Optimization
Policy Gradient for Rectangular Robust Markov Decision Processes
Kumar, Navdeep, Derman, Esther, Geist, Matthieu, Levy, Kfir, Mannor, Shie
Policy gradient methods have become a standard for training reinforcement learning agents in a scalable and efficient manner. However, they do not account for transition uncertainty, whereas learning robust policies can be computationally expensive. In this paper, we introduce robust policy gradient (RPG), a policy-based method that efficiently solves rectangular robust Markov decision processes (MDPs). We provide a closed-form expression for the worst occupation measure. Incidentally, we find that the worst kernel is a rank-one perturbation of the nominal. Combining the worst occupation measure with a robust Q-value estimation yields an explicit form of the robust gradient. Our resulting RPG can be estimated from data with the same time complexity as its non-robust equivalent. Hence, it relieves the computational burden of convex optimization problems required for training robust policies by current policy gradient approaches.
Riemannian Optimization for Distance-Geometric Inverse Kinematics
Marić, Filip, Giamou, Matthew, Hall, Adam W., Khoubyarian, Soroush, Petrović, Ivan, Kelly, Jonathan
Solving the inverse kinematics problem is a fundamental challenge in motion planning, control, and calibration for articulated robots. Kinematic models for these robots are typically parametrized by joint angles, generating a complicated mapping between the robot configuration and the end-effector pose. Alternatively, the kinematic model and task constraints can be represented using invariant distances between points attached to the robot. In this paper, we formalize the equivalence of distance-based inverse kinematics and the distance geometry problem for a large class of articulated robots and task constraints. Unlike previous approaches, we use the connection between distance geometry and low-rank matrix completion to find inverse kinematics solutions by completing a partial Euclidean distance matrix through local optimization. Furthermore, we parametrize the space of Euclidean distance matrices with the Riemannian manifold of fixed-rank Gram matrices, allowing us to leverage a variety of mature Riemannian optimization methods. Finally, we show that bound smoothing can be used to generate informed initializations without significant computational overhead, improving convergence. We demonstrate that our inverse kinematics solver achieves higher success rates than traditional techniques, and substantially outperforms them on problems that involve many workspace constraints.
Skew Probabilistic Neural Networks for Learning from Imbalanced Data
Naik, Shraddha M., Chakraborty, Tanujit, Hadid, Abdenour, Chakraborty, Bibhas
Real-world datasets often exhibit imbalanced data distribution, where certain class levels are severely underrepresented. In such cases, traditional pattern classifiers have shown a bias towards the majority class, impeding accurate predictions for the minority class. This paper introduces an imbalanced data-oriented approach using probabilistic neural networks (PNNs) with a skew normal probability kernel to address this major challenge. PNNs are known for providing probabilistic outputs, enabling quantification of prediction confidence and uncertainty handling. By leveraging the skew normal distribution, which offers increased flexibility, particularly for imbalanced and non-symmetric data, our proposed Skew Probabilistic Neural Networks (SkewPNNs) can better represent underlying class densities. To optimize the performance of the proposed approach on imbalanced datasets, hyperparameter fine-tuning is imperative. To this end, we employ a population-based heuristic algorithm, Bat optimization algorithms, for effectively exploring the hyperparameter space. We also prove the statistical consistency of the density estimates which suggests that the true distribution will be approached smoothly as the sample size increases. Experimental simulations have been conducted on different synthetic datasets, comparing various benchmark-imbalanced learners. Our real-data analysis shows that SkewPNNs substantially outperform state-of-the-art machine learning methods for both balanced and imbalanced datasets in most experimental settings.
Restless Bandits with Average Reward: Breaking the Uniform Global Attractor Assumption
Hong, Yige, Xie, Qiaomin, Chen, Yudong, Wang, Weina
We study the infinite-horizon Restless Bandit problem with the average reward criterion, under both discrete-time and continuous-time settings. A fundamental goal is to design computationally efficient policies that achieve a diminishing optimality gap as the number of arms, $N$, grows large. Existing results on asymptotic optimality all rely on the uniform global attractor property (UGAP), a complex and challenging-to-verify assumption. In this paper, we propose a general, simulation-based framework, Follow-the-Virtual-Advice, that converts any single-armed policy into a policy for the original $N$-armed problem. This is done by simulating the single-armed policy on each arm and carefully steering the real state towards the simulated state. Our framework can be instantiated to produce a policy with an $O(1/\sqrt{N})$ optimality gap. In the discrete-time setting, our result holds under a simpler synchronization assumption, which covers some problem instances that violate UGAP. More notably, in the continuous-time setting, we do not require any additional assumptions beyond the standard unichain condition. In both settings, our work is the first asymptotic optimality result that does not require UGAP.
Convex Geometric Trajectory Tracking using Lie Algebraic MPC for Autonomous Marine Vehicles
Jang, Junwoo, Teng, Sangli, Ghaffari, Maani
Controlling marine vehicles in challenging environments is a complex task due to the presence of nonlinear hydrodynamics and uncertain external disturbances. Despite nonlinear model predictive control (MPC) showing potential in addressing these issues, its practical implementation is often constrained by computational limitations. In this paper, we propose an efficient controller for trajectory tracking of marine vehicles by employing a convex error-state MPC on the Lie group. By leveraging the inherent geometric properties of the Lie group, we can construct globally valid error dynamics and formulate a quadratic programming-based optimization problem. Our proposed MPC demonstrates effectiveness in trajectory tracking through extensive-numerical simulations, including scenarios involving ocean currents. Notably, our method substantially reduces computation time compared to nonlinear MPC, making it well-suited for real-time control applications with long prediction horizons or involving small marine vehicles.
Signatures Meet Dynamic Programming: Generalizing Bellman Equations for Trajectory Following
Ohnishi, Motoya, Akinola, Iretiayo, Xu, Jie, Mandlekar, Ajay, Ramos, Fabio
Path signatures have been proposed as a powerful representation of paths that efficiently captures the path's analytic and geometric characteristics, having useful algebraic properties including fast concatenation of paths through tensor products. Signatures have recently been widely adopted in machine learning problems for time series analysis. In this work we establish connections between value functions typically used in optimal control and intriguing properties of path signatures. These connections motivate our novel control framework with signature transforms that efficiently generalizes the Bellman equation to the space of trajectories. We analyze the properties and advantages of the framework, termed signature control. In particular, we demonstrate that (i) it can naturally deal with varying/adaptive time steps; (ii) it propagates higher-level information more efficiently than value function updates; (iii) it is robust to dynamical system misspecification over long rollouts. As a specific case of our framework, we devise a model predictive control method for path tracking. This method generalizes integral control, being suitable for problems with unknown disturbances. The proposed algorithms are tested in simulation, with differentiable physics models including typical control and robotics tasks such as point-mass, curve following for an ant model, and a robotic manipulator.
Improving Parameter Training for VQEs by Sequential Hamiltonian Assembly
Stein, Jonas, Roshani, Navid, Zorn, Maximilian, Altmann, Philipp, Kölle, Michael, Linnhoff-Popien, Claudia
A central challenge in quantum machine learning is the design and training of parameterized quantum circuits (PQCs). Similar to deep learning, vanishing gradients pose immense problems in the trainability of PQCs, which have been shown to arise from a multitude of sources. One such cause are non-local loss functions, that demand the measurement of a large subset of involved qubits. To facilitate the parameter training for quantum applications using global loss functions, we propose a Sequential Hamiltonian Assembly, which iteratively approximates the loss function using local components. Aiming for a prove of principle, we evaluate our approach using Graph Coloring problem with a Varational Quantum Eigensolver (VQE). Simulation results show, that our approach outperforms conventional parameter training by 29.99% and the empirical state of the art, Layerwise Learning, by 5.12% in the mean accuracy. This paves the way towards locality-aware learning techniques, allowing to evade vanishing gradients for a large class of practically relevant problems.
Federated Causality Learning with Explainable Adaptive Optimization
Yang, Dezhi, He, Xintong, Wang, Jun, Yu, Guoxian, Domeniconi, Carlotta, Zhang, Jinglin
Discovering the causality from observational data is a crucial task in various scientific domains. With increasing awareness of privacy, data are not allowed to be exposed, and it is very hard to learn causal graphs from dispersed data, since these data may have different distributions. In this paper, we propose a federated causal discovery strategy (FedCausal) to learn the unified global causal graph from decentralized heterogeneous data. We design a global optimization formula to naturally aggregate the causal graphs from client data and constrain the acyclicity of the global graph without exposing local data. Unlike other federated causal learning algorithms, FedCausal unifies the local and global optimizations into a complete directed acyclic graph (DAG) learning process with a flexible optimization objective. We prove that this optimization objective has a high interpretability and can adaptively handle homogeneous and heterogeneous data. Experimental results on synthetic and real datasets show that FedCausal can effectively deal with non-independently and identically distributed (non-iid) data and has a superior performance.
Design Optimizer for Planar Soft-Growing Robot Manipulators
Soft-growing robots are innovative devices that feature plant-inspired growth to navigate environments. Thanks to their embodied intelligence of adapting to their surroundings and the latest innovation in actuation and manufacturing, it is possible to employ them for specific manipulation tasks. The applications of these devices include exploration of delicate/dangerous environments, manipulation of items, or assistance in domestic environments. This work presents a novel approach for design optimization of soft-growing robots, which will be used prior to manufacturing to suggest engineers -- or robot designer enthusiasts -- the optimal dimension of the robot to be built for solving a specific task. I modeled the design process as a multi-objective optimization problem, in which I optimize the kinematic chain of a soft manipulator to reach targets and avoid unnecessary overuse of material and resources. The method exploits the advantages of population-based optimization algorithms, in particular evolutionary algorithms, to transform the problem from multi-objective into a single-objective thanks to an efficient mathematical formulation, the novel rank-partitioning algorithm, and obstacle avoidance integrated within the optimizer operators. I tested the proposed method on different tasks to access its optimality, which showed significant performance in solving the problem. Finally, comparative experiments showed that the proposed method works better than the one existing in the literature in terms of precision, resource consumption, and run time.
The Best Decisions Are Not the Best Advice: Making Adherence-Aware Recommendations
Grand-Clément, Julien, Pauphilet, Jean
Many high-stake decisions follow an expert-in-loop structure in that a human operator receives recommendations from an algorithm but is the ultimate decision maker. Hence, the algorithm's recommendation may differ from the actual decision implemented in practice. However, most algorithmic recommendations are obtained by solving an optimization problem that assumes recommendations will be perfectly implemented. We propose an adherence-aware optimization framework to capture the dichotomy between the recommended and the implemented policy and analyze the impact of partial adherence on the optimal recommendation. We show that overlooking the partial adherence phenomenon, as is currently being done by most recommendation engines, can lead to arbitrarily severe performance deterioration, compared with both the current human baseline performance and what is expected by the recommendation algorithm. Our framework also provides useful tools to analyze the structure and to compute optimal recommendation policies that are naturally immune against such human deviations, and are guaranteed to improve upon the baseline policy.