Optimization
On the Global Convergence of Natural Actor-Critic with Two-layer Neural Network Parametrization
Gaur, Mudit, Bedi, Amrit Singh, Wang, Di, Aggarwal, Vaneet
Actor-critic algorithms have shown remarkable success in solving state-of-the-art decision-making problems. However, despite their empirical effectiveness, their theoretical underpinnings remain relatively unexplored, especially with neural network parametrization. In this paper, we delve into the study of a natural actor-critic algorithm that utilizes neural networks to represent the critic. Our aim is to establish sample complexity guarantees for this algorithm, achieving a deeper understanding of its performance characteristics. To achieve that, we propose a Natural Actor-Critic algorithm with 2-Layer critic parametrization (NAC2L). Our approach involves estimating the $Q$-function in each iteration through a convex optimization problem. We establish that our proposed approach attains a sample complexity of $\tilde{\mathcal{O}}\left(\frac{1}{\epsilon^{4}(1-\gamma)^{4}}\right)$. In contrast, the existing sample complexity results in the literature only hold for a tabular or linear MDP. Our result, on the other hand, holds for countable state spaces and does not require a linear or low-rank structure on the MDP.
SE(3)-DiffusionFields: Learning smooth cost functions for joint grasp and motion optimization through diffusion
Urain, Julen, Funk, Niklas, Peters, Jan, Chalvatzaki, Georgia
Multi-objective optimization problems are ubiquitous in robotics, e.g., the optimization of a robot manipulation task requires a joint consideration of grasp pose configurations, collisions and joint limits. While some demands can be easily hand-designed, e.g., the smoothness of a trajectory, several task-specific objectives need to be learned from data. This work introduces a method for learning data-driven SE(3) cost functions as diffusion models. Diffusion models can represent highly-expressive multimodal distributions and exhibit proper gradients over the entire space due to their score-matching training objective. Learning costs as diffusion models allows their seamless integration with other costs into a single differentiable objective function, enabling joint gradient-based motion optimization. In this work, we focus on learning SE(3) diffusion models for 6DoF grasping, giving rise to a novel framework for joint grasp and motion optimization without needing to decouple grasp selection from trajectory generation. We evaluate the representation power of our SE(3) diffusion models w.r.t. classical generative models, and we showcase the superior performance of our proposed optimization framework in a series of simulated and real-world robotic manipulation tasks against representative baselines.
A Globally Convergent Gradient-based Bilevel Hyperparameter Optimization Method
Sinha, Ankur, Gunwal, Satender, Kumar, Shivam
Hyperparameter optimization in machine learning is often achieved using naive techniques that only lead to an approximate set of hyperparameters. Although techniques such as Bayesian optimization perform an intelligent search on a given domain of hyperparameters, it does not guarantee an optimal solution. A major drawback of most of these approaches is an exponential increase of their search domain with number of hyperparameters, increasing the computational cost and making the approaches slow. The hyperparameter optimization problem is inherently a bilevel optimization task, and some studies have attempted bilevel solution methodologies for solving this problem. However, these studies assume a unique set of model weights that minimize the training loss, which is generally violated by deep learning architectures. This paper discusses a gradient-based bilevel method addressing these drawbacks for solving the hyperparameter optimization problem. The proposed method can handle continuous hyperparameters for which we have chosen the regularization hyperparameter in our experiments. The method guarantees convergence to the set of optimal hyperparameters that this study has theoretically proven. The idea is based on approximating the lower-level optimal value function using Gaussian process regression. As a result, the bilevel problem is reduced to a single level constrained optimization task that is solved using the augmented Lagrangian method. We have performed an extensive computational study on the MNIST and CIFAR-10 datasets on multi-layer perceptron and LeNet architectures that confirms the efficiency of the proposed method. A comparative study against grid search, random search, Bayesian optimization, and HyberBand method on various hyperparameter problems shows that the proposed algorithm converges with lower computation and leads to models that generalize better on the testing set.
Representation-Driven Reinforcement Learning
Nabati, Ofir, Tennenholtz, Guy, Mannor, Shie
Salimans et al. (2017) have shown that such optimization methods may We present a representation-driven framework for cause high variance updates in long horizon problems, while reinforcement learning. By representing policies Tessler et al. (2019) have shown possible convergence to as estimates of their expected values, we leverage suboptimal solutions in continuous regimes. Moreover, policy techniques from contextual bandits to guide exploration search methods are commonly sample inefficient, particularly and exploitation. Particularly, embedding in hard exploration problems, as policy gradient a policy network into a linear feature space allows methods usually converge to areas of high reward, without us to reframe the exploration-exploitation sacrificing exploration resources to achieve a far-reaching problem as a representation-exploitation problem, sparse reward.
A Survey of Contextual Optimization Methods for Decision Making under Uncertainty
Sadana, Utsav, Chenreddy, Abhilash, Delage, Erick, Forel, Alexandre, Frejinger, Emma, Vidal, Thibaut
Recently there has been a surge of interest in operations research (OR) and the machine learning (ML) community in combining prediction algorithms and optimization techniques to solve decision-making problems in the face of uncertainty. This gave rise to the field of contextual optimization, under which data-driven procedures are developed to prescribe actions to the decision-maker that make the best use of the most recently updated information. A large variety of models and methods have been presented in both OR and ML literature under a variety of names, including data-driven optimization, prescriptive optimization, predictive stochastic programming, policy optimization, (smart) predict/estimate-then-optimize, decision-focused learning, (task-based) end-to-end learning/forecasting/optimization, etc. Focusing on single and two-stage stochastic programming problems, this review article identifies three main frameworks for learning policies from data and discusses their strengths and limitations. We present the existing models and methods under a uniform notation and terminology and classify them according to the three main frameworks identified. Our objective with this survey is to both strengthen the general understanding of this active field of research and stimulate further theoretical and algorithmic advancements in integrating ML and stochastic programming.
Memory-Constrained Algorithms for Convex Optimization via Recursive Cutting-Planes
Blanchard, Moรฏse, Zhang, Junhui, Jaillet, Patrick
We propose a family of recursive cutting-plane algorithms to solve feasibility problems with constrained memory, which can also be used for first-order convex optimization. Precisely, in order to find a point within a ball of radius $\epsilon$ with a separation oracle in dimension $d$ -- or to minimize $1$-Lipschitz convex functions to accuracy $\epsilon$ over the unit ball -- our algorithms use $\mathcal O(\frac{d^2}{p}\ln \frac{1}{\epsilon})$ bits of memory, and make $\mathcal O((C\frac{d}{p}\ln \frac{1}{\epsilon})^p)$ oracle calls, for some universal constant $C \geq 1$. The family is parametrized by $p\in[d]$ and provides an oracle-complexity/memory trade-off in the sub-polynomial regime $\ln\frac{1}{\epsilon}\gg\ln d$. While several works gave lower-bound trade-offs (impossibility results) -- we explicit here their dependence with $\ln\frac{1}{\epsilon}$, showing that these also hold in any sub-polynomial regime -- to the best of our knowledge this is the first class of algorithms that provides a positive trade-off between gradient descent and cutting-plane methods in any regime with $\epsilon\leq 1/\sqrt d$. The algorithms divide the $d$ variables into $p$ blocks and optimize over blocks sequentially, with approximate separation vectors constructed using a variant of Vaidya's method. In the regime $\epsilon \leq d^{-\Omega(d)}$, our algorithm with $p=d$ achieves the information-theoretic optimal memory usage and improves the oracle-complexity of gradient descent.
A Signal Temporal Logic Planner for Ergonomic Human-Robot Collaboration
Silano, Giuseppe, Afifi, Amr, Saska, Martin, Franchi, Antonio
This paper proposes a method for designing human-robot collaboration tasks and generating corresponding trajectories. The method uses high-level specifications, expressed as a Signal Temporal Logic (STL) formula, to automatically synthesize task assignments and trajectories. To illustrate the approach, we focus on a specific task: a multi-rotor aerial vehicle performing object handovers in a power line setting. The motion planner considers limitations, such as payload capacity and recharging constraints, while ensuring that the trajectories are feasible. Additionally, the method enables users to specify robot behaviors that take into account human comfort (e.g., ergonomics, preferences) while using high-level goals and constraints. The approach is validated through numerical analyzes in MATLAB and realistic Gazebo simulations using a mock-up scenario.
Towards Quantum Federated Learning
Ren, Chao, Yu, Han, Yan, Rudai, Xu, Minrui, Shen, Yuan, Zhu, Huihui, Niyato, Dusit, Dong, Zhao Yang, Kwek, Leong Chuan
Quantum Federated Learning (QFL) is an emerging interdisciplinary field that merges the principles of Quantum Computing (QC) and Federated Learning (FL), with the goal of leveraging quantum technologies to enhance privacy, security, and efficiency in the learning process. Currently, there is no comprehensive survey for this interdisciplinary field. This review offers a thorough, holistic examination of QFL. We aim to provide a comprehensive understanding of the principles, techniques, and emerging applications of QFL. We discuss the current state of research in this rapidly evolving field, identify challenges and opportunities associated with integrating these technologies, and outline future directions and open research questions. We propose a unique taxonomy of QFL techniques, categorized according to their characteristics and the quantum techniques employed. As the field of QFL continues to progress, we can anticipate further breakthroughs and applications across various industries, driving innovation and addressing challenges related to data privacy, security, and resource optimization. This review serves as a first-of-its-kind comprehensive guide for researchers and practitioners interested in understanding and advancing the field of QFL.
Pose Graph Optimization for a MAV Indoor Localization Fusing 5GNR TOA with an IMU
Kabiri, Meisam, Cimarelli, Claudio, Bavle, Hriday, Sanchez-Lopez, Jose Luis, Voos, Holger
This paper explores the potential of 5G new radio (NR) Time-of-Arrival (TOA) data for indoor drone localization under different scenarios and conditions when fused with inertial measurement unit (IMU) data. Our approach involves performing graph-based optimization to estimate the drone's position and orientation from the multiple sensor measurements. Due to the lack of real-world data, we use Matlab 5G toolbox and QuaDRiGa (quasi-deterministic radio channel generator) channel simulator to generate TOA measurements for the EuRoC MAV indoor dataset that provides IMU readings and ground truths 6DoF poses of a flying drone. Hence, we create twelve sequences combining three predefined indoor scenarios setups of QuaDRiGa with 2 to 5 base station antennas. Therefore, experimental results demonstrate that, for a sufficient number of base stations and a high bandwidth 5G configuration, the pose graph optimization approach achieves accurate drone localization, with an average error of less than 15 cm on the overall trajectory. Furthermore, the adopted graph-based optimization algorithm is fast and can be easily implemented for onboard real-time pose tracking on a micro aerial vehicle (MAV).
Linear convergence of Nesterov-1983 with the strong convexity
Li, Bowen, Shi, Bin, Yuan, Ya-xiang
For modern gradient-based optimization, a developmental landmark is Nesterov's accelerated gradient descent method, which is proposed in [Nesterov, 1983], so shorten as Nesterov-1983. Afterward, one of the important progresses is its proximal generalization, named the fast iterative shrinkage-thresholding algorithm (FISTA), which is widely used in image science and engineering. However, it is unknown whether both Nesterov-1983 and FISTA converge linearly on the strongly convex function, which has been listed as the open problem in the comprehensive review [Chambolle and Pock, 2016, Appendix B]. In this paper, we answer this question by the use of the high-resolution differential equation framework. Along with the phase-space representation previously adopted, the key difference here in constructing the Lyapunov function is that the coefficient of the kinetic energy varies with the iteration. Furthermore, we point out that the linear convergence of both the two algorithms above has no dependence on the parameter $r$ on the strongly convex function. Meanwhile, it is also obtained that the proximal subgradient norm converges linearly.