Optimization
Distributed course allocation with asymmetric friendships
Khakhiashvili, Ilya, Dery, Lihi, Grinshpoun, Tal
Students' decisions on whether to take a class are strongly affected by whether their friends plan to take the class with them. A student may prefer to be assigned to a course they likes less, just to be with their friends, rather than taking a more preferred class alone. It has been shown that taking classes with friends positively affects academic performance. Thus, academic institutes should prioritize friendship relations when assigning course seats. The introduction of friendship relations results in several non-trivial changes to current course allocation methods. This paper explores how course allocation mechanisms can account for friendships between students and provide a unique, distributed solution. In particular, we model the problem as an asymmetric distributed constraint optimization problem and develop a new dedicated algorithm. Our extensive evaluation includes both simulated data and data derived from a user study on 177 students' preferences over courses and friends. The results show that our algorithm obtains high utility for the students while keeping the solution fair and observing courses' seat capacity limitations.
Multi-Robot Informative Path Planning from Regression with Sparse Gaussian Processes
Jakkala, Kalvik, Akella, Srinivas
Motivated by the above limitations of prior IPP approaches, Environmental monitoring problems require estimating the we present a method that can efficiently generate current state of phenomena, such as temperature, precipitation, both discrete and continuous sensing paths, accommodate ozone concentration, soil chemistry, ocean salinity, constraints such as a distance budget and velocity limits, and fugitive gas density ([1], [2], [3], [4]). These problems handle point sensors and non-point FoV sensors, and handle are closely related to the informative path planning (IPP) both single and multi-robot IPP problems. Our approach problem ([1], [5]) since it is often the case that we have leverages gradient descent optimizable sparse Gaussian processes limited resources and, therefore, must strategically determine to solve the IPP problem, making it significantly the regions from which to collect data and the order in which faster compared to prior approaches and scalable to large to visit the regions to efficiently and accurately estimate the IPP problems.
Finite Expression Methods for Discovering Physical Laws from Data
Jiang, Zhongyi, Wang, Chunmei, Yang, Haizhao
Nonlinear dynamics is a pervasive phenomenon observed in scientific and engineering disciplines. However, the task of deriving analytical expressions to describe nonlinear dynamics from limited data remains challenging. In this paper, we shall present a novel deep symbolic learning method called the "finite expression method" (FEX) to discover governing equations within a function space containing a finite set of analytic expressions, based on observed dynamic data. The key concept is to employ FEX to generate analytical expressions of the governing equations by learning the derivatives of partial differential equation (PDE) solutions through convolutions. Our numerical results demonstrate that our FEX surpasses other existing methods (such as PDE-Net, SINDy, GP, and SPL) in terms of numerical performance across a range of problems, including time-dependent PDE problems and nonlinear dynamical systems with time-varying coefficients. Moreover, the results highlight FEX's flexibility and expressive power in accurately approximating symbolic governing equations.
Sharp Analysis of Sketch-and-Project Methods via a Connection to Randomized Singular Value Decomposition
Dereziลski, Michaล, Rebrova, Elizaveta
Sketch-and-project is a framework which unifies many known iterative methods for solving linear systems and their variants, as well as further extensions to non-linear optimization problems. It includes popular methods such as randomized Kaczmarz, coordinate descent, variants of the Newton method in convex optimization, and others. In this paper, we develop a theoretical framework for obtaining sharp guarantees on the convergence rate of sketch-and-project methods. Our approach is the first to: (1) show that the convergence rate improves at least linearly with the sketch size, and even faster when the data matrix exhibits certain spectral decays; and (2) allow for sparse sketching matrices, which are more efficient than dense sketches and more robust than sub-sampling methods. In particular, our results explain an observed phenomenon that a radical sparsification of the sketching matrix does not affect the per iteration convergence rate of sketch-and-project. To obtain our results, we develop new non-asymptotic spectral bounds for the expected sketched projection matrix, which are of independent interest; and we establish a connection between the convergence rates of iterative sketch-and-project solvers and the approximation error of randomized singular value decomposition, which is a widely used one-shot sketching algorithm for low-rank approximation. Our experiments support the theory and demonstrate that even extremely sparse sketches exhibit the convergence properties predicted by our framework.
Sum-of-Squares Relaxations for Information Theory and Variational Inference
We consider extensions of the Shannon relative entropy, referred to as $f$-divergences.Three classical related computational problems are typically associated with these divergences: (a) estimation from moments, (b) computing normalizing integrals, and (c) variational inference in probabilistic models. These problems are related to one another through convex duality, and for all them, there are many applications throughout data science, and we aim for computationally tractable approximation algorithms that preserve properties of the original problem such as potential convexity or monotonicity. In order to achieve this, we derive a sequence of convex relaxations for computing these divergences from non-centered covariance matrices associated with a given feature vector: starting from the typically non-tractable optimal lower-bound, we consider an additional relaxation based on ``sums-of-squares'', which is is now computable in polynomial time as a semidefinite program. We also provide computationally more efficient relaxations based on spectral information divergences from quantum information theory. For all of the tasks above, beyond proposing new relaxations, we derive tractable convex optimization algorithms, and we present illustrations on multivariate trigonometric polynomials and functions on the Boolean hypercube.
An Automatic Tuning MPC with Application to Ecological Cruise Control
Abtahi, Mohammad, Rabbani, Mahdis, Nazari, Shima
Model predictive control (MPC) is a powerful tool for planning and controlling dynamical systems due to its capacity for handling constraints and taking advantage of preview information. Nevertheless, MPC performance is highly dependent on the choice of cost function tuning parameters. In this work, we demonstrate an approach for online automatic tuning of an MPC controller with an example application to an ecological cruise control system that saves fuel by using a preview of road grade. We solve the global fuel consumption minimization problem offline using dynamic programming and find the corresponding MPC cost function by solving the inverse optimization problem. A neural network fitted to these offline results is used to generate the desired MPC cost function weight during online operation. The effectiveness of the proposed approach is verified in simulation for different road geometries.
User Assignment and Resource Allocation for Hierarchical Federated Learning over Wireless Networks
Zhang, Tinghao, Lam, Kwok-Yan, Zhao, Jun
The large population of wireless users is a key driver of data-crowdsourced Machine Learning (ML). However, data privacy remains a significant concern. Federated Learning (FL) encourages data sharing in ML without requiring data to leave users' devices but imposes heavy computation and communications overheads on mobile devices. Hierarchical FL (HFL) alleviates this problem by performing partial model aggregation at edge servers. HFL can effectively reduce energy consumption and latency through effective resource allocation and appropriate user assignment. Nevertheless, resource allocation in HFL involves optimizing multiple variables, and the objective function should consider both energy consumption and latency, making the development of resource allocation algorithms very complicated. Moreover, it is challenging to perform user assignment, which is a combinatorial optimization problem in a large search space. This article proposes a spectrum resource optimization algorithm (SROA) and a two-stage iterative algorithm (TSIA) for HFL. Given an arbitrary user assignment pattern, SROA optimizes CPU frequency, transmit power, and bandwidth to minimize system cost. TSIA aims to find a user assignment pattern that considerably reduces the total system cost. Experimental results demonstrate the superiority of the proposed HFL framework over existing studies in energy and latency reduction.
Spline-Based Minimum-Curvature Trajectory Optimization for Autonomous Racing
Xue, Haoru, Yue, Tianwei, Dolan, John M.
We propose a novel B-spline trajectory optimization method for autonomous racing. We consider the unavailability of sophisticated race car and race track dynamics in early-stage autonomous motorsports development and derive methods that work with limited dynamics data and additional conservative constraints. We formulate a minimum-curvature optimization problem with only the spline control points as optimization variables. We then compare the current state-of-the-art method with our optimization result, which achieves a similar level of optimality with a 90% reduction on the decision variable dimension, and in addition offers mathematical smoothness guarantee and flexible manipulation options. We concurrently reduce the problem computation time from seconds to milliseconds for a long race track, enabling future online adaptation of the previously offline technique.
Staged Contact Optimization: Combining Contact-Implicit and Multi-Phase Hybrid Trajectory Optimization
Turski, Michael R., Norby, Joseph, Johnson, Aaron M.
Trajectory optimization problems for legged robots are commonly formulated with fixed contact schedules. These multi-phase Hybrid Trajectory Optimization (HTO) methods result in locally optimal trajectories, but the result depends heavily upon the predefined contact mode sequence. Contact-Implicit Optimization (CIO) offers a potential solution to this issue by allowing the contact mode to be determined throughout the trajectory by the optimization solver. However, CIO suffers from long solve times and convergence issues. This work combines the benefits of these two methods into one algorithm: Staged Contact Optimization (SCO). SCO tightens constraints on contact in stages, eventually fixing them to allow robust and fast convergence to a feasible solution. Results on a planar biped and spatial quadruped demonstrate speed and optimality improvements over CIO and HTO. These properties make SCO well suited for offline trajectory generation or as an effective tool for exploring the dynamic capabilities of a robot.
Exact Pareto Optimal Search for Multi-Task Learning and Multi-Criteria Decision-Making
Mahapatra, Debabrata, Rajan, Vaibhav
Given multiple non-convex objective functions and objective-specific weights, Chebyshev scalarization (CS) is a well-known approach to obtain an Exact Pareto Optimal (EPO), i.e., a solution on the Pareto front (PF) that intersects the ray defined by the inverse of the weights. First-order optimizers that use the CS formulation to find EPO solutions encounter practical problems of oscillations and stagnation that affect convergence. Moreover, when initialized with a PO solution, they do not guarantee a controlled trajectory that lies completely on the PF. These shortcomings lead to modeling limitations and computational inefficiency in multi-task learning (MTL) and multi-criteria decision-making (MCDM) methods that utilize CS for their underlying non-convex multi-objective optimization (MOO). To address these shortcomings, we design a new MOO method, EPO Search. We prove that EPO Search converges to an EPO solution and empirically illustrate its computational efficiency and robustness to initialization. When initialized on the PF, EPO Search can trace the PF and converge to the required EPO solution at a linear rate of convergence. Using EPO Search we develop new algorithms: PESA-EPO for approximating the PF in a posteriori MCDM, and GP-EPO for preference elicitation in interactive MCDM; experiments on benchmark datasets confirm their advantages over competing alternatives. EPO Search scales linearly with the number of decision variables which enables its use for training deep networks. Empirical results on real data from personalized medicine, e-commerce and hydrometeorology demonstrate the efficacy of EPO Search for deep MTL.