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 Optimization


Towards Practical Robustness Auditing for Linear Regression

arXiv.org Artificial Intelligence

We investigate practical algorithms to find or disprove the existence of small subsets of a dataset which, when removed, reverse the sign of a coefficient in an ordinary least squares regression involving that dataset. We empirically study the performance of well-established algorithmic techniques for this task -- mixed integer quadratically constrained optimization for general linear regression problems and exact greedy methods for special cases. We show that these methods largely outperform the state of the art and provide a useful robustness check for regression problems in a few dimensions. However, significant computational bottlenecks remain, especially for the important task of disproving the existence of such small sets of influential samples for regression problems of dimension $3$ or greater. We make some headway on this challenge via a spectral algorithm using ideas drawn from recent innovations in algorithmic robust statistics. We summarize the limitations of known techniques in several challenge datasets to encourage further algorithmic innovation.


You Shall not Pass: the Zero-Gradient Problem in Predict and Optimize for Convex Optimization

arXiv.org Artificial Intelligence

Predict and optimize is an increasingly popular decision-making paradigm that employs machine learning to predict unknown parameters of optimization problems. Instead of minimizing the prediction error of the parameters, it trains predictive models using task performance as a loss function. In the convex optimization domain, predict and optimize has seen significant progress due to recently developed methods for differentiating optimization problem solutions over the problem parameters. This paper identifies a yet unnoticed drawback of this approach -- the zero-gradient problem -- and introduces a method to solve it. The suggested method is based on the mathematical properties of differential optimization and is verified using two real-world benchmarks.


First-order Policy Optimization for Robust Policy Evaluation

arXiv.org Artificial Intelligence

We adopt a policy optimization viewpoint towards policy evaluation for robust Markov decision process with $\mathrm{s}$-rectangular ambiguity sets. The developed method, named first-order policy evaluation (FRPE), provides the first unified framework for robust policy evaluation in both deterministic (offline) and stochastic (online) settings, with either tabular representation or generic function approximation. In particular, we establish linear convergence in the deterministic setting, and $\tilde{\mathcal{O}}(1/\epsilon^2)$ sample complexity in the stochastic setting. FRPE also extends naturally to evaluating the robust state-action value function with $(\mathrm{s}, \mathrm{a})$-rectangular ambiguity sets. We discuss the application of the developed results for stochastic policy optimization of large-scale robust MDPs.


FATROP : A Fast Constrained Optimal Control Problem Solver for Robot Trajectory Optimization and Control

arXiv.org Artificial Intelligence

Trajectory optimization is a powerful tool for robot motion planning and control. State-of-the-art general-purpose nonlinear programming solvers are versatile, handle constraints effectively and provide a high numerical robustness, but they are slow because they do not fully exploit the optimal control problem structure at hand. Existing structure-exploiting solvers are fast, but they often lack techniques to deal with nonlinearity or rely on penalty methods to enforce (equality or inequality) path constraints. This work presents Fatrop: a trajectory optimization solver that is fast and benefits from the salient features of general-purpose nonlinear optimization solvers. The speed-up is mainly achieved through the integration of a specialized linear solver, based on a Riccati recursion that is generalized to also support stagewise equality constraints. To demonstrate the algorithm's potential, it is benchmarked on a set of robot problems that are challenging from a numerical perspective, including problems with a minimum-time objective and no-collision constraints. The solver is shown to solve problems for trajectory generation of a quadrotor, a robot manipulator and a truck-trailer problem in a few tens of milliseconds. The algorithm's C++-code implementation accompanies this work as open source software, released under the GNU Lesser General Public License (LGPL). This software framework may encourage and enable the robotics community to use trajectory optimization in more challenging applications.


Learning to Open Doors with an Aerial Manipulator

arXiv.org Artificial Intelligence

The field of aerial manipulation has seen rapid advances, transitioning from push-and-slide tasks to interaction with articulated objects. So far, when more complex actions are performed, the motion trajectory is usually handcrafted or a result of online optimization methods like Model Predictive Control (MPC) or Model Predictive Path Integral (MPPI) control. However, these methods rely on heuristics or model simplifications to efficiently run on onboard hardware, producing results in acceptable amounts of time. Moreover, they can be sensitive to disturbances and differences between the real environment and its simulated counterpart. In this work, we propose a Reinforcement Learning (RL) approach to learn motion behaviors for a manipulation task while producing policies that are robust to disturbances and modeling errors. Specifically, we train a policy to perform a door-opening task with an Omnidirectional Micro Aerial Vehicle (OMAV). The policy is trained in a physics simulator and experiments are presented both in simulation and running onboard the real platform, investigating the simulation to real world transfer. We compare our method against a state-of-the-art MPPI solution, showing a considerable increase in robustness and speed.


Faster Stochastic Algorithms for Minimax Optimization under Polyak--{\L}ojasiewicz Conditions

arXiv.org Artificial Intelligence

This paper considers stochastic first-order algorithms for minimax optimization under Polyak--{\L}ojasiewicz (PL) conditions. We propose SPIDER-GDA for solving the finite-sum problem of the form $\min_x \max_y f(x,y)\triangleq \frac{1}{n} \sum_{i=1}^n f_i(x,y)$, where the objective function $f(x,y)$ is $\mu_x$-PL in $x$ and $\mu_y$-PL in $y$; and each $f_i(x,y)$ is $L$-smooth. We prove SPIDER-GDA could find an $\epsilon$-optimal solution within ${\mathcal O}\left((n + \sqrt{n}\,\kappa_x\kappa_y^2)\log (1/\epsilon)\right)$ stochastic first-order oracle (SFO) complexity, which is better than the state-of-the-art method whose SFO upper bound is ${\mathcal O}\big((n + n^{2/3}\kappa_x\kappa_y^2)\log (1/\epsilon)\big)$, where $\kappa_x\triangleq L/\mu_x$ and $\kappa_y\triangleq L/\mu_y$. For the ill-conditioned case, we provide an accelerated algorithm to reduce the computational cost further. It achieves $\tilde{{\mathcal O}}\big((n+\sqrt{n}\,\kappa_x\kappa_y)\log^2 (1/\epsilon)\big)$ SFO upper bound when $\kappa_y \gtrsim \sqrt{n}$. Our ideas also can be applied to the more general setting that the objective function only satisfies PL condition for one variable. Numerical experiments validate the superiority of proposed methods.


GP-guided MPPI for Efficient Navigation in Complex Unknown Cluttered Environments

arXiv.org Artificial Intelligence

Robotic navigation in unknown, cluttered environments with limited sensing capabilities poses significant challenges in robotics. Local trajectory optimization methods, such as Model Predictive Path Intergal (MPPI), are a promising solution to this challenge. However, global guidance is required to ensure effective navigation, especially when encountering challenging environmental conditions or navigating beyond the planning horizon. This study presents the GP-MPPI, an online learning-based control strategy that integrates MPPI with a local perception model based on Sparse Gaussian Process (SGP). The key idea is to leverage the learning capability of SGP to construct a variance (uncertainty) surface, which enables the robot to learn about the navigable space surrounding it, identify a set of suggested subgoals, and ultimately recommend the optimal subgoal that minimizes a predefined cost function to the local MPPI planner. Afterward, MPPI computes the optimal control sequence that satisfies the robot and collision avoidance constraints. Such an approach eliminates the necessity of a global map of the environment or an offline training process. We validate the efficiency and robustness of our proposed control strategy through both simulated and real-world experiments of 2D autonomous navigation tasks in complex unknown environments, demonstrating its superiority in guiding the robot safely towards its desired goal while avoiding obstacles and escaping entrapment in local minima. The GPU implementation of GP-MPPI, including the supplementary video, is available at https://github.com/IhabMohamed/GP-MPPI.


Learning Compliant Stiffness by Impedance Control-Aware Task Segmentation and Multi-objective Bayesian Optimization with Priors

arXiv.org Artificial Intelligence

Rather than traditional position control, impedance control is preferred to ensure the safe operation of industrial robots programmed from demonstrations. However, variable stiffness learning studies have focused on task performance rather than safety (or compliance). Thus, this paper proposes a novel stiffness learning method to satisfy both task performance and compliance requirements. The proposed method optimizes the task and compliance objectives (T/C objectives) simultaneously via multi-objective Bayesian optimization. We define the stiffness search space by segmenting a demonstration into task phases, each with constant responsible stiffness. The segmentation is performed by identifying impedance control-aware switching linear dynamics (IC-SLD) from the demonstration. We also utilize the stiffness obtained by proposed IC-SLD as priors for efficient optimization. Experiments on simulated tasks and a real robot demonstrate that IC-SLD-based segmentation and the use of priors improve the optimization efficiency compared to existing baseline methods.


Optimization's Neglected Normative Commitments

arXiv.org Artificial Intelligence

Optimization is offered as an objective approach to resolving complex, real-world decisions involving uncertainty and conflicting interests. It drives business strategies as well as public policies and, increasingly, lies at the heart of sophisticated machine learning systems. A paradigm used to approach potentially high-stakes decisions, optimization relies on abstracting the real world to a set of decision(s), objective(s) and constraint(s). Drawing from the modeling process and a range of actual cases, this paper describes the normative choices and assumptions that are necessarily part of using optimization. It then identifies six emergent problems that may be neglected: 1) Misspecified values can yield optimizations that omit certain imperatives altogether or incorporate them incorrectly as a constraint or as part of the objective, 2) Problematic decision boundaries can lead to faulty modularity assumptions and feedback loops, 3) Failing to account for multiple agents' divergent goals and decisions can lead to policies that serve only certain narrow interests, 4) Mislabeling and mismeasurement can introduce bias and imprecision, 5) Faulty use of relaxation and approximation methods, unaccompanied by formal characterizations and guarantees, can severely impede applicability, and 6) Treating optimization as a justification for action, without specifying the necessary contextual information, can lead to ethically dubious or faulty decisions. Suggestions are given to further understand and curb the harms that can arise when optimization is used wrongfully.


A Graph-based Optimization Framework for Hand-Eye Calibration for Multi-Camera Setups

arXiv.org Artificial Intelligence

Hand-eye calibration is the problem of estimating the spatial transformation between a reference frame, usually the base of a robot arm or its gripper, and the reference frame of one or multiple cameras. Generally, this calibration is solved as a non-linear optimization problem, what instead is rarely done is to exploit the underlying graph structure of the problem itself. Actually, the problem of hand-eye calibration can be seen as an instance of the Simultaneous Localization and Mapping (SLAM) problem. Inspired by this fact, in this work we present a pose-graph approach to the hand-eye calibration problem that extends a recent state-of-the-art solution in two different ways: i) by formulating the solution to eye-on-base setups with one camera; ii) by covering multi-camera robotic setups. The proposed approach has been validated in simulation against standard hand-eye calibration methods. Moreover, a real application is shown. In both scenarios, the proposed approach overcomes all alternative methods. We release with this paper an open-source implementation of our graph-based optimization framework for multi-camera setups.