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 Optimization


FlowHON: Representing Flow Fields Using Higher-Order Networks

arXiv.org Artificial Intelligence

Flow fields are often partitioned into data blocks for massively parallel computation and analysis based on blockwise relationships. However, most of the previous techniques only consider the first-order dependencies among blocks, which is insufficient in describing complex flow patterns. In this work, we present FlowHON, an approach to construct higher-order networks (HONs) from flow fields. FlowHON captures the inherent higher-order dependencies in flow fields as nodes and estimates the transitions among them as edges. We formulate the HON construction as an optimization problem with three linear transformations. The first two layers correspond to the node generation and the third one corresponds to edge estimation. Our formulation allows the node generation and edge estimation to be solved in a unified framework. With FlowHON, the rich set of traditional graph algorithms can be applied without any modification to analyze flow fields, while leveraging the higher-order information to understand the inherent structure and manage flow data for efficiency. We demonstrate the effectiveness of FlowHON using a series of downstream tasks, including estimating the density of particles during tracing, partitioning flow fields for data management, and understanding flow fields using the node-link diagram representation of networks.


Constraint Inference in Control Tasks from Expert Demonstrations via Inverse Optimization

arXiv.org Artificial Intelligence

Inferring unknown constraints is a challenging and crucial problem in many robotics applications. When only expert demonstrations are available, it becomes essential to infer the unknown domain constraints to deploy additional agents effectively. In this work, we propose an approach to infer affine constraints in control tasks after observing expert demonstrations. We formulate the constraint inference problem as an inverse optimization problem, and we propose an alternating optimization scheme that infers the unknown constraints by minimizing a KKT residual objective. We demonstrate the effectiveness of our method in a number of simulations, and show that our method can infer less conservative constraints than a recent baseline method, while maintaining comparable safety guarantees.


Time-Relative RTK-GNSS: GNSS Loop Closure in Pose Graph Optimization

arXiv.org Artificial Intelligence

A pose-graph-based optimization technique is widely used to estimate robot poses using various sensor measurements from devices such as laser scanners and cameras. The global navigation satellite system (GNSS) has recently been used to estimate the absolute 3D position of outdoor mobile robots. However, since the accuracy of GNSS single-point positioning is only a few meters, the GNSS is not used for the loop closure of a pose graph. The main purpose of this study is to generate a loop closure of a pose graph using a time-relative real-time kinematic GNSS (TR-RTK-GNSS) technique. The proposed TR-RTK-GNSS technique uses time-differential carrier phase positioning, which is based on carrier-phase-based differential GNSS with a single GNSS receiver. Unlike a conventional RTK-GNSS, we can directly compute the robot's relative position using only a stand-alone GNSS receiver. The initial pose graph is generated from the accumulated velocity computed from GNSS Doppler measurements. To reduce the accumulated error of velocity, we use the TR-RTK-GNSS technique for the loop closure in the graph-based optimization framework. The kinematic positioning tests were performed using an unmanned aerial vehicle to confirm the effectiveness of the proposed technique. From the tests, we can estimate the vehicle's trajectory with approximately 3 cm accuracy using only a stand-alone GNSS receiver.


Adaptive Instrument Design for Indirect Experiments

arXiv.org Artificial Intelligence

Indirect experiments provide a valuable framework for estimating treatment effects in situations where conducting randomized control trials (RCTs) is impractical or unethical. Unlike RCTs, indirect experiments estimate treatment effects by leveraging (conditional) instrumental variables, enabling estimation through encouragement and recommendation rather than strict treatment assignment. However, the sample efficiency of such estimators depends not only on the inherent variability in outcomes but also on the varying compliance levels of users with the instrumental variables and the choice of estimator being used, especially when dealing with numerous instrumental variables. While adaptive experiment design has a rich literature for direct experiments, in this paper we take the initial steps towards enhancing sample efficiency for indirect experiments by adaptively designing a data collection policy over instrumental variables. Our main contribution is a practical computational procedure that utilizes influence functions to search for an optimal data collection policy, minimizing the mean-squared error of the desired (non-linear) estimator. Through experiments conducted in various domains inspired by real-world applications, we showcase how our method can significantly improve the sample efficiency of indirect experiments.


GNSS Odometry: Precise Trajectory Estimation Based on Carrier Phase Cycle Slip Estimation

arXiv.org Artificial Intelligence

This paper proposes a highly accurate trajectory estimation method for outdoor mobile robots using global navigation satellite system (GNSS) time differences of carrier phase (TDCP) measurements. By using GNSS TDCP, the relative 3D position can be estimated with millimeter precision. However, when a phenomenon called cycle slip occurs, wherein the carrier phase measurement jumps and becomes discontinuous, it is impossible to accurately estimate the relative position using TDCP. Although previous studies have eliminated the effect of cycle slip using a robust optimization technique, it was difficult to completely eliminate the effect of outliers. In this paper, we propose a method to detect GNSS carrier phase cycle slip, estimate the amount of cycle slip, and modify the observed TDCP to calculate the relative position using the factor graph optimization framework. The estimated relative position acts as a loop closure in graph optimization and contributes to the reduction in the integration error of the relative position. Experiments with an unmanned aerial vehicle showed that by modifying the cycle slip using the proposed method, the vehicle trajectory could be estimated with an accuracy of 5 to 30 cm using only a single GNSS receiver, without using any other external data or sensors.


De Novo Drug Design with Joint Transformers

arXiv.org Artificial Intelligence

De novo drug design requires simultaneously generating novel molecules outside of training data and predicting their target properties, making it a hard task for generative models. To address this, we propose Joint Transformer that combines a Transformer decoder, Transformer encoder, and a predictor in a joint generative model with shared weights. We formulate a probabilistic black-box optimization algorithm that employs Joint Transformer to generate novel molecules with improved target properties and outperforms other SMILES-based optimization methods in de novo drug design.


A Nonstochastic Control Approach to Optimization

arXiv.org Artificial Intelligence

Selecting the best hyperparameters for a particular optimization instance, such as the learning rate and momentum, is an important but nonconvex problem. As a result, iterative optimization methods such as hypergradient descent lack global optimality guarantees in general. We propose an online nonstochastic control methodology for mathematical optimization. First, we formalize the setting of meta-optimization, an online learning formulation of learning the best optimization algorithm from a class of methods. The meta-optimization problem over gradient-based methods can be framed as a feedback control problem over the choice of hyperparameters, including the learning rate, momentum, and the preconditioner. Although the original optimal control problem is nonconvex, we show how recent methods from online nonstochastic control using convex relaxations can be used to overcome the challenge of nonconvexity, and obtain regret guarantees against the best offline solution. This guarantees that in meta-optimization, given a sequence of optimization problems, we can learn a method that attains convergence comparable to that of the best optimization method in hindsight from a class of methods.


Risk-Controlling Model Selection via Guided Bayesian Optimization

arXiv.org Machine Learning

Our goal in this paper is to find a configuration that adheres to user-specified limits on certain risks while being useful with respect to other conflicting metrics. We solve this by combining Bayesian Optimization (BO) with rigorous risk-controlling procedures, where our core idea is to steer BO towards an efficient testing strategy. Our BO method identifies a set of Pareto optimal configurations residing in a designated region of interest. The resulting candidates are statistically verified and the best-performing configuration is selected with guaranteed risk levels. We demonstrate the effectiveness of our approach on a range of tasks with multiple desiderata, including low error rates, equitable predictions, handling spurious correlations, managing rate and distortion in generative models, and reducing computational costs. Deploying machine learning models in the real-world requires balancing different performance aspects such as low error rate, equality in predictive decisions (Hardt et al., 2016; Pessach & Shmueli, 2022), robustness to spurious correlations (Sagawa et al., 2019; Yang et al., 2023), and model efficiency (Laskaridis et al., 2021; Menghani, 2023). In many cases, we can influence the model's behavior favorably via sets of hyperparameters that determine the model configuration. However, selecting such a configuration that exactly meets user-defined requirements on test data is typically non-trivial, especially when considering a large number of objectives and configurations that are costly to assess (e.g., that require retraining large neural networks for new settings). Bayesian Optimization (BO) is widely used for efficiently selecting configurations of functions that require expensive evaluation, such as hyperparameters that govern the model architecture or influence the training procedure (Shahriari et al., 2015; Wang et al., 2022; Bischl et al., 2023). The basic concept is to substitute the costly function of interest with a cheap, and easily optimized, probabilistic surrogate model. This surrogate is used to select promising candidate configurations, while balancing exploration and exploitation.


Adaptive operator selection utilising generalised experience

arXiv.org Artificial Intelligence

Optimisation problems, particularly combinatorial optimisation problems, are difficult to solve due to their complexity and hardness. Such problems have been successfully solved by evolutionary and swarm intelligence algorithms, especially in binary format. However, the approximation may suffer due to the the issues in balance between exploration and exploitation activities (EvE), which remain as the major challenge in this context. Although the complementary usage of multiple operators is becoming more popular for managing EvE with adaptive operator selection schemes, a bespoke adaptive selection system is still an important topic in research. Reinforcement Learning (RL) has recently been proposed as a way to customise and shape up a highly effective adaptive selection system. However, it is still challenging to handle the problem in terms of scalability. This paper proposes and assesses a RL-based novel approach to help develop a generalised framework for gaining, processing, and utilising the experiences for both the immediate and future use. The experimental results support the proposed approach with a certain level of success.


Fast Dual Subgradient Optimization of the Integrated Transportation Distance Between Stochastic Kernels

arXiv.org Artificial Intelligence

A generalization of the Wasserstein metric, the integrated transportation distance, establishes a novel distance between probability kernels of Markov systems. This metric serves as the foundation for an efficient approximation technique, enabling the replacement of the original system's kernel with a kernel with a discrete support of limited cardinality. To facilitate practical implementation, we present a specialized dual algorithm capable of constructing these approximate kernels quickly and efficiently, without requiring computationally expensive matrix operations. Finally, we demonstrate the efficacy of our method through several illustrative examples, showcasing its utility in practical scenarios. This advancement offers new possibilities for the streamlined analysis and manipulation of stochastic systems represented by kernels.