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 Optimization


Model-Agnostic Covariate-Assisted Inference on Partially Identified Causal Effects

arXiv.org Machine Learning

Many causal estimands are only partially identifiable since they depend on the unobservable joint distribution between potential outcomes. Stratification on pretreatment covariates can yield sharper partial identification bounds; however, unless the covariates are discrete with relatively small support, this approach typically requires consistent estimation of the conditional distributions of the potential outcomes given the covariates. Thus, existing approaches may fail under model misspecification or if consistency assumptions are violated. In this study, we propose a unified and model-agnostic inferential approach for a wide class of partially identified estimands, based on duality theory for optimal transport problems. In randomized experiments, our approach can wrap around any estimates of the conditional distributions and provide uniformly valid inference, even if the initial estimates are arbitrarily inaccurate. Also, our approach is doubly robust in observational studies. Notably, this property allows analysts to use the multiplier bootstrap to select covariates and models without sacrificing validity even if the true model is not included. Furthermore, if the conditional distributions are estimated at semiparametric rates, our approach matches the performance of an oracle with perfect knowledge of the outcome model. Finally, we propose an efficient computational framework, enabling implementation on many practical problems in causal inference.


ProGO: Probabilistic Global Optimizer

arXiv.org Machine Learning

In the field of global optimization, many existing algorithms face challenges posed by non-convex target functions and high computational complexity or unavailability of gradient information. These limitations, exacerbated by sensitivity to initial conditions, often lead to suboptimal solutions or failed convergence. This is true even for Metaheuristic algorithms designed to amalgamate different optimization techniques to improve their efficiency and robustness. To address these challenges, we develop a sequence of multidimensional integration-based methods that we show to converge to the global optima under some mild regularity conditions. Our probabilistic approach does not require the use of gradients and is underpinned by a mathematically rigorous convergence framework anchored in the nuanced properties of nascent optima distribution. In order to alleviate the problem of multidimensional integration, we develop a latent slice sampler that enjoys a geometric rate of convergence in generating samples from the nascent optima distribution, which is used to approximate the global optima. The proposed Probabilistic Global Optimizer (ProGO) provides a scalable unified framework to approximate the global optima of any continuous function defined on a domain of arbitrary dimension. Empirical illustrations of ProGO across a variety of popular non-convex test functions (having finite global optima) reveal that the proposed algorithm outperforms, by order of magnitude, many existing state-of-the-art methods, including gradient-based, zeroth-order gradient-free, and some Bayesian Optimization methods, in term regret value and speed of convergence. It is, however, to be noted that our approach may not be suitable for functions that are expensive to compute.


Smoothed $f$-Divergence Distributionally Robust Optimization

arXiv.org Machine Learning

In data-driven optimization, sample average approximation (SAA) is known to suffer from the so-called optimizer's curse that causes an over-optimistic evaluation of the solution performance. We argue that a special type of distributionallly robust optimization (DRO) formulation offers theoretical advantages in correcting for this optimizer's curse compared to simple ``margin'' adjustments to SAA and other DRO approaches: It attains a statistical bound on the out-of-sample performance, for a wide class of objective functions and distributions, that is nearly tightest in terms of exponential decay rate. This DRO uses an ambiguity set based on a Kullback Leibler (KL) divergence smoothed by the Wasserstein or L\'evy-Prokhorov (LP) distance via a suitable distance optimization. Computationally, we also show that such a DRO, and its generalized versions using smoothed $f$-divergence, are not harder than DRO problems based on $f$-divergence or Wasserstein distances, rendering our DRO formulations both statistically optimal and computationally viable.


Efficient MILP Decomposition in Quantum Computing for ReLU Network Robustness

arXiv.org Artificial Intelligence

Emerging quantum computing technologies, such as Noisy Intermediate-Scale Quantum (NISQ) devices, offer potential advancements in solving mathematical optimization problems. However, limitations in qubit availability, noise, and errors pose challenges for practical implementation. In this study, we examine two decomposition methods for Mixed-Integer Linear Programming (MILP) designed to reduce the original problem size and utilize available NISQ devices more efficiently. We concentrate on breaking down the original problem into smaller subproblems, which are then solved iteratively using a combined quantum-classical hardware approach. We conduct a detailed analysis for the decomposition of MILP with Benders and Dantzig-Wolfe methods. In our analysis, we show that the number of qubits required to solve Benders is exponentially large in the worst-case, while remains constant for Dantzig-Wolfe. Additionally, we leverage Dantzig-Wolfe decomposition on the use-case of certifying the robustness of ReLU networks. Our experimental results demonstrate that this approach can save up to 90\% of qubits compared to existing methods on quantum annealing and gate-based quantum computers.


LF-VISLAM: A SLAM Framework for Large Field-of-View Cameras with Negative Imaging Plane on Mobile Agents

arXiv.org Artificial Intelligence

Simultaneous Localization And Mapping (SLAM) has become a crucial aspect in the fields of autonomous driving and robotics. One crucial component of visual SLAM is the Field-of-View (FoV) of the camera, as a larger FoV allows for a wider range of surrounding elements and features to be perceived. However, when the FoV of the camera reaches the negative half-plane, traditional methods for representing image feature points using [u,v,1]^T become ineffective. While the panoramic FoV is advantageous for loop closure, its benefits are not easily realized under large-attitude-angle differences where loop-closure frames cannot be easily matched by existing methods. As loop closure on wide-FoV panoramic data further comes with a large number of outliers, traditional outlier rejection methods are not directly applicable. To address these issues, we propose LF-VISLAM, a Visual Inertial SLAM framework for cameras with extremely Large FoV with loop closure. A three-dimensional vector with unit length is introduced to effectively represent feature points even on the negative half-plane. The attitude information of the SLAM system is leveraged to guide the feature point detection of the loop closure. Additionally, a new outlier rejection method based on the unit length representation is integrated into the loop closure module. We collect the PALVIO dataset using a Panoramic Annular Lens (PAL) system with an entire FoV of 360{\deg}x(40{\deg}~120{\deg}) and an Inertial Measurement Unit (IMU) for Visual Inertial Odometry (VIO) to address the lack of panoramic SLAM datasets. Experiments on the established PALVIO and public datasets show that the proposed LF-VISLAM outperforms state-of-the-art SLAM methods. Our code will be open-sourced at https://github.com/flysoaryun/LF-VISLAM.


First-Order Dynamic Optimization for Streaming Convex Costs

arXiv.org Artificial Intelligence

This paper proposes a set of novel optimization algorithms for solving a class of convex optimization problems with time-varying streaming cost function. We develop an approach to track the optimal solution with a bounded error. Unlike the existing results, our algorithm is executed only by using the first-order derivatives of the cost function which makes it computationally efficient for optimization with time-varying cost function. We compare our algorithms to the gradient descent algorithm and show why gradient descent is not an effective solution for optimization problems with time-varying cost. Several examples including solving a model predictive control problem cast as a convex optimization problem with a streaming time-varying cost function demonstrate our results.


Singularity Distance Computations for 3-RPR Manipulators Using Intrinsic Metrics

arXiv.org Artificial Intelligence

We present an efficient algorithm for computing the closest singular configuration to each non-singular pose of a 3-RPR planar manipulator performing a 1-parametric motion. By considering a 3-RPR manipulator as a planar framework, one can use methods from rigidity theory to compute the singularity distance with respect to an intrinsic metric. Such a metric has the advantage over any performance index used for indicating the closeness to singularities, that the obtained value is a distance, which equals the radius of a guaranteed singularity-free sphere in the joint space of the manipulator. The proposed method can take different design options into account as the platform/base can be seen as a triangular plate or as a pin-jointed triangular bar structure. Moreover, we also allow the additional possibility of pinning down the base/platform triangle to the fixed/moving system thus it cannot be deformed. For the resulting nine interpretations, we compute the corresponding intrinsic metrics based on the total elastic strain energy density of the framework using the physical concept of Green-Lagrange strain. The global optimization problem of finding the closest singular configuration with respect to these metrics is solved by using tools from numerical algebraic geometry. The proposed algorithm is demonstrated based on an example, which is also used to compare the obtained intrinsic singularity distances with the corresponding extrinsic ones.


On the Trade-Off between Actionable Explanations and the Right to be Forgotten

arXiv.org Artificial Intelligence

As machine learning (ML) models are increasingly being deployed in high-stakes applications, policymakers have suggested tighter data protection regulations (e.g., GDPR, CCPA). One key principle is the "right to be forgotten" which gives users the right to have their data deleted. Another key principle is the right to an actionable explanation, also known as algorithmic recourse, allowing users to reverse unfavorable decisions. To date, it is unknown whether these two principles can be operationalized simultaneously. Therefore, we introduce and study the problem of recourse invalidation in the context of data deletion requests. More specifically, we theoretically and empirically analyze the behavior of popular state-of-the-art algorithms and demonstrate that the recourses generated by these algorithms are likely to be invalidated if a small number of data deletion requests (e.g., 1 or 2) warrant updates of the predictive model. For the setting of differentiable models, we suggest a framework to identify a minimal subset of critical training points which, when removed, maximize the fraction of invalidated recourses. Using our framework, we empirically show that the removal of as little as 2 data instances from the training set can invalidate up to 95 percent of all recourses output by popular state-of-the-art algorithms. Thus, our work raises fundamental questions about the compatibility of "the right to an actionable explanation" in the context of the "right to be forgotten", while also providing constructive insights on the determining factors of recourse robustness.


EXACT: How to Train Your Accuracy

arXiv.org Artificial Intelligence

Classification tasks are usually evaluated in terms of accuracy. However, accuracy is discontinuous and cannot be directly optimized using gradient ascent. Popular methods minimize cross-entropy, hinge loss, or other surrogate losses, which can lead to suboptimal results. In this paper, we propose a new optimization framework by introducing stochasticity to a model's output and optimizing expected accuracy, i.e. accuracy of the stochastic model. Extensive experiments on linear models and deep image classification show that the proposed optimization method is a powerful alternative to widely used classification losses.


Hyperparameter Adaptive Search for Surrogate Optimization: A Self-Adjusting Approach

arXiv.org Machine Learning

Surrogate Optimization (SO) algorithms have shown promise for optimizing expensive black-box functions. However, their performance is heavily influenced by hyperparameters related to sampling and surrogate fitting, which poses a challenge to their widespread adoption. We investigate the impact of hyperparameters on various SO algorithms and propose a Hyperparameter Adaptive Search for SO (HASSO) approach. HASSO is not a hyperparameter tuning algorithm, but a generic self-adjusting SO algorithm that dynamically tunes its own hyperparameters while concurrently optimizing the primary objective function, without requiring additional evaluations. The aim is to improve the accessibility, effectiveness, and convergence speed of SO algorithms for practitioners. Our approach identifies and modifies the most influential hyperparameters specific to each problem and SO approach, reducing the need for manual tuning without significantly increasing the computational burden. Experimental results demonstrate the effectiveness of HASSO in enhancing the performance of various SO algorithms across different global optimization test problems.