Optimization
A Survey of Data-Efficient Graph Learning
Ju, Wei, Yi, Siyu, Wang, Yifan, Long, Qingqing, Luo, Junyu, Xiao, Zhiping, Zhang, Ming
Graph-structured data, prevalent in domains ranging from social networks to biochemical analysis, serve as the foundation for diverse real-world systems. While graph neural networks demonstrate proficiency in modeling this type of data, their success is often reliant on significant amounts of labeled data, posing a challenge in practical scenarios with limited annotation resources. To tackle this problem, tremendous efforts have been devoted to enhancing graph machine learning performance under low-resource settings by exploring various approaches to minimal supervision. In this paper, we introduce a novel concept of Data-Efficient Graph Learning (DEGL) as a research frontier, and present the first survey that summarizes the current progress of DEGL. We initiate by highlighting the challenges inherent in training models with large labeled data, paving the way for our exploration into DEGL. Next, we systematically review recent advances on this topic from several key aspects, including self-supervised graph learning, semi-supervised graph learning, and few-shot graph learning. Also, we state promising directions for future research, contributing to the evolution of graph machine learning.
Continuous-time Trajectory Estimation: A Comparative Study Between Gaussian Process and Spline-based Approaches
Johnson, Jacob, Mangelson, Joshua, Barfoot, Timothy, Beard, Randal
Continuous-time trajectory estimation is an attractive alternative to discrete-time batch estimation due to the ability to incorporate high-frequency measurements from asynchronous sensors while keeping the number of optimization parameters bounded. Two types of continuous-time estimation have become prevalent in the literature: Gaussian process regression and spline-based estimation. In this paper, we present a direct comparison between these two methods. We first compare them using a simple linear system, and then compare them in a camera and IMU sensor fusion scenario on SE(3) in both simulation and hardware. Our results show that if the same measurements and motion model are used, the two methods achieve similar trajectory accuracy. In addition, if the spline order is chosen so that the degree-of-differentiability of the two trajectory representations match, then they achieve similar solve times as well.
ODICE: Revealing the Mystery of Distribution Correction Estimation via Orthogonal-gradient Update
Mao, Liyuan, Xu, Haoran, Zhang, Weinan, Zhan, Xianyuan
In this study, we investigate the DIstribution Correction Estimation (DICE) methods, an important line of work in offline reinforcement learning (RL) and imitation learning (IL). DICE-based methods impose state-action-level behavior constraint, which is an ideal choice for offline learning. However, they typically perform much worse than current state-of-the-art (SOTA) methods that solely use action-level behavior constraint. After revisiting DICE-based methods, we find there exist two gradient terms when learning the value function using true-gradient update: forward gradient (taken on the current state) and backward gradient (taken on the next state). Using forward gradient bears a large similarity to many offline RL methods, and thus can be regarded as applying action-level constraint. However, directly adding the backward gradient may degenerate or cancel out its effect if these two gradients have conflicting directions. To resolve this issue, we propose a simple yet effective modification that projects the backward gradient onto the normal plane of the forward gradient, resulting in an orthogonal-gradient update, a new learning rule for DICE-based methods. We conduct thorough theoretical analyses and find that the projected backward gradient brings state-level behavior regularization, which reveals the mystery of DICE-based methods: the value learning objective does try to impose state-action-level constraint, but needs to be used in a corrected way. Through toy examples and extensive experiments on complex offline RL and IL tasks, we demonstrate that DICE-based methods using orthogonal-gradient updates (O-DICE) achieve SOTA performance and great robustness.
Signal Processing Meets SGD: From Momentum to Filter
Yao, Zhipeng, Zhang, Yu, Li, Dazhou
In deep learning, stochastic gradient descent (SGD) and its momentum-based variants are widely used in optimization algorithms, they usually face the problem of slow convergence. Meanwhile, existing adaptive learning rate optimizers accelerate convergence but often at the expense of generalization ability. We demonstrate that the adaptive learning rate property impairs generalization. To address this contradiction, we propose a novel optimization method that aims to accelerate the convergence rate of SGD without loss of generalization. This approach is based on the idea of reducing the variance of the historical gradient, enhancing the first-order moment estimation of the SGD by applying Wiener filtering theory, and introducing a time-varying adaptive weight. Experimental results show that SGDF achieves a trade-off between convergence and generalization compared to state-of-the-art optimizers.
Randomized Forward Mode of Automatic Differentiation For Optimization Algorithms
Shukla, Khemraj, Shin, Yeonjong
We present a randomized forward mode gradient (RFG) as an alternative to backpropagation. RFG is a random estimator for the gradient that is constructed based on the directional derivative along a random vector. The forward mode automatic differentiation (AD) provides an efficient computation of RFG. The probability distribution of the random vector determines the statistical properties of RFG. Through the second moment analysis, we found that the distribution with the smallest kurtosis yields the smallest expected relative squared error. By replacing gradient with RFG, a class of RFG-based optimization algorithms is obtained. By focusing on gradient descent (GD) and Polyak's heavy ball (PHB) methods, we present a convergence analysis of RFG-based optimization algorithms for quadratic functions. Computational experiments are presented to demonstrate the performance of the proposed algorithms and verify the theoretical findings.
ACT: Empowering Decision Transformer with Dynamic Programming via Advantage Conditioning
Gao, Chen-Xiao, Wu, Chenyang, Cao, Mingjun, Kong, Rui, Zhang, Zongzhang, Yu, Yang
Decision Transformer (DT), which employs expressive sequence modeling techniques to perform action generation, has emerged as a promising approach to offline policy optimization. However, DT generates actions conditioned on a desired future return, which is known to bear some weaknesses such as the susceptibility to environmental stochasticity. To overcome DT's weaknesses, we propose to empower DT with dynamic programming. Our method comprises three steps. First, we employ in-sample value iteration to obtain approximated value functions, which involves dynamic programming over the MDP structure. Second, we evaluate action quality in context with estimated advantages. We introduce two types of advantage estimators, IAE and GAE, which are suitable for different tasks. Third, we train an Advantage-Conditioned Transformer (ACT) to generate actions conditioned on the estimated advantages. Finally, during testing, ACT generates actions conditioned on a desired advantage. Our evaluation results validate that, by leveraging the power of dynamic programming, ACT demonstrates effective trajectory stitching and robust action generation in spite of the environmental stochasticity, outperforming baseline methods across various benchmarks. Additionally, we conduct an in-depth analysis of ACT's various design choices through ablation studies. Our code is available at https://github.com/LAMDA-RL/ACT.
OROS: Online Operation and Orchestration of Collaborative Robots using 5G
Romero, Arnau, Delgado, Carmen, Zanzi, Lanfranco, Li, Xi, Costa-Pérez, Xavier
The 5G mobile networks extend the capability for supporting collaborative robot operations in outdoor scenarios. However, the restricted battery life of robots still poses a major obstacle to their effective implementation and utilization in real scenarios. One of the most challenging situations is the execution of mission-critical tasks that require the use of various onboard sensors to perform simultaneous localization and mapping (SLAM) of unexplored environments. Given the time-sensitive nature of these tasks, completing them in the shortest possible time is of the highest importance. In this paper, we analyze the benefits of 5G-enabled collaborative robots by enhancing the intelligence of the robot operation through joint orchestration of Robot Operating System (ROS) and 5G resources for energysaving goals, addressing the problem from both offline and online manners. We propose OROS, a novel orchestration approach that minimizes mission-critical task completion times as well as overall energy consumption of 5G-connected robots by jointly optimizing robotic navigation and sensing together with infrastructure resources. We validate our 5G-enabled collaborative framework by means of Matlab/Simulink, ROS software and Gazebo simulator. Our results show an improvement between 3.65% and 11.98% in exploration task by exploiting 5G orchestration features for battery savings when using 3 robots.
Behind the Myth of Exploration in Policy Gradients
Bolland, Adrien, Lambrechts, Gaspard, Ernst, Damien
Policy-gradient algorithms are effective reinforcement learning methods for solving control problems with continuous state and action spaces. To compute near-optimal policies, it is essential in practice to include exploration terms in the learning objective. Although the effectiveness of these terms is usually justified by an intrinsic need to explore environments, we propose a novel analysis and distinguish two different implications of these techniques. First, they make it possible to smooth the learning objective and to eliminate local optima while preserving the global maximum. Second, they modify the gradient estimates, increasing the probability that the stochastic parameter update eventually provides an optimal policy. In light of these effects, we discuss and illustrate empirically exploration strategies based on entropy bonuses, highlighting their limitations and opening avenues for future works in the design and analysis of such strategies.
Convergence of Expectation-Maximization Algorithm with Mixed-Integer Optimization
The convergence of expectation-maximization (EM)-based algorithms typically requires continuity of the likelihood function with respect to all the unknown parameters (optimization variables). The requirement is not met when parameters comprise both discrete and continuous variables, making the convergence analysis nontrivial. This paper introduces a set of conditions that ensure the convergence of a specific class of EM algorithms that estimate a mixture of discrete and continuous parameters. Our results offer a new analysis technique for iterative algorithms that solve mixed-integer non-linear optimization problems. As a concrete example, we prove the convergence of the EM-based sparse Bayesian learning algorithm in [1] that estimates the state of a linear dynamical system with jointly sparse inputs and bursty missing observations. Our results establish that the algorithm in [1] converges to the set of stationary points of the maximum likelihood cost with respect to the continuous optimization variables.
AlphaRank: An Artificial Intelligence Approach for Ranking and Selection Problems
Zhou, Ruihan, Hong, L. Jeff, Peng, Yijie
We introduce AlphaRank, an artificial intelligence approach to address the fixed-budget ranking and selection (R&S) problems. We formulate the sequential sampling decision as a Markov decision process and propose a Monte Carlo simulation-based rollout policy that utilizes classic R&S procedures as base policies for efficiently learning the value function of stochastic dynamic programming. We accelerate online sample-allocation by using deep reinforcement learning to pre-train a neural network model offline based on a given prior. We also propose a parallelizable computing framework for large-scale problems, effectively combining "divide and conquer" and "recursion" for enhanced scalability and efficiency. Numerical experiments demonstrate that the performance of AlphaRank is significantly improved over the base policies, which could be attributed to AlphaRank's superior capability on the trade-off among mean, variance, and induced correlation overlooked by many existing policies.