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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.


Deep Learning for Optimization of Trajectories for Quadrotors

arXiv.org Artificial Intelligence

This paper presents a novel learning-based trajectory planning framework for quadrotors that combines model-based optimization techniques with deep learning. Specifically, we formulate the trajectory optimization problem as a quadratic programming (QP) problem with dynamic and collision-free constraints using piecewise trajectory segments through safe flight corridors [1]. We train neural networks to directly learn the time allocation for each segment to generate optimal smooth and fast trajectories. Furthermore, the constrained optimization problem is applied as a separate implicit layer for backpropagation in the network, for which the differential loss function can be obtained. We introduce an additional penalty function to penalize time allocations which result in solutions that violate the constraints to accelerate the training process and increase the success rate of the original optimization problem. To this end, we enable a flexible number of sequences of piece-wise trajectories by adding an extra end-of-sentence token during training. We illustrate the performance of the proposed method via extensive simulation and experimentation and show that it works in real time in diverse, cluttered environments.


Regret Optimality of GP-UCB

arXiv.org Machine Learning

Gaussian Process Upper Confidence Bound (GP-UCB) is one of the most popular methods for optimizing black-box functions with noisy observations, due to its simple structure and superior performance. Its empirical successes lead to a natural, yet unresolved question: Is GP-UCB regret optimal? In this paper, we offer the first generally affirmative answer to this important open question in the Bayesian optimization literature. We establish new upper bounds on both the simple and cumulative regret of GP-UCB when the objective function to optimize admits certain smoothness property. These upper bounds match the known minimax lower bounds (up to logarithmic factors independent of the feasible region's dimensionality) for optimizing functions with the same smoothness. Intriguingly, our findings indicate that, with the same level of exploration, GP-UCB can simultaneously achieve optimality in both simple and cumulative regret. The crux of our analysis hinges on a refined uniform error bound for online estimation of functions in reproducing kernel Hilbert spaces. This error bound, which we derive from empirical process theory, is of independent interest, and its potential applications may reach beyond the scope of this study.


Optimistic Natural Policy Gradient: a Simple Efficient Policy Optimization Framework for Online RL

arXiv.org Machine Learning

While policy optimization algorithms have played an important role in recent empirical success of Reinforcement Learning (RL), the existing theoretical understanding of policy optimization remains rather limited -- they are either restricted to tabular MDPs or suffer from highly suboptimal sample complexity, especial in online RL where exploration is necessary. This paper proposes a simple efficient policy optimization framework -- Optimistic NPG for online RL. Optimistic NPG can be viewed as a simple combination of the classic natural policy gradient (NPG) algorithm [Kakade, 2001] with optimistic policy evaluation subroutines to encourage exploration. For $d$-dimensional linear MDPs, Optimistic NPG is computationally efficient, and learns an $\varepsilon$-optimal policy within $\tilde{O}(d^2/\varepsilon^3)$ samples, which is the first computationally efficient algorithm whose sample complexity has the optimal dimension dependence $\tilde{\Theta}(d^2)$. It also improves over state-of-the-art results of policy optimization algorithms [Zanette et al., 2021] by a factor of $d$. In the realm of general function approximation, which subsumes linear MDPs, Optimistic NPG, to our best knowledge, stands as the first policy optimization algorithm that achieves polynomial sample complexity for learning near-optimal policies.


Industrial Internet of Things Intelligence Empowering Smart Manufacturing: A Literature Review

arXiv.org Artificial Intelligence

The fiercely competitive business environment and increasingly personalized customization needs are driving the digital transformation and upgrading of the manufacturing industry. IIoT intelligence, which can provide innovative and efficient solutions for various aspects of the manufacturing value chain, illuminates the path of transformation for the manufacturing industry. It is time to provide a systematic vision of IIoT intelligence. However, existing surveys often focus on specific areas of IIoT intelligence, leading researchers and readers to have biases in their understanding of IIoT intelligence, that is, believing that research in one direction is the most important for the development of IIoT intelligence, while ignoring contributions from other directions. Therefore, this paper provides a comprehensive overview of IIoT intelligence. We first conduct an in-depth analysis of the inevitability of manufacturing transformation and study the successful experiences from the practices of Chinese enterprises. Then we give our definition of IIoT intelligence and demonstrate the value of IIoT intelligence for industries in fucntions, operations, deployments, and application. Afterwards, we propose a hierarchical development architecture for IIoT intelligence, which consists of five layers. The practical values of technical upgrades at each layer are illustrated by a close look on lighthouse factories. Following that, we identify seven kinds of technologies that accelerate the transformation of manufacturing, and clarify their contributions. Finally, we explore the open challenges and development trends from four aspects to inspire future researches.


Adaptive Resource Allocation for Semantic Communication Networks

arXiv.org Artificial Intelligence

Semantic communication, recognized as a promising technology for future intelligent applications, has received widespread research attention. Despite the potential of semantic communication to enhance transmission reliability, especially in low signal-to-noise (SNR) environments, the critical issue of resource allocation and compatibility in the dynamic wireless environment remains largely unexplored. In this paper, we propose an adaptive semantic resource allocation paradigm with semantic-bit quantization (SBQ) compatibly for existing wireless communications, where the inaccurate environment perception introduced by the additional mapping relationship between semantic metrics and transmission metrics is solved. In order to investigate the performance of semantic communication networks, the quality of service for semantic communication (SC-QoS), including the semantic quantization efficiency (SQE) and transmission latency, is proposed for the first time. A problem of maximizing the overall effective SC-QoS is formulated by jointly optimizing the transmit beamforming of the base station, the bits for semantic representation, the subchannel assignment, and the bandwidth resource allocation. To address the non-convex formulated problem, an intelligent resource allocation scheme is proposed based on a hybrid deep reinforcement learning (DRL) algorithm, where the intelligent agent can perceive both semantic tasks and dynamic wireless environments. Simulation results demonstrate that our design can effectively combat semantic noise and achieve superior performance in wireless communications compared to several benchmark schemes. Furthermore, compared to mapping-guided paradigm based resource allocation schemes, our proposed adaptive scheme can achieve up to 13% performance improvement in terms of SC-QoS.


Autonomous Advanced Aerial Mobility -- An End-to-end Autonomy Framework for UAVs and Beyond

arXiv.org Artificial Intelligence

Developing aerial robots that can both safely navigate and execute assigned mission without any human intervention - i.e., fully autonomous aerial mobility of passengers and goods - is the larger vision that guides the research, design, and development efforts in the aerial autonomy space. However, it is highly challenging to concurrently operationalize all types of aerial vehicles that are operating fully autonomously sharing the airspace. Full autonomy of the aerial transportation sector includes several aspects, such as design of the technology that powers the vehicles, operations of multi-agent fleets, and process of certification that meets stringent safety requirements of aviation sector. Thereby, Autonomous Advanced Aerial Mobility is still a vague term and its consequences for researchers and professionals are ambiguous. To address this gap, we present a comprehensive perspective on the emerging field of autonomous advanced aerial mobility, which involves the use of unmanned aerial vehicles (UAVs) and electric vertical takeoff and landing (eVTOL) aircraft for various applications, such as urban air mobility, package delivery, and surveillance. The article proposes a scalable and extensible autonomy framework consisting of four main blocks: sensing, perception, planning, and controls. Furthermore, the article discusses the challenges and opportunities in multi-agent fleet operations and management, as well as the testing, validation, and certification aspects of autonomous aerial systems. Finally, the article explores the potential of monolithic models for aerial autonomy and analyzes their advantages and limitations. The perspective aims to provide a holistic picture of the autonomous advanced aerial mobility field and its future directions.


A New Random Reshuffling Method for Nonsmooth Nonconvex Finite-sum Optimization

arXiv.org Artificial Intelligence

In this work, we propose and study a novel stochastic optimization algorithm, termed the normal map-based proximal random reshuffling (norm-PRR) method, for nonsmooth nonconvex finite-sum problems. Random reshuffling techniques are prevalent and widely utilized in large-scale applications, e.g., in the training of neural networks. While the convergence behavior and advantageous acceleration effects of random reshuffling methods are fairly well understood in the smooth setting, much less seems to be known in the nonsmooth case and only few proximal-type random reshuffling approaches with provable guarantees exist. We establish the iteration complexity ${\cal O}(n^{-1/3}T^{-2/3})$ for norm-PRR, where $n$ is the number of component functions and $T$ counts the total number of iteration. We also provide novel asymptotic convergence results for norm-PRR. Specifically, under the Kurdyka-{\L}ojasiewicz (KL) inequality, we establish strong limit-point convergence, i.e., the iterates generated by norm-PRR converge to a single stationary point. Moreover, we derive last iterate convergence rates of the form ${\cal O}(k^{-p})$; here, $p \in [0, 1]$ depends on the KL exponent $\theta \in [0,1)$ and step size dynamics. Finally, we present preliminary numerical results on machine learning problems that demonstrate the efficiency of the proposed method.