Optimization
AutoFT: Robust Fine-Tuning by Optimizing Hyperparameters on OOD Data
Choi, Caroline, Lee, Yoonho, Chen, Annie, Zhou, Allan, Raghunathan, Aditi, Finn, Chelsea
Foundation models encode rich representations that can be adapted to a desired task by fine-tuning on task-specific data. However, fine-tuning a model on one particular data distribution often compromises the model's original performance on other distributions. Current methods for robust fine-tuning utilize hand-crafted regularization techniques to constrain the fine-tuning process towards the base foundation model. Yet, it is hard to precisely specify what characteristics of the foundation model to retain during fine-tuning, as this depends on how the pre-training, fine-tuning, and evaluation data distributions relate to each other. We propose AutoFT, a data-driven approach for guiding foundation model fine-tuning. AutoFT optimizes fine-tuning hyperparameters to maximize performance on a small out-of-distribution (OOD) validation set. To guide fine-tuning in a granular way, AutoFT searches a highly expressive hyperparameter space that includes weight coefficients for many different losses, in addition to learning rate and weight decay values. We evaluate AutoFT on nine natural distribution shifts which include domain shifts and subpopulation shifts. Our experiments show that AutoFT significantly improves generalization to new OOD data, outperforming existing robust fine-tuning methods. Notably, AutoFT achieves new state-of-the-art performance on the WILDS-iWildCam and WILDS-FMoW benchmarks, outperforming the previous best methods by $6.0\%$ and $1.5\%$, respectively.
Learn to Categorize or Categorize to Learn? Self-Coding for Generalized Category Discovery
Rastegar, Sarah, Doughty, Hazel, Snoek, Cees G. M.
In the quest for unveiling novel categories at test time, we confront the inherent limitations of traditional supervised recognition models that are restricted by a predefined category set. While strides have been made in the realms of self-supervised and open-world learning towards test-time category discovery, a crucial yet often overlooked question persists: what exactly delineates a category? In this paper, we conceptualize a category through the lens of optimization, viewing it as an optimal solution to a well-defined problem. Harnessing this unique conceptualization, we propose a novel, efficient and self-supervised method capable of discovering previously unknown categories at test time. A salient feature of our approach is the assignment of minimum length category codes to individual data instances, which encapsulates the implicit category hierarchy prevalent in real-world datasets. This mechanism affords us enhanced control over category granularity, thereby equipping our model to handle fine-grained categories adeptly. Experimental evaluations, bolstered by state-of-the-art benchmark comparisons, testify to the efficacy of our solution in managing unknown categories at test time. Furthermore, we fortify our proposition with a theoretical foundation, providing proof of its optimality. Our code is available at https://github.com/SarahRastegar/InfoSieve.
Decision Diagram-Based Branch-and-Bound with Caching for Dominance and Suboptimality Detection
Coppé, Vianney, Gillard, Xavier, Schaus, Pierre
The branch-and-bound algorithm based on decision diagrams introduced by Bergman et al. in 2016 is a framework for solving discrete optimization problems with a dynamic programming formulation. It works by compiling a series of bounded-width decision diagrams that can provide lower and upper bounds for any given subproblem. Eventually, every part of the search space will be either explored or pruned by the algorithm, thus proving optimality. This paper presents new ingredients to speed up the search by exploiting the structure of dynamic programming models. The key idea is to prevent the repeated expansion of nodes corresponding to the same dynamic programming states by querying expansion thresholds cached throughout the search. These thresholds are based on dominance relations between partial solutions previously found and on the pruning inequalities of the filtering techniques introduced by Gillard et al. in 2021. Computational experiments show that the pruning brought by this caching mechanism allows significantly reducing the number of nodes expanded by the algorithm. This results in more benchmark instances of difficult optimization problems being solved in less time while using narrower decision diagrams.
SMOOTHIE: A Theory of Hyper-parameter Optimization for Software Analytics
Hyper-parameter optimization is the black art of tuning a learner's control parameters. In software analytics, a repeated result is that such tuning can result in dramatic performance improvements. Despite this, hyper-parameter optimization is often applied rarely or poorly in software analytics--perhaps due to the CPU cost of exploring all those parameter options can be prohibitive. We theorize that learners generalize better when the loss landscape is ``smooth''. This theory is useful since the influence on ``smoothness'' of different hyper-parameter choices can be tested very quickly (e.g. for a deep learner, after just one epoch). To test this theory, this paper implements and tests SMOOTHIE, a novel hyper-parameter optimizer that guides its optimizations via considerations of ``smothness''. The experiments of this paper test SMOOTHIE on numerous SE tasks including (a) GitHub issue lifetime prediction; (b) detecting false alarms in static code warnings; (c) defect prediction, and (d) a set of standard ML datasets. In all these experiments, SMOOTHIE out-performed state-of-the-art optimizers. Better yet, SMOOTHIE ran 300% faster than the prior state-of-the art. We hence conclude that this theory (that hyper-parameter optimization is best viewed as a ``smoothing'' function for the decision landscape), is both theoretically interesting and practically very useful. To support open science and other researchers working in this area, all our scripts and datasets are available on-line at https://github.com/yrahul3910/smoothness-hpo/.
Central Limit Theorem for Two-Timescale Stochastic Approximation with Markovian Noise: Theory and Applications
Hu, Jie, Doshi, Vishwaraj, Eun, Do Young
Two-timescale stochastic approximation (TTSA) is among the most general frameworks for iterative stochastic algorithms. This includes well-known stochastic optimization methods such as SGD variants and those designed for bilevel or minimax problems, as well as reinforcement learning like the family of gradient-based temporal difference (GTD) algorithms. In this paper, we conduct an in-depth asymptotic analysis of TTSA under controlled Markovian noise via central limit theorem (CLT), uncovering the coupled dynamics of TTSA influenced by the underlying Markov chain, which has not been addressed by previous CLT results of TTSA only with Martingale difference noise. Building upon our CLT, we expand its application horizon of efficient sampling strategies from vanilla SGD to a wider TTSA context in distributed learning, thus broadening the scope of Hu et al. (2022). In addition, we leverage our CLT result to deduce the statistical properties of GTD algorithms with nonlinear function approximation using Markovian samples and show their identical asymptotic performance, a perspective not evident from current finite-time bounds.
Tight Fusion of Events and Inertial Measurements for Direct Velocity Estimation
Xu, Wanting, Peng, Xin, Kneip, Laurent
Traditional visual-inertial state estimation targets absolute camera poses and spatial landmark locations while first-order kinematics are typically resolved as an implicitly estimated sub-state. However, this poses a risk in velocity-based control scenarios, as the quality of the estimation of kinematics depends on the stability of absolute camera and landmark coordinates estimation. To address this issue, we propose a novel solution to tight visual-inertial fusion directly at the level of first-order kinematics by employing a dynamic vision sensor instead of a normal camera. More specifically, we leverage trifocal tensor geometry to establish an incidence relation that directly depends on events and camera velocity, and demonstrate how velocity estimates in highly dynamic situations can be obtained over short time intervals. Noise and outliers are dealt with using a nested two-layer RANSAC scheme. Additionally, smooth velocity signals are obtained from a tight fusion with pre-integrated inertial signals using a sliding window optimizer. Experiments on both simulated and real data demonstrate that the proposed tight event-inertial fusion leads to continuous and reliable velocity estimation in highly dynamic scenarios independently of absolute coordinates. Furthermore, in extreme cases, it achieves more stable and more accurate estimation of kinematics than traditional, point-position-based visual-inertial odometry.
Avoiding strict saddle points of nonconvex regularized problems
We introduce a strict saddle property for $\ell_p$ regularized functions, and propose an iterative reweighted $\ell_1$ algorithm to solve the $\ell_p$ regularized problems. The algorithm is guaranteed to converge only to local minimizers when randomly initialized. The strict saddle property is shown generic on these sparse optimization problems. Those analyses as well as the proposed algorithm can be easily extended to general nonconvex regularized problems.
A First-Order Multi-Gradient Algorithm for Multi-Objective Bi-Level Optimization
Ye, Feiyang, Lin, Baijiong, Cao, Xiaofeng, Zhang, Yu, Tsang, Ivor
In this paper, we study the Multi-Objective Bi-Level Optimization (MOBLO) problem, where the upper-level subproblem is a multi-objective optimization problem and the lower-level subproblem is for scalar optimization. Existing gradient-based MOBLO algorithms need to compute the Hessian matrix, causing the computational inefficient problem. To address this, we propose an efficient first-order multi-gradient method for MOBLO, called FORUM. Specifically, we reformulate MOBLO problems as a constrained multi-objective optimization (MOO) problem via the value-function approach. Then we propose a novel multi-gradient aggregation method to solve the challenging constrained MOO problem. Theoretically, we provide the complexity analysis to show the efficiency of the proposed method and a non-asymptotic convergence result. Empirically, extensive experiments demonstrate the effectiveness and efficiency of the proposed FORUM method in different learning problems. In particular, it achieves state-of-the-art performance on three multi-task learning benchmark datasets.
Improved Consensus ADMM for Cooperative Motion Planning of Large-Scale Connected Autonomous Vehicles with Limited Communication
Liu, Haichao, Huang, Zhenmin, Zhu, Zicheng, Li, Yulin, Shen, Shaojie, Ma, Jun
This paper investigates a cooperative motion planning problem for large-scale connected autonomous vehicles (CAVs) under limited communications, which addresses the challenges of high communication and computing resource requirements. Our proposed methodology incorporates a parallel optimization algorithm with improved consensus ADMM considering a more realistic locally connected topology network, and time complexity of O(N) is achieved by exploiting the sparsity in the dual update process. To further enhance the computational efficiency, we employ a lightweight evolution strategy for the dynamic connectivity graph of CAVs, and each sub-problem split from the consensus ADMM only requires managing a small group of CAVs. The proposed method implemented with the receding horizon scheme is validated thoroughly, and comparisons with existing numerical solvers and approaches demonstrate the efficiency of our proposed algorithm. Also, simulations on large-scale cooperative driving tasks involving 80 vehicles are performed in the high-fidelity CARLA simulator, which highlights the remarkable computational efficiency, scalability, and effectiveness of our proposed development. Demonstration videos are available at https://henryhcliu.github.io/icadmm_cmp_carla.
Machine Learning Insides OptVerse AI Solver: Design Principles and Applications
Li, Xijun, Zhu, Fangzhou, Zhen, Hui-Ling, Luo, Weilin, Lu, Meng, Huang, Yimin, Fan, Zhenan, Zhou, Zirui, Kuang, Yufei, Wang, Zhihai, Geng, Zijie, Li, Yang, Liu, Haoyang, An, Zhiwu, Yang, Muming, Li, Jianshu, Wang, Jie, Yan, Junchi, Sun, Defeng, Zhong, Tao, Zhang, Yong, Zeng, Jia, Yuan, Mingxuan, Hao, Jianye, Yao, Jun, Mao, Kun
In an era of digital ubiquity, efficient resource management and decision-making are paramount across numerous industries. To this end, we present a comprehensive study on the integration of machine learning (ML) techniques into Huawei Cloud's OptVerse AI Solver, which aims to mitigate the scarcity of real-world mathematical programming instances, and to surpass the capabilities of traditional optimization techniques. We showcase our methods for generating complex SAT and MILP instances utilizing generative models that mirror multifaceted structures of real-world problem. Furthermore, we introduce a training framework leveraging augmentation policies to maintain solvers' utility in dynamic environments. Besides the data generation and augmentation, our proposed approaches also include novel ML-driven policies for personalized solver strategies, with an emphasis on applications like graph convolutional networks for initial basis selection and reinforcement learning for advanced presolving and cut selection. Additionally, we detail the incorporation of state-of-the-art parameter tuning algorithms which markedly elevate solver performance. Compared with traditional solvers such as Cplex and SCIP, our ML-augmented OptVerse AI Solver demonstrates superior speed and precision across both established benchmarks and real-world scenarios, reinforcing the practical imperative and effectiveness of machine learning techniques in mathematical programming solvers.