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 Optimization


On Convex Data-Driven Inverse Optimal Control for Nonlinear, Non-stationary and Stochastic Systems

arXiv.org Artificial Intelligence

This paper is concerned with a finite-horizon inverse control problem, which has the goal of inferring, from observations, the possibly non-convex and non-stationary cost driving the actions of an agent. In this context, we present a result that enables cost estimation by solving an optimization problem that is convex even when the agent cost is not and when the underlying dynamics is nonlinear, non-stationary and stochastic. To obtain this result, we also study a finite-horizon forward control problem that has randomized policies as decision variables. For this problem, we give an explicit expression for the optimal solution. Moreover, we turn our findings into algorithmic procedures and we show the effectiveness of our approach via both in-silico and experimental validations with real hardware. All the experiments confirm the effectiveness of our approach.


On Large-Scale Multiple Testing Over Networks: An Asymptotic Approach

arXiv.org Artificial Intelligence

This work concerns developing communication- and computation-efficient methods for large-scale multiple testing over networks, which is of interest to many practical applications. We take an asymptotic approach and propose two methods, proportion-matching and greedy aggregation, tailored to distributed settings. The proportion-matching method achieves the global BH performance yet only requires a one-shot communication of the (estimated) proportion of true null hypotheses as well as the number of p-values at each node. By focusing on the asymptotic optimal power, we go beyond the BH procedure by providing an explicit characterization of the asymptotic optimal solution. This leads to the greedy aggregation method that effectively approximates the optimal rejection regions at each node, while computation efficiency comes from the greedy-type approach naturally. Moreover, for both methods, we provide the rate of convergence for both the FDR and power. Extensive numerical results over a variety of challenging settings are provided to support our theoretical findings.


Safe Risk-averse Bayesian Optimization for Controller Tuning

arXiv.org Artificial Intelligence

Controller tuning and parameter optimization are crucial in system design to improve both the controller and underlying system performance. Bayesian optimization has been established as an efficient model-free method for controller tuning and adaptation. Standard methods, however, are not enough for high-precision systems to be robust with respect to unknown input-dependent noise and stable under safety constraints. In this work, we present a novel data-driven approach, RaGoOSE, for safe controller tuning in the presence of heteroscedastic noise, combining safe learning with risk-averse Bayesian optimization. We demonstrate the method for synthetic benchmark and compare its performance to established BO-based tuning methods. We further evaluate RaGoOSE performance on a real precision-motion system utilized in semiconductor industry applications and compare it to the built-in auto-tuning routine.


Hyperparameter Learning under Data Poisoning: Analysis of the Influence of Regularization via Multiobjective Bilevel Optimization

arXiv.org Artificial Intelligence

Machine Learning (ML) algorithms are vulnerable to poisoning attacks, where a fraction of the training data is manipulated to deliberately degrade the algorithms' performance. Optimal attacks can be formulated as bilevel optimization problems and help to assess their robustness in worst-case scenarios. We show that current approaches, which typically assume that hyperparameters remain constant, lead to an overly pessimistic view of the algorithms' robustness and of the impact of regularization. We propose a novel optimal attack formulation that considers the effect of the attack on the hyperparameters and models the attack as a multiobjective bilevel optimization problem. This allows to formulate optimal attacks, learn hyperparameters and evaluate robustness under worst-case conditions. We apply this attack formulation to several ML classifiers using $L_2$ and $L_1$ regularization. Our evaluation on multiple datasets confirms the limitations of previous strategies and evidences the benefits of using $L_2$ and $L_1$ regularization to dampen the effect of poisoning attacks.


Runtime optimization of acquisition trajectories for X-ray computed tomography with a robotic sample holder

arXiv.org Artificial Intelligence

Tomographic imaging systems are expected to work with a wide range of samples that house complex structures and challenging material compositions, which can influence image quality in a bad way. Complex samples increase total measurement duration and may introduce beam-hardening artifacts that lead to poor reconstruction image quality. This work presents an online trajectory optimization method for an X-ray computed tomography system with a robotic sample holder. The proposed method reduces measurement time and increases reconstruction image quality by generating an optimized spherical trajectory for the given sample without prior knowledge. The trajectory is generated successively at runtime based on intermediate sample measurements. We present experimental results with the robotic sample holder where two sample measurements using an optimized spherical trajectory achieve improved reconstruction quality compared to a conventional spherical trajectory. Our results demonstrate the ability of our system to increase reconstruction image quality and avoid artifacts at runtime when no prior information about the sample is provided.


Achieving Diversity in Objective Space for Sample-efficient Search of Multiobjective Optimization Problems

arXiv.org Artificial Intelligence

As mathematical, statistical, and machine learning algorithms leverage increasingly powerful computational hardware to perform elaborate tasks, simulation has grown to play a key role in fields such as materials science, operations research, industrial engineering, aerodynamics, pharmaceuticals, image processing, and many others. In particular, a key use of these simulations is to serve as a surrogate for the eventual implementation and/or manufacturing during the design optimization; running a computational simulation is likely much cheaper than actually conducting a physical experiment or fabrication (Forrester et al. 2008; Negoescu et al. 2011; Molesky et al. 2018; Haghanifar et al. 2020). Computational simulations can, however, easily run for hours or days, making simulation itself an often costly proposition. The high cost of a single simulation is compounded by the frequent need to simulate many different systems to search for a set of desirable outcomes. This is the motivating force behind simulation optimization, which seeks to identify suitable system parameters to achieve a satisfactory system or effective simulation in a sample-efficient fashion, i.e., with as few simulations conducted as possible. In practical situations, simulations almost always have multiple competing objectives which define success, and thus it is important for users to understand trade-offs between these competing objectives in order to make an informed design decision. Multiobjective optimization tackles this problem by identifying the Pareto frontier, which is the manifold in objective space such that improving one objective cannot occur without harming another. Unfortunately, using the Pareto frontier as the measurement of success may be limiting in engineering and design applications.


Optimal Sensor Placement with Adaptive Constraints for Nuclear Digital Twins

arXiv.org Artificial Intelligence

Given harsh operating conditions and physical constraints in reactors, nuclear applications cannot afford to equip the physical asset with a large array of sensors. Therefore, it is crucial to carefully determine the placement of sensors within the given spatial limitations, enabling the reconstruction of reactor flow fields and the creation of nuclear digital twins. Various design considerations are imposed, such as predetermined sensor locations, restricted areas within the reactor, a fixed number of sensors allocated to a specific region, or sensors positioned at a designated distance from one another. We develop a data-driven technique that integrates constraints into an optimization procedure for sensor placement, aiming to minimize reconstruction errors. Our approach employs a greedy algorithm that can optimize sensor locations on a grid, adhering to user-defined constraints. We demonstrate the near optimality of our algorithm by computing all possible configurations for selecting a certain number of sensors for a randomly generated state space system. In this work, the algorithm is demonstrated on the Out-of-Pile Testing and Instrumentation Transient Water Irradiation System (OPTI-TWIST) prototype vessel, which is electrically heated to mimic the neutronics effect of the Transient Reactor Test facility (TREAT) at Idaho National Laboratory (INL). The resulting sensor-based reconstruction of temperature within the OPTI-TWIST minimizes error, provides probabilistic bounds for noise-induced uncertainty and will finally be used for communication between the digital twin and experimental facility.


CIDGIKc: Distance-Geometric Inverse Kinematics for Continuum Robots

arXiv.org Artificial Intelligence

The small size, high dexterity, and intrinsic compliance of continuum robots (CRs) make them well suited for constrained environments. Solving the inverse kinematics (IK), that is finding robot joint configurations that satisfy desired position or pose queries, is a fundamental challenge in motion planning, control, and calibration for any robot structure. For CRs, the need to avoid obstacles in tightly confined workspaces greatly complicates the search for feasible IK solutions. Without an accurate initialization or multiple re-starts, existing algorithms often fail to find a solution. We present CIDGIKc (Convex Iteration for Distance-Geometric Inverse Kinematics for Continuum Robots), an algorithm that solves these nonconvex feasibility problems with a sequence of semidefinite programs whose objectives are designed to encourage low-rank minimizers. CIDGIKc is enabled by a novel distance-geometric parameterization of constant curvature segment geometry for CRs with extensible segments. The resulting IK formulation involves only quadratic expressions and can efficiently incorporate a large number of collision avoidance constraints. Our experimental results demonstrate >98% solve success rates within complex, highly cluttered environments which existing algorithms cannot account for.


OTOV2: Automatic, Generic, User-Friendly

arXiv.org Artificial Intelligence

The existing model compression methods via structured pruning typically require complicated multi-stage procedures. Each individual stage necessitates numerous engineering efforts and domain-knowledge from the end-users which prevent their wider applications onto broader scenarios. We propose the second generation of Only-Train-Once (OTOv2), which first automatically trains and compresses a general DNN only once from scratch to produce a more compact model with competitive performance without fine-tuning. OTOv2 is automatic and pluggable into various deep learning applications, and requires almost minimal engineering efforts from the users. Methodologically, OTOv2 proposes two major improvements: (i) Autonomy: automatically exploits the dependency of general DNNs, partitions the trainable variables into Zero-Invariant Groups (ZIGs), and constructs the compressed model; and (ii) Dual Half-Space Projected Gradient (DHSPG): a novel optimizer to more reliably solve structured-sparsity problems. Numerically, we demonstrate the generality and autonomy of OTOv2 on a variety of model architectures such as VGG, ResNet, CARN, ConvNeXt, DenseNet and StackedUnets, the majority of which cannot be handled by other methods without extensive handcrafting efforts. Together with benchmark datasets including CIFAR10/100, DIV2K, Fashion-MNIST, SVNH and ImageNet, its effectiveness is validated by performing competitively or even better than the state-of-the-arts. The source code is available at https://github.com/tianyic/only_train_once.


Convergence of First-Order Methods for Constrained Nonconvex Optimization with Dependent Data

arXiv.org Artificial Intelligence

We focus on analyzing the classical stochastic projected gradient methods under a general dependent data sampling scheme for constrained smooth nonconvex optimization. We show the worst-case rate of convergence $\tilde{O}(t^{-1/4})$ and complexity $\tilde{O}(\varepsilon^{-4})$ for achieving an $\varepsilon$-near stationary point in terms of the norm of the gradient of Moreau envelope and gradient mapping. While classical convergence guarantee requires i.i.d. data sampling from the target distribution, we only require a mild mixing condition of the conditional distribution, which holds for a wide class of Markov chain sampling algorithms. This improves the existing complexity for the constrained smooth nonconvex optimization with dependent data from $\tilde{O}(\varepsilon^{-8})$ to $\tilde{O}(\varepsilon^{-4})$ with a significantly simpler analysis. We illustrate the generality of our approach by deriving convergence results with dependent data for stochastic proximal gradient methods, adaptive stochastic gradient algorithm AdaGrad and stochastic gradient algorithm with heavy ball momentum. As an application, we obtain first online nonnegative matrix factorization algorithms for dependent data based on stochastic projected gradient methods with adaptive step sizes and optimal rate of convergence.