Optimization
DISA: DIfferentiable Similarity Approximation for Universal Multimodal Registration
Ronchetti, Matteo, Wein, Wolfgang, Navab, Nassir, Zettinig, Oliver, Prevost, Raphael
Multimodal image registration is a challenging but essential step for numerous image-guided procedures. Most registration algorithms rely on the computation of complex, frequently non-differentiable similarity metrics to deal with the appearance discrepancy of anatomical structures between imaging modalities. Recent Machine Learning based approaches are limited to specific anatomy-modality combinations and do not generalize to new settings. We propose a generic framework for creating expressive cross-modal descriptors that enable fast deformable global registration. We achieve this by approximating existing metrics with a dot-product in the feature space of a small convolutional neural network (CNN) which is inherently differentiable can be trained without registered data. Our method is several orders of magnitude faster than local patch-based metrics and can be directly applied in clinical settings by replacing the similarity measure with the proposed one. Experiments on three different datasets demonstrate that our approach generalizes well beyond the training data, yielding a broad capture range even on unseen anatomies and modality pairs, without the need for specialized retraining. We make our training code and data publicly available.
Network-GIANT: Fully distributed Newton-type optimization via harmonic Hessian consensus
Maritan, Alessio, Sharma, Ganesh, Schenato, Luca, Dey, Subhrakanti
This paper considers the problem of distributed multi-agent learning, where the global aim is to minimize a sum of local objective (empirical loss) functions through local optimization and information exchange between neighbouring nodes. We introduce a Newton-type fully distributed optimization algorithm, Network-GIANT, which is based on GIANT, a Federated learning algorithm that relies on a centralized parameter server. The Network-GIANT algorithm is designed via a combination of gradient-tracking and a Newton-type iterative algorithm at each node with consensus based averaging of local gradient and Newton updates. We prove that our algorithm guarantees semi-global and exponential convergence to the exact solution over the network assuming strongly convex and smooth loss functions. We provide empirical evidence of the superior convergence performance of Network-GIANT over other state-of-art distributed learning algorithms such as Network-DANE and Newton-Raphson Consensus.
No-Regret Linear Bandits beyond Realizability
Liu, Chong, Yin, Ming, Wang, Yu-Xiang
We study linear bandits when the underlying reward function is not linear. Existing work relies on a uniform misspecification parameter $\epsilon$ that measures the sup-norm error of the best linear approximation. This results in an unavoidable linear regret whenever $\epsilon > 0$. We describe a more natural model of misspecification which only requires the approximation error at each input $x$ to be proportional to the suboptimality gap at $x$. It captures the intuition that, for optimization problems, near-optimal regions should matter more and we can tolerate larger approximation errors in suboptimal regions. Quite surprisingly, we show that the classical LinUCB algorithm -- designed for the realizable case -- is automatically robust against such gap-adjusted misspecification. It achieves a near-optimal $\sqrt{T}$ regret for problems that the best-known regret is almost linear in time horizon $T$. Technically, our proof relies on a novel self-bounding argument that bounds the part of the regret due to misspecification by the regret itself.
Global Optimization with Parametric Function Approximation
We consider the problem of global optimization with noisy zeroth order oracles - a well-motivated problem useful for various applications ranging from hyper-parameter tuning for deep learning to new material design. Existing work relies on Gaussian processes or other non-parametric family, which suffers from the curse of dimensionality. In this paper, we propose a new algorithm GO-UCB that leverages a parametric family of functions (e.g., neural networks) instead. Under a realizable assumption and a few other mild geometric conditions, we show that GO-UCB achieves a cumulative regret of \~O$(\sqrt{T})$ where $T$ is the time horizon. At the core of GO-UCB is a carefully designed uncertainty set over parameters based on gradients that allows optimistic exploration. Synthetic and real-world experiments illustrate GO-UCB works better than popular Bayesian optimization approaches, even if the model is misspecified.
SurCo: Learning Linear Surrogates For Combinatorial Nonlinear Optimization Problems
Ferber, Aaron, Huang, Taoan, Zha, Daochen, Schubert, Martin, Steiner, Benoit, Dilkina, Bistra, Tian, Yuandong
Optimization problems with nonlinear cost functions and combinatorial constraints appear in many real-world applications but remain challenging to solve efficiently compared to their linear counterparts. To bridge this gap, we propose $\textbf{SurCo}$ that learns linear $\underline{\text{Sur}}$rogate costs which can be used in existing $\underline{\text{Co}}$mbinatorial solvers to output good solutions to the original nonlinear combinatorial optimization problem. The surrogate costs are learned end-to-end with nonlinear loss by differentiating through the linear surrogate solver, combining the flexibility of gradient-based methods with the structure of linear combinatorial optimization. We propose three $\texttt{SurCo}$ variants: $\texttt{SurCo}-\texttt{zero}$ for individual nonlinear problems, $\texttt{SurCo}-\texttt{prior}$ for problem distributions, and $\texttt{SurCo}-\texttt{hybrid}$ to combine both distribution and problem-specific information. We give theoretical intuition motivating $\texttt{SurCo}$, and evaluate it empirically. Experiments show that $\texttt{SurCo}$ finds better solutions faster than state-of-the-art and domain expert approaches in real-world optimization problems such as embedding table sharding, inverse photonic design, and nonlinear route planning.
Alternately Optimized Graph Neural Networks
Han, Haoyu, Liu, Xiaorui, Mao, Haitao, Torkamani, MohamadAli, Shi, Feng, Lee, Victor, Tang, Jiliang
Graph Neural Networks (GNNs) have greatly advanced the semi-supervised node classification task on graphs. The majority of existing GNNs are trained in an end-to-end manner that can be viewed as tackling a bi-level optimization problem. This process is often inefficient in computation and memory usage. In this work, we propose a new optimization framework for semi-supervised learning on graphs. The proposed framework can be conveniently solved by the alternating optimization algorithms, resulting in significantly improved efficiency. Extensive experiments demonstrate that the proposed method can achieve comparable or better performance with state-of-the-art baselines while it has significantly better computation and memory efficiency.
GRAINS: Proximity Sensing of Objects in Granular Materials
Zhang, Zeqing, Jia, Ruixing, Yan, Youcan, Han, Ruihua, Lin, Shijie, Jiang, Qian, Zhang, Liangjun, Pan, Jia
Proximity sensing detects an object's presence without contact. However, research has rarely explored proximity sensing in granular materials (GM) due to GM's lack of visual and complex properties. In this paper, we propose a granular-material-embedded autonomous proximity sensing system (GRAINS) based on three granular phenomena (fluidization, jamming, and failure wedge zone). GRAINS can automatically sense buried objects beneath GM in real-time manner (at least ~20 hertz) and perceive them 0.5 ~ 7 centimeters ahead in different granules without the use of vision or touch. We introduce a new spiral trajectory for the probe raking in GM, combining linear and circular motions, inspired by a common granular fluidization technique. Based on the observation of force-raising when granular jamming occurs in the failure wedge zone in front of the probe during its raking, we employ Gaussian process regression to constantly learn and predict the force patterns and detect the force anomaly resulting from granular jamming to identify the proximity sensing of buried objects. Finally, we apply GRAINS to a Bayesian-optimization-algorithm-guided exploration strategy to successfully localize underground objects and outline their distribution using proximity sensing without contact or digging. This work offers a simple yet reliable method with potential for safe operation in building habitation infrastructure on an alien planet without human intervention.
PLiNIO: A User-Friendly Library of Gradient-based Methods for Complexity-aware DNN Optimization
Pagliari, Daniele Jahier, Risso, Matteo, Motetti, Beatrice Alessandra, Burrello, Alessio
Accurate yet efficient Deep Neural Networks (DNNs) are in high demand, especially for applications that require their execution on constrained edge devices. Finding such DNNs in a reasonable time for new applications requires automated optimization pipelines since the huge space of hyper-parameter combinations is impossible to explore extensively by hand. In this work, we propose PLiNIO, an open-source library implementing a comprehensive set of state-of-the-art DNN design automation techniques, all based on lightweight gradient-based optimization, under a unified and user-friendly interface. With experiments on several edge-relevant tasks, we show that combining the various optimizations available in PLiNIO leads to rich sets of solutions that Pareto-dominate the considered baselines in terms of accuracy vs model size. Noteworthy, PLiNIO achieves up to 94.34% memory reduction for a <1% accuracy drop compared to a baseline architecture.
Strong Optimal Classification Trees
Aghaei, Sina, Gómez, Andrés, Vayanos, Phebe
Decision trees are among the most popular machine learning models and are used routinely in applications ranging from revenue management and medicine to bioinformatics. In this paper, we consider the problem of learning optimal binary classification trees with univariate splits. Literature on the topic has burgeoned in recent years, motivated both by the empirical suboptimality of heuristic approaches and the tremendous improvements in mixed-integer optimization (MIO) technology. Yet, existing MIO-based approaches from the literature do not leverage the power of MIO to its full extent: they rely on weak formulations, resulting in slow convergence and large optimality gaps. To fill this gap in the literature, we propose an intuitive flow-based MIO formulation for learning optimal binary classification trees. Our formulation can accommodate side constraints to enable the design of interpretable and fair decision trees. Moreover, we show that our formulation has a stronger linear optimization relaxation than existing methods in the case of binary data. We exploit the decomposable structure of our formulation and max-flow/min-cut duality to derive a Benders' decomposition method to speed-up computation. We propose a tailored procedure for solving each decomposed subproblem that provably generates facets of the feasible set of the MIO as constraints to add to the main problem. We conduct extensive computational experiments on standard benchmark datasets on which we show that our proposed approaches are 29 times faster than state-of-the-art MIO-based techniques and improve out-of-sample performance by up to 8%.
Optimal Vehicle Trajectory Planning for Static Obstacle Avoidance using Nonlinear Optimization
Zhang, Yajia, Sun, Hongyi, Chai, Ruizhi, Kang, Daike, Li, Shan, Li, Liyun
Vehicle trajectory planning is a key component for an autonomous driving system. A practical system not only requires the component to compute a feasible trajectory, but also a comfortable one given certain comfort metrics. Nevertheless, computation efficiency is critical for the system to be deployed as a commercial product. In this paper, we present a novel trajectory planning algorithm based on nonlinear optimization. The algorithm computes a kinematically feasible and comfort-optimal trajectory that achieves collision avoidance with static obstacles. Furthermore, the algorithm is time efficient. It generates an 6-second trajectory within 10 milliseconds on an Intel i7 machine or 20 milliseconds on an Nvidia Drive Orin platform.