Optimization
LP-BFGS attack: An adversarial attack based on the Hessian with limited pixels
Zhang, Jiebao, Qian, Wenhua, Nie, Rencan, Cao, Jinde, Xu, Dan
Deep neural networks are vulnerable to adversarial attacks. Most $L_{0}$-norm based white-box attacks craft perturbations by the gradient of models to the input. Since the computation cost and memory limitation of calculating the Hessian matrix, the application of Hessian or approximate Hessian in white-box attacks is gradually shelved. In this work, we note that the sparsity requirement on perturbations naturally lends itself to the usage of Hessian information. We study the attack performance and computation cost of the attack method based on the Hessian with a limited number of perturbation pixels. Specifically, we propose the Limited Pixel BFGS (LP-BFGS) attack method by incorporating the perturbation pixel selection strategy and the BFGS algorithm. Pixels with top-k attribution scores calculated by the Integrated Gradient method are regarded as optimization variables of the LP-BFGS attack. Experimental results across different networks and datasets demonstrate that our approach has comparable attack ability with reasonable computation in different numbers of perturbation pixels compared with existing solutions.
Revisiting LQR Control from the Perspective of Receding-Horizon Policy Gradient
Zhang, Xiangyuan, Başar, Tamer
We revisit in this paper the discrete-time linear quadratic regulator (LQR) problem from the perspective of receding-horizon policy gradient (RHPG), a newly developed model-free learning framework for control applications. We provide a fine-grained sample complexity analysis for RHPG to learn a control policy that is both stabilizing and $\epsilon$-close to the optimal LQR solution, and our algorithm does not require knowing a stabilizing control policy for initialization. Combined with the recent application of RHPG in learning the Kalman filter, we demonstrate the general applicability of RHPG in linear control and estimation with streamlined analyses.
Towards Flexibility and Interpretability of Gaussian Process State-Space Model
Lin, Zhid, Yin, Feng, Maroñas, Juan
The Gaussian process state-space model (GPSSM) has garnered considerable attention over the past decade. However, the standard GP with a preliminary kernel, such as the squared exponential kernel or Mat\'{e}rn kernel, that is commonly used in GPSSM studies, limits the model's representation power and substantially restricts its applicability to complex scenarios. To address this issue, we propose a new class of probabilistic state-space models called TGPSSMs, which leverage a parametric normalizing flow to enrich the GP priors in the standard GPSSM, enabling greater flexibility and expressivity. Additionally, we present a scalable variational inference algorithm that offers a flexible and optimal structure for the variational distribution of latent states. The proposed algorithm is interpretable and computationally efficient due to the sparse GP representation and the bijective nature of normalizing flow. Moreover, we incorporate a constrained optimization framework into the algorithm to enhance the state-space representation capabilities and optimize the hyperparameters, leading to superior learning and inference performance. Experimental results on synthetic and real datasets corroborate that the proposed TGPSSM outperforms several state-of-the-art methods. The accompanying source code is available at \url{https://github.com/zhidilin/TGPSSM}.
A dynamic Bayesian optimized active recommender system for curiosity-driven Human-in-the-loop automated experiments
Biswas, Arpan, Liu, Yongtao, Creange, Nicole, Liu, Yu-Chen, Jesse, Stephen, Yang, Jan-Chi, Kalinin, Sergei V., Ziatdinov, Maxim A., Vasudevan, Rama K.
Optimization of experimental materials synthesis and characterization through active learning methods has been growing over the last decade, with examples ranging from measurements of diffraction on combinatorial alloys at synchrotrons, to searches through chemical space with automated synthesis robots for perovskites. In virtually all cases, the target property of interest for optimization is defined apriori with limited human feedback during operation. In contrast, here we present the development of a new type of human in the loop experimental workflow, via a Bayesian optimized active recommender system (BOARS), to shape targets on the fly, employing human feedback. We showcase examples of this framework applied to pre-acquired piezoresponse force spectroscopy of a ferroelectric thin film, and then implement this in real time on an atomic force microscope, where the optimization proceeds to find symmetric piezoresponse amplitude hysteresis loops. It is found that such features appear more affected by subsurface defects than the local domain structure. This work shows the utility of human-augmented machine learning approaches for curiosity-driven exploration of systems across experimental domains. The analysis reported here is summarized in Colab Notebook for the purpose of tutorial and application to other data: https://github.com/arpanbiswas52/varTBO
Convex Optimization-based Policy Adaptation to Compensate for Distributional Shifts
Hashemi, Navid, Ruths, Justin, Deshmukh, Jyotirmoy V.
Many real-world systems often involve physical components or operating environments with highly nonlinear and uncertain dynamics. A number of different control algorithms can be used to design optimal controllers for such systems, assuming a reasonably high-fidelity model of the actual system. However, the assumptions made on the stochastic dynamics of the model when designing the optimal controller may no longer be valid when the system is deployed in the real-world. The problem addressed by this paper is the following: Suppose we obtain an optimal trajectory by solving a control problem in the training environment, how do we ensure that the real-world system trajectory tracks this optimal trajectory with minimal amount of error in a deployment environment. In other words, we want to learn how we can adapt an optimal trained policy to distribution shifts in the environment. Distribution shifts are problematic in safety-critical systems, where a trained policy may lead to unsafe outcomes during deployment. We show that this problem can be cast as a nonlinear optimization problem that could be solved using heuristic method such as particle swarm optimization (PSO). However, if we instead consider a convex relaxation of this problem, we can learn policies that track the optimal trajectory with much better error performance, and faster computation times. We demonstrate the efficacy of our approach on tracking an optimal path using a Dubin's car model, and collision avoidance using both a linear and nonlinear model for adaptive cruise control.
A Certified Radius-Guided Attack Framework to Image Segmentation Models
Qu, Wenjie, Li, Youqi, Wang, Binghui
Image segmentation is an important problem in many safety-critical applications. Recent studies show that modern image segmentation models are vulnerable to adversarial perturbations, while existing attack methods mainly follow the idea of attacking image classification models. We argue that image segmentation and classification have inherent differences, and design an attack framework specially for image segmentation models. Our attack framework is inspired by certified radius, which was originally used by defenders to defend against adversarial perturbations to classification models. We are the first, from the attacker perspective, to leverage the properties of certified radius and propose a certified radius guided attack framework against image segmentation models. Specifically, we first adapt randomized smoothing, the state-of-the-art certification method for classification models, to derive the pixel's certified radius. We then focus more on disrupting pixels with relatively smaller certified radii and design a pixel-wise certified radius guided loss, when plugged into any existing white-box attack, yields our certified radius-guided white-box attack. Next, we propose the first black-box attack to image segmentation models via bandit. We design a novel gradient estimator, based on bandit feedback, which is query-efficient and provably unbiased and stable. We use this gradient estimator to design a projected bandit gradient descent (PBGD) attack, as well as a certified radius-guided PBGD (CR-PBGD) attack. We prove our PBGD and CR-PBGD attacks can achieve asymptotically optimal attack performance with an optimal rate. We evaluate our certified-radius guided white-box and black-box attacks on multiple modern image segmentation models and datasets. Our results validate the effectiveness of our certified radius-guided attack framework.
Online Joint Assortment-Inventory Optimization under MNL Choices
Liang, Yong, Mao, Xiaojie, Wang, Shiyuan
We study an online joint assortment-inventory optimization problem, in which we assume that the choice behavior of each customer follows the Multinomial Logit (MNL) choice model, and the attraction parameters are unknown a priori. The retailer makes periodic assortment and inventory decisions to dynamically learn from the realized demands about the attraction parameters while maximizing the expected total profit over time. In this paper, we propose a novel algorithm that can effectively balance the exploration and exploitation in the online decision-making of assortment and inventory. Our algorithm builds on a new estimator for the MNL attraction parameters, a novel approach to incentivize exploration by adaptively tuning certain known and unknown parameters, and an optimization oracle to static single-cycle assortment-inventory planning problems with given parameters. We establish a regret upper bound for our algorithm and a lower bound for the online joint assortment-inventory optimization problem, suggesting that our algorithm achieves nearly optimal regret rate, provided that the static optimization oracle is exact. Then we incorporate more practical approximate static optimization oracles into our algorithm, and bound from above the impact of static optimization errors on the regret of our algorithm. At last, we perform numerical studies to demonstrate the effectiveness of our proposed algorithm.
FrozenQubits: Boosting Fidelity of QAOA by Skipping Hotspot Nodes
Ayanzadeh, Ramin, Alavisamani, Narges, Das, Poulami, Qureshi, Moinuddin
Quantum Approximate Optimization Algorithm (QAOA) is one of the leading candidates for demonstrating the quantum advantage using near-term quantum computers. Unfortunately, high device error rates limit us from reliably running QAOA circuits for problems with more than a few qubits. In QAOA, the problem graph is translated into a quantum circuit such that every edge corresponds to two 2-qubit CNOT operations in each layer of the circuit. As CNOTs are extremely error-prone, the fidelity of QAOA circuits is dictated by the number of edges in the problem graph. We observe that majority of graphs corresponding to real-world applications follow the ``power-law`` distribution, where some hotspot nodes have significantly higher number of connections. We leverage this insight and propose ``FrozenQubits`` that freezes the hotspot nodes or qubits and intelligently partitions the state-space of the given problem into several smaller sub-spaces which are then solved independently. The corresponding QAOA sub-circuits are significantly less vulnerable to gate and decoherence errors due to the reduced number of CNOT operations in each sub-circuit. Unlike prior circuit-cutting approaches, FrozenQubits does not require any exponentially complex post-processing step. Our evaluations with 5,300 QAOA circuits on eight different quantum computers from IBM shows that FrozenQubits can improve the quality of solutions by 8.73x on average (and by up to 57x), albeit utilizing 2x more quantum resources.
Online Learning for Scheduling MIP Heuristics
Chmiela, Antonia, Gleixner, Ambros, Lichocki, Pawel, Pokutta, Sebastian
Mixed Integer Programming (MIP) is NP-hard, and yet modern solvers often solve large real-world problems within minutes. This success can partially be attributed to heuristics. Since their behavior is highly instance-dependent, relying on hard-coded rules derived from empirical testing on a large heterogeneous corpora of benchmark instances might lead to sub-optimal performance. In this work, we propose an online learning approach that adapts the application of heuristics towards the single instance at hand. We replace the commonly used static heuristic handling with an adaptive framework exploiting past observations about the heuristic's behavior to make future decisions. In particular, we model the problem of controlling Large Neighborhood Search and Diving - two broad and complex classes of heuristics - as a multi-armed bandit problem. Going beyond existing work in the literature, we control two different classes of heuristics simultaneously by a single learning agent. We verify our approach numerically and show consistent node reductions over the MIPLIB 2017 Benchmark set. For harder instances that take at least 1000 seconds to solve, we observe a speedup of 4%.
Structure Learning with Continuous Optimization: A Sober Look and Beyond
Ng, Ignavier, Huang, Biwei, Zhang, Kun
Bayesian networks are a class of probabilistic graphical models that encode probabilistic distributions in a compact way (Pearl, 1988; Koller and Friedman, 2009). Recovery of their graphical structures from data, represented by directed acyclic graphs (DAGs), has found applications in several fields such as genetics (Peters et al., 2017) and education (Gong et al., 2022). This problem is NP-hard in general (Chickering, 1996; Chickering et al., 2004) owing to the combinatorial space of DAGs. Classical structure learning approaches fall into two broad categories, i.e., constraint-based methods and score-based methods. Constraint-based methods, such as PC (Spirtes and Glymour, 1991), employ conditional independence tests to estimate the skeleton and further perform edge orientation up to the Markov equivalence class (MEC) (Spirtes et al., 2001). Score-based methods typically assign a score to each structure and search for a high-scoring structure in the space of DAGs or equivalence classes (Koivisto and Sood, 2004; Singh and Moore, 2005; Cussens, 2011; Yuan and Malone, 2013). These methods often adopt greedy search because of the large space of possible structures (Chickering, 1996), such as GES (Chickering, 2002) and GDS (Peters and Bühlmann, 2013). Recently, Zheng et al. (2018) proposed a smooth characterization of acyclicity and transformed the structure learning problem of discrete nature into a continuous, nonconvex optimization problem, thus enabling the application of gradient-based methods.