Mathematical & Statistical Methods
Incremental Gauss--Newton Methods with Superlinear Convergence Rates
Zhou, Zhiling, Liu, Zhuanghua, Liu, Chengchang, Luo, Luo
This paper addresses the challenge of solving large-scale nonlinear equations with H\"older continuous Jacobians. We introduce a novel Incremental Gauss--Newton (IGN) method within explicit superlinear convergence rate, which outperforms existing methods that only achieve linear convergence rate. In particular, we formulate our problem by the nonlinear least squares with finite-sum structure, and our method incrementally iterates with the information of one component in each round. We also provide a mini-batch extension to our IGN method that obtains an even faster superlinear convergence rate. Furthermore, we conduct numerical experiments to show the advantages of the proposed methods.
Artificial intelligence and machine learning generated conjectures with TxGraffiti
The ability of carefully designed computer programs to generate meaningful mathematical conjectures has been demonstrated since the late 1980s, notably by Fajtlowicz's GRAFFITI program [23]. Indeed, this heuristic-based program was the first artificial intelligence to make significant conjectures in matrices, number theory, and graph theory, attracting the attention of renowned mathematicians like Paul Erdős, Ronald Graham, and Odile Favaron. Inspired by the pioneering work of Fajtlowicz, and by interactions with mathematicians who considered conjectures of GRAFFITI, we developed the TxGraffiti program, a modern conjecturing artificial intelligence named in homage to this rich history of conjectures made by GRAFFITI and now available as an interactive website.
Graphon Particle Systems, Part II: Dynamics of Distributed Stochastic Continuum Optimization
We study the distributed optimization problem over a graphon with a continuum of nodes, which is regarded as the limit of the distributed networked optimization as the number of nodes goes to infinity. Each node has a private local cost function. The global cost function, which all nodes cooperatively minimize, is the integral of the local cost functions on the node set. We propose stochastic gradient descent and gradient tracking algorithms over the graphon. We establish a general lemma for the upper bound estimation related to a class of time-varying differential inequalities with negative linear terms, based upon which, we prove that for both kinds of algorithms, the second moments of the nodes' states are uniformly bounded. Especially, for the stochastic gradient tracking algorithm, we transform the convergence analysis into the asymptotic property of coupled nonlinear differential inequalities with time-varying coefficients and develop a decoupling method. For both kinds of algorithms, we show that by choosing the time-varying algorithm gains properly, all nodes' states achieve $\mathcal{L}^{\infty}$-consensus for a connected graphon. Furthermore, if the local cost functions are strongly convex, then all nodes' states converge to the minimizer of the global cost function and the auxiliary states in the stochastic gradient tracking algorithm converge to the gradient value of the global cost function at the minimizer uniformly in mean square.
Markovian Gaussian Process: A Universal State-Space Representation for Stationary Temporal Gaussian Process
Li, Weihan, Wang, Yule, Li, Chengrui, Wu, Anqi
Gaussian Processes (GPs) and Linear Dynamical Systems (LDSs) are essential time series and dynamic system modeling tools. GPs can handle complex, nonlinear dynamics but are computationally demanding, while LDSs offer efficient computation but lack the expressive power of GPs. To combine their benefits, we introduce a universal method that allows an LDS to mirror stationary temporal GPs. This state-space representation, known as the Markovian Gaussian Process (Markovian GP), leverages the flexibility of kernel functions while maintaining efficient linear computation. Unlike existing GP-LDS conversion methods, which require separability for most multi-output kernels, our approach works universally for single- and multi-output stationary temporal kernels. We evaluate our method by computing covariance, performing regression tasks, and applying it to a neuroscience application, demonstrating that our method provides an accurate state-space representation for stationary temporal GPs.
Leveraging Fixed-Parameter Tractability for Robot Inspection Planning
Mizutani, Yosuke, Salomao, Daniel Coimbra, Crane, Alex, Bentert, Matthias, Drange, Pål Grønås, Reidl, Felix, Kuntz, Alan, Sullivan, Blair D.
Autonomous robotic inspection, where a robot moves through its environment and inspects points of interest, has applications in industrial settings, structural health monitoring, and medicine. Planning the paths for a robot to safely and efficiently perform such an inspection is an extremely difficult algorithmic challenge. In this work we consider an abstraction of the inspection planning problem which we term Graph Inspection. We give two exact algorithms for this problem, using dynamic programming and integer linear programming. We analyze the performance of these methods, and present multiple approaches to achieve scalability. We demonstrate significant improvement both in path weight and inspection coverage over a state-of-the-art approach on two robotics tasks in simulation, a bridge inspection task by a UAV and a surgical inspection task using a medical robot.
Metric Dimension and Resolvability of Jaccard Spaces
Lladser, Manuel E., Paradise, Alexander J.
A subset of points in a metric space is said to resolve it if each point in the space is uniquely characterized by its distance to each point in the subset. In particular, resolving sets can be used to represent points in abstract metric spaces as Euclidean vectors. Importantly, due to the triangle inequality, points close by in the space are represented as vectors with similar coordinates, which may find applications in classification problems of symbolic objects under suitably chosen metrics. In this manuscript, we address the resolvability of Jaccard spaces, i.e., metric spaces of the form $(2^X,\text{Jac})$, where $2^X$ is the power set of a finite set $X$, and $\text{Jac}$ is the Jaccard distance between subsets of $X$. Specifically, for different $a,b\in 2^X$, $\text{Jac}(a,b)=|a\Delta b|/|a\cup b|$, where $|\cdot|$ denotes size (i.e., cardinality) and $\Delta$ denotes the symmetric difference of sets. We combine probabilistic and linear algebra arguments to construct highly likely but nearly optimal (i.e., of minimal size) resolving sets of $(2^X,\text{Jac})$. In particular, we show that the metric dimension of $(2^X,\text{Jac})$, i.e., the minimum size of a resolving set of this space, is $\Theta(|X|/\ln|X|)$. In addition, we show that a much smaller subset of $2^X$ suffices to resolve, with high probability, all different pairs of subsets of $X$ of cardinality at most $\sqrt{|X|}/\ln|X|$, up to a factor.
QBI: Quantile-based Bias Initialization for Efficient Private Data Reconstruction in Federated Learning
Nowak, Micha V., Bott, Tim P., Khachaturov, David, Puppe, Frank, Krenzer, Adrian, Hekalo, Amar
Federated learning enables the training of machine learning models on distributed data without compromising user privacy, as data remains on personal devices and only model updates, such as gradients, are shared with a central coordinator. However, recent research has shown that the central entity can perfectly reconstruct private data from shared model updates by maliciously initializing the model's parameters. In this paper, we propose QBI, a novel bias initialization method that significantly enhances reconstruction capabilities. This is accomplished by directly solving for bias values yielding sparse activation patterns. Further, we propose PAIRS, an algorithm that builds on QBI. PAIRS can be deployed when a separate dataset from the target domain is available to further increase the percentage of data that can be fully recovered. Measured by the percentage of samples that can be perfectly reconstructed from batches of various sizes, our approach achieves significant improvements over previous methods with gains of up to 50% on ImageNet and up to 60% on the IMDB sentiment analysis text dataset. Furthermore, we establish theoretical limits for attacks leveraging stochastic gradient sparsity, providing a foundation for understanding the fundamental constraints of these attacks. We empirically assess these limits using synthetic datasets. Finally, we propose and evaluate AGGP, a defensive framework designed to prevent gradient sparsity attacks, contributing to the development of more secure and private federated learning systems.
Testing the Feasibility of Linear Programs with Bandit Feedback
Gangrade, Aditya, Gopalan, Aditya, Saligrama, Venkatesh, Scott, Clayton
While the recent literature has seen a surge in the study of constrained bandit problems, all existing methods for these begin by assuming the feasibility of the underlying problem. We initiate the study of testing such feasibility assumptions, and in particular address the problem in the linear bandit setting, thus characterising the costs of feasibility testing for an unknown linear program using bandit feedback. Concretely, we test if $\exists x: Ax \ge 0$ for an unknown $A \in \mathbb{R}^{m \times d}$, by playing a sequence of actions $x_t\in \mathbb{R}^d$, and observing $Ax_t + \mathrm{noise}$ in response. By identifying the hypothesis as determining the sign of the value of a minimax game, we construct a novel test based on low-regret algorithms and a nonasymptotic law of iterated logarithms. We prove that this test is reliable, and adapts to the `signal level,' $\Gamma,$ of any instance, with mean sample costs scaling as $\widetilde{O}(d^2/\Gamma^2)$. We complement this by a minimax lower bound of $\Omega(d/\Gamma^2)$ for sample costs of reliable tests, dominating prior asymptotic lower bounds by capturing the dependence on $d$, and thus elucidating a basic insight missing in the extant literature on such problems.
A Systematization of the Wagner Framework: Graph Theory Conjectures and Reinforcement Learning
Angileri, Flora, Lombardi, Giulia, Fois, Andrea, Faraone, Renato, Metta, Carlo, Salvi, Michele, Bianchi, Luigi Amedeo, Fantozzi, Marco, Galfrè, Silvia Giulia, Pavesi, Daniele, Parton, Maurizio, Morandin, Francesco
In 2021, Adam Zsolt Wagner proposed an approach to disprove conjectures in graph theory using Reinforcement Learning (RL). Wagner's idea can be framed as follows: consider a conjecture, such as a certain quantity f(G) < 0 for every graph G; one can then play a single-player graph-building game, where at each turn the player decides whether to add an edge or not. The game ends when all edges have been considered, resulting in a certain graph G_T, and f(G_T) is the final score of the game; RL is then used to maximize this score. This brilliant idea is as simple as innovative, and it lends itself to systematic generalization. Several different single-player graph-building games can be employed, along with various RL algorithms. Moreover, RL maximizes the cumulative reward, allowing for step-by-step rewards instead of a single final score, provided the final cumulative reward represents the quantity of interest f(G_T). In this paper, we discuss these and various other choices that can be significant in Wagner's framework. As a contribution to this systematization, we present four distinct single-player graph-building games. Each game employs both a step-by-step reward system and a single final score. We also propose a principled approach to select the most suitable neural network architecture for any given conjecture, and introduce a new dataset of graphs labeled with their Laplacian spectra. Furthermore, we provide a counterexample for a conjecture regarding the sum of the matching number and the spectral radius, which is simpler than the example provided in Wagner's original paper. The games have been implemented as environments in the Gymnasium framework, and along with the dataset, are available as open-source supplementary materials.
Modeling and Controls of Fluid-Structure Interactions (FSI) in Dynamic Morphing Flight
Gupta, Bibek, Sihite, Eric, Ramezani, Alireza
The primary aim of this study is to enhance the accuracy of our aerodynamic Fluid-Structure Interaction (FSI) model to support the controlled tracking of 3D flight trajectories by Aerobat, which is a dynamic morphing winged drone. Building upon our previously documented Unsteady Aerodynamic model rooted in horseshoe vortices, we introduce a new iteration of Aerobat, labeled as version beta, which is designed for attachment to a Kinova arm. Through a series of experiments, we gather force-moment data from the robotic arm attachment and utilize it to fine-tune our unsteady model for banking turn maneuvers. Subsequently, we employ the tuned FSI model alongside a collocation control strategy to accomplish 3D banking turns of Aerobat within simulation environments. The primary contribution lies in presenting a methodical approach to calibrate our FSI model to predict complex 3D maneuvers and successfully assessing the model's potential for closed-loop flight control of Aerobat using an optimization-based collocation method.