Optimization
Trajectory-oriented optimization of stochastic epidemiological models
Fadikar, Arindam, Binois, Mickael, Collier, Nicholson, Stevens, Abby, Toh, Kok Ben, Ozik, Jonathan
Epidemiological models must be calibrated to ground truth for downstream tasks such as producing forward projections or running what-if scenarios. The meaning of calibration changes in case of a stochastic model since output from such a model is generally described via an ensemble or a distribution. Each member of the ensemble is usually mapped to a random number seed (explicitly or implicitly). With the goal of finding not only the input parameter settings but also the random seeds that are consistent with the ground truth, we propose a class of Gaussian process (GP) surrogates along with an optimization strategy based on Thompson sampling. This Trajectory Oriented Optimization (TOO) approach produces actual trajectories close to the empirical observations instead of a set of parameter settings where only the mean simulation behavior matches with the ground truth.
On Penalty-based Bilevel Gradient Descent Method
Shen, Han, Xiao, Quan, Chen, Tianyi
Bilevel optimization enjoys a wide range of applications in hyper-parameter optimization, meta-learning and reinforcement learning. However, bilevel optimization problems are difficult to solve. Recent progress on scalable bilevel algorithms mainly focuses on bilevel optimization problems where the lower-level objective is either strongly convex or unconstrained. In this work, we tackle the bilevel problem through the lens of the penalty method. We show that under certain conditions, the penalty reformulation recovers the solutions of the original bilevel problem. Further, we propose the penalty-based bilevel gradient descent (PBGD) algorithm and establish its finite-time convergence for the constrained bilevel problem without lower-level strong convexity. Experiments showcase the efficiency of the proposed PBGD algorithm.
Update Monte Carlo tree search (UMCTS) algorithm for heuristic global search of sizing optimization problems for truss structures
Ko, Fu-Yao, Suzuki, Katsuyuki, Yonekura, Kazuo
Sizing optimization of truss structures is a complex computational problem, and the reinforcement learning (RL) is suitable for dealing with multimodal problems without gradient computations. In this paper, a new efficient optimization algorithm called update Monte Carlo tree search (UMCTS) is developed to obtain the appropriate design for truss structures. UMCTS is an RL-based method that combines the novel update process and Monte Carlo tree search (MCTS) with the upper confidence bound (UCB). Update process means that in each round, the optimal cross-sectional area of each member is determined by search tree, and its initial state is the final state in the previous round. In the UMCTS algorithm, an accelerator for the number of selections for member area and iteration number is introduced to reduce the computation time. Moreover, for each state, the average reward is replaced by the best reward collected on the simulation process to determine the optimal solution. The proposed optimization method is examined on some benchmark problems of planar and spatial trusses with discrete sizing variables to demonstrate the efficiency and validity. It is shown that the computation time for the proposed approach is at least ten times faster than the branch and bound (BB) method. The numerical results indicate that the proposed method stably achieves better solution than other conventional methods.
Time-Optimal Path Tracking with ISO Safety Guarantees
Fujii, Shohei, Pham, Quang-Cuong
One way of ensuring operator's safety during human-robot collaboration is through Speed and Separation Monitoring (SSM), as defined in ISO standard ISO/TS 15066. In general, it is impossible to avoid all human-robot collisions: consider for instance the case when the robot does not move at all, a human operator can still collide with it by hitting it of her own voluntary motion. In the SSM framework, it is possible however to minimize harm by requiring this: \emph{if} a collision ever occurs, then the robot must be in a \emph{stationary state} (all links have zero velocity) at the time instant of the collision. In this paper, we propose a time-optimal control policy based on Time-Optimal Path Parameterization (TOPP) to guarantee such a behavior. Specifically, we show that: for any robot motion that is strictly faster than the motion recommended by our policy, there exists a human motion that results in a collision with the robot in a non-stationary state. Correlatively, we show, in simulation, that our policy is strictly less conservative than state-of-the-art safe robot control methods. Additionally, we propose a parallelization method to reduce the computation time of our pre-computation phase (down to 0.5 sec, practically), which enables the whole pipeline (including the pre-computation) to be executed at runtime, nearly in real-time. Finally, we demonstrate the application of our method in a scenario: time-optimal, safe control of a 6-dof industrial robot.
Bregman Graph Neural Network
Zhai, Jiayu, Lin, Lequan, Shi, Dai, Gao, Junbin
Numerous recent research on graph neural networks (GNNs) has focused on formulating GNN architectures as an optimization problem with the smoothness assumption. However, in node classification tasks, the smoothing effect induced by GNNs tends to assimilate representations and over-homogenize labels of connected nodes, leading to adverse effects such as over-smoothing and misclassification. In this paper, we propose a novel bilevel optimization framework for GNNs inspired by the notion of Bregman distance. We demonstrate that the GNN layer proposed accordingly can effectively mitigate the over-smoothing issue by introducing a mechanism reminiscent of the "skip connection". We validate our theoretical results through comprehensive empirical studies in which Bregman-enhanced GNNs outperform their original counterparts in both homophilic and heterophilic graphs. Furthermore, our experiments also show that Bregman GNNs can produce more robust learning accuracy even when the number of layers is high, suggesting the effectiveness of the proposed method in alleviating the over-smoothing issue.
Symmetric Stair Preconditioning of Linear Systems for Parallel Trajectory Optimization
There has been a growing interest in parallel strategies for solving trajectory optimization problems. One key step in many algorithmic approaches to trajectory optimization is the solution of moderately-large and sparse linear systems. Iterative methods are particularly well-suited for parallel solves of such systems. However, fast and stable convergence of iterative methods is reliant on the application of a high-quality preconditioner that reduces the spread and increase the clustering of the eigenvalues of the target matrix. To improve the performance of these approaches, we present a new parallel-friendly symmetric stair preconditioner. We prove that our preconditioner has advantageous theoretical properties when used in conjunction with iterative methods for trajectory optimization such as a more clustered eigenvalue spectrum. Numerical experiments with typical trajectory optimization problems reveal that as compared to the best alternative parallel preconditioner from the literature, our symmetric stair preconditioner provides up to a 34% reduction in condition number and up to a 25% reduction in the number of resulting linear system solver iterations.
ELRA: Exponential learning rate adaption gradient descent optimization method
Kleinsorge, Alexander, Kupper, Stefan, Fauck, Alexander, Rothe, Felix
We present a novel, fast (exponential rate adaption), ab initio (hyper-parameter-free) gradient based optimizer algorithm. The main idea of the method is to adapt the learning rate $\alpha$ by situational awareness, mainly striving for orthogonal neighboring gradients. The method has a high success and fast convergence rate and does not rely on hand-tuned parameters giving it greater universality. It can be applied to problems of any dimensions n and scales only linearly (of order O(n)) with the dimension of the problem. It optimizes convex and non-convex continuous landscapes providing some kind of gradient. In contrast to the Ada-family (AdaGrad, AdaMax, AdaDelta, Adam, etc.) the method is rotation invariant: optimization path and performance are independent of coordinate choices. The impressive performance is demonstrated by extensive experiments on the MNIST benchmark data-set against state-of-the-art optimizers. We name this new class of optimizers after its core idea Exponential Learning Rate Adaption - ELRA. We present it in two variants c2min and p2min with slightly different control. The authors strongly believe that ELRA will open a completely new research direction for gradient descent optimize.
An Efficient Trajectory Planner for Car-like Robots on Uneven Terrain
Xu, Long, Chai, Kaixin, Han, Zhichao, Liu, Hong, Xu, Chao, Cao, Yanjun, Gao, Fei
Autonomous navigation of ground robots on uneven terrain is being considered in more and more tasks. However, uneven terrain will bring two problems to motion planning: how to assess the traversability of the terrain and how to cope with the dynamics model of the robot associated with the terrain. The trajectories generated by existing methods are often too conservative or cannot be tracked well by the controller since the second problem is not well solved. In this paper, we propose terrain pose mapping to describe the impact of terrain on the robot. With this mapping, we can obtain the SE(3) state of the robot on uneven terrain for a given state in SE(2). Then, based on it, we present a trajectory optimization framework for car-like robots on uneven terrain that can consider both of the above problems. The trajectories generated by our method conform to the dynamics model of the system without being overly conservative and yet able to be tracked well by the controller. We perform simulations and real-world experiments to validate the efficiency and trajectory quality of our algorithm.
MARC: Multipolicy and Risk-aware Contingency Planning for Autonomous Driving
Li, Tong, Zhang, Lu, Liu, Sikang, Shen, Shaojie
Generating safe and non-conservative behaviors in dense, dynamic environments remains challenging for automated vehicles due to the stochastic nature of traffic participants' behaviors and their implicit interaction with the ego vehicle. This paper presents a novel planning framework, Multipolicy And Risk-aware Contingency planning (MARC), that systematically addresses these challenges by enhancing the multipolicy-based pipelines from both behavior and motion planning aspects. Specifically, MARC realizes a critical scenario set that reflects multiple possible futures conditioned on each semantic-level ego policy. Then, the generated policy-conditioned scenarios are further formulated into a tree-structured representation with a dynamic branchpoint based on the scene-level divergence. Moreover, to generate diverse driving maneuvers, we introduce risk-aware contingency planning, a bi-level optimization algorithm that simultaneously considers multiple future scenarios and user-defined risk tolerance levels. Owing to the more unified combination of behavior and motion planning layers, our framework achieves efficient decision-making and human-like driving maneuvers. Comprehensive experimental results demonstrate superior performance to other strong baselines in various environments.
Joint On-Manifold Gravity and Accelerometer Intrinsics Estimation for Inertially Aligned Mapping
Nemiroff, Ryan, Chen, Kenny, Lopez, Brett T.
Aligning a robot's trajectory or map to the inertial frame is a critical capability that is often difficult to do accurately even though inertial measurement units (IMUs) can observe absolute roll and pitch with respect to gravity. Accelerometer biases and scale factor errors from the IMU's initial calibration are often the major source of inaccuracies when aligning the robot's odometry frame with the inertial frame, especially for low-grade IMUs. Practically, one would simultaneously estimate the true gravity vector, accelerometer biases, and scale factor to improve measurement quality but these quantities are not observable unless the IMU is sufficiently excited. While several methods estimate accelerometer bias and gravity, they do not explicitly address the observability issue nor do they estimate scale factor. We present a fixed-lag factor-graph-based estimator to address both of these issues. In addition to estimating accelerometer scale factor, our method mitigates limited observability by optimizing over a time window an order of magnitude larger than existing methods with significantly lower computational burden. The proposed method, which estimates accelerometer intrinsics and gravity separately from the other states, is enabled by a novel, velocity-agnostic measurement model for intrinsics and gravity, as well as a new method for gravity vector optimization on $S^2$. Accurate IMU state prediction, gravity-alignment, and roll/pitch drift correction are experimentally demonstrated on public and self-collected datasets in diverse environments.