Optimization
Theoretically Principled Federated Learning for Balancing Privacy and Utility
Zhang, Xiaojin, Li, Wenjie, Chen, Kai, Xia, Shutao, Yang, Qiang
We propose a general learning framework for the protection mechanisms that protects privacy via distorting model parameters, which facilitates the trade-off between privacy and utility. The algorithm is applicable to arbitrary privacy measurements that maps from the distortion to a real value. It can achieve personalized utility-privacy trade-off for each model parameter, on each client, at each communication round in federated learning. Such adaptive and fine-grained protection can improve the effectiveness of privacy-preserved federated learning. Theoretically, we show that gap between the utility loss of the protection hyperparameter output by our algorithm and that of the optimal protection hyperparameter is sub-linear in the total number of iterations. The sublinearity of our algorithm indicates that the average gap between the performance of our algorithm and that of the optimal performance goes to zero when the number of iterations goes to infinity. Further, we provide the convergence rate of our proposed algorithm. We conduct empirical results on benchmark datasets to verify that our method achieves better utility than the baseline methods under the same privacy budget.
DIFF2: Differential Private Optimization via Gradient Differences for Nonconvex Distributed Learning
Differential private optimization for nonconvex smooth objective is considered. In the previous work, the best known utility bound is $\widetilde O(\sqrt{d}/(n\varepsilon_\mathrm{DP}))$ in terms of the squared full gradient norm, which is achieved by Differential Private Gradient Descent (DP-GD) as an instance, where $n$ is the sample size, $d$ is the problem dimensionality and $\varepsilon_\mathrm{DP}$ is the differential privacy parameter. To improve the best known utility bound, we propose a new differential private optimization framework called \emph{DIFF2 (DIFFerential private optimization via gradient DIFFerences)} that constructs a differential private global gradient estimator with possibly quite small variance based on communicated \emph{gradient differences} rather than gradients themselves. It is shown that DIFF2 with a gradient descent subroutine achieves the utility of $\widetilde O(d^{2/3}/(n\varepsilon_\mathrm{DP})^{4/3})$, which can be significantly better than the previous one in terms of the dependence on the sample size $n$. To the best of our knowledge, this is the first fundamental result to improve the standard utility $\widetilde O(\sqrt{d}/(n\varepsilon_\mathrm{DP}))$ for nonconvex objectives. Additionally, a more computational and communication efficient subroutine is combined with DIFF2 and its theoretical analysis is also given. Numerical experiments are conducted to validate the superiority of DIFF2 framework.
A Novel Black Box Process Quality Optimization Approach based on Hit Rate
Yang, Yang, Wu, Jian, Song, Xiangman, Wu, Derun, Su, Lijie, Tang, Lixin
Hit rate is a key performance metric in predicting process product quality in integrated industrial processes. It represents the percentage of products accepted by downstream processes within a controlled range of quality. However, optimizing hit rate is a non-convex and challenging problem. To address this issue, we propose a data-driven quasi-convex approach that combines factorial hidden Markov models, multitask elastic net, and quasi-convex optimization. Our approach converts the original non-convex problem into a set of convex feasible problems, achieving an optimal hit rate. We verify the convex optimization property and quasi-convex frontier through Monte Carlo simulations and real-world experiments in steel production. Results demonstrate that our approach outperforms classical models, improving hit rates by at least 41.11% and 31.01% on two real datasets. Furthermore, the quasi-convex frontier provides a reference explanation and visualization for the deterioration of solutions obtained by conventional models.
Federated Multi-Sequence Stochastic Approximation with Local Hypergradient Estimation
Tarzanagh, Davoud Ataee, Li, Mingchen, Sharma, Pranay, Oymak, Samet
Stochastic approximation with multiple coupled sequences (MSA) has found broad applications in machine learning as it encompasses a rich class of problems including bilevel optimization (BLO), multi-level compositional optimization (MCO), and reinforcement learning (specifically, actor-critic methods). However, designing provably-efficient federated algorithms for MSA has been an elusive question even for the special case of double sequence approximation (DSA). Towards this goal, we develop FedMSA which is the first federated algorithm for MSA, and establish its near-optimal communication complexity. As core novelties, (i) FedMSA enables the provable estimation of hypergradients in BLO and MCO via local client updates, which has been a notable bottleneck in prior theory, and (ii) our convergence guarantees are sensitive to the heterogeneity-level of the problem. We also incorporate momentum and variance reduction techniques to achieve further acceleration leading to near-optimal rates. Finally, we provide experiments that support our theory and demonstrate the empirical benefits of FedMSA. As an example, FedMSA enables order-of-magnitude savings in communication rounds compared to prior federated BLO schemes.
Coordinated Defense Allocation in Reach-Avoid Scenarios with Efficient Online Optimization
Liu, Junwei, Ouyang, Zikai, Yang, Jiahui, Chen, Hua, Lu, Haibo, Zhang, Wei
In this paper, we present a dual-layer online optimization strategy for defender robots operating in multiplayer reach-avoid games within general convex environments. Our goal is to intercept as many attacker robots as possible without prior knowledge of their strategies. To balance optimality and efficiency, our approach alternates between coordinating defender coalitions against individual attackers and allocating coalitions to attackers based on predicted single-attack coordination outcomes. We develop an online convex programming technique for single-attack defense coordination, which not only allows adaptability to joint states but also identifies the maximal region of initial joint states that guarantees successful attack interception. Our defense allocation algorithm utilizes a hierarchical iterative method to approximate integer linear programs with a monotonicity constraint, reducing computational burden while ensuring enhanced defense performance over time. Extensive simulations conducted in 2D and 3D environments validate the efficacy of our approach in comparison to state-of-the-art approaches, and show its applicability in wheeled mobile robots and quadcopters.
Optimal Control for Articulated Soft Robots
Chhatoi, Saroj Prasad, Pierallini, Michele, Angelini, Franco, Mastalli, Carlos, Garabini, Manolo
Soft robots can execute tasks with safer interactions. However, control techniques that can effectively exploit the systems' capabilities are still missing. Differential dynamic programming (DDP) has emerged as a promising tool for achieving highly dynamic tasks. But most of the literature deals with applying DDP to articulated soft robots by using numerical differentiation, in addition to using pure feed-forward control to perform explosive tasks. Further, underactuated compliant robots are known to be difficult to control and the use of DDP-based algorithms to control them is not yet addressed. We propose an efficient DDP-based algorithm for trajectory optimization of articulated soft robots that can optimize the state trajectory, input torques, and stiffness profile. We provide an efficient method to compute the forward dynamics and the analytical derivatives of series elastic actuators (SEA)/variable stiffness actuators (VSA) and underactuated compliant robots. We present a state-feedback controller that uses locally optimal feedback policies obtained from DDP. We show through simulations and experiments that the use of feedback is crucial in improving the performance and stabilization properties of various tasks. We also show that the proposed method can be used to plan and control underactuated compliant robots, with varying degrees of underactuation effectively.
Reinforcement Learning with General Utilities: Simpler Variance Reduction and Large State-Action Space
Barakat, Anas, Fatkhullin, Ilyas, He, Niao
We consider the reinforcement learning (RL) problem with general utilities which consists in maximizing a function of the state-action occupancy measure. Beyond the standard cumulative reward RL setting, this problem includes as particular cases constrained RL, pure exploration and learning from demonstrations among others. For this problem, we propose a simpler single-loop parameter-free normalized policy gradient algorithm. Implementing a recursive momentum variance reduction mechanism, our algorithm achieves $\tilde{\mathcal{O}}(\epsilon^{-3})$ and $\tilde{\mathcal{O}}(\epsilon^{-2})$ sample complexities for $\epsilon$-first-order stationarity and $\epsilon$-global optimality respectively, under adequate assumptions. We further address the setting of large finite state action spaces via linear function approximation of the occupancy measure and show a $\tilde{\mathcal{O}}(\epsilon^{-4})$ sample complexity for a simple policy gradient method with a linear regression subroutine.
Multi-Objective Population Based Training
Dushatskiy, Arkadiy, Chebykin, Alexander, Alderliesten, Tanja, Bosman, Peter A. N.
Population Based Training (PBT) is an efficient hyperparameter optimization algorithm. PBT is a single-objective algorithm, but many real-world hyperparameter optimization problems involve two or more conflicting objectives. In this work, we therefore introduce a multi-objective version of PBT, MO-PBT. Our experiments on diverse multi-objective hyperparameter optimization problems (Precision/Recall, Accuracy/Fairness, Accuracy/Adversarial Robustness) show that MO-PBT outperforms random search, single-objective PBT, and the state-of-the-art multi-objective hyperparameter optimization algorithm MO-ASHA.
Federated Domain Generalization: A Survey
Li, Ying, Wang, Xingwei, Zeng, Rongfei, Donta, Praveen Kumar, Murturi, Ilir, Huang, Min, Dustdar, Schahram
Machine learning typically relies on the assumption that training and testing distributions are identical and that data is centrally stored for training and testing. However, in real-world scenarios, distributions may differ significantly and data is often distributed across different devices, organizations, or edge nodes. Consequently, it is imperative to develop models that can effectively generalize to unseen distributions where data is distributed across different domains. In response to this challenge, there has been a surge of interest in federated domain generalization (FDG) in recent years. FDG combines the strengths of federated learning (FL) and domain generalization (DG) techniques to enable multiple source domains to collaboratively learn a model capable of directly generalizing to unseen domains while preserving data privacy. However, generalizing the federated model under domain shifts is a technically challenging problem that has received scant attention in the research area so far. This paper presents the first survey of recent advances in this area. Initially, we discuss the development process from traditional machine learning to domain adaptation and domain generalization, leading to FDG as well as provide the corresponding formal definition. Then, we categorize recent methodologies into four classes: federated domain alignment, data manipulation, learning strategies, and aggregation optimization, and present suitable algorithms in detail for each category. Next, we introduce commonly used datasets, applications, evaluations, and benchmarks. Finally, we conclude this survey by providing some potential research topics for the future.
EPIC: Graph Augmentation with Edit Path Interpolation via Learnable Cost
Heo, Jaeseung, Lee, Seungbeom, Ahn, Sungsoo, Kim, Dongwoo
Graph-based models have become increasingly important in various domains, but the limited size and diversity of existing graph datasets often limit their performance. To address this issue, we propose EPIC (Edit Path Interpolation via learnable Cost), a novel interpolation-based method for augmenting graph datasets. Our approach leverages graph edit distance to generate new graphs that are similar to the original ones but exhibit some variation in their structures. To achieve this, we learn the graph edit distance through a comparison of labeled graphs and utilize this knowledge to create graph edit paths between pairs of original graphs. With randomly sampled graphs from a graph edit path, we enrich the training set to enhance the generalization capability of classification models. We demonstrate the effectiveness of our approach on several benchmark datasets and show that it outperforms existing augmentation methods in graph classification tasks.