Optimization
Acceleration and Implicit Regularization in Gaussian Phase Retrieval
Maunu, Tyler, Molina-Fructuoso, Martin
We study accelerated optimization methods in the Gaussian phase retrieval problem. In this setting, we prove that gradient methods with Polyak or Nesterov momentum have similar implicit regularization to gradient descent. This implicit regularization ensures that the algorithms remain in a nice region, where the cost function is strongly convex and smooth despite being nonconvex in general. This ensures that these accelerated methods achieve faster rates of convergence than gradient descent. Experimental evidence demonstrates that the accelerated methods converge faster than gradient descent in practice.
Multi-Agent Learning of Efficient Fulfilment and Routing Strategies in E-Commerce
Shelke, Omkar, Pathakota, Pranavi, Chauhan, Anandsingh, Khadilkar, Harshad, Meisheri, Hardik, Ravindran, Balaraman
This paper presents an integrated algorithmic framework for minimising product delivery costs in e-commerce (known as the cost-to-serve or C2S). One of the major challenges in e-commerce is the large volume of spatio-temporally diverse orders from multiple customers, each of which has to be fulfilled from one of several warehouses using a fleet of vehicles. This results in two levels of decision-making: (i) selection of a fulfillment node for each order (including the option of deferral to a future time), and then (ii) routing of vehicles (each of which can carry multiple orders originating from the same warehouse). We propose an approach that combines graph neural networks and reinforcement learning to train the node selection and vehicle routing agents. We include real-world constraints such as warehouse inventory capacity, vehicle characteristics such as travel times, service times, carrying capacity, and customer constraints including time windows for delivery. The complexity of this problem arises from the fact that outcomes (rewards) are driven both by the fulfillment node mapping as well as the routing algorithms, and are spatio-temporally distributed. Our experiments show that this algorithmic pipeline outperforms pure heuristic policies.
Orthogonally weighted $\ell_{2,1}$ regularization for rank-aware joint sparse recovery: algorithm and analysis
Petrosyan, Armenak, Pieper, Konstantin, Tran, Hoang
We propose and analyze an efficient algorithm for solving the joint sparse recovery problem using a new regularization-based method, named orthogonally weighted $\ell_{2,1}$ ($\mathit{ow}\ell_{2,1}$), which is specifically designed to take into account the rank of the solution matrix. This method has applications in feature extraction, matrix column selection, and dictionary learning, and it is distinct from commonly used $\ell_{2,1}$ regularization and other existing regularization-based approaches because it can exploit the full rank of the row-sparse solution matrix, a key feature in many applications. We provide a proof of the method's rank-awareness, establish the existence of solutions to the proposed optimization problem, and develop an efficient algorithm for solving it, whose convergence is analyzed. We also present numerical experiments to illustrate the theory and demonstrate the effectiveness of our method on real-life problems.
Simultaneous Robot-World and Hand-Eye Calibration
Recently, Zhuang, Roth, \& Sudhakar [1] proposed a method that allows simultaneous computation of the rigid transformations from world frame to robot base frame and from hand frame to camera frame. Their method attempts to solve a homogeneous matrix equation of the form AX=ZB. They use quaternions to derive explicit linear solutions for X and Z. In this short paper, we present two new solutions that attempt to solve the homogeneous matrix equation mentioned above: (i) a closed-form method which uses quaternion algebra and a positive quadratic error function associated with this representation and (ii) a method based on non-linear constrained minimization and which simultaneously solves for rotations and translations. These results may be useful to other problems that can be formulated in the same mathematical form. We perform a sensitivity analysis for both our two methods and the linear method developed by Zhuang et al. This analysis allows the comparison of the three methods. In the light of this comparison the non-linear optimization method, which solves for rotations and translations simultaneously, seems to be the most stable one with respect to noise and to measurement errors.
Beyond Boundaries: A Comprehensive Survey of Transferable Attacks on AI Systems
Wang, Guangjing, Zhou, Ce, Wang, Yuanda, Chen, Bocheng, Guo, Hanqing, Yan, Qiben
Artificial Intelligence (AI) systems such as autonomous vehicles, facial recognition, and speech recognition systems are increasingly integrated into our daily lives. However, despite their utility, these AI systems are vulnerable to a wide range of attacks such as adversarial, backdoor, data poisoning, membership inference, model inversion, and model stealing attacks. In particular, numerous attacks are designed to target a particular model or system, yet their effects can spread to additional targets, referred to as transferable attacks. Although considerable efforts have been directed toward developing transferable attacks, a holistic understanding of the advancements in transferable attacks remains elusive. In this paper, we comprehensively explore learning-based attacks from the perspective of transferability, particularly within the context of cyber-physical security. We delve into different domains -- the image, text, graph, audio, and video domains -- to highlight the ubiquitous and pervasive nature of transferable attacks. This paper categorizes and reviews the architecture of existing attacks from various viewpoints: data, process, model, and system. We further examine the implications of transferable attacks in practical scenarios such as autonomous driving, speech recognition, and large language models (LLMs). Additionally, we outline the potential research directions to encourage efforts in exploring the landscape of transferable attacks. This survey offers a holistic understanding of the prevailing transferable attacks and their impacts across different domains.
Weight Norm Control
We note that decoupled weight decay regularization is a particular case of weight norm control where the target norm of weights is set to 0. Any optimization method (e.g., Adam) which uses decoupled weight decay regularization (respectively, AdamW) can be viewed as a particular case of a more general algorithm with weight norm control (respectively, AdamWN). We argue that setting the target norm of weights to 0 can be suboptimal and other target norm values can be considered. For instance, any training run where AdamW achieves a particular norm of weights can be challenged by AdamWN scheduled to achieve a comparable norm of weights. We discuss various implications of introducing weight norm control instead of weight decay. They introduced AdamW algorithm where Adam's loss-based update is decoupled from weight decay.
Sustainable Concrete via Bayesian Optimization
Ament, Sebastian, Witte, Andrew, Garg, Nishant, Kusuma, Julius
Eight percent of global carbon dioxide emissions can be attributed to the production of cement, the main component of concrete, which is also the dominant source of CO2 emissions in the construction of data centers. The discovery of lower-carbon concrete formulae is therefore of high significance for sustainability. However, experimenting with new concrete formulae is time consuming and labor intensive, as one usually has to wait to record the concrete's 28-day compressive strength, a quantity whose measurement can by its definition not be accelerated. This provides an opportunity for experimental design methodology like Bayesian Optimization (BO) to accelerate the search for strong and sustainable concrete formulae. Herein, we 1) propose modeling steps that make concrete strength amenable to be predicted accurately by a Gaussian process model with relatively few measurements, 2) formulate the search for sustainable concrete as a multi-objective optimization problem, and 3) leverage the proposed model to carry out multi-objective BO with real-world strength measurements of the algorithmically proposed mixes. Our experimental results show improved trade-offs between the mixtures' global warming potential (GWP) and their associated compressive strengths, compared to mixes based on current industry practices. Our methods are open-sourced at github.com/facebookresearch/SustainableConcrete.
A Mixed-Integer Approach for Motion Planning of Nonholonomic Robots under Visible Light Communication Constraints
Caregnato-Neto, Angelo, Maximo, Marcos Ricardo Omena de Albuquerque, Afonso, Rubens Junqueira Magalhรฃes
This work addresses the problem of motion planning for a group of nonholonomic robots under Visible Light Communication (VLC) connectivity requirements. In particular, we consider an inspection task performed by a Robot Chain Control System (RCCS), where a leader must visit relevant regions of an environment while the remaining robots operate as relays, maintaining the connectivity between the leader and a base station. We leverage Mixed-Integer Linear Programming (MILP) to design a trajectory planner that can coordinate the RCCS, minimizing time and control effort while also handling the issues of directed Line-Of-Sight (LOS), connectivity over directed networks, and the nonlinearity of the robots' dynamics. The efficacy of the proposal is demonstrated with realistic simulations in the Gazebo environment using the Turtlebot3 robot platform.
Rockafellian Relaxation and Stochastic Optimization under Perturbations
Royset, Johannes O., Chen, Louis L., Eckstrand, Eric
In practice, optimization models are often prone to unavoidable inaccuracies due to dubious assumptions and corrupted data. Traditionally, this placed special emphasis on risk-based and robust formulations, and their focus on ``conservative" decisions. We develop, in contrast, an ``optimistic" framework based on Rockafellian relaxations in which optimization is conducted not only over the original decision space but also jointly with a choice of model perturbation. The framework enables us to address challenging problems with ambiguous probability distributions from the areas of two-stage stochastic optimization without relatively complete recourse, probability functions lacking continuity properties, expectation constraints, and outlier analysis. We are also able to circumvent the fundamental difficulty in stochastic optimization that convergence of distributions fails to guarantee convergence of expectations. The framework centers on the novel concepts of exact and limit-exact Rockafellians, with interpretations of ``negative'' regularization emerging in certain settings. We illustrate the role of Phi-divergence, examine rates of convergence under changing distributions, and explore extensions to first-order optimality conditions. The main development is free of assumptions about convexity, smoothness, and even continuity of objective functions. Numerical results in the setting of computer vision and text analytics with label noise illustrate the framework.
A unified consensus-based parallel ADMM algorithm for high-dimensional regression with combined regularizations
Wu, Xiaofei, Zhang, Zhimin, Cui, Zhenyu
The parallel alternating direction method of multipliers (ADMM) algorithm is widely recognized for its effectiveness in handling large-scale datasets stored in a distributed manner, making it a popular choice for solving statistical learning models. However, there is currently limited research on parallel algorithms specifically designed for high-dimensional regression with combined (composite) regularization terms. These terms, such as elastic-net, sparse group lasso, sparse fused lasso, and their nonconvex variants, have gained significant attention in various fields due to their ability to incorporate prior information and promote sparsity within specific groups or fused variables. The scarcity of parallel algorithms for combined regularizations can be attributed to the inherent nonsmoothness and complexity of these terms, as well as the absence of closed-form solutions for certain proximal operators associated with them. In this paper, we propose a unified constrained optimization formulation based on the consensus problem for these types of convex and nonconvex regression problems and derive the corresponding parallel ADMM algorithms. Furthermore, we prove that the proposed algorithm not only has global convergence but also exhibits linear convergence rate. Extensive simulation experiments, along with a financial example, serve to demonstrate the reliability, stability, and scalability of our algorithm. The R package for implementing the proposed algorithms can be obtained at https://github.com/xfwu1016/CPADMM.