Goto

Collaborating Authors

 Optimization


Recent Advances in Path Integral Control for Trajectory Optimization: An Overview in Theoretical and Algorithmic Perspectives

arXiv.org Artificial Intelligence

This paper presents a tutorial overview of path integral (PI) control approaches for stochastic optimal control and trajectory optimization. We concisely summarize the theoretical development of path integral control to compute a solution for stochastic optimal control and provide algorithmic descriptions of the cross-entropy (CE) method, an open-loop controller using the receding horizon scheme known as the model predictive path integral (MPPI), and a parameterized state feedback controller based on the path integral control theory. We discuss policy search methods based on path integral control, efficient and stable sampling strategies, extensions to multi-agent decision-making, and MPPI for the trajectory optimization on manifolds. For tutorial demonstrations, some PI-based controllers are implemented in Python, MATLAB and ROS2/Gazebo simulations for trajectory optimization. The simulation frameworks and source codes are publicly available at https://github.com/INHA-Autonomous-Systems-Laboratory-ASL/An-Overview-on-Recent-Advances-in-Path-Integral-Control.


Aggressive Trajectory Tracking for Nano Quadrotors Using Embedded Nonlinear Model Predictive Control

arXiv.org Artificial Intelligence

This paper presents an aggressive trajectory tracking method for a small lightweight nano-quadrotor using nonlinear model predictive control (NMPC) based on acados. Controlling a nano quadrotor for accurate trajectory tracking at high speed in dynamic environments is challenging due to complex aerodynamic forces that introduce significant disturbances and large positional tracking errors. These aerodynamic effects are difficult to be identified and require feedback control that compensates for them in real time. NMPC allows the nano-quadrotor to control its motion in real time based on onboard sensor measurements, making it well-suited for tasks such as aggressive maneuvers and navigation in complex and dynamic environments. The software package acados enables the implementation of the NMPC algorithm on embedded systems, which is particularly important for nano-quadrotor due to its limited computational resources. Our autonomous navigation system is developed based on an AI-deck that is a GAP8-based parallel ultra-low power computing platform with onboard sensors of a multi-ranger deck and a flow deck. The proposed method of NMPC-based trajectory tracking control is tested in simulation and the results demonstrate its effectiveness in trajectory tracking while considering the dynamic environments. It is also tested on a real nano quadrotor hardware, 27-g Crazyflie 2.1, with a customized MCU running embedded NMPC, in which accurate trajectory tracking results are achieved in dynamic real-world environments.


A Probabilistic Neural Twin for Treatment Planning in Peripheral Pulmonary Artery Stenosis

arXiv.org Artificial Intelligence

The substantial computational cost of high-fidelity models in numerical hemodynamics has, so far, relegated their use mainly to offline treatment planning. New breakthroughs in data-driven architectures and optimization techniques for fast surrogate modeling provide an exciting opportunity to overcome these limitations, enabling the use of such technology for time-critical decisions. We discuss an application to the repair of multiple stenosis in peripheral pulmonary artery disease through either transcatheter pulmonary artery rehabilitation or surgery, where it is of interest to achieve desired pressures and flows at specific locations in the pulmonary artery tree, while minimizing the risk for the patient. Since different degrees of success can be achieved in practice during treatment, we formulate the problem in probability, and solve it through a sample-based approach. We propose a new offline-online pipeline for probabilsitic real-time treatment planning which combines offline assimilation of boundary conditions, model reduction, and training dataset generation with online estimation of marginal probabilities, possibly conditioned on the degree of augmentation observed in already repaired lesions. Moreover, we propose a new approach for the parametrization of arbitrarily shaped vascular repairs through iterative corrections of a zero-dimensional approximant. We demonstrate this pipeline for a diseased model of the pulmonary artery tree available through the Vascular Model Repository.


Practical Path-based Bayesian Optimization

arXiv.org Artificial Intelligence

There has been a surge in interest in data-driven experimental design with applications to chemical engineering and drug manufacturing. Bayesian optimization (BO) has proven to be adaptable to such cases, since we can model the reactions of interest as expensive black-box functions. Sometimes, the cost of this black-box functions can be separated into two parts: (a) the cost of the experiment itself, and (b) the cost of changing the input parameters. In this short paper, we extend the SnAKe algorithm to deal with both types of costs simultaneously. We further propose extensions to the case of a maximum allowable input change, as well as to the multi-objective setting.


Interior Point Constrained Reinforcement Learning with Global Convergence Guarantees

arXiv.org Artificial Intelligence

We consider discounted infinite horizon constrained Markov decision processes (CMDPs) where the goal is to find an optimal policy that maximizes the expected cumulative reward subject to expected cumulative constraints. Motivated by the application of CMDPs in online learning of safety-critical systems, we focus on developing an algorithm that ensures constraint satisfaction during learning. To this end, we develop a zeroth-order interior point approach based on the log barrier function of the CMDP. Under the commonly assumed conditions of Fisher non-degeneracy and bounded transfer error of the policy parameterization, we establish the theoretical properties of the algorithm. In particular, in contrast to existing CMDP approaches that ensure policy feasibility only upon convergence, our algorithm guarantees feasibility of the policies during the learning process and converges to the optimal policy with a sample complexity of $O(\varepsilon^{-6})$. In comparison to the state-of-the-art policy gradient-based algorithm, C-NPG-PDA, our algorithm requires an additional $O(\varepsilon^{-2})$ samples to ensure policy feasibility during learning with same Fisher-non-degenerate parameterization.


A Preconditioned Interior Point Method for Support Vector Machines Using an ANOVA-Decomposition and NFFT-Based Matrix-Vector Products

arXiv.org Artificial Intelligence

The training of support vector machines (SVMs) leads to large-scale quadratic programs (QPs) [1]. An efficient way to solve these optimization problems is the sequential minimal optimization (SMO) algorithm introduced in [2]. The main motivation for the design of the SMO algorithm comes from the fact that existing optimization methods, i.e., quadratic programming approaches, cannot handle the large-scale dense kernel matrix efficiently. The SMO algorithm is motivated by the result obtained in [3] that showed the optimization problem can be decomposed into the solution of smaller subproblems, which avoids the large-scale dense matrices. When tackling the training as a QP programming task, the use of interior point methods (IPM) has also been studied in the seminal paper of Fine and Scheinberg in [4]: the authors use a low-rank approximation of the kernel matrix and propose a pivoted low-rank Cholesky decomposition to approximate the kernel matrix. A similar matrix approximation was also proposed in [5].


A Bayesian approach for prompt optimization in pre-trained language models

arXiv.org Artificial Intelligence

A prompt is a sequence of symbol or tokens, selected from a vocabulary according to some rule, which is prepended/concatenated to a textual query. A key problem is how to select the sequence of tokens: in this paper we formulate it as a combinatorial optimization problem. The high dimensionality of the token space com-pounded by the length of the prompt sequence requires a very efficient solution. In this paper we propose a Bayesian optimization method, executed in a continuous em-bedding of the combinatorial space. In this paper we focus on hard prompt tuning (HPT) which directly searches for discrete tokens to be added to the text input with-out requiring access to the large language model (LLM) and can be used also when LLM is available only as a black-box. This is critically important if LLMs are made available in the Model as a Service (MaaS) manner as in GPT-4. The current manu-script is focused on the optimization of discrete prompts for classification tasks. The discrete prompts give rise to difficult combinatorial optimization problem which easily become intractable given the dimension of the token space in realistic applications. The optimization method considered in this paper is Bayesian optimization (BO) which has become the dominant approach in black-box optimization for its sample efficiency along with its modular structure and versatility. In this paper we use BoTorch, a library for Bayesian optimization research built on top of pyTorch. Albeit preliminary and obtained using a 'vanilla' version of BO, the experiments on RoB-ERTa on six benchmarks, show a good performance across a variety of tasks and enable an analysis of the tradeoff between size of the search space, accuracy and wall clock time.


Phylo2Vec: a vector representation for binary trees

arXiv.org Artificial Intelligence

Binary phylogenetic trees inferred from biological data are central to understanding the shared evolutionary history of organisms. Inferring the placement of latent nodes in a tree by any optimality criterion (e.g., maximum likelihood) is an NP-hard problem, propelling the development of myriad heuristic approaches. Yet, these heuristics often lack a systematic means of uniformly sampling random trees or effectively exploring a tree space that grows factorially, which are crucial to optimisation problems such as machine learning. Phylo2Vec maps any binary tree with n leaves to an integer vector of length n 1. We prove that Phylo2Vec is both well-defined and bijective to the space of phylogenetic trees. The advantages of Phylo2Vec are twofold: i) easy uniform sampling of binary trees and ii) systematic ability to traverse tree space in very large or small jumps. As a proof of concept, we use Phylo2Vec for maximum likelihood inference on five real-world datasets and show that a simple hill climbing-based optimisation can efficiently traverse the vastness of tree space from a random to an optimal tree. Phylogenetic trees are a fundamental tool in depicting evolutionary processes, whether linguistic (evolution of different languages and language families) or biological (evolution of biological entities). In the latter field, phylogenetic trees are integral to multiple research domains, including evolution (Morlon et al., 2010), conservation (Rolland et al., 2011), and epidemiology, where they allow us to better understand infectious disease transmission dynamics (Ypma et al., 2013; Faria et al., 2021). A multitude of computer-readable formats have been proposed to store and represent (binary) phylogenetic trees. While basic data structures such as arrays or linked lists can be used for this purpose, the Newick format, as outlined by Olsen (1990) and Felsenstein (2004), has emerged as the standard notation. Each parenthesis encloses a pair of leaf nodes or subtrees, separated by a comma.


Convergences for Minimax Optimization Problems over Infinite-Dimensional Spaces Towards Stability in Adversarial Training

arXiv.org Machine Learning

Training neural networks that require adversarial optimization, such as generative adversarial networks (GANs) and unsupervised domain adaptations (UDAs), suffers from instability. This instability problem comes from the difficulty of the minimax optimization, and there have been various approaches in GANs and UDAs to overcome this problem. In this study, we tackle this problem theoretically through a functional analysis. Specifically, we show the convergence property of the minimax problem by the gradient descent over the infinite-dimensional spaces of continuous functions and probability measures under certain conditions. Using this setting, we can discuss GANs and UDAs comprehensively, which have been studied independently. In addition, we show that the conditions necessary for the convergence property are interpreted as stabilization techniques of adversarial training such as the spectral normalization and the gradient penalty.


Scalable Meta-Learning with Gaussian Processes

arXiv.org Machine Learning

Meta-learning is a powerful approach that exploits historical data to quickly solve new tasks from the same distribution. In the low-data regime, methods based on the closed-form posterior of Gaussian processes (GP) together with Bayesian optimization have achieved high performance. However, these methods are either computationally expensive or introduce assumptions that hinder a principled propagation of uncertainty between task models. This may disrupt the balance between exploration and exploitation during optimization. In this paper, we develop ScaML-GP, a modular GP model for meta-learning that is scalable in the number of tasks. Our core contribution is a carefully designed multi-task kernel that enables hierarchical training and task scalability. Conditioning ScaML-GP on the meta-data exposes its modular nature yielding a test-task prior that combines the posteriors of meta-task GPs. In synthetic and real-world meta-learning experiments, we demonstrate that ScaML-GP can learn efficiently both with few and many meta-tasks.