Optimization
Efficient Alternating Minimization Solvers for Wyner Multi-View Unsupervised Learning
Huang, Teng-Hui, Gamal, Hesham El
In this work, we adopt Wyner common information framework for unsupervised multi-view representation learning. Within this framework, we propose two novel formulations that enable the development of computational efficient solvers based on the alternating minimization principle. The first formulation, referred to as the {\em variational form}, enjoys a linearly growing complexity with the number of views and is based on a variational-inference tight surrogate bound coupled with a Lagrangian optimization objective function. The second formulation, i.e., the {\em representational form}, is shown to include known results as special cases. Here, we develop a tailored version from the alternating direction method of multipliers (ADMM) algorithm for solving the resulting non-convex optimization problem. In the two cases, the convergence of the proposed solvers is established in certain relevant regimes. Furthermore, our empirical results demonstrate the effectiveness of the proposed methods as compared with the state-of-the-art solvers. In a nutshell, the proposed solvers offer computational efficiency, theoretical convergence guarantees (local minima), scalable complexity with the number of views, and exceptional accuracy as compared with the state-of-the-art techniques. Our focus here is devoted to the discrete case and our results for continuous distributions are reported elsewhere.
DiffMimic: Efficient Motion Mimicking with Differentiable Physics
Ren, Jiawei, Yu, Cunjun, Chen, Siwei, Ma, Xiao, Pan, Liang, Liu, Ziwei
Motion mimicking is a foundational task in physics-based character animation. However, most existing motion mimicking methods are built upon reinforcement learning (RL) and suffer from heavy reward engineering, high variance, and slow convergence with hard explorations. Specifically, they usually take tens of hours or even days of training to mimic a simple motion sequence, resulting in poor scalability. In this work, we leverage differentiable physics simulators (DPS) and propose an efficient motion mimicking method dubbed DiffMimic. Our key insight is that DPS casts a complex policy learning task to a much simpler state matching problem. In particular, DPS learns a stable policy by analytical gradients with ground-truth physical priors hence leading to significantly faster and stabler convergence than RL-based methods. Moreover, to escape from local optima, we utilize a Demonstration Replay mechanism to enable stable gradient backpropagation in a long horizon. Extensive experiments on standard benchmarks show that DiffMimic has a better sample efficiency and time efficiency than existing methods (e.g., DeepMimic). Notably, DiffMimic allows a physically simulated character to learn Backflip after 10 minutes of training and be able to cycle it after 3 hours of training, while the existing approach may require about a day of training to cycle Backflip. More importantly, we hope DiffMimic can benefit more differentiable animation systems with techniques like differentiable clothes simulation in future research.
Polynomial-Time Solvers for the Discrete $\infty$-Optimal Transport Problems
In this note, we propose polynomial-time algorithms solving the Monge and Kantorovich formulations of the $\infty$-optimal transport problem in the discrete and finite setting. It is the first time, to the best of our knowledge, that efficient numerical methods for these problems have been proposed.
OpenBox: A Python Toolkit for Generalized Black-box Optimization
Jiang, Huaijun, Shen, Yu, Li, Yang, Zhang, Wentao, Zhang, Ce, Cui, Bin
Black-box optimization (BBO) has a broad range of applications, including automatic machine learning, experimental design, and database knob tuning. However, users still face challenges when applying BBO methods to their problems at hand with existing software packages in terms of applicability, performance, and efficiency. This paper presents OpenBox, an open-source BBO toolkit with improved usability. It implements user-friendly inferfaces and visualization for users to define and manage their tasks. The modular design behind OpenBox facilitates its flexible deployment in existing systems. Experimental results demonstrate the effectiveness and efficiency of OpenBox over existing systems. The source code of OpenBox is available at https://github.com/PKU-DAIR/open-box.
Killing Two Birds with One Stone: Quantization Achieves Privacy in Distributed Learning
Yan, Guangfeng, Li, Tan, Wu, Kui, Song, Linqi
Communication efficiency and privacy protection are two critical issues in distributed machine learning. Existing methods tackle these two issues separately and may have a high implementation complexity that constrains their application in a resource-limited environment. We propose a comprehensive quantization-based solution that could simultaneously achieve communication efficiency and privacy protection, providing new insights into the correlated nature of communication and privacy. Specifically, we demonstrate the effectiveness of our proposed solutions in the distributed stochastic gradient descent (SGD) framework by adding binomial noise to the uniformly quantized gradients to reach the desired differential privacy level but with a minor sacrifice in communication efficiency. We theoretically capture the new trade-offs between communication, privacy, and learning performance.
Tight Convergence Rate Bounds for Optimization Under Power Law Spectral Conditions
Velikanov, Maksim, Yarotsky, Dmitry
Performance of optimization on quadratic problems sensitively depends on the low-lying part of the spectrum. For large (effectively infinite-dimensional) problems, this part of the spectrum can often be naturally represented or approximated by power law distributions, resulting in power law convergence rates for iterative solutions of these problems by gradient-based algorithms. In this paper, we propose a new spectral condition providing tighter upper bounds for problems with power law optimization trajectories. We use this condition to build a complete picture of upper and lower bounds for a wide range of optimization algorithms -- Gradient Descent, Steepest Descent, Heavy Ball, and Conjugate Gradients -- with an emphasis on the underlying schedules of learning rate and momentum. In particular, we demonstrate how an optimally accelerated method, its schedule, and convergence upper bound can be obtained in a unified manner for a given shape of the spectrum. Also, we provide first proofs of tight lower bounds for convergence rates of Steepest Descent and Conjugate Gradients under spectral power laws with general exponents. Our experiments show that the obtained convergence bounds and acceleration strategies are not only relevant for exactly quadratic optimization problems, but also fairly accurate when applied to the training of neural networks.
DECONET: an Unfolding Network for Analysis-based Compressed Sensing with Generalization Error Bounds
Kouni, Vicky, Panagakis, Yannis
We present a new deep unfolding network for analysis-sparsity-based Compressed Sensing. The proposed network coined Decoding Network (DECONET) jointly learns a decoder that reconstructs vectors from their incomplete, noisy measurements and a redundant sparsifying analysis operator, which is shared across the layers of DECONET. Moreover, we formulate the hypothesis class of DECONET and estimate its associated Rademacher complexity. Then, we use this estimate to deliver meaningful upper bounds for the generalization error of DECONET. Finally, the validity of our theoretical results is assessed and comparisons to state-of-the-art unfolding networks are made, on both synthetic and real-world datasets. Experimental results indicate that our proposed network outperforms the baselines, consistently for all datasets, and its behaviour complies with our theoretical findings.
Targeted Adaptive Design
Graziani, Carlo, Ngom, Marieme
Modern advanced manufacturing and advanced materials design often require searches of relatively high-dimensional process control parameter spaces for settings that result in optimal structure, property, and performance parameters. The mapping from the former to the latter must be determined from noisy experiments or from expensive simulations. We abstract this problem to a mathematical framework in which an unknown function from a control space to a design space must be ascertained by means of expensive noisy measurements, which locate optimal control settings generating desired design features within specified tolerances, with quantified uncertainty. We describe targeted adaptive design (TAD), a new algorithm that performs this sampling task efficiently. TAD creates a Gaussian process surrogate model of the unknown mapping at each iterative stage, proposing a new batch of control settings to sample experimentally and optimizing the updated log-predictive likelihood of the target design. TAD either stops upon locating a solution with uncertainties that fit inside the tolerance box or uses a measure of expected future information to determine that the search space has been exhausted with no solution. TAD thus embodies the exploration-exploitation tension in a manner that recalls, but is essentially different from, Bayesian optimization and optimal experimental design.
Efficient Utility Function Learning for Multi-Objective Parameter Optimization with Prior Knowledge
Khan, Farha A., Dietrich, Jörg P., Wirth, Christian
The current state-of-the-art in multi-objective optimization assumes either a given utility function, learns a utility function interactively or tries to determine the complete Pareto front, requiring a post elicitation of the preferred result. However, result elicitation in real world problems is often based on implicit and explicit expert knowledge, making it difficult to define a utility function, whereas interactive learning or post elicitation requires repeated and expensive expert involvement. To mitigate this, we learn a utility function offline, using expert knowledge by means of preference learning. In contrast to other works, we do not only use (pairwise) result preferences, but also coarse information about the utility function space. This enables us to improve the utility function estimate, especially when using very few results. Additionally, we model the occurring uncertainties in the utility function learning task and propagate them through the whole optimization chain. Our method to learn a utility function eliminates the need of repeated expert involvement while still leading to high-quality results. We show the sample efficiency and quality gains of the proposed method in 4 domains, especially in cases where the surrogate utility function is not able to exactly capture the true expert utility function. We also show that to obtain good results, it is important to consider the induced uncertainties and analyze the effect of biased samples, which is a common problem in real world domains.
Direct Collocation Methods for Trajectory Optimization in Constrained Robotic Systems
Bordalba, Ricard, Schoels, Tobias, Ros, Lluís, Porta, Josep M., Diehl, Moritz
Direct collocation methods are powerful tools to solve trajectory optimization problems in robotics. While their resulting trajectories tend to be dynamically accurate, they may also present large kinematic errors in the case of constrained mechanical systems, i.e., those whose state coordinates are subject to holonomic or nonholonomic constraints, like loop-closure or rolling-contact constraints. These constraints confine the robot trajectories to an implicitly-defined manifold, which complicates the computation of accurate solutions. Discretization errors inherent to the transcription of the problem easily make the trajectories drift away from this manifold, which results in physically inconsistent motions that are difficult to track with a controller. This paper reviews existing methods to deal with this problem and proposes new ones to overcome their limitations. Current approaches either disregard the kinematic constraints (which leads to drift accumulation) or modify the system dynamics to keep the trajectory close to the manifold (which adds artificial forces or energy dissipation to the system). The methods we propose, in contrast, achieve full drift elimination on the discrete trajectory, or even along the continuous one, without artificial modifications of the system dynamics. We illustrate and compare the methods using various examples of different complexity.