Optimization
Kinodynamic Motion Planning for a Team of Multirotors Transporting a Cable-Suspended Payload in Cluttered Environments
Wahba, Khaled, Ortiz-Haro, Joaquim, Toussaint, Marc, Hönig, Wolfgang
We propose a motion planner for cable-driven payload transportation using multiple unmanned aerial vehicles (UAVs) in an environment cluttered with obstacles. Our planner is kinodynamic, i.e., it considers the full dynamics model of the transporting system including actuation constraints. Due to the high dimensionality of the planning problem, we use a hierarchical approach where we first solve the geometric motion planning using a sampling-based method with a novel sampler, followed by constrained trajectory optimization that considers the full dynamics of the system. Both planning stages consider inter-robot and robot/obstacle collisions. We demonstrate in a software-in-the-loop simulation that there is a significant benefit in kinodynamic motion planning for such payload transport systems with respect to payload tracking error and energy consumption compared to the standard methods of planning for the payload alone. Notably, we observe a significantly higher success rate in scenarios where the team formation changes are needed to move through tight spaces.
Time-Optimal Trajectory Planning in Highway Scenarios using Basis-Spline Parameterization
Dorpmüller, Philip, Schmitz, Thomas, Bejagam, Naveen, Bertram, Torsten
Basis splines enable a time-continuous feasibility check with a finite number of constraints. Constraints apply to the whole trajectory for motion planning applications that require a collision-free and dynamically feasible trajectory. Existing motion planners that rely on gradient-based optimization apply time scaling to implement a shrinking planning horizon. They neither guarantee a recursively feasible trajectory nor enable reaching two terminal manifold parts at different time scales. This paper proposes a nonlinear optimization problem that addresses the drawbacks of existing approaches. Therefore, the spline breakpoints are included in the optimization variables. Transformations between spline bases are implemented so a sparse problem formulation is achieved. A strategy for breakpoint removal enables the convergence into a terminal manifold. The evaluation in an overtaking scenario shows the influence of the breakpoint number on the solution quality and the time required for optimization.
A Generalized Alternating Method for Bilevel Learning under the Polyak-{\L}ojasiewicz Condition
Xiao, Quan, Lu, Songtao, Chen, Tianyi
Bilevel optimization has recently regained interest owing to its applications in emerging machine learning fields such as hyperparameter optimization, meta-learning, and reinforcement learning. Recent results have shown that simple alternating (implicit) gradient-based algorithms can match the convergence rate of single-level gradient descent (GD) when addressing bilevel problems with a strongly convex lower-level objective. However, it remains unclear whether this result can be generalized to bilevel problems beyond this basic setting. In this paper, we first introduce a stationary metric for the considered bilevel problems, which generalizes the existing metric, for a nonconvex lower-level objective that satisfies the Polyak-{\L}ojasiewicz (PL) condition. We then propose a Generalized ALternating mEthod for bilevel opTimization (GALET) tailored to BLO with convex PL LL problem and establish that GALET achieves an $\epsilon$-stationary point for the considered problem within $\tilde{\cal O}(\epsilon^{-1})$ iterations, which matches the iteration complexity of GD for single-level smooth nonconvex problems.
Three-Way Trade-Off in Multi-Objective Learning: Optimization, Generalization and Conflict-Avoidance
Chen, Lisha, Fernando, Heshan, Ying, Yiming, Chen, Tianyi
Multi-objective learning (MOL) problems often arise in emerging machine learning problems when there are multiple learning criteria, data modalities, or learning tasks. Different from single-objective learning, one of the critical challenges in MOL is the potential conflict among different objectives during the iterative optimization process. Recent works have developed various dynamic weighting algorithms for MOL such as MGDA and its variants, where the central idea is to find an update direction that avoids conflicts among objectives. Albeit its appealing intuition, empirical studies show that dynamic weighting methods may not always outperform static ones. To understand this theory-practical gap, we focus on a new stochastic variant of MGDA - the Multi-objective gradient with Double sampling (MoDo) algorithm, and study the generalization performance of the dynamic weighting-based MoDo and its interplay with optimization through the lens of algorithm stability. Perhaps surprisingly, we find that the key rationale behind MGDA -- updating along conflict-avoidant direction - may hinder dynamic weighting algorithms from achieving the optimal ${\cal O}(1/\sqrt{n})$ population risk, where $n$ is the number of training samples. We further demonstrate the impact of the variability of dynamic weights on the three-way trade-off among optimization, generalization, and conflict avoidance that is unique in MOL. We showcase the generality of our theoretical framework by analyzing other existing stochastic MOL algorithms under the framework. Experiments on various multi-task learning benchmarks are performed to demonstrate the practical applicability. Code is available at https://github.com/heshandevaka/Trade-Off-MOL.
An Information-state based Approach to the Optimal Output Feedback Control of Nonlinear Systems
Goyal, Raman, Wang, Ran, Mohamed, Mohamed Naveed Gul, Sharma, Aayushman, Chakravorty, Suman
This paper develops a data-based approach to the closed-loop output feedback control of nonlinear dynamical systems with a partial nonlinear observation model. We propose an information state based approach to rigorously transform the partially observed problem into a fully observed problem where the information state consists of the past several observations and control inputs. We further show the equivalence of the transformed and the initial partially observed optimal control problems and provide the conditions to solve for the deterministic optimal solution. We develop a data based generalization of the iterative Linear Quadratic Regulator (iLQR) to partially observed systems using a local linear time varying model of the information state dynamics approximated by an Autoregressive moving average (ARMA) model, that is generated using only the input-output data. This open-loop trajectory optimization solution is then used to design a local feedback control law, and the composite law then provides an optimum solution to the partially observed feedback design problem. The efficacy of the developed method is shown by controlling complex high dimensional nonlinear dynamical systems in the presence of model and sensing uncertainty.
High-dimensional Bayesian Optimization with Group Testing
Hellsten, Erik Orm, Hvarfner, Carl, Papenmeier, Leonard, Nardi, Luigi
Bayesian optimization is an effective method for optimizing expensive-to-evaluate black-box functions. High-dimensional problems are particularly challenging as the surrogate model of the objective suffers from the curse of dimensionality, which makes accurate modeling difficult. We propose a group testing approach to identify active variables to facilitate efficient optimization in these domains. The proposed algorithm, Group Testing Bayesian Optimization (GTBO), first runs a testing phase where groups of variables are systematically selected and tested on whether they influence the objective. To that end, we extend the well-established theory of group testing to functions of continuous ranges. In the second phase, GTBO guides optimization by placing more importance on the active dimensions. By exploiting the axis-aligned subspace assumption, GTBO is competitive against state-of-the-art methods on several synthetic and real-world high-dimensional optimization tasks. Furthermore, GTBO aids in the discovery of active parameters in applications, thereby enhancing practitioners' understanding of the problem at hand.
A Latent Variable Approach for Non-Hierarchical Multi-Fidelity Adaptive Sampling
Chen, Yi-Ping, Wang, Liwei, Comlek, Yigitcan, Chen, Wei
Multi-fidelity (MF) methods are gaining popularity for enhancing surrogate modeling and design optimization by incorporating data from various low-fidelity (LF) models. While most existing MF methods assume a fixed dataset, adaptive sampling methods that dynamically allocate resources among fidelity models can achieve higher efficiency in the exploring and exploiting the design space. However, most existing MF methods rely on the hierarchical assumption of fidelity levels or fail to capture the intercorrelation between multiple fidelity levels and utilize it to quantify the value of the future samples and navigate the adaptive sampling. To address this hurdle, we propose a framework hinged on a latent embedding for different fidelity models and the associated pre-posterior analysis to explicitly utilize their correlation for adaptive sampling. In this framework, each infill sampling iteration includes two steps: We first identify the location of interest with the greatest potential improvement using the high-fidelity (HF) model, then we search for the next sample across all fidelity levels that maximize the improvement per unit cost at the location identified in the first step. This is made possible by a single Latent Variable Gaussian Process (LVGP) model that maps different fidelity models into an interpretable latent space to capture their correlations without assuming hierarchical fidelity levels. The LVGP enables us to assess how LF sampling candidates will affect HF response with pre-posterior analysis and determine the next sample with the best benefit-to-cost ratio. Through test cases, we demonstrate that the proposed method outperforms the benchmark methods in both MF global fitting (GF) and Bayesian Optimization (BO) problems in convergence rate and robustness. Moreover, the method offers the flexibility to switch between GF and BO by simply changing the acquisition function.
Large-Batch, Iteration-Efficient Neural Bayesian Design Optimization
Ansari, Navid, Seidel, Hans-Peter, Babaei, Vahid
Bayesian optimization (BO) provides a powerful framework for optimizing black-box, expensive-to-evaluate functions. It is therefore an attractive tool for engineering design problems, typically involving multiple objectives. Thanks to the rapid advances in fabrication and measurement methods as well as parallel computing infrastructure, querying many design problems can be heavily parallelized. This class of problems challenges BO with an unprecedented setup where it has to deal with very large batches, shifting its focus from sample efficiency to iteration efficiency. We present a novel Bayesian optimization framework specifically tailored to address these limitations. Our key contribution is a highly scalable, sample-based acquisition function that performs a non-dominated sorting of not only the objectives but also their associated uncertainty. We show that our acquisition function in combination with different Bayesian neural network surrogates is effective in data-intensive environments with a minimal number of iterations. We demonstrate the superiority of our method by comparing it with state-of-the-art multi-objective optimizations. We perform our evaluation on two real-world problems -- airfoil design and 3D printing -- showcasing the applicability and efficiency of our approach. Our code is available at: https://github.com/an-on-ym-ous/lbn_mobo
Adaptive Spatio-Temporal Voxels Based Trajectory Planning for Autonomous Driving in Highway Traffic Flow
Jian, Zhiqiang, Zhang, Songyi, Sun, Lingfeng, Zhan, Wei, Tomizuka, Masayoshi, Zheng, Nanning
Trajectory planning is crucial for the safe driving of autonomous vehicles in highway traffic flow. Currently, some advanced trajectory planning methods utilize spatio-temporal voxels to construct feasible regions and then convert trajectory planning into optimization problem solving based on the feasible regions. However, these feasible region construction methods cannot adapt to the changes in dynamic environments, making them difficult to apply in complex traffic flow. In this paper, we propose a trajectory planning method based on adaptive spatio-temporal voxels which improves the construction of feasible regions and trajectory optimization while maintaining the quadratic programming form. The method can adjust feasible regions and trajectory planning according to real-time traffic flow and environmental changes, realizing vehicles to drive safely in complex traffic flow. The proposed method has been tested in both open-loop and closed-loop environments, and the test results show that our method outperforms the current planning methods.
Landscape-Sketch-Step: An AI/ML-Based Metaheuristic for Surrogate Optimization Problems
In this paper, we introduce a new heuristics for global optimization in scenarios where extensive evaluations of the cost function are expensive, inaccessible, or even prohibitive. The method, which we call Landscape-Sketch-and-Step (LSS), combines Machine Learning, Stochastic Optimization, and Reinforcement Learning techniques, relying on historical information from previously sampled points to make judicious choices of parameter values where the cost function should be evaluated at. Unlike optimization by Replica Exchange Monte Carlo methods, the number of evaluations of the cost function required in this approach is comparable to that used by Simulated Annealing, quality that is especially important in contexts like high-throughput computing or high-performance computing tasks, where evaluations are either computationally expensive or take a long time to be performed. The method also differs from standard Surrogate Optimization techniques, for it does not construct a surrogate model that aims at approximating or reconstructing the objective function. We illustrate our method by applying it to low dimensional optimization problems (dimensions 1, 2, 4, and 8) that mimick known difficulties of minimization on rugged energy landscapes often seen in Condensed Matter Physics, where cost functions are rugged and plagued with local minima. When compared to classical Simulated Annealing, the LSS shows an effective acceleration of the optimization process.