Optimization
Learning solutions to some toy constrained optimization problems in infinite dimensional Hilbert spaces
In this work we present deep learning implementations of two popular theoretical constrained optimization algorithms in infinite dimensional Hilbert spaces, namely, the penalty and the augmented Lagrangian methods. We test these algorithms on some toy problems originating in either calculus of variations or physics. We demonstrate that both methods are able to produce decent approximations for the test problems and are comparable in terms of different errors produced. Leveraging the common occurrence of the Lagrange multiplier update rule being computationally less expensive than solving subproblems in the penalty method, we achieve significant speedups in cases when the output of the constraint function is itself a function.
Federated Multi-Objective Learning
Yang, Haibo, Liu, Zhuqing, Liu, Jia, Dong, Chaosheng, Momma, Michinari
In recent years, multi-objective optimization (MOO) emerges as a foundational problem underpinning many multi-agent multi-task learning applications. However, existing algorithms in MOO literature remain limited to centralized learning settings, which do not satisfy the distributed nature and data privacy needs of such multi-agent multi-task learning applications. This motivates us to propose a new federated multi-objective learning (FMOL) framework with multiple clients distributively and collaboratively solving an MOO problem while keeping their training data private. Notably, our FMOL framework allows a different set of objective functions across different clients to support a wide range of applications, which advances and generalizes the MOO formulation to the federated learning paradigm for the first time. For this FMOL framework, we propose two new federated multi-objective optimization (FMOO) algorithms called federated multi-gradient descent averaging (FMGDA) and federated stochastic multi-gradient descent averaging (FSMGDA). Both algorithms allow local updates to significantly reduce communication costs, while achieving the {\em same} convergence rates as those of their algorithmic counterparts in the single-objective federated learning. Our extensive experiments also corroborate the efficacy of our proposed FMOO algorithms.
Multi-Source to Multi-Target Decentralized Federated Domain Adaptation
Wang, Su, Hosseinalipour, Seyyedali, Brinton, Christopher G.
Heterogeneity across devices in federated learning (FL) typically refers to statistical (e.g., non-i.i.d. data distributions) and resource (e.g., communication bandwidth) dimensions. In this paper, we focus on another important dimension that has received less attention: varying quantities/distributions of labeled and unlabeled data across devices. In order to leverage all data, we develop a decentralized federated domain adaptation methodology which considers the transfer of ML models from devices with high quality labeled data (called sources) to devices with low quality or unlabeled data (called targets). Our methodology, Source-Target Determination and Link Formation (ST-LF), optimizes both (i) classification of devices into sources and targets and (ii) source-target link formation, in a manner that considers the trade-off between ML model accuracy and communication energy efficiency. To obtain a concrete objective function, we derive a measurable generalization error bound that accounts for estimates of source-target hypothesis deviations and divergences between data distributions. The resulting optimization problem is a mixed-integer signomial program, a class of NP-hard problems, for which we develop an algorithm based on successive convex approximations to solve it tractably. Subsequent numerical evaluations of ST-LF demonstrate that it improves classification accuracy and energy efficiency over state-of-the-art baselines.
Predicting the structure of dynamic graphs
Dynamic graph embeddings, inductive and incremental learning facilitate predictive tasks such as node classification and link prediction. However, predicting the structure of a graph at a future time step from a time series of graphs, allowing for new nodes has not gained much attention. In this paper, we present such an approach. We use time series methods to predict the node degree at future time points and combine it with flux balance analysis -- a linear programming method used in biochemistry -- to obtain the structure of future graphs. Furthermore, we explore the predictive graph distribution for different parameter values. We evaluate this method using synthetic and real datasets and demonstrate its utility and applicability.
Fun with Flags: Robust Principal Directions via Flag Manifolds
Mankovich, Nathan, Camps-Valls, Gustau, Birdal, Tolga
Principal component analysis (PCA), along with its extensions to manifolds and outlier contaminated data, have been indispensable in computer vision and machine learning. In this work, we present a unifying formalism for PCA and its variants, and introduce a framework based on the flags of linear subspaces, \ie a hierarchy of nested linear subspaces of increasing dimension, which not only allows for a common implementation but also yields novel variants, not explored previously. We begin by generalizing traditional PCA methods that either maximize variance or minimize reconstruction error. We expand these interpretations to develop a wide array of new dimensionality reduction algorithms by accounting for outliers and the data manifold. To devise a common computational approach, we recast robust and dual forms of PCA as optimization problems on flag manifolds. We then integrate tangent space approximations of principal geodesic analysis (tangent-PCA) into this flag-based framework, creating novel robust and dual geodesic PCA variations. The remarkable flexibility offered by the 'flagification' introduced here enables even more algorithmic variants identified by specific flag types. Last but not least, we propose an effective convergent solver for these flag-formulations employing the Stiefel manifold. Our empirical results on both real-world and synthetic scenarios, demonstrate the superiority of our novel algorithms, especially in terms of robustness to outliers on manifolds.
Safe Multi-Task Bayesian Optimization
Lübsen, Jannis O., Hespe, Christian, Eichler, Annika
Bayesian optimization has become a powerful tool for safe online optimization of systems, due to its high sample efficiency and noise robustness. For further speed-up reduced physical models of the system can be incorporated into the optimization to accelerate the process, since the models are able to offer an approximation of the actual system, and sampling from them is significantly cheaper. The similarity between model and reality is represented by additional hyperparameters and learned within the optimization process. Safety is an important criteria for online optimization methods like Bayesian optimization, which has been addressed by recent literature, which provide safety guarantees under the assumption of known hyperparameters. However, in practice this is not applicable. Therefore, we extend the robust Gaussian process uniform error bounds to meet the multi-task setting, which involves the calculation of a confidence region from the hyperparameter posterior distribution utilizing Markov chain Monte Carlo methods. Then, using the robust safety bounds, Bayesian optimization is applied to safely optimize the system while incorporating measurements of the models. Simulations show that the optimization can be significantly accelerated compared to other state-of-the-art safe Bayesian optimization methods depending on the fidelity of the models.
Multi-objective Generative Design Framework and Realization for Quasi-serial Manipulator: Considering Kinematic and Dynamic Performance
Lee, Sumin, Yang, Sunwoong, Kang, Namwoo
This paper proposes a framework that optimizes the linkage mechanism of the quasi-serial manipulator for target tasks. This process is explained through a case study of 2-degree-of-freedom linkage mechanisms, which significantly affect the workspace of the quasi-serial manipulator. First, a vast quasi-serial mechanism is generated with a workspace satisfying a target task and it converts it into a 3D CAD model. Then, the workspace and required torque performance of each mechanism are evaluated through kinematic and dynamic analysis. A deep learning-based surrogate model is leveraged to efficiently predict mechanisms and performance during the optimization process. After model training, a multi-objective optimization problem is formulated under the mechanical and dynamic conditions of the manipulator. The design goal of the manipulator is to recommend quasi-serial mechanisms with optimized kinematic (workspace) and dynamic (joint torque) performance that satisfies the target task. To investigate the underlying physics from the obtained Pareto solutions, various data mining techniques are performed to extract design rules that can provide practical design guidance. Finally, the manipulator was designed in detail for realization with 3D printed parts, including topology optimization. Also, the task-based optimized manipulator is verified through a payload test. Based on these results, the proposed framework has the potential for other real applications as realized cases and provides a reasonable design plan through the design rule extraction.
DDM-Lag : A Diffusion-based Decision-making Model for Autonomous Vehicles with Lagrangian Safety Enhancement
Liu, Jiaqi, Hang, Peng, Zhao, Xiaocong, Wang, Jianqiang, Sun, Jian
Decision-making stands as a pivotal component in the realm of autonomous vehicles (AVs), playing a crucial role in navigating the intricacies of autonomous driving. Amidst the evolving landscape of data-driven methodologies, enhancing decision-making performance in complex scenarios has emerged as a prominent research focus. Despite considerable advancements, current learning-based decision-making approaches exhibit potential for refinement, particularly in aspects of policy articulation and safety assurance. To address these challenges, we introduce DDM-Lag, a Diffusion Decision Model,augmented with Lagrangian-based safety enhancements.In our approach, the autonomous driving decision-making conundrum is conceptualized as a Constrained Markov Decision Process (CMDP). We have crafted an Actor-Critic framework, wherein the diffusion model is employed as the actor,facilitating policy exploration and learning. The integration of safety constraints in the CMDP and the adoption of a Lagrangian relaxation-based policy optimization technique ensure enhanced decision safety. A PID controller is employed for the stable updating of model parameters. The effectiveness of DDM-Lag is evaluated through different driving tasks, showcasing improvements in decision-making safety and overall performance compared to baselines.
A Multi-objective Newton Optimization Algorithm for Hyper-Parameter Search
This study proposes a Newton based multiple-objective optimization algorithm for hyperparameter search. The first order differential (gradient) is calculated using finite difference method and a gradient matrix with vectorization is formed for fast computation. The Newton Raphson iterative solution is used to update model parameters with iterations, and a regularization term is included to eliminate the singularity issue. The algorithm is applied to search the optimal probability threshold (a vector of eight parameters) for a multi-class object detection problem of a convolutional neural network. The algorithm quickly finds the improved parameter values to produce an overall higher true positive (TP) and lower false positive (FP) rates, as compared to using the default value of 0.5. In comparison, the Bayesian optimization generates lower performance in the testing case. However, the performance and parameter values may "oscillate" for some cases during iterations, which may be due to the data-driven stochastic nature of the subject. Therefore, the optimal parameter value can be identified from a list of iteration steps according to the optimal TP and FP results.
Privacy-Preserving in Blockchain-based Federated Learning Systems
M., Sameera K., Nicolazzo, Serena, Arazzi, Marco, Nocera, Antonino, A., Rafidha Rehiman K., P, Vinod, Conti, Mauro
Federated Learning (FL) has recently arisen as a revolutionary approach to collaborative training Machine Learning models. According to this novel framework, multiple participants train a global model collaboratively, coordinating with a central aggregator without sharing their local data. As FL gains popularity in diverse domains, security, and privacy concerns arise due to the distributed nature of this solution. Therefore, integrating this strategy with Blockchain technology has been consolidated as a preferred choice to ensure the privacy and security of participants. This paper explores the research efforts carried out by the scientific community to define privacy solutions in scenarios adopting Blockchain-Enabled FL. It comprehensively summarizes the background related to FL and Blockchain, evaluates existing architectures for their integration, and the primary attacks and possible countermeasures to guarantee privacy in this setting. Finally, it reviews the main application scenarios where Blockchain-Enabled FL approaches have been proficiently applied. This survey can help academia and industry practitioners understand which theories and techniques exist to improve the performance of FL through Blockchain to preserve privacy and which are the main challenges and future directions in this novel and still under-explored context. We believe this work provides a novel contribution respect to the previous surveys and is a valuable tool to explore the current landscape, understand perspectives, and pave the way for advancements or improvements in this amalgamation of Blockchain and Federated Learning.