Optimization
AI Hilbert: A New Paradigm for Scientific Discovery by Unifying Data and Background Knowledge
Cory-Wright, Ryan, Khadir, Bachir El, Cornelio, Cristina, Dash, Sanjeeb, Horesh, Lior
The discovery of scientific formulae that parsimoniously explain natural phenomena and align with existing background theory is a key goal in science. Historically, scientists have derived natural laws by manipulating equations based on existing knowledge, forming new equations, and verifying them experimentally. In recent years, data-driven scientific discovery has emerged as a viable competitor in settings with large amounts of experimental data. Unfortunately, data-driven methods often fail to discover valid laws when data is noisy or scarce. Accordingly, recent works combine regression and reasoning to eliminate formulae inconsistent with background theory. However, the problem of searching over the space of formulae consistent with background theory to find one that fits the data best is not well-solved. We propose a solution to this problem when all axioms and scientific laws are expressible via polynomial equalities and inequalities and argue that our approach is widely applicable. We further model notions of minimal complexity using binary variables and logical constraints, solve polynomial optimization problems via mixed-integer linear or semidefinite optimization, and prove the validity of our scientific discoveries in a principled manner using Positivestellensatz certificates. Remarkably, the optimization techniques leveraged in this paper allow our approach to run in polynomial time with fully correct background theory, or non-deterministic polynomial (NP) time with partially correct background theory. We demonstrate that some famous scientific laws, including Kepler's Third Law of Planetary Motion, the Hagen-Poiseuille Equation, and the Radiated Gravitational Wave Power equation, can be derived in a principled manner from background axioms and experimental data.
Optimizing Chance-Constrained Submodular Problems with Variable Uncertainties
Yan, Xiankun, Do, Anh Viet, Shi, Feng, Qin, Xiaoyu, Neumann, Frank
Chance constraints are frequently used to limit the probability of constraint violations in real-world optimization problems where the constraints involve stochastic components. We study chance-constrained submodular optimization problems, which capture a wide range of optimization problems with stochastic constraints. Previous studies considered submodular problems with stochastic knapsack constraints in the case where uncertainties are the same for each item that can be selected. However, uncertainty levels are usually variable with respect to the different stochastic components in real-world scenarios, and rigorous analysis for this setting is missing in the context of submodular optimization. This paper provides the first such analysis for this case, where the weights of items have the same expectation but different dispersion. We present greedy algorithms that can obtain a high-quality solution, i.e., a constant approximation ratio to the given optimal solution from the deterministic setting. In the experiments, we demonstrate that the algorithms perform effectively on several chance-constrained instances of the maximum coverage problem and the influence maximization problem.
Iterative Reachability Estimation for Safe Reinforcement Learning
Ganai, Milan, Gong, Zheng, Yu, Chenning, Herbert, Sylvia, Gao, Sicun
Ensuring safety is important for the practical deployment of reinforcement learning (RL). Various challenges must be addressed, such as handling stochasticity in the environments, providing rigorous guarantees of persistent state-wise safety satisfaction, and avoiding overly conservative behaviors that sacrifice performance. We propose a new framework, Reachability Estimation for Safe Policy Optimization (RESPO), for safety-constrained RL in general stochastic settings. In the feasible set where there exist violation-free policies, we optimize for rewards while maintaining persistent safety. Outside this feasible set, our optimization produces the safest behavior by guaranteeing entrance into the feasible set whenever possible with the least cumulative discounted violations. We introduce a class of algorithms using our novel reachability estimation function to optimize in our proposed framework and in similar frameworks such as those concurrently handling multiple hard and soft constraints. We theoretically establish that our algorithms almost surely converge to locally optimal policies of our safe optimization framework. We evaluate the proposed methods on a diverse suite of safe RL environments from Safety Gym, PyBullet, and MuJoCo, and show the benefits in improving both reward performance and safety compared with state-of-the-art baselines.
CORE: Common Random Reconstruction for Distributed Optimization with Provable Low Communication Complexity
Yue, Pengyun, Zhao, Hanzhen, Fang, Cong, He, Di, Wang, Liwei, Lin, Zhouchen, Zhu, Song-chun
With distributed machine learning being a prominent technique for large-scale machine learning tasks, communication complexity has become a major bottleneck for speeding up training and scaling up machine numbers. In this paper, we propose a new technique named Common randOm REconstruction(CORE), which can be used to compress the information transmitted between machines in order to reduce communication complexity without other strict conditions. Especially, our technique CORE projects the vector-valued information to a low-dimensional one through common random vectors and reconstructs the information with the same random noises after communication. We apply CORE to two distributed tasks, respectively convex optimization on linear models and generic non-convex optimization, and design new distributed algorithms, which achieve provably lower communication complexities. For example, we show for linear models CORE-based algorithm can encode the gradient vector to $\mathcal{O}(1)$-bits (against $\mathcal{O}(d)$), with the convergence rate not worse, preceding the existing results.
Speeding-up Evolutionary Algorithms to solve Black-Box Optimization Problems
Echevarrieta, Judith, Arza, Etor, Pérez, Aritz
Population-based evolutionary algorithms are often considered when approaching computationally expensive black-box optimization problems. They employ a selection mechanism to choose the best solutions from a given population after comparing their objective values, which are then used to generate the next population. This iterative process explores the solution space efficiently, leading to improved solutions over time. However, these algorithms require a large number of evaluations to provide a quality solution, which might be computationally expensive when the evaluation cost is high. In some cases, it is possible to replace the original objective function with a less accurate approximation of lower cost. This introduces a trade-off between the evaluation cost and its accuracy. In this paper, we propose a technique capable of choosing an appropriate approximate function cost during the execution of the optimization algorithm. The proposal finds the minimum evaluation cost at which the solutions are still properly ranked, and consequently, more evaluations can be computed in the same amount of time with minimal accuracy loss. An experimental section on four very different problems reveals that the proposed approach can reach the same objective value in less than half of the time in certain cases.
Revisiting Scalarization in Multi-Task Learning: A Theoretical Perspective
Hu, Yuzheng, Xian, Ruicheng, Wu, Qilong, Fan, Qiuling, Yin, Lang, Zhao, Han
Linear scalarization, i.e., combining all loss functions by a weighted sum, has been the default choice in the literature of multi-task learning (MTL) since its inception. In recent years, there is a surge of interest in developing Specialized Multi-Task Optimizers (SMTOs) that treat MTL as a multi-objective optimization problem. However, it remains open whether there is a fundamental advantage of SMTOs over scalarization. In fact, heated debates exist in the community comparing these two types of algorithms, mostly from an empirical perspective. To approach the above question, in this paper, we revisit scalarization from a theoretical perspective. We focus on linear MTL models and study whether scalarization is capable of fully exploring the Pareto front. Our findings reveal that, in contrast to recent works that claimed empirical advantages of scalarization, scalarization is inherently incapable of full exploration, especially for those Pareto optimal solutions that strike the balanced trade-offs between multiple tasks. More concretely, when the model is under-parametrized, we reveal a multi-surface structure of the feasible region and identify necessary and sufficient conditions for full exploration. This leads to the conclusion that scalarization is in general incapable of tracing out the Pareto front. Our theoretical results partially answer the open questions in Xin et al. (2021), and provide a more intuitive explanation on why scalarization fails beyond non-convexity. We additionally perform experiments on a real-world dataset using both scalarization and state-of-the-art SMTOs. The experimental results not only corroborate our theoretical findings, but also unveil the potential of SMTOs in finding balanced solutions, which cannot be achieved by scalarization.
Enhancing Multi-Objective Optimization through Machine Learning-Supported Multiphysics Simulation
Botache, Diego, Decke, Jens, Ripken, Winfried, Dornipati, Abhinay, Götz-Hahn, Franz, Ayeb, Mohamed, Sick, Bernhard
Multiphysics simulations that involve multiple coupled physical phenomena quickly become computationally expensive. This imposes challenges for practitioners aiming to find optimal configurations for these problems satisfying multiple objectives, as optimization algorithms often require querying the simulation many times. This paper presents a methodological framework for training, self-optimizing, and self-organizing surrogate models to approximate and speed up Multiphysics simulations. We generate two real-world tabular datasets, which we make publicly available, and show that surrogate models can be trained on relatively small amounts of data to approximate the underlying simulations accurately. We conduct extensive experiments combining four machine learning and deep learning algorithms with two optimization algorithms and a comprehensive evaluation strategy. Finally, we evaluate the performance of our combined training and optimization pipeline by verifying the generated Pareto-optimal results using the ground truth simulations. We also employ explainable AI techniques to analyse our surrogates and conduct a preselection strategy to determine the most relevant features in our real-world examples. This approach lets us understand the underlying problem and identify critical partial dependencies.
PyPose v0.6: The Imperative Programming Interface for Robotics
Zhan, Zitong, Li, Xiangfu, Li, Qihang, He, Haonan, Pandey, Abhinav, Xiao, Haitao, Xu, Yangmengfei, Chen, Xiangyu, Xu, Kuan, Cao, Kun, Zhao, Zhipeng, Wang, Zihan, Xu, Huan, Fang, Zihang, Chen, Yutian, Wang, Wentao, Fang, Xu, Du, Yi, Wu, Tianhao, Lin, Xiao, Qiu, Yuheng, Yang, Fan, Shi, Jingnan, Su, Shaoshu, Lu, Yiren, Fu, Taimeng, Dantu, Karthik, Wu, Jiajun, Xie, Lihua, Hutter, Marco, Carlone, Luca, Scherer, Sebastian, Huang, Daning, Hu, Yaoyu, Geng, Junyi, Wang, Chen
PyPose is an open-source library for robot learning. It combines a learning-based approach with physics-based optimization, which enables seamless end-to-end robot learning. It has been used in many tasks due to its meticulously designed application programming interface (API) and efficient implementation. From its initial launch in early 2022, PyPose has experienced significant enhancements, incorporating a wide variety of new features into its platform. To satisfy the growing demand for understanding and utilizing the library and reduce the learning curve of new users, we present the fundamental design principle of the imperative programming interface, and showcase the flexible usage of diverse functionalities and modules using an extremely simple Dubins car example. We also demonstrate that the PyPose can be easily used to navigate a real quadruped robot with a few lines of code.
AxOCS: Scaling FPGA-based Approximate Operators using Configuration Supersampling
Sahoo, Siva Satyendra, Ullah, Salim, Bhattacharjee, Soumyo, Kumar, Akash
The rising usage of AI and ML-based processing across application domains has exacerbated the need for low-cost ML implementation, specifically for resource-constrained embedded systems. To this end, approximate computing, an approach that explores the power, performance, area (PPA), and behavioral accuracy (BEHAV) trade-offs, has emerged as a possible solution for implementing embedded machine learning. Due to the predominance of MAC operations in ML, designing platform-specific approximate arithmetic operators forms one of the major research problems in approximate computing. Recently there has been a rising usage of AI/ML-based design space exploration techniques for implementing approximate operators. However, most of these approaches are limited to using ML-based surrogate functions for predicting the PPA and BEHAV impact of a set of related design decisions. While this approach leverages the regression capabilities of ML methods, it does not exploit the more advanced approaches in ML. To this end, we propose AxOCS, a methodology for designing approximate arithmetic operators through ML-based supersampling. Specifically, we present a method to leverage the correlation of PPA and BEHAV metrics across operators of varying bit-widths for generating larger bit-width operators. The proposed approach involves traversing the relatively smaller design space of smaller bit-width operators and employing its associated Design-PPA-BEHAV relationship to generate initial solutions for metaheuristics-based optimization for larger operators. The experimental evaluation of AxOCS for FPGA-optimized approximate operators shows that the proposed approach significantly improves the quality-resulting hypervolume for multi-objective optimization-of 8x8 signed approximate multipliers.
Optimal Dynamic Fees for Blockchain Resources
Crapis, Davide, Moallemi, Ciamac C., Wang, Shouqiao
Users of public permissionless blockchains can modify the shared state of the network through transactions that are executed by a set of nodes with limited computational resources. To allocate resources among competing transactions most blockchains use transaction fees. Initial transaction fee mechanisms in the Bitcoin and Ethereum blockchains relied on users bidding for transaction inclusion as the main way of pricing congestion. Moreover, all computational resources were bundled into a unique virtual resource ("gas") with fixed relative prices hardcoded in the protocol. Current R&D efforts are focused on improving transaction fee markets along two directions: (1) setting a minimum dynamic base fee (henceforth also called price) that is adjusted by the protocol as function of user demand and (2) unbundling resources so that different resources can be individually priced and their relative prices can also efficiently adjust with demand. In this paper, we propose a new framework for choosing a resource pricing policy that makes significant progress across both directions. We consider the practical problem of a blockchain protocol that has to jointly update the prices of multiple resources at every block. We assume that the type of resources being metered and priced, as well as the block limits and sustainable targets for each resource, are pre-determined.