Optimization
Certifiably Optimal Rotation and Pose Estimation Based on the Cayley Map
Barfoot, Timothy D, Holmes, Connor, Dümbgen, Frederike
We present novel, tight, convex relaxations for rotation and pose estimation problems that can guarantee global optimality via strong Lagrangian duality. Some such relaxations exist in the literature for specific problem setups that assume the matrix von Mises-Fisher distribution (a.k.a., matrix Langevin distribution or chordal distance) for isotropic rotational uncertainty. However, another common way to represent uncertainty for rotations and poses is to define anisotropic noise in the associated Lie algebra. Starting from a noise model based on the Cayley map, we define our estimation problems, convert them to Quadratically Constrained Quadratic Programs (QCQPs), then relax them to Semidefinite Programs (SDPs), which can be solved using standard interior-point optimization methods. We first show how to carry out basic rotation and pose averaging. We then turn to the more complex problem of trajectory estimation, which involves many pose variables with both individual and inter-pose measurements (or motion priors). Our contribution is to formulate SDP relaxations for all these problems, including the identification of sufficient redundant constraints to make them tight. We hope our results can add to the catalogue of useful estimation problems whose global optimality can be guaranteed.
Robustness Analysis of Continuous-Depth Models with Lagrangian Techniques
Neubauer, Sophie A., Grosu, Radu
This paper presents, in a unified fashion, deterministic as well as statistical Lagrangian-verification techniques. They formally quantify the behavioral robustness of any time-continuous process, formulated as a continuous-depth model. To this end, we review LRT-NG, SLR, and GoTube, algorithms for constructing a tight reachtube, that is, an over-approximation of the set of states reachable within a given time-horizon, and provide guarantees for the reachtube bounds. We compare the usage of the variational equations, associated to the system equations, the mean value theorem, and the Lipschitz constants, in achieving deterministic and statistical guarantees. In LRT-NG, the Lipschitz constant is used as a bloating factor of the initial perturbation, to compute the radius of an ellipsoid in an optimal metric, which over-approximates the set of reachable states. In SLR and GoTube, we get statistical guarantees, by using the Lipschitz constants to compute local balls around samples. These are needed to calculate the probability of having found an upper bound, of the true maximum perturbation at every timestep. Our experiments demonstrate the superior performance of Lagrangian techniques, when compared to LRT, Flow*, and CAPD, and illustrate their use in the robustness analysis of various continuous-depth models.
Collision Avoidance for Ellipsoidal Rigid Bodies with Control Barrier Functions Designed from Rotating Supporting Hyperplanes
Funada, Riku, Nishimoto, Koju, Ibuki, Tatsuya, Sampei, Mitsuji
This paper proposes a collision avoidance method for ellipsoidal rigid bodies, which utilizes a control barrier function (CBF) designed from a supporting hyperplane. We formulate the problem in the Special Euclidean Group SE(2) and SE(3), where the dynamics are described as rigid body motion (RBM). Then, we consider the condition for separating two ellipsoidal rigid bodies by employing a signed distance from a supporting hyperplane of a rigid body to the other rigid body. Although the positive value of this signed distance implies that two rigid bodies are collision-free, a naively prepared supporting hyperplane yields a smaller value than the actual distance. To avoid such a conservative evaluation, the supporting hyperplane is rotated so that the signed distance from the supporting hyperplane to the other rigid body is maximized. We prove that the maximum value of this optimization problem is equal to the actual distance between two ellipsoidal rigid bodies, hence eliminating excessive conservativeness. We leverage this signed distance as a CBF to prevent collision while the supporting hyperplane is rotated via a gradient-based input. The designed CBF is integrated into a quadratic programming (QP) problem, where each rigid body calculates its collision-free input in a distributed manner, given communication among rigid bodies. The proposed method is demonstrated with simulations. Finally, we exemplify our method can be extended to a vehicle having nonholonomic dynamics.
Pareto Invariant Representation Learning for Multimedia Recommendation
Huang, Shanshan, Li, Haoxuan, Li, Qingsong, Zheng, Chunyuan, Liu, Li
Multimedia recommendation involves personalized ranking tasks, where multimedia content is usually represented using a generic encoder. However, these generic representations introduce spurious correlations that fail to reveal users' true preferences. Existing works attempt to alleviate this problem by learning invariant representations, but overlook the balance between independent and identically distributed (IID) and out-of-distribution (OOD) generalization. In this paper, we propose a framework called Pareto Invariant Representation Learning (PaInvRL) to mitigate the impact of spurious correlations from an IID-OOD multi-objective optimization perspective, by learning invariant representations (intrinsic factors that attract user attention) and variant representations (other factors) simultaneously. Specifically, PaInvRL includes three iteratively executed modules: (i) heterogeneous identification module, which identifies the heterogeneous environments to reflect distributional shifts for user-item interactions; (ii) invariant mask generation module, which learns invariant masks based on the Pareto-optimal solutions that minimize the adaptive weighted Invariant Risk Minimization (IRM) and Empirical Risk (ERM) losses; (iii) convert module, which generates both variant representations and item-invariant representations for training a multi-modal recommendation model that mitigates spurious correlations and balances the generalization performance within and cross the environmental distributions. We compare the proposed PaInvRL with state-of-the-art recommendation models on three public multimedia recommendation datasets (Movielens, Tiktok, and Kwai), and the experimental results validate the effectiveness of PaInvRL for both within- and cross-environmental learning.
Vision-aided UAV navigation and dynamic obstacle avoidance using gradient-based B-spline trajectory optimization
Xu, Zhefan, Xiu, Yumeng, Zhan, Xiaoyang, Chen, Baihan, Shimada, Kenji
Navigating dynamic environments requires the robot to generate collision-free trajectories and actively avoid moving obstacles. Most previous works designed path planning algorithms based on one single map representation, such as the geometric, occupancy, or ESDF map. Although they have shown success in static environments, due to the limitation of map representation, those methods cannot reliably handle static and dynamic obstacles simultaneously. To address the problem, this paper proposes a gradient-based B-spline trajectory optimization algorithm utilizing the robot's onboard vision. The depth vision enables the robot to track and represent dynamic objects geometrically based on the voxel map. The proposed optimization first adopts the circle-based guide-point algorithm to approximate the costs and gradients for avoiding static obstacles. Then, with the vision-detected moving objects, our receding-horizon distance field is simultaneously used to prevent dynamic collisions. Finally, the iterative re-guide strategy is applied to generate the collision-free trajectory. The simulation and physical experiments prove that our method can run in real-time to navigate dynamic environments safely.
Randomized Coordinate Subgradient Method for Nonsmooth Composite Optimization
Zhao, Lei, Chen, Ding, Zhu, Daoli, Li, Xiao
Coordinate-type subgradient methods for addressing nonsmooth optimization problems are relatively underexplored due to the set-valued nature of the subdifferential. In this work, our study focuses on nonsmooth composite optimization problems, encompassing a wide class of convex and weakly convex (nonconvex nonsmooth) problems. By utilizing the chain rule of the composite structure properly, we introduce the Randomized Coordinate Subgradient method (RCS) for tackling this problem class. To the best of our knowledge, this is the first coordinate subgradient method for solving general nonsmooth composite optimization problems. In theory, we consider the linearly bounded subgradients assumption for the objective function, which is more general than the traditional Lipschitz continuity assumption, to account for practical scenarios. We then conduct convergence analysis for RCS in both convex and weakly convex cases based on this generalized Lipschitz-type assumption. Specifically, we establish the $\widetilde{\mathcal{O}}$$(1/\sqrt{k})$ convergence rate in expectation and the $\tilde o(1/\sqrt{k})$ almost sure asymptotic convergence rate in terms of the suboptimality gap when $f$ is convex. For the case when $f$ is weakly convex and its subdifferential satisfies the global metric subregularity property, we derive the $\mathcal{O}(\varepsilon^{-4})$ iteration complexity in expectation. We also establish an asymptotic convergence result. To justify the global metric subregularity property utilized in the analysis, we establish this error bound condition for the concrete (real-valued) robust phase retrieval problem. We also provide a convergence lemma and the relationship between the global metric subregularity properties of a weakly convex function and its Moreau envelope. Finally, we conduct several experiments to demonstrate the possible superiority of RCS over the subgradient method.
Revisiting column-generation-based matheuristic for learning classification trees
Patel, Krunal Kishor, Desaulniers, Guy, Lodi, Andrea
Decision trees are highly interpretable models for solving classification problems in machine learning (ML). The standard ML algorithms for training decision trees are fast but generate suboptimal trees in terms of accuracy. Other discrete optimization models in the literature address the optimality problem but only work well on relatively small datasets. \cite{firat2020column} proposed a column-generation-based heuristic approach for learning decision trees. This approach improves scalability and can work with large datasets. In this paper, we describe improvements to this column generation approach. First, we modify the subproblem model to significantly reduce the number of subproblems in multiclass classification instances. Next, we show that the data-dependent constraints in the master problem are implied, and use them as cutting planes. Furthermore, we describe a separation model to generate data points for which the linear programming relaxation solution violates their corresponding constraints. We conclude by presenting computational results that show that these modifications result in better scalability.
Compressed Sensing: A Discrete Optimization Approach
Bertsimas, Dimitris, Johnson, Nicholas A. G.
We study the Compressed Sensing (CS) problem, which is the problem of finding the most sparse vector that satisfies a set of linear measurements up to some numerical tolerance. CS is a central problem in Statistics, Operations Research and Machine Learning which arises in applications such as signal processing, data compression and image reconstruction. We introduce an $\ell_2$ regularized formulation of CS which we reformulate as a mixed integer second order cone program. We derive a second order cone relaxation of this problem and show that under mild conditions on the regularization parameter, the resulting relaxation is equivalent to the well studied basis pursuit denoising problem. We present a semidefinite relaxation that strengthens the second order cone relaxation and develop a custom branch-and-bound algorithm that leverages our second order cone relaxation to solve instances of CS to certifiable optimality. Our numerical results show that our approach produces solutions that are on average $6.22\%$ more sparse than solutions returned by state of the art benchmark methods on synthetic data in minutes. On real world ECG data, for a given $\ell_2$ reconstruction error our approach produces solutions that are on average $9.95\%$ more sparse than benchmark methods, while for a given sparsity level our approach produces solutions that have on average $10.77\%$ lower reconstruction error than benchmark methods in minutes.
Faster Optimization in S-Graphs Exploiting Hierarchy
Bavle, Hriday, Sanchez-Lopez, Jose Luis, Civera, Javier, Voos, Holger
3D scene graphs hierarchically represent the environment appropriately organizing different environmental entities in various layers. Our previous work on situational graphs extends the concept of 3D scene graph to SLAM by tightly coupling the robot poses with the scene graph entities, achieving state-of-the-art results. Though, one of the limitations of S-Graphs is scalability in really large environments due to the increased graph size over time, increasing the computational complexity. To overcome this limitation in this work we present an initial research of an improved version of S-Graphs exploiting the hierarchy to reduce the graph size by marginalizing redundant robot poses and their connections to the observations of the same structural entities. Firstly, we propose the generation and optimization of room-local graphs encompassing all graph entities within a room-like structure. These room-local graphs are used to compress the S-Graphs marginalizing the redundant robot keyframes within the given room. We then perform windowed local optimization of the compressed graph at regular time-distance intervals. A global optimization of the compressed graph is performed every time a loop closure is detected. We show similar accuracy compared to the baseline while showing a 39.81% reduction in the computation time with respect to the baseline.
Constrained Probabilistic Mask Learning for Task-specific Undersampled MRI Reconstruction
Weber, Tobias, Ingrisch, Michael, Bischl, Bernd, Rügamer, David
Undersampling is a common method in Magnetic Resonance Imaging (MRI) to subsample the number of data points in k-space, reducing acquisition times at the cost of decreased image quality. A popular approach is to employ undersampling patterns following various strategies, e.g., variable density sampling or radial trajectories. In this work, we propose a method that directly learns the undersampling masks from data points, thereby also providing task- and domain-specific patterns. To solve the resulting discrete optimization problem, we propose a general optimization routine called ProM: A fully probabilistic, differentiable, versatile, and model-free framework for mask optimization that enforces acceleration factors through a convex constraint. Analyzing knee, brain, and cardiac MRI datasets with our method, we discover that different anatomic regions reveal distinct optimal undersampling masks, demonstrating the benefits of using custom masks, tailored for a downstream task. For example, ProM can create undersampling masks that maximize performance in downstream tasks like segmentation with networks trained on fully-sampled MRIs. Even with extreme acceleration factors, ProM yields reasonable performance while being more versatile than existing methods, paving the way for data-driven all-purpose mask generation.