Optimization
Extrinsic Infrastructure Calibration Using the Hand-Eye Robot-World Formulation
Horn, Markus, Wodtko, Thomas, Buchholz, Michael, Dietmayer, Klaus
We propose a certifiably globally optimal approach for solving the hand-eye robot-world problem supporting multiple sensors and targets at once. Further, we leverage this formulation for estimating a geo-referenced calibration of infrastructure sensors. Since vehicle motion recorded by infrastructure sensors is mostly planar, obtaining a unique solution for the respective hand-eye robot-world problem is unfeasible without incorporating additional knowledge. Hence, we extend our proposed method to include a-priori knowledge, i.e., the translation norm of calibration targets, to yield a unique solution. Our approach achieves state-of-the-art results on simulated and real-world data. Especially on real-world intersection data, our approach utilizing the translation norm is the only method providing accurate results.
Multi-Robot Planning on Dynamic Topological Graphs using Mixed-Integer Programming
Dimmig, Cora A., Wolfe, Kevin C., Moore, Joseph
Planning for multi-robot teams in complex environments is a challenging problem, especially when these teams must coordinate to accomplish a common objective. In general, optimal solutions to these planning problems are computationally intractable, since the decision space grows exponentially with the number of robots. In this paper, we present a novel approach for multi-robot planning on topological graphs using mixed-integer programming. Central to our approach is the notion of a dynamic topological graph, where edge weights vary dynamically based on the locations of the robots in the graph. We construct this graph using the critical features of the planning problem and the relationships between robots; we then leverage mixed-integer programming to minimize a shared cost that depends on the paths of all robots through the graph. To improve computational tractability, we formulated our optimization problem with a fully convex relaxation and designed our decision space around eliminating the exponential dependence on the number of robots. We test our approach on a multi-robot reconnaissance scenario, where robots must coordinate to minimize detectability and maximize safety while gathering information. We demonstrate that our approach is able to scale to a series of representative scenarios and is capable of computing optimal coordinated strategic behaviors for autonomous multi-robot teams in seconds.
Bandit based centralized matching in two-sided markets for peer to peer lending
Sequential fundraising in two sided online platforms enable peer to peer lending by sequentially bringing potential contributors, each of whose decisions impact other contributors in the market. However, understanding the dynamics of sequential contributions in online platforms for peer lending has been an open ended research question. The centralized investment mechanism in these platforms makes it difficult to understand the implicit competition that borrowers face from a single lender at any point in time. Matching markets are a model of pairing agents where the preferences of agents from both sides in terms of their preferred pairing for transactions can allow to decentralize the market. We study investment designs in two sided platforms using matching markets when the investors or lenders also face restrictions on the investments based on borrower preferences. This situation creates an implicit competition among the lenders in addition to the existing borrower competition, especially when the lenders are uncertain about their standing in the market and thereby the probability of their investments being accepted or the borrower loan requests for projects reaching the reserve price. We devise a technique based on sequential decision making that allows the lenders to adjust their choices based on the dynamics of uncertainty from competition over time. We simulate two sided market matchings in a sequential decision framework and show the dynamics of the lender regret amassed compared to the optimal borrower-lender matching and find that the lender regret depends on the initial preferences set by the lenders which could affect their learning over decision making steps.
Bandits in Matching Markets: Ideas and Proposals for Peer Lending
Motivated by recent applications of sequential decision making in matching markets, in this paper we attempt at formulating and abstracting market designs for P2P lending. We describe a paradigm to set the stage for how peer to peer investments can be conceived from a matching market perspective, especially when both borrower and lender preferences are respected. We model these specialized markets as an optimization problem and consider different utilities for agents on both sides of the market while also understanding the impact of equitable allocations to borrowers. We devise a technique based on sequential decision making that allow the lenders to adjust their choices based on the dynamics of uncertainty from competition over time and that also impacts the rewards in return for their investments. Using simulated experiments we show the dynamics of the regret based on the optimal borrower-lender matching and find that the lender regret depends on the initial preferences set by the lenders which could affect their learning over decision making steps.
A Framework and Benchmark for Deep Batch Active Learning for Regression
Holzmรผller, David, Zaverkin, Viktor, Kรคstner, Johannes, Steinwart, Ingo
The acquisition of labels for supervised learning can be expensive. To improve the sample efficiency of neural network regression, we study active learning methods that adaptively select batches of unlabeled data for labeling. We present a framework for constructing such methods out of (network-dependent) base kernels, kernel transformations, and selection methods. Our framework encompasses many existing Bayesian methods based on Gaussian process approximations of neural networks as well as non-Bayesian methods. Additionally, we propose to replace the commonly used last-layer features with sketched finite-width neural tangent kernels and to combine them with a novel clustering method. To evaluate different methods, we introduce an open-source benchmark consisting of 15 large tabular regression data sets. Our proposed method outperforms the state-of-the-art on our benchmark, scales to large data sets, and works out-of-the-box without adjusting the network architecture or training code. We provide open-source code that includes efficient implementations of all kernels, kernel transformations, and selection methods, and can be used for reproducing our results.
Seeded graph matching for the correlated Wigner model via the projected power method
Araya, Ernesto, Braun, Guillaume, Tyagi, Hemant
In the \emph{graph matching} problem we observe two graphs $G,H$ and the goal is to find an assignment (or matching) between their vertices such that some measure of edge agreement is maximized. We assume in this work that the observed pair $G,H$ has been drawn from the correlated Wigner model -- a popular model for correlated weighted graphs -- where the entries of the adjacency matrices of $G$ and $H$ are independent Gaussians and each edge of $G$ is correlated with one edge of $H$ (determined by the unknown matching) with the edge correlation described by a parameter $\sigma\in [0,1)$. In this paper, we analyse the performance of the \emph{projected power method} (PPM) as a \emph{seeded} graph matching algorithm where we are given an initial partially correct matching (called the seed) as side information. We prove that if the seed is close enough to the ground-truth matching, then with high probability, PPM iteratively improves the seed and recovers the ground-truth matching (either partially or exactly) in $\mathcal{O}(\log n)$ iterations. Our results prove that PPM works even in regimes of constant $\sigma$, thus extending the analysis in \citep{MaoRud} for the sparse Erd\H{o}s-R\'enyi model to the (dense) Wigner model. As a byproduct of our analysis, we see that the PPM framework generalizes some of the state-of-art algorithms for seeded graph matching. We support and complement our theoretical findings with numerical experiments on synthetic data.
BiERL: A Meta Evolutionary Reinforcement Learning Framework via Bilevel Optimization
Wang, Junyi, Zhu, Yuanyang, Wang, Zhi, Zheng, Yan, Hao, Jianye, Chen, Chunlin
Evolutionary reinforcement learning (ERL) algorithms recently raise attention in tackling complex reinforcement learning (RL) problems due to high parallelism, while they are prone to insufficient exploration or model collapse without carefully tuning hyperparameters (aka meta-parameters). In the paper, we propose a general meta ERL framework via bilevel optimization (BiERL) to jointly update hyperparameters in parallel to training the ERL model within a single agent, which relieves the need for prior domain knowledge or costly optimization procedure before model deployment. We design an elegant meta-level architecture that embeds the inner-level's evolving experience into an informative population representation and introduce a simple and feasible evaluation of the meta-level fitness function to facilitate learning efficiency. We perform extensive experiments in MuJoCo and Box2D tasks to verify that as a general framework, BiERL outperforms various baselines and consistently improves the learning performance for a diversity of ERL algorithms.
Optimal Sensor Deception to Deviate from an Allowed Itinerary
Rahmani, Hazhar, Ahadi, Arash, Fu, Jie
In this work, we study a class of deception planning problems in which an agent aims to alter a security monitoring system's sensor readings so as to disguise its adversarial itinerary as an allowed itinerary in the environment. The adversarial itinerary set and allowed itinerary set are captured by regular languages. To deviate without being detected, we investigate whether there exists a strategy for the agent to alter the sensor readings, with a minimal cost, such that for any of those paths it takes, the system thinks the agent took a path within the allowed itinerary. Our formulation assumes an offline sensor alteration where the agent determines the sensor alteration strategy and implement it, and then carry out any path in its deviation itinerary. We prove that the problem of solving the optimal sensor alteration is NP-hard, by a reduction from the directed multi-cut problem. Further, we present an exact algorithm based on integer linear programming and demonstrate the correctness and the efficacy of the algorithm in case studies.
Latent-Shift: Gradient of Entropy Helps Neural Codecs
Balcilar, Muhammet, Damodaran, Bharath Bhushan, Naser, Karam, Galpin, Franck, Hellier, Pierre
End-to-end image/video codecs are getting competitive compared to traditional compression techniques that have been developed through decades of manual engineering efforts. These trainable codecs have many advantages over traditional techniques such as easy adaptation on perceptual distortion metrics and high performance on specific domains thanks to their learning ability. However, state of the art neural codecs does not take advantage of the existence of gradient of entropy in decoding device. In this paper, we theoretically show that gradient of entropy (available at decoder side) is correlated with the gradient of the reconstruction error (which is not available at decoder side). We then demonstrate experimentally that this gradient can be used on various compression methods, leading to a $1-2\%$ rate savings for the same quality. Our method is orthogonal to other improvements and brings independent rate savings.
Threshold-aware Learning to Generate Feasible Solutions for Mixed Integer Programs
Yoon, Taehyun, Choi, Jinwon, Yun, Hyokun, Lim, Sungbin
Finding a high-quality feasible solution to a combinatorial optimization (CO) problem in a limited time is challenging due to its discrete nature. Recently, there has been an increasing number of machine learning (ML) methods for addressing CO problems. Neural diving (ND) is one of the learning-based approaches to generating partial discrete variable assignments in Mixed Integer Programs (MIP), a framework for modeling CO problems. However, a major drawback of ND is a large discrepancy between the ML and MIP objectives, i.e., variable value classification accuracy over primal bound. Our study investigates that a specific range of variable assignment rates (coverage) yields high-quality feasible solutions, where we suggest optimizing the coverage bridges the gap between the learning and MIP objectives. Consequently, we introduce a post-hoc method and a learning-based approach for optimizing the coverage. A key idea of our approach is to jointly learn to restrict the coverage search space and to predict the coverage in the learned search space. Experimental results demonstrate that learning a deep neural network to estimate the coverage for finding high-quality feasible solutions achieves state-of-the-art performance in NeurIPS ML4CO datasets. In particular, our method shows outstanding performance in the workload apportionment dataset, achieving the optimality gap of 0.45%, a ten-fold improvement over SCIP within the one-minute time limit.