Optimization
Structural Causal Models Reveal Confounder Bias in Linear Program Modelling
Zečević, Matej, Dhami, Devendra Singh, Kersting, Kristian
The recent years have been marked by extended research on adversarial attacks, especially on deep neural networks. With this work we intend on posing and investigating the question of whether the phenomenon might be more general in nature, that is, adversarial-style attacks outside classical classification tasks. Specifically, we investigate optimization problems as they constitute a fundamental part of modern AI research. To this end, we consider the base class of optimizers namely Linear Programs (LPs). On our initial attempt of a na\"ive mapping between the formalism of adversarial examples and LPs, we quickly identify the key ingredients missing for making sense of a reasonable notion of adversarial examples for LPs. Intriguingly, the formalism of Pearl's notion to causality allows for the right description of adversarial like examples for LPs. Characteristically, we show the direct influence of the Structural Causal Model (SCM) onto the subsequent LP optimization, which ultimately exposes a notion of confounding in LPs (inherited by said SCM) that allows for adversarial-style attacks. We provide both the general proof formally alongside existential proofs of such intriguing LP-parameterizations based on SCM for three combinatorial problems, namely Linear Assignment, Shortest Path and a real world problem of energy systems.
Discordance Minimization-based Imputation Algorithms for Missing Values in Rating Data
Park, Young Woong, Kim, Jinhak, Zhu, Dan
Ratings are frequently used to evaluate and compare subjects in various applications, from education to healthcare, because ratings provide succinct yet credible measures for comparing subjects. However, when multiple rating lists are combined or considered together, subjects often have missing ratings, because most rating lists do not rate every subject in the combined list. In this study, we propose analyses on missing value patterns using six real-world data sets in various applications, as well as the conditions for applicability of imputation algorithms. Based on the special structures and properties derived from the analyses, we propose optimization models and algorithms that minimize the total rating discordance across rating providers to impute missing ratings in the combined rating lists, using only the known rating information. The total rating discordance is defined as the sum of the pairwise discordance metric, which can be written as a quadratic function. Computational experiments based on real-world and synthetic rating data sets show that the proposed methods outperform the state-of-the-art general imputation methods in the literature in terms of imputation accuracy.
Bandit Pareto Set Identification: the Fixed Budget Setting
Kone, Cyrille, Kaufmann, Emilie, Richert, Laura
We study a multi-objective pure exploration problem in a multi-armed bandit model. Each arm is associated to an unknown multi-variate distribution and the goal is to identify the distributions whose mean is not uniformly worse than that of another distribution: the Pareto optimal set. We propose and analyze the first algorithms for the \emph{fixed budget} Pareto Set Identification task. We propose Empirical Gap Elimination, a family of algorithms combining a careful estimation of the ``hardness to classify'' each arm in or out of the Pareto set with a generic elimination scheme. We prove that two particular instances, EGE-SR and EGE-SH, have a probability of error that decays exponentially fast with the budget, with an exponent supported by an information theoretic lower-bound. We complement these findings with an empirical study using real-world and synthetic datasets, which showcase the good performance of our algorithms.
Posterior Sampling-Based Bayesian Optimization with Tighter Bayesian Regret Bounds
Takeno, Shion, Inatsu, Yu, Karasuyama, Masayuki, Takeuchi, Ichiro
Among various acquisition functions (AFs) in Bayesian optimization (BO), Gaussian process upper confidence bound (GP-UCB) and Thompson sampling (TS) are well-known options with established theoretical properties regarding Bayesian cumulative regret (BCR). Recently, it has been shown that a randomized variant of GP-UCB achieves a tighter BCR bound compared with GP-UCB, which we call the tighter BCR bound for brevity. Inspired by this study, this paper first shows that TS achieves the tighter BCR bound. On the other hand, GP-UCB and TS often practically suffer from manual hyperparameter tuning and over-exploration issues, respectively. To overcome these difficulties, we propose yet another AF called a probability of improvement from the maximum of a sample path (PIMS). We show that PIMS achieves the tighter BCR bound and avoids the hyperparameter tuning, unlike GP-UCB. Furthermore, we demonstrate a wide range of experiments, focusing on the effectiveness of PIMS that mitigates the practical issues of GP-UCB and TS.
Learning-Based Optimal Control with Performance Guarantees for Unknown Systems with Latent States
Lefringhausen, Robert, Srithasan, Supitsana, Lederer, Armin, Hirche, Sandra
As control engineering methods are applied to increasingly complex systems, data-driven approaches for system identification appear as a promising alternative to physics-based modeling. While the Bayesian approaches prevalent for safety-critical applications usually rely on the availability of state measurements, the states of a complex system are often not directly measurable. It may then be necessary to jointly estimate the dynamics and the latent state, making the quantification of uncertainties and the design of controllers with formal performance guarantees considerably more challenging. This paper proposes a novel method for the computation of an optimal input trajectory for unknown nonlinear systems with latent states based on a combination of particle Markov chain Monte Carlo methods and scenario theory. Probabilistic performance guarantees are derived for the resulting input trajectory, and an approach to validate the performance of arbitrary control laws is presented. The effectiveness of the proposed method is demonstrated in a numerical simulation.
Joint control variate for faster black-box variational inference
Wang, Xi, Geffner, Tomas, Domke, Justin
Black-box variational inference performance is sometimes hindered by the use of gradient estimators with high variance. This variance comes from two sources of randomness: Data subsampling and Monte Carlo sampling. While existing control variates only address Monte Carlo noise, and incremental gradient methods typically only address data subsampling, we propose a new "joint" control variate that jointly reduces variance from both sources of noise. This significantly reduces gradient variance, leading to faster optimization in several applications.
Hybrid iLQR Model Predictive Control for Contact Implicit Stabilization on Legged Robots
Kong, Nathan J., Li, Chuanzheng, Johnson, Aaron M.
Model Predictive Control (MPC) is a popular strategy for controlling robots but is difficult for systems with contact due to the complex nature of hybrid dynamics. To implement MPC for systems with contact, dynamic models are often simplified or contact sequences fixed in time in order to plan trajectories efficiently. In this work, we extend Hybrid iterative Linear Quadratic Regulator to work in a MPC fashion (HiLQR MPC) by 1) modifying how the cost function is computed when contact modes do not align, 2) utilizing parallelizations when simulating rigid body dynamics, and 3) using efficient analytical derivative computations of the rigid body dynamics. The result is a system that can modify the contact sequence of the reference behavior and plan whole body motions cohesively -- which is crucial when dealing with large perturbations. HiLQR MPC is tested on two systems: first, the hybrid cost modification is validated on a simple actuated bouncing ball hybrid system. Then HiLQR MPC is compared against methods that utilize centroidal dynamic assumptions on a quadruped robot (Unitree A1). HiLQR MPC outperforms the centroidal methods in both simulation and hardware tests.
A Survey of Decision-Theoretic Approaches for Robotic Environmental Monitoring
Sung, Yoonchang, Chen, Zhiang, Das, Jnaneshwar, Tokekar, Pratap
Robotics has dramatically increased our ability to gather data about our environments, creating an opportunity for the robotics and algorithms communities to collaborate on novel solutions to environmental monitoring problems. To understand a taxonomy of problems and methods in this realm, we present the first comprehensive survey of decision-theoretic approaches that enable efficient sampling of various environmental processes. We investigate representations for different environments, followed by a discussion of using these presentations to solve tasks of interest, such as learning, localization, and monitoring. To efficiently implement the tasks, decision-theoretic optimization algorithms consider: (1) where to take measurements from, (2) which tasks to be assigned, (3) what samples to collect, (4) when to collect samples, (5) how to learn environment; and (6) who to communicate. Finally, we summarize our study and present the challenges and opportunities in robotic environmental monitoring.
iDb-A*: Iterative Search and Optimization for Optimal Kinodynamic Motion Planning
Ortiz-Haro, Joaquim, Hoenig, Wolfgang, Hartmann, Valentin N., Toussaint, Marc
Motion planning for robotic systems with complex dynamics is a challenging problem. While recent sampling-based algorithms achieve asymptotic optimality by propagating random control inputs, their empirical convergence rate is often poor, especially in high-dimensional systems such as multirotors. An alternative approach is to first plan with a simplified geometric model and then use trajectory optimization to follow the reference path while accounting for the true dynamics. However, this approach may fail to produce a valid trajectory if the initial guess is not close to a dynamically feasible trajectory. In this paper, we present Iterative Discontinuity Bounded A* (iDb-A*), a novel kinodynamic motion planner that combines search and optimization iteratively. The search step utilizes a finite set of short trajectories (motion primitives) that are interconnected while allowing for a bounded discontinuity between them. The optimization step locally repairs the discontinuities with trajectory optimization. By progressively reducing the allowed discontinuity and incorporating more motion primitives, our algorithm achieves asymptotic optimality with excellent any-time performance. We provide a benchmark of 43 problems across eight different dynamical systems, including different versions of unicycles and multirotors. Compared to state-of-the-art methods, iDb-A* consistently solves more problem instances and finds lower-cost solutions more rapidly.
Enabling Efficient, Reliable Real-World Reinforcement Learning with Approximate Physics-Based Models
Westenbroek, Tyler, Levy, Jacob, Fridovich-Keil, David
We focus on developing efficient and reliable policy optimization strategies for robot learning with real-world data. In recent years, policy gradient methods have emerged as a promising paradigm for training control policies in simulation. However, these approaches often remain too data inefficient or unreliable to train on real robotic hardware. In this paper we introduce a novel policy gradient-based policy optimization framework which systematically leverages a (possibly highly simplified) first-principles model and enables learning precise control policies with limited amounts of real-world data. Our approach $1)$ uses the derivatives of the model to produce sample-efficient estimates of the policy gradient and $2)$ uses the model to design a low-level tracking controller, which is embedded in the policy class. Theoretical analysis provides insight into how the presence of this feedback controller overcomes key limitations of stand-alone policy gradient methods, while hardware experiments with a small car and quadruped demonstrate that our approach can learn precise control strategies reliably and with only minutes of real-world data.