Optimization
Unnatural Algorithms in Machine Learning
Natural gradient descent has a remarkable property that in the small learning rate limit, it displays an invariance with respect to network reparameterizations, leading to robust training behavior even for highly covariant network parameterizations. We show that optimization algorithms with this property can be viewed as discrete approximations of natural transformations from the functor determining an optimizer's state space from the diffeomorphism group if its configuration manifold, to the functor determining that state space's tangent bundle from this group. Algorithms with this property enjoy greater efficiency when used to train poorly parameterized networks, as the network evolution they generate is approximately invariant to network reparameterizations. More specifically, the flow generated by these algorithms in the limit as the learning rate vanishes is invariant under smooth reparameterizations, the respective flows of the parameters being determined by equivariant maps. By casting this property a natural transformation, we allow for generalizations beyond equivariance with respect to group actions; this framework can account for non-invertible maps such as projections, creating a framework for the direct comparison of training behavior across non-isomorphic network architectures, and the formal examination of limiting behavior as network size increases by considering inverse limits of these projections, should they exist. We introduce a simple method of introducing this naturality more generally and examine a number of popular machine learning training algorithms, finding that most are unnatural.
PAC-Bayes Generalization Certificates for Learned Inductive Conformal Prediction
Sharma, Apoorva, Veer, Sushant, Hancock, Asher, Yang, Heng, Pavone, Marco, Majumdar, Anirudha
Inductive Conformal Prediction (ICP) provides a practical and effective approach for equipping deep learning models with uncertainty estimates in the form of set-valued predictions which are guaranteed to contain the ground truth with high probability. Despite the appeal of this coverage guarantee, these sets may not be efficient: the size and contents of the prediction sets are not directly controlled, and instead depend on the underlying model and choice of score function. To remedy this, recent work has proposed learning model and score function parameters using data to directly optimize the efficiency of the ICP prediction sets. While appealing, the generalization theory for such an approach is lacking: direct optimization of empirical efficiency may yield prediction sets that are either no longer efficient on test data, or no longer obtain the required coverage on test data. In this work, we use PAC-Bayes theory to obtain generalization bounds on both the coverage and the efficiency of set-valued predictors which can be directly optimized to maximize efficiency while satisfying a desired test coverage. In contrast to prior work, our framework allows us to utilize the entire calibration dataset to learn the parameters of the model and score function, instead of requiring a separate hold-out set for obtaining test-time coverage guarantees. We leverage these theoretical results to provide a practical algorithm for using calibration data to simultaneously fine-tune the parameters of a model and score function while guaranteeing test-time coverage and efficiency of the resulting prediction sets. We evaluate the approach on regression and classification tasks, and outperform baselines calibrated using a Hoeffding bound-based PAC guarantee on ICP, especially in the low-data regime.
Towards Aligned Canonical Correlation Analysis: Preliminary Formulation and Proof-of-Concept Results
Cheng, Biqian, Papalexakis, Evangelos E., Chen, Jia
Canonical Correlation Analysis (CCA) has been widely applied to jointly embed multiple views of data in a maximally correlated latent space. However, the alignment between various data perspectives, which is required by traditional approaches, is unclear in many practical cases. In this work we propose a new framework Aligned Canonical Correlation Analysis (ACCA), to address this challenge by iteratively solving the alignment and multi-view embedding.
Universal Online Learning with Gradient Variations: A Multi-layer Online Ensemble Approach
Yan, Yu-Hu, Zhao, Peng, Zhou, Zhi-Hua
In this paper, we propose an online convex optimization approach with two different levels of adaptivity. On a higher level, our approach is agnostic to the unknown types and curvatures of the online functions, while at a lower level, it can exploit the unknown niceness of the environments and attain problem-dependent guarantees. Specifically, we obtain $\mathcal{O}(\log V_T)$, $\mathcal{O}(d \log V_T)$ and $\widehat{\mathcal{O}}(\sqrt{V_T})$ regret bounds for strongly convex, exp-concave and convex loss functions, respectively, where $d$ is the dimension, $V_T$ denotes problem-dependent gradient variations and the $\widehat{\mathcal{O}}(\cdot)$-notation omits $\log V_T$ factors. Our result not only safeguards the worst-case guarantees but also directly implies the small-loss bounds in analysis. Moreover, when applied to adversarial/stochastic convex optimization and game theory problems, our result enhances the existing universal guarantees. Our approach is based on a multi-layer online ensemble framework incorporating novel ingredients, including a carefully designed optimism for unifying diverse function types and cascaded corrections for algorithmic stability. Notably, despite its multi-layer structure, our algorithm necessitates only one gradient query per round, making it favorable when the gradient evaluation is time-consuming. This is facilitated by a novel regret decomposition with carefully designed surrogate losses.
Kernel quadrature with randomly pivoted Cholesky
Epperly, Ethan N., Moreno, Elvira
This paper presents new quadrature rules for functions in a reproducing kernel Hilbert space using nodes drawn by a sampling algorithm known as randomly pivoted Cholesky. The resulting computational procedure compares favorably to previous kernel quadrature methods, which either achieve low accuracy or require solving a computationally challenging sampling problem. Theoretical and numerical results show that randomly pivoted Cholesky is fast and achieves comparable quadrature error rates to more computationally expensive quadrature schemes based on continuous volume sampling, thinning, and recombination. Randomly pivoted Cholesky is easily adapted to complicated geometries with arbitrary kernels, unlocking new potential for kernel quadrature.
Loss-Optimal Classification Trees: A Generalized Framework and the Logistic Case
Aldinucci, Tommaso, Lapucci, Matteo
The Classification Tree (CT) is one of the most common models in interpretable machine learning. Although such models are usually built with greedy strategies, in recent years, thanks to remarkable advances in Mixer-Integer Programming (MIP) solvers, several exact formulations of the learning problem have been developed. In this paper, we argue that some of the most relevant ones among these training models can be encapsulated within a general framework, whose instances are shaped by the specification of loss functions and regularizers. Next, we introduce a novel realization of this framework: specifically, we consider the logistic loss, handled in the MIP setting by a linear piece-wise approximation, and couple it with $\ell_1$-regularization terms. The resulting Optimal Logistic Tree model numerically proves to be able to induce trees with enhanced interpretability features and competitive generalization capabilities, compared to the state-of-the-art MIP-based approaches.
From concrete mixture to structural design -- a holistic optimization procedure in the presence of uncertainties
Agrawal, Atul, Tamsen, Erik, Koutsourelakis, Phaedon-Stelios, Unger, Joerg F.
Designing civil structures such as bridges, dams or buildings is a complex task requiring many synergies from several experts. Each is responsible for different parts of the process. This is often done in a sequential manner, e.g. the structural engineer makes a design under the assumption of certain material properties (e.g. the strength class of the concrete), and then the material engineer optimizes the material with these restrictions. This paper proposes a holistic optimization procedure, which combines the concrete mixture design and structural simulations in a joint, forward workflow that we ultimately seek to invert. In this manner, new mixtures beyond standard ranges can be considered. Any design effort should account for the presence of uncertainties which can be aleatoric or epistemic as when data is used to calibrate physical models or identify models that fill missing links in the workflow. Inverting the causal relations established poses several challenges especially when these involve physics-based models which most often than not do not provide derivatives/sensitivities or when design constraints are present. To this end, we advocate Variational Optimization, with proposed extensions and appropriately chosen heuristics to overcome the aforementioned challenges. The proposed methodology is illustrated using the design of a precast concrete beam with the objective to minimize the global warming potential while satisfying a number of constraints associated with its load-bearing capacity after 28days according to the Eurocode, the demoulding time as computed by a complex nonlinear Finite Element model, and the maximum temperature during the hydration.
Efficient Inverse Design Optimization through Multi-fidelity Simulations, Machine Learning, and Search Space Reduction Strategies
Grbcic, Luka, Müller, Juliane, de Jong, Wibe Albert
This paper introduces a methodology designed to augment the inverse design optimization process in scenarios constrained by limited compute, through the strategic synergy of multi-fidelity evaluations, machine learning models, and optimization algorithms. The proposed methodology is analyzed on two distinct engineering inverse design problems: airfoil inverse design and the scalar field reconstruction problem. It leverages a machine learning model trained with low-fidelity simulation data, in each optimization cycle, thereby proficiently predicting a target variable and discerning whether a high-fidelity simulation is necessitated, which notably conserves computational resources. Additionally, the machine learning model is strategically deployed prior to optimization to reduce the search space, thereby further accelerating convergence toward the optimal solution. The methodology has been employed to enhance two optimization algorithms, namely Differential Evolution and Particle Swarm Optimization. Comparative analyses illustrate performance improvements across both algorithms. Notably, this method is adeptly adaptable across any inverse design application, facilitating a harmonious synergy between a representative low-fidelity machine learning model, and high-fidelity simulation, and can be seamlessly applied across any variety of population-based optimization algorithms.
Gaussian-SLAM: Photo-realistic Dense SLAM with Gaussian Splatting
Yugay, Vladimir, Li, Yue, Gevers, Theo, Oswald, Martin R.
Specifically, earlier works focus a scene representation. The new representation enables on tracking using various scene representations like interactive-time reconstruction and photo-realistic rendering feature point clouds [15, 26, 40], surfels [53, 71], depth of real-world and synthetic scenes. We propose novel maps [43, 58], or implicit representations [14, 42, 44]. Later strategies for seeding and optimizing Gaussian splats to works focused more on the map quality and density. With extend their use from multiview offline scenarios to sequential the advent of powerful neural scene representations like monocular RGBD input data setups. In addition, we neural radiance fields [38] that allow for high fidelity viewsynthesis, extend Gaussian splats to encode geometry and experiment a rapidly growing body of dense neural SLAM with tracking against this scene representation. Our methods [19, 34, 51, 60, 62, 64, 81, 84] has been developed.
A Theory of Irrotational Contact Fields
Castro, Alejandro, Han, Xuchen, Masterjohn, Joseph
We present a framework that enables to write a family of convex approximations of complex contact models. Within this framework, we show that we can incorporate well established and experimentally validated contact models such as the Hunt & Crossley model. Moreover, we show how to incorporate Coulomb's law and the principle of maximum dissipation using a regularized model of friction. Contrary to common wisdom that favors the use of rigid contact models, our convex formulation is robust and performant even at high stiffness values far beyond that of materials such as steel. Therefore, the same formulation enables the modeling of compliant surfaces such as rubber gripper pads or robot feet as well as hard objects. We characterize and evaluate our approximations in a number of tests cases. We report their properties and highlight limitations. Finally, we demonstrate robust simulation of robotic tasks at interactive rates, with accurately resolved stiction and contact transitions, as required for meaningful sim-to-real transfer. Our method is implemented in the open source robotics toolkit Drake.