Optimization
Runtime Analysis for Permutation-based Evolutionary Algorithms
Doerr, Benjamin, Ghannane, Yassine, Brahim, Marouane Ibn
While the theoretical analysis of evolutionary algorithms (EAs) has made significant progress for pseudo-Boolean optimization problems in the last 25 years, only sporadic theoretical results exist on how EAs solve permutation-based problems. To overcome the lack of permutation-based benchmark problems, we propose a general way to transfer the classic pseudo-Boolean benchmarks into benchmarks defined on sets of permutations. We then conduct a rigorous runtime analysis of the permutation-based $(1+1)$ EA proposed by Scharnow, Tinnefeld, and Wegener (2004) on the analogues of the LeadingOnes and Jump benchmarks. The latter shows that, different from bit-strings, it is not only the Hamming distance that determines how difficult it is to mutate a permutation $\sigma$ into another one $\tau$, but also the precise cycle structure of $\sigma \tau^{-1}$. For this reason, we also regard the more symmetric scramble mutation operator. We observe that it not only leads to simpler proofs, but also reduces the runtime on jump functions with odd jump size by a factor of $\Theta(n)$. Finally, we show that a heavy-tailed version of the scramble operator, as in the bit-string case, leads to a speed-up of order $m^{\Theta(m)}$ on jump functions with jump size $m$. A short empirical analysis confirms these findings, but also reveals that small implementation details like the rate of void mutations can make an important difference.
Compositional federated learning: Applications in distributionally robust averaging and meta learning
In the paper, we propose an effective and efficient Compositional Federated Learning (ComFedL) algorithm for solving a new compositional Federated Learning (FL) framework, which frequently appears in many data mining and machine learning problems with a hierarchical structure such as distributionally robust FL and model-agnostic meta learning (MAML). Moreover, we study the convergence analysis of our ComFedL algorithm under some mild conditions, and prove that it achieves a convergence rate of $O(\frac{1}{\sqrt{T}})$, where $T$ denotes the number of iteration. To the best of our knowledge, our new Compositional FL framework is the first work to bridge federated learning with composition stochastic optimization. In particular, we first transform the distributionally robust FL (i.e., a minimax optimization problem) into a simple composition optimization problem by using KL divergence regularization. At the same time, we also first transform the distribution-agnostic MAML problem (i.e., a minimax optimization problem) into a simple yet effective composition optimization problem. Finally, we apply two popular machine learning tasks, i.e., distributionally robust FL and MAML to demonstrate the effectiveness of our algorithm.
Trajectory Generation and Tracking Control for Aggressive Tail-Sitter Flights
Lu, Guozheng, Cai, Yixi, Chen, Nan, Kong, Fanze, Ren, Yunfan, Zhang, Fu
We address the theoretical and practical problems related to the trajectory generation and tracking control of tail-sitter UAVs. Theoretically, we focus on the differential flatness property with full exploitation of actual UAV aerodynamic models, which lays a foundation for generating dynamically feasible trajectory and achieving high-performance tracking control. We have found that a tail-sitter is differentially flat with accurate aerodynamic models within the entire flight envelope, by specifying coordinate flight condition and choosing the vehicle position as the flat output. This fundamental property allows us to fully exploit the high-fidelity aerodynamic models in the trajectory planning and tracking control to achieve accurate tail-sitter flights. Particularly, an optimization-based trajectory planner for tail-sitters is proposed to design high-quality, smooth trajectories with consideration of kinodynamic constraints, singularity-free constraints and actuator saturation. The planned trajectory of flat output is transformed to state trajectory in real-time with consideration of wind in environments. To track the state trajectory, a global, singularity-free, and minimally-parameterized on-manifold MPC is developed, which fully leverages the accurate aerodynamic model to achieve high-accuracy trajectory tracking within the whole flight envelope. The effectiveness of the proposed framework is demonstrated through extensive real-world experiments in both indoor and outdoor field tests, including agile SE(3) flight through consecutive narrow windows requiring specific attitude and with speed up to 10m/s, typical tail-sitter maneuvers (transition, level flight and loiter) with speed up to 20m/s, and extremely aggressive aerobatic maneuvers (Wingover, Loop, Vertical Eight and Cuban Eight) with acceleration up to 2.5g.
A Model Predictive Capture Point Control Framework for Robust Humanoid Balancing via Ankle, Hip, and Stepping Strategies
Kim, Myeong-Ju, Lim, Daegyu, Park, Gyeongjae, Park, Jaeheung
The robust balancing capability of humanoid robots against disturbances has been considered as one of the crucial requirements for their practical mobility in real-world environments. In particular, many studies have been devoted to the efficient implementation of the three balance strategies, inspired by human balance strategies involving ankle, hip, and stepping strategies, to endow humanoid robots with human-level balancing capability. In this paper, a robust balance control framework for humanoid robots is proposed. Firstly, a novel Model Predictive Control (MPC) framework is proposed for Capture Point (CP) tracking control, enabling the integration of ankle, hip, and stepping strategies within a single framework. Additionally, a variable weighting method is introduced that adjusts the weighting parameters of the Centroidal Angular Momentum (CAM) damping control over the time horizon of MPC to improve the balancing performance. Secondly, a hierarchical structure of the MPC and a stepping controller was proposed, allowing for the step time optimization. The robust balancing performance of the proposed method is validated through extensive simulations and real robot experiments. Furthermore, a superior balancing performance is demonstrated, particularly in the presence of disturbances, compared to a state-of-the-art Quadratic Programming (QP)-based CP controller that employs the ankle, hip, and stepping strategies. The supplementary video is available at https://youtu.be/CrD75UbYzdc
Kinodynamics-based Pose Optimization for Humanoid Loco-manipulation
This paper presents a novel approach for controlling humanoid robots to push heavy objects. The approach combines kinodynamics-based pose optimization and loco-manipulation model predictive control (MPC). The proposed pose optimization considers the object-robot dynamics model, robot kinematic constraints, and object parameters to plan the optimal pushing pose for the robot. The loco-manipulation MPC is used to track the optimal pose by coordinating pushing and ground reaction forces, ensuring accurate manipulation and stable locomotion. Numerical validation demonstrates the effectiveness of the framework, enabling the humanoid robot to push objects with various parameter setups. The pose optimization can be solved as a nonlinear programming (NLP) problem within an average of 250 ms. The proposed control scheme allows the humanoid robot to push objects weighing up to 20 kg (118$\%$ of the robot's mass). Additionally, it can recover the system from a 120 N lateral force disturbance applied for 0.3 s.
Source Condition Double Robust Inference on Functionals of Inverse Problems
Bennett, Andrew, Kallus, Nathan, Mao, Xiaojie, Newey, Whitney, Syrgkanis, Vasilis, Uehara, Masatoshi
We consider estimation of parameters defined as linear functionals of solutions to linear inverse problems. Any such parameter admits a doubly robust representation that depends on the solution to a dual linear inverse problem, where the dual solution can be thought as a generalization of the inverse propensity function. We provide the first source condition double robust inference method that ensures asymptotic normality around the parameter of interest as long as either the primal or the dual inverse problem is sufficiently well-posed, without knowledge of which inverse problem is the more well-posed one. Our result is enabled by novel guarantees for iterated Tikhonov regularized adversarial estimators for linear inverse problems, over general hypothesis spaces, which are developments of independent interest.
A Data-Driven Approach to Synthesizing Dynamics-Aware Trajectories for Underactuated Robotic Systems
Srikanthan, Anusha, Yang, Fengjun, Spasojevic, Igor, Thakur, Dinesh, Kumar, Vijay, Matni, Nikolai
We consider joint trajectory generation and tracking control for under-actuated robotic systems. A common solution is to use a layered control architecture, where the top layer uses a simplified model of system dynamics for trajectory generation, and the low layer ensures approximate tracking of this trajectory via feedback control. While such layered control architectures are standard and work well in practice, selecting the simplified model used for trajectory generation typically relies on engineering intuition and experience. In this paper, we propose an alternative data-driven approach to dynamics-aware trajectory generation. We show that a suitable augmented Lagrangian reformulation of a global nonlinear optimal control problem results in a layered decomposition of the overall problem into trajectory planning and feedback control layers. Crucially, the resulting trajectory optimization is dynamics-aware, in that, it is modified with a tracking penalty regularizer encoding the dynamic feasibility of the generated trajectory. We show that this tracking penalty regularizer can be learned from system rollouts for independently-designed low layer feedback control policies, and instantiate our framework in the context of a unicycle and a quadrotor control problem in simulation. Further, we show that our approach handles the sim-to-real gap through experiments on the quadrotor hardware platform without any additional training. For both the synthetic unicycle example and the quadrotor system, our framework shows significant improvements in both computation time and dynamic feasibility in simulation and hardware experiments.
Solution Path of Time-varying Markov Random Fields with Discrete Regularization
We study the problem of inferring sparse time-varying Markov random fields (MRFs) with different discrete and temporal regularizations on the parameters. Due to the intractability of discrete regularization, most approaches for solving this problem rely on the so-called maximum-likelihood estimation (MLE) with relaxed regularization, which neither results in ideal statistical properties nor scale to the dimensions encountered in realistic settings. In this paper, we address these challenges by departing from the MLE paradigm and resorting to a new class of constrained optimization problems with exact, discrete regularization to promote sparsity in the estimated parameters. Despite the nonconvex and discrete nature of our formulation, we show that it can be solved efficiently and parametrically for all sparsity levels. More specifically, we show that the entire solution path of the time-varying MRF for all sparsity levels can be obtained in $\mathcal{O}(pT^3)$, where $T$ is the number of time steps and $p$ is the number of unknown parameters at any given time. The efficient and parametric characterization of the solution path renders our approach highly suitable for cross-validation, where parameter estimation is required for varying regularization values. Despite its simplicity and efficiency, we show that our proposed approach achieves provably small estimation error for different classes of time-varying MRFs, namely Gaussian and discrete MRFs, with as few as one sample per time. Utilizing our algorithm, we can recover the complete solution path for instances of time-varying MRFs featuring over 30 million variables in less than 12 minutes on a standard laptop computer. Our code is available at \url{https://sites.google.com/usc.edu/gomez/data}.
Combinatorial Auctions and Graph Neural Networks for Local Energy Flexibility Markets
Ahmed, Awadelrahman M. A., Eliassen, Frank, Zhang, Yan
This paper proposes a new combinatorial auction framework for local energy flexibility markets, which addresses the issue of prosumers' inability to bundle multiple flexibility time intervals. To solve the underlying NP-complete winner determination problems, we present a simple yet powerful heterogeneous tri-partite graph representation and design graph neural network-based models. Our models achieve an average optimal value deviation of less than 5\% from an off-the-shelf optimization tool and show linear inference time complexity compared to the exponential complexity of the commercial solver. Contributions and results demonstrate the potential of using machine learning to efficiently allocate energy flexibility resources in local markets and solving optimization problems in general.
The Information Bottleneck's Ordinary Differential Equation: First-Order Root-Tracking for the IB
The Information Bottleneck (IB) is a method of lossy compression of relevant information. Its rate-distortion (RD) curve describes the fundamental tradeoff between input compression and the preservation of relevant information embedded in the input. However, it conceals the underlying dynamics of optimal input encodings. We argue that these typically follow a piecewise smooth trajectory when input information is being compressed, as recently shown in RD. These smooth dynamics are interrupted when an optimal encoding changes qualitatively, at a bifurcation. By leveraging the IB's intimate relations with RD, we provide substantial insights into its solution structure, highlighting caveats in its finite-dimensional treatments. Sub-optimal solutions are seen to collide or exchange optimality at its bifurcations. Despite the acceptance of the IB and its applications, there are surprisingly few techniques to solve it numerically, even for finite problems whose distribution is known. We derive anew the IB's first-order Ordinary Differential Equation, which describes the dynamics underlying its optimal tradeoff curve. To exploit these dynamics, we not only detect IB bifurcations but also identify their type in order to handle them accordingly. Rather than approaching the IB's optimal curve from sub-optimal directions, the latter allows us to follow a solution's trajectory along the optimal curve under mild assumptions. We thereby translate an understanding of IB bifurcations into a surprisingly accurate numerical algorithm.