Optimization
DECN: Automated Evolutionary Algorithms via Evolution Inspired Deep Convolution Network
Wu, Kai, Liu, Penghui, Liu, Jing
Evolutionary algorithms (EAs) have emerged as a powerful framework for optimization, especially for black-box optimization. This paper first focuses on automated EA: Automated EA exploits structure in the problem of interest to automatically generate update rules (optimization strategies) for generating and selecting potential solutions so that it can move a random population near the optimal solution. However, current EAs cannot achieve this goal due to the poor representation of the optimization strategy and the weak interaction between the optimization strategy and the target task. We design a deep evolutionary convolution network (DECN) to realize the move from hand-designed EAs to automated EAs without manual interventions. DECN has high adaptability to the target task and can obtain better solutions with less computational cost. DECN is also able to effectively utilize the low-fidelity information of the target task to form an efficient optimization strategy. The experiments on nine synthetics and two real-world cases show the advantages of learned optimization strategies over the state-of-the-art human-designed and meta-learning EA baselines. In addition, due to the tensorization of the operations, DECN is friendly to the acceleration provided by GPUs and runs 102 times faster than EA.
Fast Projected Newton-like Method for Precision Matrix Estimation under Total Positivity
Cai, Jian-Feng, Cardoso, Josรฉ Vinรญcius de M., Palomar, Daniel P., Ying, Jiaxi
We study the problem of estimating precision matrices in Gaussian distributions that are multivariate totally positive of order two ($\mathrm{MTP}_2$). The precision matrix in such a distribution is an M-matrix. This problem can be formulated as a sign-constrained log-determinant program. Current algorithms are designed using the block coordinate descent method or the proximal point algorithm, which becomes computationally challenging in high-dimensional cases due to the requirement to solve numerous nonnegative quadratic programs or large-scale linear systems. To address this issue, we propose a novel algorithm based on the two-metric projection method, incorporating a carefully designed search direction and variable partitioning scheme. Our algorithm substantially reduces computational complexity, and its theoretical convergence is established. Experimental results on synthetic and real-world datasets demonstrate that our proposed algorithm provides a significant improvement in computational efficiency compared to the state-of-the-art methods.
Visual Tracking Nonlinear Model Predictive Control Method for Autonomous Wind Turbine Inspection
Amer, Abdelhakim, Mehndiratta, Mohit, Sejersen, Jonas le Fevre, Pham, Huy Xuan, Kayacan, Erdal
Automated visual inspection of on-and offshore wind turbines using aerial robots provides several benefits, namely, a safe working environment by circumventing the need for workers to be suspended high above the ground, reduced inspection time, preventive maintenance, and access to hard-to-reach areas. A novel nonlinear model predictive control (NMPC) framework alongside a global wind turbine path planner is proposed to achieve distance-optimal coverage for wind turbine inspection. Unlike traditional MPC formulations, visual tracking NMPC (VT-NMPC) is designed to track an inspection surface, instead of a position and heading trajectory, thereby circumventing the need to provide an accurate predefined trajectory for the drone. An additional capability of the proposed VT-NMPC method is that by incorporating inspection requirements as visual tracking costs to minimize, it naturally achieves the inspection task successfully while respecting the physical constraints of the drone. Multiple simulation runs and real-world tests demonstrate the efficiency and efficacy of the proposed automated inspection framework, which outperforms the traditional MPC designs, by providing full coverage of the target wind turbine blades as well as its robustness to changing wind conditions. The implementation codes are open-sourced.
Risk-Aware Wasserstein Distributionally Robust Control of Vessels in Natural Waterways
Nadales, Juan Moreno, Hakobyan, Astghik, de la Peรฑa, David Muรฑoz, Limon, Daniel, Yang, Insoon
In the realm of maritime transportation, autonomous vessel navigation in natural inland waterways faces persistent challenges due to unpredictable natural factors. Existing scheduling algorithms fall short in handling these uncertainties, compromising both safety and efficiency. Moreover, these algorithms are primarily designed for non-autonomous vessels, leading to labor-intensive operations vulnerable to human error. To address these issues, this study proposes a risk-aware motion control approach for vessels that accounts for the dynamic and uncertain nature of tide islands in a distributionally robust manner. Specifically, a model predictive control method is employed to follow the reference trajectory in the time-space map while incorporating a risk constraint to prevent grounding accidents. To address uncertainties in tide islands, a novel modeling technique represents them as stochastic polytopes. Additionally, potential inaccuracies in waterway depth are addressed through a risk constraint that considers the worst-case uncertainty distribution within a Wasserstein ambiguity set around the empirical distribution. Using sensor data collected in the Guadalquivir River, we empirically demonstrate the performance of the proposed method through simulations on a vessel. As a result, the vessel successfully navigates the waterway while avoiding grounding accidents, even with a limited dataset of observations. This stands in contrast to existing non-robust controllers, highlighting the robustness and practical applicability of the proposed approach.
Application of deep and reinforcement learning to boundary control problems
Panthakkalakath, Zenin Easa, Kardoลก, Juraj, Schenk, Olaf
The boundary control problem is a non-convex optimization and control problem in many scientific domains, including fluid mechanics, structural engineering, and heat transfer optimization. The aim is to find the optimal values for the domain boundaries such that the enclosed domain adhering to the governing equations attains the desired state values. Traditionally, non-linear optimization methods, such as the Interior-Point method (IPM), are used to solve such problems. This project explores the possibilities of using deep learning and reinforcement learning to solve boundary control problems. We adhere to the framework of iterative optimization strategies, employing a spatial neural network to construct well-informed initial guesses, and a spatio-temporal neural network learns the iterative optimization algorithm using policy gradients. Synthetic data, generated from the problems formulated in the literature, is used for training, testing and validation. The numerical experiments indicate that the proposed method can rival the speed and accuracy of existing solvers. In our preliminary results, the network attains costs lower than IPOPT, a state-of-the-art non-linear IPM, in 51\% cases. The overall number of floating point operations in the proposed method is similar to that of IPOPT. Additionally, the informed initial guess method and the learned momentum-like behaviour in the optimizer method are incorporated to avoid convergence to local minima.
Recovery Policies for Safe Exploration of Lunar Permanently Shadowed Regions by a Solar-Powered Rover
Lamarre, Olivier, Malhotra, Shantanu, Kelly, Jonathan
The success of a multi-kilometre drive by a solar-powered rover at the lunar south pole depends upon careful planning in space and time due to highly dynamic solar illumination conditions. An additional challenge is that the rover may be subject to random faults that can temporarily delay long-range traverses. The majority of existing global spatiotemporal planners assume a deterministic rover-environment model and do not account for random faults. In this paper, we consider a random fault profile with a known, average spatial fault rate. We introduce a methodology to compute recovery policies that maximize the probability of survival of a solar-powered rover from different start states. A recovery policy defines a set of recourse actions to reach a safe location with sufficient battery energy remaining, given the local solar illumination conditions. We solve a stochastic reach-avoid problem using dynamic programming to find an optimal recovery policy. Our focus, in part, is on the implications of state space discretization, which is required in practical implementations. We propose a modified dynamic programming algorithm that conservatively accounts for approximation errors. To demonstrate the benefits of our approach, we compare against existing methods in scenarios where a solar-powered rover seeks to safely exit from permanently shadowed regions in the Cabeus area at the lunar south pole. We also highlight the relevance of our methodology for mission formulation and trade safety analysis by comparing different rover mobility models in simulated recovery drives from the LCROSS impact region.
Distributed Linear Regression with Compositional Covariates
Chao, Yue, Huang, Lei, Ma, Xuejun
With the availability of extraordinarily huge data sets, solving the problems of distributed statistical methodology and computing for such data sets has become increasingly crucial in the big data area. In this paper, we focus on the distributed sparse penalized linear log-contrast model in massive compositional data. In particular, two distributed optimization techniques under centralized and decentralized topologies are proposed for solving the two different constrained convex optimization problems. Both two proposed algorithms are based on the frameworks of Alternating Direction Method of Multipliers (ADMM) and Coordinate Descent Method of Multipliers(CDMM, Lin et al., 2014, Biometrika). It is worth emphasizing that, in the decentralized topology, we introduce a distributed coordinate-wise descent algorithm based on Group ADMM(GADMM, Elgabli et al., 2020, Journal of Machine Learning Research) for obtaining a communication-efficient regularized estimation. Correspondingly, the convergence theories of the proposed algorithms are rigorously established under some regularity conditions. Numerical experiments on both synthetic and real data are conducted to evaluate our proposed algorithms.
Policy Gradient Algorithms Implicitly Optimize by Continuation
Bolland, Adrien, Louppe, Gilles, Ernst, Damien
Direct policy optimization in reinforcement learning is usually solved with policy-gradient algorithms, which optimize policy parameters via stochastic gradient ascent. This paper provides a new theoretical interpretation and justification of these algorithms. First, we formulate direct policy optimization in the optimization by continuation framework. The latter is a framework for optimizing nonconvex functions where a sequence of surrogate objective functions, called continuations, are locally optimized. Second, we show that optimizing affine Gaussian policies and performing entropy regularization can be interpreted as implicitly optimizing deterministic policies by continuation. Based on these theoretical results, we argue that exploration in policy-gradient algorithms consists in computing a continuation of the return of the policy at hand, and that the variance of policies should be history-dependent functions adapted to avoid local extrema rather than to maximize the return of the policy.
Enhancing Textbooks with Visuals from the Web for Improved Learning
Singh, Janvijay, Zouhar, Vilรฉm, Sachan, Mrinmaya
Textbooks are one of the main mediums for delivering high-quality education to students. In particular, explanatory and illustrative visuals play a key role in retention, comprehension and general transfer of knowledge. However, many textbooks lack these interesting visuals to support student learning. In this paper, we investigate the effectiveness of vision-language models to automatically enhance textbooks with images from the web. We collect a dataset of e-textbooks in the math, science, social science and business domains. We then set up a text-image matching task that involves retrieving and appropriately assigning web images to textbooks, which we frame as a matching optimization problem. Through a crowd-sourced evaluation, we verify that (1) while the original textbook images are rated higher, automatically assigned ones are not far behind, and (2) the precise formulation of the optimization problem matters. We release the dataset of textbooks with an associated image bank to inspire further research in this intersectional area of computer vision and NLP for education.
Distributionally Robust Optimization with Bias and Variance Reduction
Mehta, Ronak, Roulet, Vincent, Pillutla, Krishna, Harchaoui, Zaid
We consider the distributionally robust optimization (DRO) problem with spectral risk-based uncertainty set and $f$-divergence penalty. This formulation includes common risk-sensitive learning objectives such as regularized condition value-at-risk (CVaR) and average top-$k$ loss. We present Prospect, a stochastic gradient-based algorithm that only requires tuning a single learning rate hyperparameter, and prove that it enjoys linear convergence for smooth regularized losses. This contrasts with previous algorithms that either require tuning multiple hyperparameters or potentially fail to converge due to biased gradient estimates or inadequate regularization. Empirically, we show that Prospect can converge 2-3$\times$ faster than baselines such as stochastic gradient and stochastic saddle-point methods on distribution shift and fairness benchmarks spanning tabular, vision, and language domains.