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 Optimization


Convex Optimization in Legged Robots

arXiv.org Artificial Intelligence

Abstract--Convex optimization is crucial in controlling legged robots, where stability and optimal control are vital. Many control problems can be formulated as convex optimization problems, with a convex cost function and constraints capturing system dynamics. Our review focuses on active balancing problems and presents a general framework for formulating them as second-order cone programming (SOCP) for robustness and efficiency with existing interior point algorithms. We then discuss some prior work around the Zero Moment Point stability criterion, Linear Quadratic Regulator Control, and then the feedback model predictive control (MPC) approach to improve prediction accuracy and reduce computational costs. Finally, these techniques are applied to stabilize the robot for jumping and landing tasks. Further research in convex optimization of legged robots can have a significant societal impact. These advancements have the potential to revolutionize industries and help humans in daily life. Control problems can be formulated as optimization problems We start with some literature and initial works on convex by defining an objective function that quantifies the optimization applications in legged robots, which lay the desired behavior of the system, and a set of constraints that foundation to the most widely used optimization methods, capture the physical limitations of the system and any other Model Predictive Control.


FlexiBO: A Decoupled Cost-Aware Multi-Objective Optimization Approach for Deep Neural Networks

Journal of Artificial Intelligence Research

The design of machine learning systems often requires trading off different objectives, for example, prediction error and energy consumption for deep neural networks (DNNs). Typically, no single design performs well in all objectives; therefore, finding Pareto-optimal designs is of interest. The search for Pareto-optimal designs involves evaluating designs in an iterative process, and the measurements are used to evaluate an acquisition function that guides the search process. However, measuring different objectives incurs different costs. For example, the cost of measuring the prediction error of DNNs is orders of magnitude higher than that of measuring the energy consumption of a pre-trained DNN as it requires re-training the DNN. Current state-of-the-art methods do not consider this difference in objective evaluation cost, potentially incurring expensive evaluations of objective functions in the optimization process. In this paper, we develop a novel decoupled and cost-aware multi-objective optimization algorithm, which we call Flexible Multi-Objective Bayesian Optimization (FlexiBO) to address this issue. For evaluating each design, FlexiBO selects the objective with higher relative gain by weighting the improvement of the hypervolume of the Pareto region with the measurement cost of each objective. This strategy, therefore, balances the expense of collecting new information with the knowledge gained through objective evaluations, preventing FlexiBO from performing expensive measurements for little to no gain. We evaluate FlexiBO on seven state-of-the-art DNNs for image recognition, natural language processing (NLP), and speech-to-text translation. Our results indicate that, given the same total experimental budget, FlexiBO discovers designs with 4.8% to 12.4% lower hypervolume error than the best method in state-of-the-art multi-objective optimization.


An Oblivious Stochastic Composite Optimization Algorithm for Eigenvalue Optimization Problems

arXiv.org Machine Learning

In this work, we revisit the problem of solving large-scale semidefinite programs using randomized first-order methods and stochastic smoothing. We introduce two oblivious stochastic mirror descent algorithms based on a complementary composite setting. One algorithm is designed for non-smooth objectives, while an accelerated version is tailored for smooth objectives. Remarkably, both algorithms work without prior knowledge of the Lipschitz constant or smoothness of the objective function. For the non-smooth case with $\mathcal{M}-$bounded oracles, we prove a convergence rate of $ O( {\mathcal{M}}/{\sqrt{T}} ) $. For the $L$-smooth case with a feasible set bounded by $D$, we derive a convergence rate of $ O( {L^2 D^2}/{(T^{2}\sqrt{T})} + {(D_0^2+\sigma^2)}/{\sqrt{T}} )$, where $D_0$ is the starting distance to an optimal solution, and $ \sigma^2$ is the stochastic oracle variance. These rates had only been obtained so far by either assuming prior knowledge of the Lipschitz constant or the starting distance to an optimal solution. We further show how to extend our framework to relative scale and demonstrate the efficiency and robustness of our methods on large scale semidefinite programs.


Fast, Smooth, and Safe: Implicit Control Barrier Functions through Reach-Avoid Differential Dynamic Programming

arXiv.org Artificial Intelligence

Safety is a central requirement for autonomous system operation across domains. Hamilton-Jacobi (HJ) reachability analysis can be used to construct "least-restrictive" safety filters that result in infrequent, but often extreme, control overrides. In contrast, control barrier function (CBF) methods apply smooth control corrections to guard the system against an often conservative safety boundary. This paper provides an online scheme to construct an implicit CBF through HJ reach-avoid differential dynamic programming in a receding-horizon framework, enabling smooth safety filtering with infinite-time safety guarantees. Simulations with the Dubins car and 5D bicycle dynamics demonstrate the scheme's ability to preserve safety smoothly without the conservativeness of handcrafted CBFs.


The Integer Linear Programming Inference Cookbook

arXiv.org Artificial Intelligence

Effective decision-making requires the use of knowledge. This has been a clear, and long-standing principle in AI research, as reflected, for example, in the seminal early work on knowledge and AI--summarized by Brachman and Levesque (1985)--and the thriving Knowledge Representation and Reasoning and the Uncertainty in AI communities. However, the message has been somewhat diluted as data-driven statistical learning has become increasingly pervasive across AI. Nevertheless, the idea that reasoning and learning need to work together (Khardon and Roth, 1996; Roth, 1996) and that knowledge representation is a crucial bridge between them has not been lost. One area where the link between learning, representation, and reasoning has been shown to be essential and has been studied extensively is Natural Language Processing (NLP), and in particular, the area of Structured Output Prediction within NLP. In structured problems, there is a need to assign values to multiple random variables that are interrelated. Examples include extracting multiple relations among entities in a document, where a the two arguments for a relation such as born-in cannot refer to people, or co-reference resolution, where gender agreement must be maintained when determining that a specific pronoun refers to a given entity. In these, and many other such problems, it is natural to represent knowledge as Boolean functions over propositional variables. These functions would express knowledge, for example, of the form "if the relation between two entities is born-in, then its arguments must be a person and a location" (formalized as functions such as x


Accelerating Inexact HyperGradient Descent for Bilevel Optimization

arXiv.org Artificial Intelligence

We present a method for solving general nonconvex-strongly-convex bilevel optimization problems. Our method -- the \emph{Restarted Accelerated HyperGradient Descent} (\texttt{RAHGD}) method -- finds an $\epsilon$-first-order stationary point of the objective with $\tilde{\mathcal{O}}(\kappa^{3.25}\epsilon^{-1.75})$ oracle complexity, where $\kappa$ is the condition number of the lower-level objective and $\epsilon$ is the desired accuracy. We also propose a perturbed variant of \texttt{RAHGD} for finding an $\big(\epsilon,\mathcal{O}(\kappa^{2.5}\sqrt{\epsilon}\,)\big)$-second-order stationary point within the same order of oracle complexity. Our results achieve the best-known theoretical guarantees for finding stationary points in bilevel optimization and also improve upon the existing upper complexity bound for finding second-order stationary points in nonconvex-strongly-concave minimax optimization problems, setting a new state-of-the-art benchmark. Empirical studies are conducted to validate the theoretical results in this paper.


Bayesian Optimization with Formal Safety Guarantees via Online Conformal Prediction

arXiv.org Artificial Intelligence

Black-box zero-th order optimization is a central primitive for applications in fields as diverse as finance, physics, and engineering. In a common formulation of this problem, a designer sequentially attempts candidate solutions, receiving noisy feedback on the value of each attempt from the system. In this paper, we study scenarios in which feedback is also provided on the safety of the attempted solution, and the optimizer is constrained to limit the number of unsafe solutions that are tried throughout the optimization process. Focusing on methods based on Bayesian optimization (BO), prior art has introduced an optimization scheme -- referred to as SAFEOPT -- that is guaranteed not to select any unsafe solution with a controllable probability over feedback noise as long as strict assumptions on the safety constraint function are met. In this paper, a novel BO-based approach is introduced that satisfies safety requirements irrespective of properties of the constraint function. This strong theoretical guarantee is obtained at the cost of allowing for an arbitrary, controllable but non-zero, rate of violation of the safety constraint. The proposed method, referred to as SAFE-BOCP, builds on online conformal prediction (CP) and is specialized to the cases in which feedback on the safety constraint is either noiseless or noisy. Experimental results on synthetic and real-world data validate the advantages and flexibility of the proposed SAFE-BOCP.


Generalized Time Warping Invariant Dictionary Learning for Time Series Classification and Clustering

arXiv.org Artificial Intelligence

Dictionary learning is an effective tool for pattern recognition and classification of time series data. Among various dictionary learning techniques, the dynamic time warping (DTW) is commonly used for dealing with temporal delays, scaling, transformation, and many other kinds of temporal misalignments issues. However, the DTW suffers overfitting or information loss due to its discrete nature in aligning time series data. To address this issue, we propose a generalized time warping invariant dictionary learning algorithm in this paper. Our approach features a generalized time warping operator, which consists of linear combinations of continuous basis functions for facilitating continuous temporal warping. The integration of the proposed operator and the dictionary learning is formulated as an optimization problem, where the block coordinate descent method is employed to jointly optimize warping paths, dictionaries, and sparseness coefficients. The optimized results are then used as hyperspace distance measures to feed classification and clustering algorithms. The superiority of the proposed method in terms of dictionary learning, classification, and clustering is validated through ten sets of public datasets in comparing with various benchmark methods.


Averaged Method of Multipliers for Bi-Level Optimization without Lower-Level Strong Convexity

arXiv.org Artificial Intelligence

Gradient methods have become mainstream techniques for Bi-Level Optimization (BLO) in learning fields. The validity of existing works heavily rely on either a restrictive Lower-Level Strong Convexity (LLSC) condition or on solving a series of approximation subproblems with high accuracy or both. In this work, by averaging the upper and lower level objectives, we propose a single loop Bi-level Averaged Method of Multipliers (sl-BAMM) for BLO that is simple yet efficient for large-scale BLO and gets rid of the limited LLSC restriction. We further provide non-asymptotic convergence analysis of sl-BAMM towards KKT stationary points, and the comparative advantage of our analysis lies in the absence of strong gradient boundedness assumption, which is always required by others. Thus our theory safely captures a wider variety of applications in deep learning, especially where the upper-level objective is quadratic w.r.t. the lower-level variable. Experimental results demonstrate the superiority of our method.


Algorithms for bounding contribution for histogram estimation under user-level privacy

arXiv.org Artificial Intelligence

We study the problem of histogram estimation under user-level differential privacy, where the goal is to preserve the privacy of all entries of any single user. We consider the heterogeneous scenario where the quantity of data can be different for each user. In this scenario, the amount of noise injected into the histogram to obtain differential privacy is proportional to the maximum user contribution, which can be amplified by few outliers. One approach to circumvent this would be to bound (or limit) the contribution of each user to the histogram. However, if users are limited to small contributions, a significant amount of data will be discarded. In this work, we propose algorithms to choose the best user contribution bound for histogram estimation under both bounded and unbounded domain settings. When the size of the domain is bounded, we propose a user contribution bounding strategy that almost achieves a two-approximation with respect to the best contribution bound in hindsight. For unbounded domain histogram estimation, we propose an algorithm that is logarithmic-approximation with respect to the best contribution bound in hindsight. This result holds without any distribution assumptions on the data. Experiments on both real and synthetic datasets verify our theoretical findings and demonstrate the effectiveness of our algorithms. We also show that clipping bias introduced by bounding user contribution may be reduced under mild distribution assumptions, which can be of independent interest.