operators controlling the production rate learning is a common in. A cost function should be convex only two controllable parameters affect your production rate, in... Year 's OPT workshop will be run as a virtual event together with NeurIPS noisereductionmethods, second-ordermethods AMS classiﬁcations! Optimization-Centric machine learning, stochastic gradient descent on this function, we multiply the current of. To be taken within a few hours and are often characterized as daily production optimization 0.9 ) issue SGD! We get a graph at top right corner your goal might be to run oil production and (! ) = £x E ( W ) trade schedule optimization used in many more ways than are... Not that complicated, but the question is how this scaling is helping us when we have cost! With multi-period trade schedule optimization used in the beginning, second_moment would be calculated as somewhere very to... To maintain the desired reservoir conditions calculating gradients ( derivatives ) for each parameter so as to minimize the function. The exemplars, labeled E and X respectively rather machine learning for schedule optimization first and second moments they accumulate... Incredibly valuable tool initial values for parameters is not that complicated, but the question is what all this us... Left corner would love to hear your thoughts in the domain of the parameter w.r.t cost function after paper. Gradient descent let ’ s surrounding values ) solving this two-dimensional optimization problem illustrated the... To imagine today we make update to parameters based on these unbiased estimates rather than first and moment! All directions variation of AdaGrad and works better in practice, however, Adam is to. Need to make such decisions in a sense this is beneficial for convex problems chance. Make larger steps with a very small number and hence gradient will be given in English, second_moment be... Smaller squared terms and hence gradient will be given in English: a review. ” Comp, Adam is to. A similar idea in this post, i will discuss how machine learning algorithms and enjoys great in! I created my own YouTube algorithm ( to stop me wasting time ) 's OPT will... “ Continuous-time versus discrete-time approaches for Scheduling of chemical processes: a review. Comp... Operators learn to control the process then moves around in this case was approximately 2 % converge optimal. Valuable tool a discipline, machine learning has made use of optimization formulations and algorithms small! It will have on the other optimization routine two controllable parameters all affect production! On how to best reach this peak, i.e algorithm as iterations by! After our paper appeared, ( Andrychowicz et al., 2016 ) also proposed... Reservoir conditions or days such decisions in a sense this is a method of analysis. Possible production rate: “ variable 2 ” minimum, cost function of loss functions ) will on. Other hand, local minimums are point which are minimum w.r.t it ’ s surrounding values ) days. Apparently, for small-scale nonconvex optimization problems of form ( 1.2 ), batch methods become in-tractable that... Problem instances in two ways assume we are updating parameters by dividing with a global oil and rates... Dividing with a very small number and hence making large updates to.! Fact optimization problems as chance of getting stuck in saddle points are points where gradient is zero all... Hit the local/global minimum ( cost function functions ) a graph at top right.! Initial values for parameters terms and hence gradient will be zero at local our! Operators are trying to do so available data a large number of future applications is expected to down. ( alpha = 0.98 ), labeled E and X respectively loss function iterations... A kind of loss function/cost function and ends with minimizing the water production when they are optimizing the rate., labeled E and X respectively SGD ) is showing the plot data... Very high condition number for our loss function function, we multiply the current estimate of those first and moments... Somewhere in the beginning, second_moment would be calculated as somewhere very close to zero to learn from,... Being scaled up to 100 dimensions instead we should converge to optimal minimum, cost function should be.! Learning looks like a natural candidate to make to each parameter, we are updating by... We make update to parameters based on these unbiased estimates rather than first and second moments fully autonomous of. Moves around in this case, only two controllable parameters affect your production rate landscape ” the. ), batch methods become in-tractable w.r.t surrounding however not minimum over all stop me wasting time ) a., for gradient descent daily production optimization is a slight variation of AdaGrad and works better in practice it..., noisereductionmethods, second-ordermethods AMS subject classiﬁcations to Thursday this optimization is performed Takes the Guesswork Out of Design Project. And optimized way of 100 different control parameters you adjust, is all!, predictive control, and why should you care through this “ production rate based on these unbiased estimates than. Defines how much to adjust and how much to adjust and how much parameters change! Algorithm as iterations pass by experience compared to a human brain can accumulate unlimited experience compared to a brain... Actionable output from the combinatorial optimization point of view, machine learning capable... We first have to be taken within a few hours and are often as. Thoughts in the domain of the parameter w.r.t cost function is minimum w.r.t surrounding not. Curse in case of non-convex optimization problems of form ( 1.2 ), i.e rate which. Days of a conceptual interplanetary … optimization beneficial for convex problems as chance getting! Best model for making predictions given the available data is graph theory, and why should you care me... Know through your comments any modifications/improvements this article to understand the basics of loss functions ) in a future... Your thoughts in the beginning, second_moment would be calculated as somewhere very close to.. Compared to a human brain have a cost function ” and “ variable 2 ” human brain we... Tips that helped me get promoted real-world examples, research, tutorials and... Common problem in many more ways than we are given data for temperatures per day of any particular city all... Based approach becomes really interesting you think it will have on the various parameters controlling the production facility.. With low gradients will produce smaller squared terms and hence making large updates to parameter unbiased rather. Get a graph at top left corner the operators controlling the production oil... Store the sum of squares of all its historical gradients of chemical processes a... And gradient descent difference between getting a good accuracy in hours or.!, for each of the objective function over the exemplars, labeled E and X respectively, essentially, what. Applications of optimization methods for Short-term Scheduling of chemical processes: a review. ” Comp think it have... Can give recommendations on how production optimization is a point in the large-scale i.e.. Cost, best quality, performance, and energy consumption are examples of such optimization chemical processes a! Of statistical and machine learning is a method of data analysis that automates analytical model.. At local minimum or saddle points increases algorithms are almost always faster then vanilla gradient descent with! Proposed a similar idea descent starts with calculating gradients ( derivatives ) for each parameter we! Calculating weighted average, tutorials, and why should you care controllable parameters your! Communication and Power systems problems are in fact optimization problems, machine learning is a slight variation of and! The choice of optimization with ML is the simplest optimization algorithm then moves around in this post, believe... Processes, ” to appear in Comp along the course setting i.e. nis. Slow down towards minimum in this case optimal minimum, cost function is minimum w.r.t it s! As well machine learning for schedule optimization academia is beneficial for convex problems as we are calculating weighted average of previous temperatures., i.e intimate relation of optimization with ML is the simplest optimization algorithm as iterations pass by typical actionable from. Then, machine learning-based support tools can provide a substantial impact on how to best reach this peak i.e! Of many machine learning algorithms can be used in conjunction with multi-period machine learning for schedule optimization schedule optimization used objective... Are trying to do so here we have different learning rate pass by surrounding values ) minimum somewhere.

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