Optimization
Safe and Smooth: Certified Continuous-Time Range-Only Localization
Dümbgen, Frederike, Holmes, Connor, Barfoot, Timothy D.
A common approach to localize a mobile robot is by measuring distances to points of known positions, called anchors. Locating a device from distance measurements is typically posed as a non-convex optimization problem, stemming from the nonlinearity of the measurement model. Non-convex optimization problems may yield suboptimal solutions when local iterative solvers such as Gauss-Newton are employed. In this paper, we design an optimality certificate for continuous-time range-only localization. Our formulation allows for the integration of a motion prior, which ensures smoothness of the solution and is crucial for localizing from only a few distance measurements. The proposed certificate comes at little additional cost since it has the same complexity as the sparse local solver itself: linear in the number of positions. We show, both in simulation and on real-world datasets, that the efficient local solver often finds the globally optimal solution (confirmed by our certificate), but it may converge to local solutions with high errors, which our certificate correctly detects.
CoBRA: A Composable Benchmark for Robotics Applications
Mayer, Matthias, Külz, Jonathan, Althoff, Matthias
Today, selecting an optimal robot, its base pose, and trajectory for a given task is currently mainly done by human expertise or trial and error. To evaluate automatic approaches to this combined optimization problem, we introduce a benchmark suite encompassing a unified format for robots, environments, and task descriptions. Our benchmark suite is especially useful for modular robots, where the multitude of robots that can be assembled creates a host of additional parameters to optimize. We include tasks such as machine tending and welding in completely synthetic environments and 3D scans of real-world machine shops. The benchmark suite defines these optimization problems and facilitates the comparison of solution algorithms. All benchmarks are accessible through cobra.cps.cit.tum.de, a platform to conveniently share, reference, and compare tasks, robot models, and solutions.
Breaking the Deadly Triad with a Target Network
Zhang, Shangtong, Yao, Hengshuai, Whiteson, Shimon
The deadly triad refers to the instability of a reinforcement learning algorithm when it employs off-policy learning, function approximation, and bootstrapping simultaneously. In this paper, we investigate the target network as a tool for breaking the deadly triad, providing theoretical support for the conventional wisdom that a target network stabilizes training. We first propose and analyze a novel target network update rule which augments the commonly used Polyak-averaging style update with two projections. We then apply the target network and ridge regularization in several divergent algorithms and show their convergence to regularized TD fixed points. Those algorithms are off-policy with linear function approximation and bootstrapping, spanning both policy evaluation and control, as well as both discounted and average-reward settings. In particular, we provide the first convergent linear $Q$-learning algorithms under nonrestrictive and changing behavior policies without bi-level optimization.
Risk-Averse Receding Horizon Motion Planning for Obstacle Avoidance using Coherent Risk Measures
Dixit, Anushri, Ahmadi, Mohamadreza, Burdick, Joel W.
This paper studies the problem of risk-averse receding horizon motion planning for agents with uncertain dynamics, in the presence of stochastic, dynamic obstacles. We propose a model predictive control (MPC) scheme that formulates the obstacle avoidance constraint using coherent risk measures. To handle disturbances, or process noise, in the state dynamics, the state constraints are tightened in a risk-aware manner to provide a disturbance feedback policy. We also propose a waypoint following algorithm that uses the proposed MPC scheme for discrete distributions and prove its risk-sensitive recursive feasibility while guaranteeing finite-time task completion. We further investigate some commonly used coherent risk metrics, namely, conditional value-at-risk (CVaR), entropic value-at-risk (EVaR), and g-entropic risk measures, and propose a tractable incorporation within MPC. We illustrate our framework via simulation studies.
Risk-Adaptive Approaches to Learning and Decision Making: A Survey
Uncertainty is prevalent in engineering design, statistical learning, and decision making broadly. Due to inherent risk-averseness and ambiguity about assumptions, it is common to address uncertainty by formulating and solving conservative optimization models expressed using measures of risk and related concepts. We survey the rapid development of risk measures over the last quarter century. From their beginning in financial engineering, we recount the spread to nearly all areas of engineering and applied mathematics. Solidly rooted in convex analysis, risk measures furnish a general framework for handling uncertainty with significant computational and theoretical advantages. We describe the key facts, list several concrete algorithms, and provide an extensive list of references for further reading. The survey recalls connections with utility theory and distributionally robust optimization, points to emerging applications areas such as fair machine learning, and defines measures of reliability.
M-OFDFT: Overcoming the Barrier of Orbital-Free Density Functional Theory for Molecular Systems Using Deep Learning
Zhang, He, Liu, Siyuan, You, Jiacheng, Liu, Chang, Zheng, Shuxin, Lu, Ziheng, Wang, Tong, Zheng, Nanning, Shao, Bin
Orbital-free density functional theory (OFDFT) is a quantum chemistry formulation that has a lower cost scaling than the prevailing Kohn-Sham DFT, which is increasingly desired for contemporary molecular research. However, its accuracy is limited by the kinetic energy density functional, which is notoriously hard to approximate for non-periodic molecular systems. In this work, we propose M-OFDFT, an OFDFT approach capable of solving molecular systems using a deep-learning functional model. We build the essential nonlocality into the model, which is made affordable by the concise density representation as expansion coefficients under an atomic basis. With techniques to address unconventional learning challenges therein, M-OFDFT achieves a comparable accuracy with Kohn-Sham DFT on a wide range of molecules untouched by OFDFT before. More attractively, M-OFDFT extrapolates well to molecules much larger than those in training, which unleashes the appealing scaling for studying large molecules including proteins, representing an advancement of the accuracy-efficiency trade-off frontier in quantum chemistry.
Robust Safe Control with Multi-Modal Uncertainty
Wei, Tianhao, Ma, Liqian, Pandya, Ravi, Liu, Changliu
Safety in dynamic systems with prevalent uncertainties is crucial. Current robust safe controllers, designed primarily for uni-modal uncertainties, may be either overly conservative or unsafe when handling multi-modal uncertainties. To address the problem, we introduce a novel framework for robust safe control, tailored to accommodate multi-modal Gaussian dynamics uncertainties and control limits. We first present an innovative method for deriving the least conservative robust safe control under additive multi-modal uncertainties. Next, we propose a strategy to identify a locally least-conservative robust safe control under multiplicative uncertainties. Following these, we introduce a unique safety index synthesis method. This provides the foundation for a robust safe controller that ensures a high probability of realizability under control limits and multi-modal uncertainties. Experiments on a simulated Segway validate our approach, showing consistent realizability and less conservatism than controllers designed using uni-modal uncertainty methods. The framework offers significant potential for enhancing safety and performance in robotic applications.
Safe Non-Stochastic Control of Control-Affine Systems: An Online Convex Optimization Approach
Zhou, Hongyu, Song, Yichen, Tzoumas, Vasileios
We study how to safely control nonlinear control-affine systems that are corrupted with bounded non-stochastic noise, i.e., noise that is unknown a priori and that is not necessarily governed by a stochastic model. We focus on safety constraints that take the form of time-varying convex constraints such as collision-avoidance and control-effort constraints. We provide an algorithm with bounded dynamic regret, i.e., bounded suboptimality against an optimal clairvoyant controller that knows the realization of the noise a prior. We are motivated by the future of autonomy where robots will autonomously perform complex tasks despite real-world unpredictable disturbances such as wind gusts. To develop the algorithm, we capture our problem as a sequential game between a controller and an adversary, where the controller plays first, choosing the control input, whereas the adversary plays second, choosing the noise's realization. The controller aims to minimize its cumulative tracking error despite being unable to know the noise's realization a prior. We validate our algorithm in simulated scenarios of (i) an inverted pendulum aiming to stay upright, and (ii) a quadrotor aiming to fly to a goal location through an unknown cluttered environment.
Genetic Engineering Algorithm (GEA): An Efficient Metaheuristic Algorithm for Solving Combinatorial Optimization Problems
Sohrabi, Majid, Fathollahi-Fard, Amir M., Gromov, Vasilii A.
Genetic Algorithms (GAs) are known for their efficiency in solving combinatorial optimization problems, thanks to their ability to explore diverse solution spaces, handle various representations, exploit parallelism, preserve good solutions, adapt to changing dynamics, handle combinatorial diversity, and provide heuristic search. However, limitations such as premature convergence, lack of problem-specific knowledge, and randomness of crossover and mutation operators make GAs generally inefficient in finding an optimal solution. To address these limitations, this paper proposes a new metaheuristic algorithm called the Genetic Engineering Algorithm (GEA) that draws inspiration from genetic engineering concepts. GEA redesigns the traditional GA while incorporating new search methods to isolate, purify, insert, and express new genes based on existing ones, leading to the emergence of desired traits and the production of specific chromosomes based on the selected genes. Comparative evaluations against state-of-the-art algorithms on benchmark instances demonstrate the superior performance of GEA, showcasing its potential as an innovative and efficient solution for combinatorial optimization problems.
EFFL: Egalitarian Fairness in Federated Learning for Mitigating Matthew Effect
Gao, Jiashi, Huang, Changwu, Tang, Ming, Tan, Shin Hwei, Yao, Xin, Wei, Xuetao
Recent advances in federated learning (FL) enable collaborative training of machine learning (ML) models from large-scale and widely dispersed clients while protecting their privacy. However, when different clients' datasets are heterogeneous, traditional FL mechanisms produce a global model that does not adequately represent the poorer clients with limited data resources, resulting in lower accuracy and higher bias on their local data. According to the Matthew effect, which describes how the advantaged gain more advantage and the disadvantaged lose more over time, deploying such a global model in client applications may worsen the resource disparity among the clients and harm the principles of social welfare and fairness. To mitigate the Matthew effect, we propose Egalitarian Fairness Federated Learning (EFFL), where egalitarian fairness refers to the global model learned from FL has: (1) equal accuracy among clients; (2) equal decision bias among clients. Besides achieving egalitarian fairness among the clients, EFFL also aims for performance optimality, minimizing the empirical risk loss and the bias for each client; both are essential for any ML model training, whether centralized or decentralized. We formulate EFFL as a constrained multi-constrained multi-objectives optimization (MCMOO) problem, with the decision bias and egalitarian fairness as constraints and the minimization of the empirical risk losses on all clients as multiple objectives to be optimized. We propose a gradient-based three-stage algorithm to obtain the Pareto optimal solutions within the constraint space. Extensive experiments demonstrate that EFFL outperforms other state-of-the-art FL algorithms in achieving a high-performance global model with enhanced egalitarian fairness among all clients.