Optimization
Analysis of Task Transferability in Large Pre-trained Classifiers
Mehra, Akshay, Zhang, Yunbei, Hamm, Jihun
Transfer learning transfers the knowledge acquired by a model from a source task to multiple downstream target tasks with minimal fine-tuning. The success of transfer learning at improving performance, especially with the use of large pre-trained models has made transfer learning an essential tool in the machine learning toolbox. However, the conditions under which the performance is transferable to downstream tasks are not understood very well. In this work, we analyze the transfer of performance for classification tasks, when only the last linear layer of the source model is fine-tuned on the target task. We propose a novel Task Transfer Analysis approach that transforms the source distribution (and classifier) by changing the class prior distribution, label, and feature spaces to produce a new source distribution (and classifier) and allows us to relate the loss of the downstream task (i.e., transferability) to that of the source task. Concretely, our bound explains transferability in terms of the Wasserstein distance between the transformed source and downstream task's distribution, conditional entropy between the label distributions of the two tasks, and weighted loss of the source classifier on the source task. Moreover, we propose an optimization problem for learning the transforms of the source task to minimize the upper bound on transferability. We perform a large-scale empirical study by using state-of-the-art pre-trained models and demonstrate the effectiveness of our bound and optimization at predicting transferability. The results of our experiments demonstrate how factors such as task relatedness, pretraining method, and model architecture affect transferability.
Monte Carlo Policy Gradient Method for Binary Optimization
Chen, Cheng, Chen, Ruitao, Li, Tianyou, Ao, Ruichen, Wen, Zaiwen
Binary optimization has a wide range of applications in combinatorial optimization problems such as MaxCut, MIMO detection, and MaxSAT. However, these problems are typically NP-hard due to the binary constraints. We develop a novel probabilistic model to sample the binary solution according to a parameterized policy distribution. Specifically, minimizing the KL divergence between the parameterized policy distribution and the Gibbs distributions of the function value leads to a stochastic optimization problem whose policy gradient can be derived explicitly similar to reinforcement learning. For coherent exploration in discrete spaces, parallel Markov Chain Monte Carlo (MCMC) methods are employed to sample from the policy distribution with diversity and approximate the gradient efficiently. We further develop a filter scheme to replace the original objective function by the one with the local search technique to broaden the horizon of the function landscape. Convergence to stationary points in expectation of the policy gradient method is established based on the concentration inequality for MCMC. Numerical results show that this framework is very promising to provide near-optimal solutions for quite a few binary optimization problems.
Online Bidding Algorithms for Return-on-Spend Constrained Advertisers
Feng, Zhe, Padmanabhan, Swati, Wang, Di
Online advertising has recently grown into a highly competitive and complex multi-billion-dollar industry, with advertisers bidding for ad slots at large scales and high frequencies. This has resulted in a growing need for efficient "auto-bidding" algorithms that determine the bids for incoming queries to maximize advertisers' targets subject to their specified constraints. This work explores efficient online algorithms for a single value-maximizing advertiser under an increasingly popular constraint: Return-on-Spend (RoS). We quantify efficiency in terms of regret relative to the optimal algorithm, which knows all queries a priori. We contribute a simple online algorithm that achieves near-optimal regret in expectation while always respecting the specified RoS constraint when the input sequence of queries are i.i.d. samples from some distribution. We also integrate our results with the previous work of Balseiro, Lu, and Mirrokni [BLM20] to achieve near-optimal regret while respecting both RoS and fixed budget constraints. Our algorithm follows the primal-dual framework and uses online mirror descent (OMD) for the dual updates. However, we need to use a non-canonical setup of OMD, and therefore the classic low-regret guarantee of OMD, which is for the adversarial setting in online learning, no longer holds. Nonetheless, in our case and more generally where low-regret dynamics are applied in algorithm design, the gradients encountered by OMD can be far from adversarial but influenced by our algorithmic choices. We exploit this key insight to show our OMD setup achieves low regret in the realm of our algorithm.
A unified stochastic approximation framework for learning in games
Mertikopoulos, Panayotis, Hsieh, Ya-Ping, Cevher, Volkan
We develop a flexible stochastic approximation framework for analyzing the long-run behavior of learning in games (both continuous and finite). The proposed analysis template incorporates a wide array of popular learning algorithms, including gradient-based methods, the exponential / multiplicative weights algorithm for learning in finite games, optimistic and bandit variants of the above, etc. In addition to providing an integrated view of these algorithms, our framework further allows us to obtain several new convergence results, both asymptotic and in finite time, in both continuous and finite games. Specifically, we provide a range of criteria for identifying classes of Nash equilibria and sets of action profiles that are attracting with high probability, and we also introduce the notion of coherence, a game-theoretic property that includes strict and sharp equilibria, and which leads to convergence in finite time. Importantly, our analysis applies to both oracle-based and bandit, payoff-based methods - that is, when players only observe their realized payoffs.
Mechanism Design with Predicted Task Revenue for Bike Sharing Systems
Lv, Hongtao, Zhang, Chaoli, Zheng, Zhenzhe, Luo, Tie, Wu, Fan, Chen, Guihai
Bike sharing systems have been widely deployed around the world in recent years. A core problem in such systems is to reposition the bikes so that the distribution of bike supply is reshaped to better match the dynamic bike demand. When the bike-sharing company or platform is able to predict the revenue of each reposition task based on historic data, an additional constraint is to cap the payment for each task below its predicted revenue. In this paper, we propose an incentive mechanism called {\em TruPreTar} to incentivize users to park bicycles at locations desired by the platform toward rebalancing supply and demand. TruPreTar possesses four important economic and computational properties such as truthfulness and budget feasibility. Furthermore, we prove that even when the payment budget is tight, the total revenue still exceeds or equals the budget. Otherwise, TruPreTar achieves 2-approximation as compared to the optimal (revenue-maximizing) solution, which is close to the lower bound of at least $\sqrt{2}$ that we also prove. Using an industrial dataset obtained from a large bike-sharing company, our experiments show that TruPreTar is effective in rebalancing bike supply and demand and, as a result, generates high revenue that outperforms several benchmark mechanisms.
Automatic MILP Solver Configuration By Learning Problem Similarities
Hosny, Abdelrahman, Reda, Sherief
A large number of real-world optimization problems can be formulated as Mixed Integer Linear Programs (MILP). MILP solvers expose numerous configuration parameters to control their internal algorithms. Solutions, and their associated costs or runtimes, are significantly affected by the choice of the configuration parameters, even when problem instances have the same number of decision variables and constraints. On one hand, using the default solver configuration leads to suboptimal solutions. On the other hand, searching and evaluating a large number of configurations for every problem instance is time-consuming and, in some cases, infeasible. In this study, we aim to predict configuration parameters for unseen problem instances that yield lower-cost solutions without the time overhead of searching-and-evaluating configurations at the solving time. Toward that goal, we first investigate the cost correlation of MILP problem instances that come from the same distribution when solved using different configurations. We show that instances that have similar costs using one solver configuration also have similar costs using another solver configuration in the same runtime environment. After that, we present a methodology based on Deep Metric Learning to learn MILP similarities that correlate with their final solutions' costs. At inference time, given a new problem instance, it is first projected into the learned metric space using the trained model, and configuration parameters are instantly predicted using previously-explored configurations from the nearest neighbor instance in the learned embedding space. Empirical results on real-world problem benchmarks show that our method predicts configuration parameters that improve solutions' costs by up to 38% compared to existing approaches.
Bounce: a Reliable Bayesian Optimization Algorithm for Combinatorial and Mixed Spaces
Papenmeier, Leonard, Nardi, Luigi, Poloczek, Matthias
Impactful applications such as materials discovery, hardware design, neural architecture search, or portfolio optimization require optimizing high-dimensional black-box functions with mixed and combinatorial input spaces. While Bayesian optimization has recently made significant progress in solving such problems, an in-depth analysis reveals that the current state-of-the-art methods are not reliable. Their performances degrade substantially when the unknown optima of the function do not have a certain structure. To fill the need for a reliable algorithm for combinatorial and mixed spaces, this paper proposes Bounce that relies on a novel map of various variable types into nested embeddings of increasing dimensionality. Comprehensive experiments show that Bounce reliably achieves and often even improves upon state-of-the-art performance on a variety of high-dimensional problems.
POV-SLAM: Probabilistic Object-Aware Variational SLAM in Semi-Static Environments
Qian, Jingxing, Chatrath, Veronica, Servos, James, Mavrinac, Aaron, Burgard, Wolfram, Waslander, Steven L., Schoellig, Angela P.
Simultaneous localization and mapping (SLAM) in slowly varying scenes is important for long-term robot task completion. Failing to detect scene changes may lead to inaccurate maps and, ultimately, lost robots. Classical SLAM algorithms assume static scenes, and recent works take dynamics into account, but require scene changes to be observed in consecutive frames. Semi-static scenes, wherein objects appear, disappear, or move slowly over time, are often overlooked, yet are critical for long-term operation. We propose an object-aware, factor-graph SLAM framework that tracks and reconstructs semi-static object-level changes. Our novel variational expectation-maximization strategy is used to optimize factor graphs involving a Gaussian-Uniform bimodal measurement likelihood for potentially-changing objects. We evaluate our approach alongside the state-of-the-art SLAM solutions in simulation and on our novel real-world SLAM dataset captured in a warehouse over four months. Our method improves the robustness of localization in the presence of semi-static changes, providing object-level reasoning about the scene.
Adaptive Sampling Control in Motion Planning of Autonomous Vehicle
Autonomous driving vehicles aim to free the hands of vehicle operators, helping them to drive easier and faster, meanwhile, improving the safety of driving on the highway or in complex scenarios. Automated driving systems (ADS) are developed and designed in the last several decades to realize fully autonomous driving vehicles (L4 or L5 level). The scale of sampling space leads to the main computational complexity. Therefore, by adjusting the sampling method, the difficulty to solve the real-time motion planning problem could be incrementally reduced. Usually, the Average Sampling Method is taken in Lattice Planner, and Random Sampling Method is chosen for RRT algorithms. However, both of them don't take into consideration the prior information, and focus the sampling space on areas where the optimal trajectory is previously obtained. Therefore, \emph{in this thesis it is proposed an adaptive sampling method to reduce the computation complexity, and achieve faster solutions while keeping the quality of optimal solution unchanged}. The main contribution of this thesis is the significant decrease in the complexity of the optimization problem for motion planning, without sacrificing the quality of the final trajectory output, with the implementation of an Adaptive Sampling method based on Artificial Potential Field (ASAPF). In addition, also the quality and the stability of the trajectory is improved due to the appropriate sampling of the appropriate region to be analyzed.
MP3: Movement Primitive-Based (Re-)Planning Policy
Otto, Fabian, Zhou, Hongyi, Celik, Onur, Li, Ge, Lioutikov, Rudolf, Neumann, Gerhard
We introduce a novel deep reinforcement learning (RL) approach called Movement Primitivebased Planning Policy (MP3). By integrating movement primitives (MPs) into the deep RL framework, MP3 enables the generation of smooth trajectories throughout the whole learning process while effectively learning from sparse and non-Markovian rewards. Additionally, MP3 maintains the capability to adapt to changes in the environment during execution. Although many early successes in robot RL have been achieved by combining RL with MPs, these approaches are often limited to learning single stroke-based motions, lacking the ability to adapt to task variations or adjust motions during execution. Building upon our previous work, which introduced an episode-based RL method for the non-linear adaptation of MP parameters to different task variations, this paper extends the approach to incorporating replanning strategies. This allows adaptation of the MP parameters throughout motion execution, addressing the lack of online motion adaptation in stochastic domains requiring feedback. We compared our approach against state-of-the-art deep RL and RL with MPs methods. The results demonstrated improved performance in sophisticated, sparse reward settings and in domains requiring replanning. The video demonstration can be accessed at https://intuitive-robots.github.io/mp3_website/.