Optimization
Approximation Algorithms for Preference Aggregation Using CP-Nets
Ali, Abu Mohammmad Hammad, Yang, Boting, Zilles, Sandra
This paper studies the design and analysis of approximation algorithms for aggregating preferences over combinatorial domains, represented using Conditional Preference Networks (CP-nets). Its focus is on aggregating preferences over so-called \emph{swaps}, for which optimal solutions in general are already known to be of exponential size. We first analyze a trivial 2-approximation algorithm that simply outputs the best of the given input preferences, and establish a structural condition under which the approximation ratio of this algorithm is improved to $4/3$. We then propose a polynomial-time approximation algorithm whose outputs are provably no worse than those of the trivial algorithm, but often substantially better. A family of problem instances is presented for which our improved algorithm produces optimal solutions, while, for any $\varepsilon$, the trivial algorithm can\emph{not}\/ attain a $(2-\varepsilon)$-approximation. These results may lead to the first polynomial-time approximation algorithm that solves the CP-net aggregation problem for swaps with an approximation ratio substantially better than $2$.
A Game-theoretic Framework for Privacy-preserving Federated Learning
Zhang, Xiaojin, Fan, Lixin, Wang, Siwei, Li, Wenjie, Chen, Kai, Yang, Qiang
In federated learning, benign participants aim to optimize a global model collaboratively. However, the risk of \textit{privacy leakage} cannot be ignored in the presence of \textit{semi-honest} adversaries. Existing research has focused either on designing protection mechanisms or on inventing attacking mechanisms. While the battle between defenders and attackers seems never-ending, we are concerned with one critical question: is it possible to prevent potential attacks in advance? To address this, we propose the first game-theoretic framework that considers both FL defenders and attackers in terms of their respective payoffs, which include computational costs, FL model utilities, and privacy leakage risks. We name this game the federated learning privacy game (FLPG), in which neither defenders nor attackers are aware of all participants' payoffs. To handle the \textit{incomplete information} inherent in this situation, we propose associating the FLPG with an \textit{oracle} that has two primary responsibilities. First, the oracle provides lower and upper bounds of the payoffs for the players. Second, the oracle acts as a correlation device, privately providing suggested actions to each player. With this novel framework, we analyze the optimal strategies of defenders and attackers. Furthermore, we derive and demonstrate conditions under which the attacker, as a rational decision-maker, should always follow the oracle's suggestion \textit{not to attack}.
A predict-and-optimize approach to profit-driven churn prevention
Gómez-Vargas, Nuria, Maldonado, Sebastián, Vairetti, Carla
In this paper, we introduce a novel predict-and-optimize method for profit-driven churn prevention. We frame the task of targeting customers for a retention campaign as a regret minimization problem. The main objective is to leverage individual customer lifetime values (CLVs) to ensure that only the most valuable customers are targeted. In contrast, many profit-driven strategies focus on churn probabilities while considering average CLVs. This often results in significant information loss due to data aggregation. Our proposed model aligns with the guidelines of Predict-and-Optimize (PnO) frameworks and can be efficiently solved using stochastic gradient descent methods. Results from 12 churn prediction datasets underscore the effectiveness of our approach, which achieves the best average performance compared to other well-established strategies in terms of average profit.
Contact-Implicit MPC: Controlling Diverse Quadruped Motions Without Pre-Planned Contact Modes or Trajectories
Kim, Gijeong, Kang, Dongyun, Kim, Joon-Ha, Hong, Seungwoo, Park, Hae-Won
This paper presents a contact-implicit model predictive control (MPC) framework for the real-time discovery of multi-contact motions, without predefined contact mode sequences or foothold positions. This approach utilizes the contact-implicit differential dynamic programming (DDP) framework, merging the hard contact model with a linear complementarity constraint. We propose the analytical gradient of the contact impulse based on relaxed complementarity constraints to further the exploration of a variety of contact modes. By leveraging a hard contact model-based simulation and computation of search direction through a smooth gradient, our methodology identifies dynamically feasible state trajectories, control inputs, and contact forces while simultaneously unveiling new contact mode sequences. However, the broadened scope of contact modes does not always ensure real-world applicability. Recognizing this, we implemented differentiable cost terms to guide foot trajectories and make gait patterns. Furthermore, to address the challenge of unstable initial roll-outs in an MPC setting, we employ the multiple shooting variant of DDP. The efficacy of the proposed framework is validated through simulations and real-world demonstrations using a 45 kg HOUND quadruped robot, performing various tasks in simulation and showcasing actual experiments involving a forward trot and a front-leg rearing motion.
High-Dimensional Bayesian Optimisation with Large-Scale Constraints -- An Application to Aeroelastic Tailoring
Maathuis, Hauke, De Breuker, Roeland, Castro, Saullo G. P.
Design optimisation potentially leads to lightweight aircraft structures with lower environmental impact. Due to the high number of design variables and constraints, these problems are ordinarily solved using gradient-based optimisation methods, leading to a local solution in the design space while the global space is neglected. Bayesian Optimisation is a promising path towards sample-efficient, global optimisation based on probabilistic surrogate models. While Bayesian optimisation methods have demonstrated their strength for problems with a low number of design variables, the scalability to high-dimensional problems while incorporating large-scale constraints is still lacking. Especially in aeroelastic tailoring where directional stiffness properties are embodied into the structural design of aircraft, to control aeroelastic deformations and to increase the aerodynamic and structural performance, the safe operation of the system needs to be ensured by involving constraints resulting from different analysis disciplines. Hence, a global design space search becomes even more challenging. The present study attempts to tackle the problem by using high-dimensional Bayesian Optimisation in combination with a dimensionality reduction approach to solve the optimisation problem occurring in aeroelastic tailoring, presenting a novel approach for high-dimensional problems with large-scale constraints. Experiments on well-known benchmark cases with black-box constraints show that the proposed approach can incorporate large-scale constraints.
Device Scheduling for Relay-assisted Over-the-Air Aggregation in Federated Learning
Zhang, Fan, Chen, Jining, Wang, Kunlun, Chen, Wen
Federated learning (FL) leverages data distributed at the edge of the network to enable intelligent applications. The efficiency of FL can be improved by using over-the-air computation (AirComp) technology in the process of gradient aggregation. In this paper, we propose a relay-assisted large-scale FL framework, and investigate the device scheduling problem in relay-assisted FL systems under the constraints of power consumption and mean squared error (MSE). we formulate a joint device scheduling, and power allocation problem to maximize the number of scheduled devices. We solve the resultant non-convex optimization problem by transforming the optimization problem into multiple sparse optimization problems. By the proposed device scheduling algorithm, these sparse sub-problems are solved and the maximum number of federated learning edge devices is obtained. The simulation results demonstrate the effectiveness of the proposed scheme as compared with other benchmark schemes.
Neural Time-Reversed Generalized Riccati Equation
Betti, Alessandro, Casoni, Michele, Gori, Marco, Marullo, Simone, Melacci, Stefano, Tiezzi, Matteo
Optimal control deals with optimization problems in which variables steer a dynamical system, and its outcome contributes to the objective function. Two classical approaches to solving these problems are Dynamic Programming and the Pontryagin Maximum Principle. In both approaches, Hamiltonian equations offer an interpretation of optimality through auxiliary variables known as costates. However, Hamiltonian equations are rarely used due to their reliance on forward-backward algorithms across the entire temporal domain. This paper introduces a novel neural-based approach to optimal control, with the aim of working forward-in-time. Neural networks are employed not only for implementing state dynamics but also for estimating costate variables. The parameters of the latter network are determined at each time step using a newly introduced local policy referred to as the time-reversed generalized Riccati equation. This policy is inspired by a result discussed in the Linear Quadratic (LQ) problem, which we conjecture stabilizes state dynamics. We support this conjecture by discussing experimental results from a range of optimal control case studies.
Optimal Motion Planning using Finite Fourier Series in a Learning-based Collision Field
Yichang, Feng, Jin, Wang, Guodong, Lu
This paper utilizes finite Fourier series to represent a time-continuous motion and proposes a novel planning method that adjusts the motion harmonics of each manipulator joint. Primarily, we sum the potential energy for collision detection and the kinetic energy up to calculate the Hamiltonian of the manipulator motion harmonics. Though the adaptive interior-point method is designed to modify the harmonics in its finite frequency domain, we still encounter the local minima due to the non-convexity of the collision field. In this way, we learn the collision field through a support vector machine with a Gaussian kernel, which is highly convex. The learning-based collision field is applied for Hamiltonian, and the experiment results show our method's high reliability and efficiency.
Solving Dense Linear Systems Faster than via Preconditioning
Dereziński, Michał, Yang, Jiaming
We give a stochastic optimization algorithm that solves a dense $n\times n$ real-valued linear system $Ax=b$, returning $\tilde x$ such that $\|A\tilde x-b\|\leq \epsilon\|b\|$ in time: $$\tilde O((n^2+nk^{\omega-1})\log1/\epsilon),$$ where $k$ is the number of singular values of $A$ larger than $O(1)$ times its smallest positive singular value, $\omega < 2.372$ is the matrix multiplication exponent, and $\tilde O$ hides a poly-logarithmic in $n$ factor. When $k=O(n^{1-\theta})$ (namely, $A$ has a flat-tailed spectrum, e.g., due to noisy data or regularization), this improves on both the cost of solving the system directly, as well as on the cost of preconditioning an iterative method such as conjugate gradient. In particular, our algorithm has an $\tilde O(n^2)$ runtime when $k=O(n^{0.729})$. We further adapt this result to sparse positive semidefinite matrices and least squares regression. Our main algorithm can be viewed as a randomized block coordinate descent method, where the key challenge is simultaneously ensuring good convergence and fast per-iteration time. In our analysis, we use theory of majorization for elementary symmetric polynomials to establish a sharp convergence guarantee when coordinate blocks are sampled using a determinantal point process. We then use a Markov chain coupling argument to show that similar convergence can be attained with a cheaper sampling scheme, and accelerate the block coordinate descent update via matrix sketching.
Gradient Informed Proximal Policy Optimization
Son, Sanghyun, Zheng, Laura Yu, Sullivan, Ryan, Qiao, Yi-Ling, Lin, Ming C.
We introduce a novel policy learning method that integrates analytical gradients from differentiable environments with the Proximal Policy Optimization (PPO) algorithm. To incorporate analytical gradients into the PPO framework, we introduce the concept of an {\alpha}-policy that stands as a locally superior policy. By adaptively modifying the {\alpha} value, we can effectively manage the influence of analytical policy gradients during learning. To this end, we suggest metrics for assessing the variance and bias of analytical gradients, reducing dependence on these gradients when high variance or bias is detected. Our proposed approach outperforms baseline algorithms in various scenarios, such as function optimization, physics simulations, and traffic control environments. Our code can be found online: https://github.com/SonSang/gippo.