Optimization
Infeasible Deterministic, Stochastic, and Variance-Reduction Algorithms for Optimization under Orthogonality Constraints
Ablin, Pierre, Vary, Simon, Gao, Bin, Absil, P. -A.
Orthogonality constraints naturally appear in many machine learning problems, from Principal Components Analysis to robust neural network training. They are usually solved using Riemannian optimization algorithms, which minimize the objective function while enforcing the constraint. However, enforcing the orthogonality constraint can be the most time-consuming operation in such algorithms. Recently, Ablin and Peyré (2022) proposed the Landing algorithm, a method with cheap iterations that does not enforce the orthogonality constraint but is attracted towards the manifold in a smooth manner. In this article, we provide new practical and theoretical developments for the landing algorithm. First, the method is extended to the Stiefel manifold, the set of rectangular orthogonal matrices. We also consider stochastic and variance reduction algorithms when the cost function is an average of many functions. We demonstrate that all these methods have the same rate of convergence as their Riemannian counterparts that exactly enforce the constraint. Finally, our experiments demonstrate the promise of our approach to an array of machine-learning problems that involve orthogonality constraints.
Hybrid ACO-CI Algorithm for Beam Design problems
Kale, Ishaan R, Sapre, Mandar S, Khedkar, Ayush, Dhamankar, Kaustubh, Anand, Abhinav, Singh, Aayushi
A range of complicated real-world problems have inspired the development of several optimization methods. Here, a novel hybrid version of the Ant colony optimization (ACO) method is developed using the sample space reduction technique of the Cohort Intelligence (CI) Algorithm. The algorithm is developed, and accuracy is tested by solving 35 standard benchmark test functions. Furthermore, the constrained version of the algorithm is used to solve two mechanical design problems involving stepped cantilever beams and I-section beams. The effectiveness of the proposed technique of solution is evaluated relative to contemporary algorithmic approaches that are already in use. The results show that our proposed hybrid ACO-CI algorithm will take lesser number of iterations to produce the desired output which means lesser computational time. For the minimization of weight of stepped cantilever beam and deflection in I-section beam a proposed hybrid ACO-CI algorithm yielded best results when compared to other existing algorithms. The proposed work could be investigate for variegated real world applications encompassing domains of engineering, combinatorial and health care problems.
Improving Small Molecule Generation using Mutual Information Machine
Reidenbach, Danny, Livne, Micha, Ilango, Rajesh K., Gill, Michelle, Israeli, Johnny
We address the task of controlled generation of small molecules, which entails finding novel molecules with desired properties under certain constraints (e.g., similarity to a reference molecule). Here we introduce MolMIM, a probabilistic auto-encoder for small molecule drug discovery that learns an informative and clustered latent space. MolMIM is trained with Mutual Information Machine (MIM) learning, and provides a fixed length representation of variable length SMILES strings. Since encoder-decoder models can learn representations with ``holes'' of invalid samples, here we propose a novel extension to the training procedure which promotes a dense latent space, and allows the model to sample valid molecules from random perturbations of latent codes. We provide a thorough comparison of MolMIM to several variable-size and fixed-size encoder-decoder models, demonstrating MolMIM's superior generation as measured in terms of validity, uniqueness, and novelty. We then utilize CMA-ES, a naive black-box and gradient free search algorithm, over MolMIM's latent space for the task of property guided molecule optimization. We achieve state-of-the-art results in several constrained single property optimization tasks as well as in the challenging task of multi-objective optimization, improving over previous success rate SOTA by more than 5\% . We attribute the strong results to MolMIM's latent representation which clusters similar molecules in the latent space, whereas CMA-ES is often used as a baseline optimization method. We also demonstrate MolMIM to be favourable in a compute limited regime, making it an attractive model for such cases.
Efficient Quality Diversity Optimization of 3D Buildings through 2D Pre-optimization
Hagg, Alexander, Kliemank, Martin L., Asteroth, Alexander, Wilde, Dominik, Bedrunka, Mario C., Foysi, Holger, Reith, Dirk
Quality diversity algorithms can be used to efficiently create a diverse set of solutions to inform engineers' intuition. But quality diversity is not efficient in very expensive problems, needing 100.000s of evaluations. Even with the assistance of surrogate models, quality diversity needs 100s or even 1000s of evaluations, which can make it use infeasible. In this study we try to tackle this problem by using a pre-optimization strategy on a lower-dimensional optimization problem and then map the solutions to a higher-dimensional case. For a use case to design buildings that minimize wind nuisance, we show that we can predict flow features around 3D buildings from 2D flow features around building footprints. For a diverse set of building designs, by sampling the space of 2D footprints with a quality diversity algorithm, a predictive model can be trained that is more accurate than when trained on a set of footprints that were selected with a space-filling algorithm like the Sobol sequence. Simulating only 16 buildings in 3D, a set of 1024 building designs with low predicted wind nuisance is created. We show that we can produce better machine learning models by producing training data with quality diversity instead of using common sampling techniques. The method can bootstrap generative design in a computationally expensive 3D domain and allow engineers to sweep the design space, understanding wind nuisance in early design phases.
Learning to Generalize Provably in Learning to Optimize
Yang, Junjie, Chen, Tianlong, Zhu, Mingkang, He, Fengxiang, Tao, Dacheng, Liang, Yingbin, Wang, Zhangyang
Learning to optimize (L2O) has gained increasing popularity, which automates the design of optimizers by data-driven approaches. However, current L2O methods often suffer from poor generalization performance in at least two folds: (i) applying the L2O-learned optimizer to unseen optimizees, in terms of lowering their loss function values (optimizer generalization, or ``generalizable learning of optimizers"); and (ii) the test performance of an optimizee (itself as a machine learning model), trained by the optimizer, in terms of the accuracy over unseen data (optimizee generalization, or ``learning to generalize"). While the optimizer generalization has been recently studied, the optimizee generalization (or learning to generalize) has not been rigorously studied in the L2O context, which is the aim of this paper. We first theoretically establish an implicit connection between the local entropy and the Hessian, and hence unify their roles in the handcrafted design of generalizable optimizers as equivalent metrics of the landscape flatness of loss functions. We then propose to incorporate these two metrics as flatness-aware regularizers into the L2O framework in order to meta-train optimizers to learn to generalize, and theoretically show that such generalization ability can be learned during the L2O meta-training process and then transformed to the optimizee loss function. Extensive experiments consistently validate the effectiveness of our proposals with substantially improved generalization on multiple sophisticated L2O models and diverse optimizees. Our code is available at: https://github.com/VITA-Group/Open-L2O/tree/main/Model_Free_L2O/L2O-Entropy.
Pareto Optimization of a Laser Wakefield Accelerator
Irshad, F., Eberle, C., Foerster, F. M., Grafenstein, K. v., Haberstroh, F., Travac, E., Weisse, N., Karsch, S., Döpp, A.
Optimization of accelerator performance parameters is limited by numerous trade-offs and finding the appropriate balance between optimization goals for an unknown system is challenging to achieve. Here we show that multi-objective Bayesian optimization can map the solution space of a laser wakefield accelerator in a very sample-efficient way. Using a Gaussian mixture model, we isolate contributions related to an electron bunch at a certain energy and we observe that there exists a wide range of Pareto-optimal solutions that trade beam energy versus charge at similar laser-to-beam efficiency. However, many applications such as light sources require particle beams at a certain target energy. Once such a constraint is introduced we observe a direct trade-off between energy spread and accelerator efficiency. We furthermore demonstrate how specific solutions can be exploited using \emph{a posteriori} scalarization of the objectives, thereby efficiently splitting the exploration and exploitation phases.
Trainable Projected Gradient Method for Robust Fine-tuning
Tian, Junjiao, Dai, Xiaoliang, Ma, Chih-Yao, He, Zecheng, Liu, Yen-Cheng, Kira, Zsolt
Recent studies on transfer learning have shown that selectively fine-tuning a subset of layers or customizing different learning rates for each layer can greatly improve robustness to out-of-distribution (OOD) data and retain generalization capability in the pre-trained models. However, most of these methods employ manually crafted heuristics or expensive hyper-parameter searches, which prevent them from scaling up to large datasets and neural networks. To solve this problem, we propose Trainable Projected Gradient Method (TPGM) to automatically learn the constraint imposed for each layer for a fine-grained fine-tuning regularization. This is motivated by formulating fine-tuning as a bi-level constrained optimization problem. Specifically, TPGM maintains a set of projection radii, i.e., distance constraints between the fine-tuned model and the pre-trained model, for each layer, and enforces them through weight projections. To learn the constraints, we propose a bi-level optimization to automatically learn the best set of projection radii in an end-to-end manner. Theoretically, we show that the bi-level optimization formulation could explain the regularization capability of TPGM. Empirically, with little hyper-parameter search cost, TPGM outperforms existing fine-tuning methods in OOD performance while matching the best in-distribution (ID) performance. For example, when fine-tuned on DomainNet-Real and ImageNet, compared to vanilla fine-tuning, TPGM shows $22\%$ and $10\%$ relative OOD improvement respectively on their sketch counterparts. Code is available at \url{https://github.com/PotatoTian/TPGM}.
A neural operator-based surrogate solver for free-form electromagnetic inverse design
Augenstein, Yannick, Repän, Taavi, Rockstuhl, Carsten
Tools for solving Maxwell's equations are essential in nanophotonics for modeling light-matter interaction at the wavelength scale and, in extension, for designing new optical devices. Some of the most established methods for this purpose are finite element solvers (FEM) [1, 2] in the frequency domain and finite difference solvers for both frequency (FDFD) [3, 4] and time domain (FDTD) [5-7]. As full-wave Maxwell solvers, these methods represent the most general and accurate class of tools for modeling electromagnetic systems. However, full-wave solutions often involve significant time and computational cost, placing a practical limit on the scale of problems that can be tackled. This is exacerbated in problems such as inverse design [8-12], where typically on the order of hundreds of simulations have to be performed to reach reasonable solutions. While there are ongoing developments in the search for faster full-wave solvers [13, 14], there exist also a variety of semi-analytical methods [15-18] that can potentially offer order-of-magnitude speedups.
FC Portugal 3D Simulation Team: Team Description Paper 2020
Lau, Nuno, Reis, Luis Paulo, Simoes, David, Abreu, Mohammadreza Kasaei. Miguel, Silva, Tiago, Resende, Francisco
The FC Portugal 3D team is developed upon the structure of our previous Simulation league 2D/3D teams and our standard platform league team. Our research concerning the robot low-level skills is focused on developing behaviors that may be applied on real robots with minimal adaptation using model-based approaches. Our research on high-level soccer coordination methodologies and team playing is mainly focused on the adaptation of previously developed methodologies from our 2D soccer teams to the 3D humanoid environment and on creating new coordination methodologies based on the previously developed ones. The research-oriented development of our team has been pushing it to be one of the most competitive over the years (World champion in 2000 and Coach Champion in 2002, European champion in 2000 and 2001, Coach 2nd place in 2003 and 2004, European champion in Rescue Simulation and Simulation 3D in 2006, World Champion in Simulation 3D in Bremen 2006 and European champion in 2007, 2012, 2013, 2014 and 2015). This paper describes some of the main innovations of our 3D simulation league team during the last years. A new generic framework for reinforcement learning tasks has also been developed. The current research is focused on improving the above-mentioned framework by developing new learning algorithms to optimize low-level skills, such as running and sprinting. We are also trying to increase student contact by providing reinforcement learning assignments to be completed using our new framework, which exposes a simple interface without sharing low-level implementation details.
ARMP: Autoregressive Motion Planning for Quadruped Locomotion and Navigation in Complex Indoor Environments
Kim, Jeonghwan, Li, Tianyu, Ha, Sehoon
Generating natural and physically feasible motions for legged robots has been a challenging problem due to its complex dynamics. In this work, we introduce a novel learning-based framework of autoregressive motion planner (ARMP) for quadruped locomotion and navigation. Our method can generate motion plans with an arbitrary length in an autoregressive fashion, unlike most offline trajectory optimization algorithms for a fixed trajectory length. To this end, we first construct the motion library by solving a dense set of trajectory optimization problems for diverse scenarios and parameter settings. Then we learn the motion manifold from the dataset in a supervised learning fashion. We show that the proposed ARMP can generate physically plausible motions for various tasks and situations. We also showcase that our method can be successfully integrated with the recent robot navigation frameworks as a low-level controller and unleash the full capability of legged robots for complex indoor navigation.