Optimization
Realtime Global Optimization of a Fail-Safe Emergency Stop Maneuver for Arbitrary Electrical / Electronical Failures in Automated Driving
Duerr, F., Ziehn, J., Kohlhaas, R., Roschani, M., Ruf, M., Beyerer, J.
In the event of a critical system failures in auto-mated vehicles, fail-operational or fail-safe measures provide minimum guarantees for the vehicle's performance, depending on which of its subsystems remain operational. Various such methods have been proposed which, upon failure, use different remaining sets of operational subsystems to execute maneuvers that bring the vehicle into a safe state under different environmental conditions. One particular such method proposes a fail-safe emergency stop system that requires no particular electric or electronic subsystem to be available after failure, and still provides a basic situation-dependent emergency stop maneuver. This is achieved by preemptively setting parameters to a hydraulic / mechanical system prior to failure, which after failure executes the preset maneuver "blindly". The focus of this paper is the particular challenge of implementing a lightweight planning algorithm that can cope with the complex uncertainties of the given task while still providing a globally optimal solution at regular intervals, based on the perceived and predicted environment of the automated vehicle.
No-Regret Learning of Nash Equilibrium for Black-Box Games via Gaussian Processes
Han, Minbiao, Zhang, Fengxue, Chen, Yuxin
This paper investigates the challenge of learning in black-box games, where the underlying utility function is unknown to any of the agents. While there is an extensive body of literature on the theoretical analysis of algorithms for computing the Nash equilibrium with complete information about the game, studies on Nash equilibrium in black-box games are less common. In this paper, we focus on learning the Nash equilibrium when the only available information about an agent's payoff comes in the form of empirical queries. We provide a no-regret learning algorithm that utilizes Gaussian processes to identify the equilibrium in such games. Our approach not only ensures a theoretical convergence rate but also demonstrates effectiveness across a variety collection of games through experimental validation.
An adaptive approach to Bayesian Optimization with switching costs
Pricopie, Stefan, Allmendinger, Richard, Lopez-Ibanez, Manuel, Fare, Clyde, Benatan, Matt, Knowles, Joshua
We investigate modifications to Bayesian Optimization for a resource-constrained setting of sequential experimental design where changes to certain design variables of the search space incur a switching cost. This models the scenario where there is a trade-off between evaluating more while maintaining the same setup, or switching and restricting the number of possible evaluations due to the incurred cost. We adapt two process-constrained batch algorithms to this sequential problem formulation, and propose two new methods -- one cost-aware and one costignorant. We validate and compare the algorithms using a set of 7 scalable test functions in different dimensionalities and switching-cost settings for 30 total configurations. Our proposed cost-aware hyperparameterfree algorithm yields comparable results to tuned process-constrained algorithms in all settings we considered, suggesting some degree of robustness to varying landscape features and cost trade-offs. This method starts to outperform the other algorithms with increasing switching-cost. Our work broadens out from other recent Bayesian Optimization studies in resource-constrained settings that consider a batch setting only. While the contributions of this work are relevant to the general class of resourceconstrained problems, they are particularly relevant to problems where adaptability to varying resource availability is of high importance.
Weakly-supervised causal discovery based on fuzzy knowledge and complex data complementarity
Li, Wenrui, Zhang, Wei, Zhang, Qinghao, Zhang, Xuegong, Wang, Xiaowo
Causal discovery based on observational data is important for deciphering the causal mechanism behind complex systems. However, the effectiveness of existing causal discovery methods is limited due to inferior prior knowledge, domain inconsistencies, and the challenges of high-dimensional datasets with small sample sizes. To address this gap, we propose a novel weakly-supervised fuzzy knowledge and data co-driven causal discovery method named KEEL. KEEL adopts a fuzzy causal knowledge schema to encapsulate diverse types of fuzzy knowledge, and forms corresponding weakened constraints. This schema not only lessens the dependency on expertise but also allows various types of limited and error-prone fuzzy knowledge to guide causal discovery. It can enhance the generalization and robustness of causal discovery, especially in high-dimensional and small-sample scenarios. In addition, we integrate the extended linear causal model (ELCM) into KEEL for dealing with the multi-distribution and incomplete data. Extensive experiments with different datasets demonstrate the superiority of KEEL over several state-of-the-art methods in accuracy, robustness and computational efficiency. For causal discovery in real protein signal transduction processes, KEEL outperforms the benchmark method with limited data. In summary, KEEL is effective to tackle the causal discovery tasks with higher accuracy while alleviating the requirement for extensive domain expertise.
Autonomous Sparse Mean-CVaR Portfolio Optimization
Lin, Yizun, Zhang, Yangyu, Lai, Zhao-Rong, Li, Cheng
The $\ell_0$-constrained mean-CVaR model poses a significant challenge due to its NP-hard nature, typically tackled through combinatorial methods characterized by high computational demands. From a markedly different perspective, we propose an innovative autonomous sparse mean-CVaR portfolio model, capable of approximating the original $\ell_0$-constrained mean-CVaR model with arbitrary accuracy. The core idea is to convert the $\ell_0$ constraint into an indicator function and subsequently handle it through a tailed approximation. We then propose a proximal alternating linearized minimization algorithm, coupled with a nested fixed-point proximity algorithm (both convergent), to iteratively solve the model. Autonomy in sparsity refers to retaining a significant portion of assets within the selected asset pool during adjustments in pool size. Consequently, our framework offers a theoretically guaranteed approximation of the $\ell_0$-constrained mean-CVaR model, improving computational efficiency while providing a robust asset selection scheme.
$\alpha$VIL: Learning to Leverage Auxiliary Tasks for Multitask Learning
Kourdis, Rafael, Gordon-Hall, Gabriel, Gorinski, Philip John
Multitask Learning is a Machine Learning paradigm that aims to train a range of (usually related) tasks with the help of a shared model. While the goal is often to improve the joint performance of all training tasks, another approach is to focus on the performance of a specific target task, while treating the remaining ones as auxiliary data from which to possibly leverage positive transfer towards the target during training. In such settings, it becomes important to estimate the positive or negative influence auxiliary tasks will have on the target. While many ways have been proposed to estimate task weights before or during training they typically rely on heuristics or extensive search of the weighting space. We propose a novel method called $\alpha$-Variable Importance Learning ($\alpha$VIL) that is able to adjust task weights dynamically during model training, by making direct use of task-specific updates of the underlying model's parameters between training epochs. Experiments indicate that $\alpha$VIL is able to outperform other Multitask Learning approaches in a variety of settings. To our knowledge, this is the first attempt at making direct use of model updates for task weight estimation.
Hype or Heuristic? Quantum Reinforcement Learning for Join Order Optimisation
Franz, Maja, Winker, Tobias, Groppe, Sven, Mauerer, Wolfgang
Identifying optimal join orders (JOs) stands out as a key challenge in database research and engineering. Owing to the large search space, established classical methods rely on approximations and heuristics. Recent efforts have successfully explored reinforcement learning (RL) for JO. Likewise, quantum versions of RL have received considerable scientific attention. Yet, it is an open question if they can achieve sustainable, overall practical advantages with improved quantum processors. In this paper, we present a novel approach that uses quantum reinforcement learning (QRL) for JO based on a hybrid variational quantum ansatz. It is able to handle general bushy join trees instead of resorting to simpler left-deep variants as compared to approaches based on quantum(-inspired) optimisation, yet requires multiple orders of magnitudes fewer qubits, which is a scarce resource even for post-NISQ systems. Despite moderate circuit depth, the ansatz exceeds current NISQ capabilities, which requires an evaluation by numerical simulations. While QRL may not significantly outperform classical approaches in solving the JO problem with respect to result quality (albeit we see parity), we find a drastic reduction in required trainable parameters. This benefits practically relevant aspects ranging from shorter training times compared to classical RL, less involved classical optimisation passes, or better use of available training data, and fits data-stream and low-latency processing scenarios. Our comprehensive evaluation and careful discussion delivers a balanced perspective on possible practical quantum advantage, provides insights for future systemic approaches, and allows for quantitatively assessing trade-offs of quantum approaches for one of the most crucial problems of database management systems.
Equivariant Deep Learning of Mixed-Integer Optimal Control Solutions for Vehicle Decision Making and Motion Planning
Reiter, Rudolf, Quirynen, Rien, Diehl, Moritz, Di Cairano, Stefano
Mixed-integer quadratic programs (MIQPs) are a versatile way of formulating vehicle decision making and motion planning problems, where the prediction model is a hybrid dynamical system that involves both discrete and continuous decision variables. However, even the most advanced MIQP solvers can hardly account for the challenging requirements of automotive embedded platforms. Thus, we use machine learning to simplify and hence speed up optimization. Our work builds on recent ideas for solving MIQPs in real-time by training a neural network to predict the optimal values of integer variables and solving the remaining problem by online quadratic programming. Specifically, we propose a recurrent permutation equivariant deep set that is particularly suited for imitating MIQPs that involve many obstacles, which is often the major source of computational burden in motion planning problems. Our framework comprises also a feasibility projector that corrects infeasible predictions of integer variables and considerably increases the likelihood of computing a collision-free trajectory. We evaluate the performance, safety and real-time feasibility of decision-making for autonomous driving using the proposed approach on realistic multi-lane traffic scenarios with interactive agents in SUMO simulations.
SPIN: Simultaneous Perception, Interaction and Navigation
Uppal, Shagun, Agarwal, Ananye, Xiong, Haoyu, Shaw, Kenneth, Pathak, Deepak
While there has been remarkable progress recently in the fields of manipulation and locomotion, mobile manipulation remains a long-standing challenge. Compared to locomotion or static manipulation, a mobile system must make a diverse range of long-horizon tasks feasible in unstructured and dynamic environments. While the applications are broad and interesting, there are a plethora of challenges in developing these systems such as coordination between the base and arm, reliance on onboard perception for perceiving and interacting with the environment, and most importantly, simultaneously integrating all these parts together. Prior works approach the problem using disentangled modular skills for mobility and manipulation that are trivially tied together. This causes several limitations such as compounding errors, delays in decision-making, and no whole-body coordination. In this work, we present a reactive mobile manipulation framework that uses an active visual system to consciously perceive and react to its environment. Similar to how humans leverage whole-body and hand-eye coordination, we develop a mobile manipulator that exploits its ability to move and see, more specifically -- to move in order to see and to see in order to move. This allows it to not only move around and interact with its environment but also, choose "when" to perceive "what" using an active visual system. We observe that such an agent learns to navigate around complex cluttered scenarios while displaying agile whole-body coordination using only ego-vision without needing to create environment maps. Results visualizations and videos at https://spin-robot.github.io/
Space Domain based Ecological Cooperative and Adaptive Cruise Control on Rolling Terrain
Lei, Mingyue, Wang, Haoran, Li, Duo, Li, Zhenning, Dhamaniya, Ashish, Hu, Jia
Ecological Cooperative and Adaptive Cruise Control (Eco-CACC) is widely focused to enhance sustainability of CACC. However, state-of-the-art Eco-CACC studies are still facing challenges in adopting on rolling terrain. Furthermore, they cannot ensure both ecology optimality and computational efficiency. Hence, this paper proposes a nonlinear optimal control based Eco-CACC controller. It has the following features: i) enhancing performance across rolling terrains by modeling in space domain; ii) enhancing fuel efficiency via globally optimizing all vehicle's fuel consumptions; iii) ensuring computational efficiency by developing a differential dynamic programming-based solving method for the non-linear optimal control problem; iv) ensuring string stability through theoretically proving and experimentally validating. The performance of the proposed Eco-CACC controller was evaluated. Results showed that the proposed Eco-CACC controller can improve average fuel saving by 37.67% at collector road and about 17.30% at major arterial.