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 Optimization


Fast Submodular Function Maximization

arXiv.org Artificial Intelligence

Submodular functions have many real-world applications, such as document summarization, sensor placement, and image segmentation. For all these applications, the key building block is how to compute the maximum value of a submodular function efficiently. We consider both the online and offline versions of the problem: in each iteration, the data set changes incrementally or is not changed, and a user can issue a query to maximize the function on a given subset of the data. The user can be malicious, issuing queries based on previous query results to break the competitive ratio for the online algorithm. Today, the best-known algorithm for online submodular function maximization has a running time of $O(n k d^2)$ where $n$ is the total number of elements, $d$ is the feature dimension and $k$ is the number of elements to be selected. We propose a new method based on a novel search tree data structure. Our algorithm only takes $\widetilde{O}(nk + kd^2 + nd)$ time.


DiffTune$^+$: Hyperparameter-Free Auto-Tuning using Auto-Differentiation

arXiv.org Artificial Intelligence

Controller tuning is a vital step to ensure the controller delivers its designed performance. DiffTune has been proposed as an automatic tuning method that unrolls the dynamical system and controller into a computational graph and uses auto-differentiation to obtain the gradient for the controller's parameter update. However, DiffTune uses the vanilla gradient descent to iteratively update the parameter, in which the performance largely depends on the choice of the learning rate (as a hyperparameter). In this paper, we propose to use hyperparameter-free methods to update the controller parameters. We find the optimal parameter update by maximizing the loss reduction, where a predicted loss based on the approximated state and control is used for the maximization. Two methods are proposed to optimally update the parameters and are compared with related variants in simulations on a Dubin's car and a quadrotor. Simulation experiments show that the proposed first-order method outperforms the hyperparameter-based methods and is more robust than the second-order hyperparameter-free methods.


Convex optimization over a probability simplex

arXiv.org Artificial Intelligence

We propose a new iteration scheme, the Cauchy-Simplex, to optimize convex problems over the probability simplex $\{w\in\mathbb{R}^n\ |\ \sum_i w_i=1\ \textrm{and}\ w_i\geq0\}$. Other works have taken steps to enforce positivity or unit normalization automatically but never simultaneously within a unified setting. This paper presents a natural framework for manifestly requiring the probability condition. Specifically, we map the simplex to the positive quadrant of a unit sphere, envisage gradient descent in latent variables, and map the result back in a way that only depends on the simplex variable. Moreover, proving rigorous convergence results in this formulation leads inherently to tools from information theory (e.g. cross entropy and KL divergence). Each iteration of the Cauchy-Simplex consists of simple operations, making it well-suited for high-dimensional problems. We prove that it has a convergence rate of ${O}(1/T)$ for convex functions, and numerical experiments of projection onto convex hulls show faster convergence than similar algorithms. Finally, we apply our algorithm to online learning problems and prove the convergence of the average regret for (1) Prediction with expert advice and (2) Universal Portfolios.


Straightening Out the Straight-Through Estimator: Overcoming Optimization Challenges in Vector Quantized Networks

arXiv.org Artificial Intelligence

This work examines the challenges of training neural networks using vector quantization using straight-through estimation. We find that a primary cause of training instability is the discrepancy between the model embedding and the code-vector distribution. We identify the factors that contribute to this issue, including the codebook gradient sparsity and the asymmetric nature of the commitment loss, which leads to misaligned code-vector assignments. We propose to address this issue via affine re-parameterization of the code vectors. Additionally, we introduce an alternating optimization to reduce the gradient error introduced by the straight-through estimation. Moreover, we propose an improvement to the commitment loss to ensure better alignment between the codebook representation and the model embedding. These optimization methods improve the mathematical approximation of the straight-through estimation and, ultimately, the model performance. We demonstrate the effectiveness of our methods on several common model architectures, such as AlexNet, ResNet, and ViT, across various tasks, including image classification and generative modeling.


Accelerating genetic optimization of nonlinear model predictive control by learning optimal search space size

arXiv.org Artificial Intelligence

Nonlinear model predictive control (NMPC) solves a multivariate optimization problem to estimate the system's optimal control inputs in each control cycle. Such optimization is made more difficult by several factors, such as nonlinearities inherited in the system, highly coupled inputs, and various constraints related to the system's physical limitations. These factors make the optimization to be non-convex and hard to solve traditionally. Genetic algorithm (GA) is typically used extensively to tackle such optimization in several application domains because it does not involve differential calculation or gradient evaluation in its solution estimation. However, the size of the search space in which the GA searches for the optimal control inputs is crucial for the applicability of the GA with systems that require fast response. This paper proposes an approach to accelerate the genetic optimization of NMPC by learning optimal search space size. The proposed approach trains a multivariate regression model to adaptively predict the best smallest search space in every control cycle. The estimated best smallest size of search space is fed to the GA to allow for searching the optimal control inputs within this search space. The proposed approach not only reduces the GA's computational time but also improves the chance of obtaining the optimal control inputs in each cycle. The proposed approach was evaluated on two nonlinear systems and compared with two other genetic-based NMPC approaches implemented on the GPU of a Nvidia Jetson TX2 embedded platform in a processor-in-theloop (PIL) fashion. The results show that the proposed approach provides a 39-53% reduction in computational time. Additionally, it increases the convergence percentage to the optimal control inputs within the cycle's time by 48-56%, resulting in a significant performance enhancement. The source code is available on GitHub. Model predictive control (MPC) is a powerful control method used to control a system while satisfying a set of constraints [1]. It generates the optimal control inputs in each control cycle by minimizing a multivariate optimization problem subject to given constraints.


Online and Offline Learning of Player Objectives from Partial Observations in Dynamic Games

arXiv.org Artificial Intelligence

Robots deployed to the real world must be able to interact with other agents in their environment. Dynamic game theory provides a powerful mathematical framework for modeling scenarios in which agents have individual objectives and interactions evolve over time. However, a key limitation of such techniques is that they require a-priori knowledge of all players' objectives. In this work, we address this issue by proposing a novel method for learning players' objectives in continuous dynamic games from noise-corrupted, partial state observations. Our approach learns objectives by coupling the estimation of unknown cost parameters of each player with inference of unobserved states and inputs through Nash equilibrium constraints. By coupling past state estimates with future state predictions, our approach is amenable to simultaneous online learning and prediction in receding horizon fashion. We demonstrate our method in several simulated traffic scenarios in which we recover players' preferences for, e.g., desired travel speed and collision-avoidance behavior. Results show that our method reliably estimates game-theoretic models from noise-corrupted data that closely matches ground-truth objectives, consistently outperforming state-of-the-art approaches.


Optimal Compositions using Unconventional Modular Library for Customized Manipulators

arXiv.org Artificial Intelligence

This paper presents an optimization approach for generating custom manipulator configurations using a proposed unconventional modular library. An end-to-end solution is presented in which the resulting optimal models of the modular compositions can be integrated directly with the Robot Operating System platform. The approach utilizes an unconventional modular library, which is adaptable to a wide range of parameters for customization including non-parallel and non-perpendicular joint axes, and the unified modeling technique for getting the custom modular configurations. The single objective function optimization problem is formulated based upon the discrete parameters of reconfiguration depending upon the available modular library such as, number of joint modules, skew-twist angle, intersecting-twist angle, connection ports of the module, module size, modular sub-assembly unit and curved links. Two case studies, including an application to the agricultural vertical farms, are presented to validate the results.


Optimization of Residential Demand Response Program Cost with Consideration for Occupants Thermal Comfort and Privacy

arXiv.org Artificial Intelligence

Residential consumers can use the demand response program (DRP) if they can utilize the home energy management system (HEMS), which reduces consumer costs by automatically adjusting air conditioning (AC) setpoints and shifting some appliances to off-peak hours. If HEMS knows occupancy status, consumers can gain more economic benefits and thermal comfort. However, for the building occupancy status, direct sensing is costly, inaccurate, and intrusive for residents. So, forecasting algorithms could serve as an effective alternative. The goal of this study is to present a non-intrusive, accurate, and cost-effective approach, to develop a multi-objective simulation model for the application of DRPs in a smart residential house, where (a) electrical load demand reduction, (b) adjustment in thermal comfort (AC) temperature setpoints, and (c) , worst cases scenario approach is very conservative. Because that is unlikely all uncertain parameters take their worst values at all times. So, the flexible robust counterpart optimization along with uncertainty budgets is developed to consider uncertainty realistically. Simulated results indicate that considering uncertainty increases the costs by 36 percent and decreases the AC temperature setpoints. Besides, using DRPs reduces demand by shifting some appliance operations to off-peak hours and lowers costs by 13.2 percent.


Make Prompt-based Black-Box Tuning Colorful: Boosting Model Generalization from Three Orthogonal Perspectives

arXiv.org Artificial Intelligence

Large language models (LLMs) have shown increasing power on various natural language processing (NLP) tasks. However, tuning these models for downstream tasks usually needs exorbitant costs or is unavailable due to commercial considerations. Recently, black-box tuning has been proposed to address this problem by optimizing task-specific prompts without accessing the gradients and hidden representations. However, most existing works have yet fully exploited the potential of gradient-free optimization under the scenario of few-shot learning. In this paper, we describe BBT-RGB, a suite of straightforward and complementary techniques for enhancing the efficiency and performance of black-box optimization. Specifically, our method includes three plug-and-play components: (1) Two-stage derivative-free optimization strategy that facilitates fast convergence and mitigates overfitting; (2) Automatic verbalizer construction with its novel usage under few-shot settings; (3) Better prompt initialization policy based on instruction search and auto-selected demonstration. Extensive experiments across various tasks on natural language understanding and inference demonstrate the effectiveness of our method. Our codes are publicly available at https://github.com/QiushiSun/BBT-RGB.


Accelerated Single-Call Methods for Constrained Min-Max Optimization

arXiv.org Artificial Intelligence

We study first-order methods for constrained min-max optimization. Existing methods either require two gradient calls or two projections in each iteration, which may be costly in some applications. In this paper, we first show that a variant of the Optimistic Gradient (OG) method, a single-call single-projection algorithm, has $O(\frac{1}{\sqrt{T}})$ best-iterate convergence rate for inclusion problems with operators that satisfy the weak Minty variation inequality (MVI). Our second result is the first single-call single-projection algorithm -- the Accelerated Reflected Gradient (ARG) method that achieves the optimal $O(\frac{1}{T})$ last-iterate convergence rate for inclusion problems that satisfy negative comonotonicity. Both the weak MVI and negative comonotonicity are well-studied assumptions and capture a rich set of non-convex non-concave min-max optimization problems. Finally, we show that the Reflected Gradient (RG) method, another single-call single-projection algorithm, has $O(\frac{1}{\sqrt{T}})$ last-iterate convergence rate for constrained convex-concave min-max optimization, answering an open problem of [Heish et al, 2019]. Our convergence rates hold for standard measures such as the tangent residual and the natural residual.