Optimization
G$ \mathbf{^2} $VD Planner: Efficient Motion Planning With Grid-based Generalized Voronoi Diagrams
Wen, Jian, Zhang, Xuebo, Bi, Qingchen, Liu, Hui, Yuan, Jing, Fang, Yongchun
In this paper, an efficient motion planning approach with grid-based generalized Voronoi diagrams (G$ \mathbf{^2} $VD) is newly proposed for mobile robots. Different from existing approaches, the novelty of this work is twofold: 1) a new state lattice-based path searching approach is proposed, in which the search space is reduced to a Voronoi corridor to further improve the search efficiency, along with a Voronoi potential field constructed to make the searched path keep a reasonable distance from obstacles to provide sufficient optimization margin for the subsequent path smoothing; 2) an efficient quadratic programming-based path smoothing approach is presented, wherein the clearance to obstacles is considered in the form of the penalty of the deviation from the safe reference path to improve the path clearance of hard-constrained path smoothing approaches. We validate the efficiency and smoothness of our approach in various challenging simulation scenarios and outdoor environments. It is shown that the computational efficiency is improved by 17.1% in the path searching stage, and path smoothing with the proposed approach is 25.3 times faster than an advanced sparse-banded structure-based path smoothing approach.
Sharp analysis of EM for learning mixtures of pairwise differences
Dhawan, Abhishek, Mao, Cheng, Pananjady, Ashwin
A common approach is to apply a spectral algorithm to initialize the parameters of interest, and then run a locally convergent nonconvex optimization algorithm; alternatively, one could even run the nonconvex algorithm from a random initialization. These nonconvex optimization algorithms have been extensively analyzed under Gaussian assumptions on the covariates (see, e.g. Balakrishnan et al. (2017); Klusowski et al. (2019); Chen et al. (2019); Kwon and Caramanis (2020)), and it is known that they can exhibit favorable behavior globally in some settings. In many tasks such as ranking (Bradley and Terry, 1952), crowd-labeling (Dawid and Skene, 1979) and web search (Chen et al., 2013), however, measurements are taken as pairwise comparisons between entities, which renders the covariates inherently discrete. These designs or covariates are far from Gaussian, and it is natural to ask how standard nonconvex optimization algorithms now perform. Motivated by this question, we study how the celebrated expectation-maximization (EM) algorithm behaves when estimating a mixture of symmetric linear regressions under the pairwise comparison design.
Synthetic data shuffling accelerates the convergence of federated learning under data heterogeneity
Li, Bo, Esfandiari, Yasin, Schmidt, Mikkel N., Alstrรธm, Tommy S., Stich, Sebastian U.
In federated learning, data heterogeneity is a critical challenge. A straightforward solution is to shuffle the clients' data to homogenize the distribution. However, this may violate data access rights, and how and when shuffling can accelerate the convergence of a federated optimization algorithm is not theoretically well understood. In this paper, we establish a precise and quantifiable correspondence between data heterogeneity and parameters in the convergence rate when a fraction of data is shuffled across clients. We prove that shuffling can quadratically reduce the gradient dissimilarity with respect to the shuffling percentage, accelerating convergence. Inspired by the theory, we propose a practical approach that addresses the data access rights issue by shuffling locally generated synthetic data. The experimental results show that shuffling synthetic data improves the performance of multiple existing federated learning algorithms by a large margin.
Nonsmooth Control Barrier Functions for Obstacle Avoidance between Convex Regions
Thirugnanam, Akshay, Zeng, Jun, Sreenath, Koushil
In this paper, we focus on non-conservative obstacle avoidance between robots with control affine dynamics with strictly convex and polytopic shapes. The core challenge for this obstacle avoidance problem is that the minimum distance between strictly convex regions or polytopes is generally implicit and non-smooth, such that distance constraints cannot be enforced directly in the optimization problem. To handle this challenge, we employ non-smooth control barrier functions to reformulate the avoidance problem in the dual space, with the positivity of the minimum distance between robots equivalently expressed using a quadratic program. Our approach is proven to guarantee system safety. We theoretically analyze the smoothness properties of the minimum distance quadratic program and its KKT conditions. We validate our approach by demonstrating computationally-efficient obstacle avoidance for multi-agent robotic systems with strictly convex and polytopic shapes. To our best knowledge, this is the first time a real-time QP problem can be formulated for general non-conservative avoidance between strictly convex shapes and polytopes.
Approximate Causal Effect Identification under Weak Confounding
Jiang, Ziwei, Wei, Lai, Kocaoglu, Murat
Causal effect estimation has been studied by many researchers when only observational data is available. Sound and complete algorithms have been developed for pointwise estimation of identifiable causal queries. For non-identifiable causal queries, researchers developed polynomial programs to estimate tight bounds on causal effect. However, these are computationally difficult to optimize for variables with large support sizes. In this paper, we analyze the effect of "weak confounding" on causal estimands. More specifically, under the assumption that the unobserved confounders that render a query non-identifiable have small entropy, we propose an efficient linear program to derive the upper and lower bounds of the causal effect. We show that our bounds are consistent in the sense that as the entropy of unobserved confounders goes to zero, the gap between the upper and lower bound vanishes. Finally, we conduct synthetic and real data simulations to compare our bounds with the bounds obtained by the existing work that cannot incorporate such entropy constraints and show that our bounds are tighter for the setting with weak confounders.
Robust Semantic Segmentation: Strong Adversarial Attacks and Fast Training of Robust Models
Croce, Francesco, Singh, Naman D, Hein, Matthias
While a large amount of work has focused on designing adversarial attacks against image classifiers, only a few methods exist to attack semantic segmentation models. We show that attacking segmentation models presents task-specific challenges, for which we propose novel solutions. Our final evaluation protocol outperforms existing methods, and shows that those can overestimate the robustness of the models. Additionally, so far adversarial training, the most successful way for obtaining robust image classifiers, could not be successfully applied to semantic segmentation. We argue that this is because the task to be learned is more challenging, and requires significantly higher computational effort than for image classification. As a remedy, we show that by taking advantage of recent advances in robust ImageNet classifiers, one can train adversarially robust segmentation models at limited computational cost by fine-tuning robust backbones.
Multi-Objective Hull Form Optimization with CAD Engine-based Deep Learning Physics for 3D Flow Prediction
Mazari, Jocelyn Ahmed, Reverberi, Antoine, Yser, Pierre, Sigmund, Sebastian
In this work, we propose a built-in Deep Learning Physics Optimization (DLPO) framework to set up a shape optimization study of the Duisburg Test Case (DTC) container vessel. We present two different applications: (1) sensitivity analysis to detect the most promising generic basis hull shapes, and (2) multi-objective optimization to quantify the trade-off between optimal hull forms. DLPO framework allows for the evaluation of design iterations automatically in an end-to-end manner. We achieved these results by coupling Extrality's Deep Learning Physics (DLP) model to a CAD engine and an optimizer. Our proposed DLP model is trained on full 3D volume data coming from RANS simulations, and it can provide accurate and high-quality 3D flow predictions in real-time, which makes it a good evaluator to perform optimization of new container vessel designs w.r.t the hydrodynamic efficiency. In particular, it is able to recover the forces acting on the vessel by integration on the hull surface with a mean relative error of 3.84\% \pm 2.179\% on the total resistance. Each iteration takes only 20 seconds, thus leading to a drastic saving of time and engineering efforts, while delivering valuable insight into the performance of the vessel, including RANS-like detailed flow information. We conclude that DLPO framework is a promising tool to accelerate the ship design process and lead to more efficient ships with better hydrodynamic performance.
A One-Sample Decentralized Proximal Algorithm for Non-Convex Stochastic Composite Optimization
Xiao, Tesi, Chen, Xuxing, Balasubramanian, Krishnakumar, Ghadimi, Saeed
We focus on decentralized stochastic non-convex optimization, where $n$ agents work together to optimize a composite objective function which is a sum of a smooth term and a non-smooth convex term. To solve this problem, we propose two single-time scale algorithms: Prox-DASA and Prox-DASA-GT. These algorithms can find $\epsilon$-stationary points in $\mathcal{O}(n^{-1}\epsilon^{-2})$ iterations using constant batch sizes (i.e., $\mathcal{O}(1)$). Unlike prior work, our algorithms achieve comparable complexity without requiring large batch sizes, more complex per-iteration operations (such as double loops), or stronger assumptions. Our theoretical findings are supported by extensive numerical experiments, which demonstrate the superiority of our algorithms over previous approaches. Our code is available at https://github.com/xuxingc/ProxDASA.
Dual RL: Unification and New Methods for Reinforcement and Imitation Learning
Sikchi, Harshit, Zheng, Qinqing, Zhang, Amy, Niekum, Scott
The goal of reinforcement learning (RL) is to maximize the expected cumulative return. It has been shown that this objective can be represented by an optimization problem of the state-action visitation distribution under linear constraints [52]. The dual problem of this formulation, which we refer to as dual RL, is unconstrained and easier to optimize. We show that several state-of-the-art off-policy deep reinforcement learning (RL) algorithms, under both online and offline, RL and imitation learning (IL) settings, can be viewed as dual RL approaches in a unified framework. This unification provides a common ground to study and identify the components that contribute to the success of these methods and also reveals the common shortcomings across methods with new insights for improvement. Our analysis shows that prior off-policy imitation learning methods are based on an unrealistic coverage assumption and are minimizing a particular f-divergence between the visitation distributions of the learned policy and the expert policy. We propose a new method using a simple modification to the dual RL framework that allows for performant imitation learning with arbitrary off-policy data to obtain near-expert performance, without learning a discriminator. Further, by framing a recent SOTA offline RL method XQL [23] in the dual RL framework, we propose alternative choices to replace the Gumbel regression loss, which achieve improved performance and resolve the training instability issue of XQL. Project code and details can be found at this hari-sikchi.github.io/dual-rl.
Online Resource Allocation under Horizon Uncertainty
Balseiro, Santiago, Kroer, Christian, Kumar, Rachitesh
We study stochastic online resource allocation: a decision maker needs to allocate limited resources to stochastically-generated sequentially-arriving requests in order to maximize reward. At each time step, requests are drawn independently from a distribution that is unknown to the decision maker. Online resource allocation and its special cases have been studied extensively in the past, but prior results crucially and universally rely on the strong assumption that the total number of requests (the horizon) is known to the decision maker in advance. In many applications, such as revenue management and online advertising, the number of requests can vary widely because of fluctuations in demand or user traffic intensity. In this work, we develop online algorithms that are robust to horizon uncertainty. In sharp contrast to the known-horizon setting, no algorithm can achieve even a constant asymptotic competitive ratio that is independent of the horizon uncertainty. We introduce a novel generalization of dual mirror descent which allows the decision maker to specify a schedule of time-varying target consumption rates, and prove corresponding performance guarantees. We go on to give a fast algorithm for computing a schedule of target consumption rates that leads to near-optimal performance in the unknown-horizon setting. In particular, our competitive ratio attains the optimal rate of growth (up to logarithmic factors) as the horizon uncertainty grows large. Finally, we also provide a way to incorporate machine-learned predictions about the horizon which interpolates between the known and unknown horizon settings.