Optimization
Efficient Object Manipulation Planning with Monte Carlo Tree Search
Zhu, Huaijiang, Meduri, Avadesh, Righetti, Ludovic
This paper presents an efficient approach to object manipulation planning using Monte Carlo Tree Search (MCTS) to find contact sequences and an efficient ADMM-based trajectory optimization algorithm to evaluate the dynamic feasibility of candidate contact sequences. To accelerate MCTS, we propose a methodology to learn a goal-conditioned policy-value network to direct the search towards promising nodes. Further, manipulation-specific heuristics enable to drastically reduce the search space. Systematic object manipulation experiments in a physics simulator and on real hardware demonstrate the efficiency of our approach. In particular, our approach scales favorably for long manipulation sequences thanks to the learned policy-value network, significantly improving planning success rate.
A Decoupled and Linear Framework for Global Outlier Rejection over Planar Pose Graph
We propose a robust framework for the planar pose graph optimization contaminated by loop closure outliers. Our framework rejects outliers by first decoupling the robust PGO problem wrapped by a Truncated Least Squares kernel into two subproblems. Then, the framework introduces a linear angle representation to rewrite the first subproblem that is originally formulated with rotation matrices. The framework is configured with the Graduated Non-Convexity (GNC) algorithm to solve the two non-convex subproblems in succession without initial guesses. Thanks to the linearity properties of both the subproblems, our framework requires only linear solvers to optimally solve the optimization problems encountered in GNC. We extensively validate the proposed framework, named DEGNC-LAF (DEcoupled Graduated Non-Convexity with Linear Angle Formulation) in planar PGO benchmarks. It turns out that it runs significantly (sometimes up to over 30 times) faster than the standard and general-purpose GNC while resulting in high-quality estimates.
Going faster to see further: GPU-accelerated value iteration and simulation for perishable inventory control using JAX
Farrington, Joseph, Li, Kezhi, Wong, Wai Keong, Utley, Martin
Value iteration can find the optimal replenishment policy for a perishable inventory problem, but is computationally demanding due to the large state spaces that are required to represent the age profile of stock. The parallel processing capabilities of modern GPUs can reduce the wall time required to run value iteration by updating many states simultaneously. The adoption of GPU-accelerated approaches has been limited in operational research relative to other fields like machine learning, in which new software frameworks have made GPU programming widely accessible. We used the Python library JAX to implement value iteration and simulators of the underlying Markov decision processes in a high-level API, and relied on this library's function transformations and compiler to efficiently utilize GPU hardware. Our method can extend use of value iteration to settings that were previously considered infeasible or impractical. We demonstrate this on example scenarios from three recent studies which include problems with over 16 million states and additional problem features, such as substitution between products, that increase computational complexity. We compare the performance of the optimal replenishment policies to heuristic policies, fitted using simulation optimization in JAX which allowed the parallel evaluation of multiple candidate policy parameters on thousands of simulated years. The heuristic policies gave a maximum optimality gap of 2.49%. Our general approach may be applicable to a wide range of problems in operational research that would benefit from large-scale parallel computation on consumer-grade GPU hardware.
Protein Sequence Design with Batch Bayesian Optimisation
Protein sequence design is a challenging problem in protein engineering, which aims to discover novel proteins with useful biological functions. Directed evolution is a widely-used approach for protein sequence design, which mimics the evolution cycle in a laboratory environment and conducts an iterative protocol. However, the burden of laboratory experiments can be reduced by using machine learning approaches to build a surrogate model of the protein landscape and conducting in-silico population selection through model-based fitness prediction. In this paper, we propose a new method based on Batch Bayesian Optimization (Batch BO), a well-established optimization method, for protein sequence design. By incorporating Batch BO into the directed evolution process, our method is able to make more informed decisions about which sequences to select for artificial evolution, leading to improved performance and faster convergence. We evaluate our method on a suite of in-silico protein sequence design tasks and demonstrate substantial improvement over baseline algorithms.
Inequality Constrained Trajectory Optimization with A Hybrid Multiple-shooting iLQR
Tang, Yunxi, Chu, Xiangyu, Jin, Wanxin, Au, K. W. Samuel
Trajectory optimization has been used extensively in robotic systems. In particular, iterative Linear Quadratic Regulator (iLQR) has performed well as an off-line planner and online nonlinear model predictive control solver, with a lower computational cost. However, standard iLQR cannot handle any constraints or perform reasonable initialization of a state trajectory. In this paper, we propose a hybrid constrained iLQR variant with a multiple-shooting framework to incorporate general inequality constraints and infeasible states initialization. The main technical contributions are twofold: 1) In addition to inheriting the simplicity of the initialization in multiple-shooting settings, a two-stage framework is developed to deal with state and/or control constraints robustly without loss of the linear feedback term of iLQR. Such a hybrid strategy offers fast convergence of constraint satisfaction. 2) An improved globalization strategy is proposed to exploit the coupled effects between line-searching and regularization, which is able to enhance the numerical robustness of the constrained iLQR approaches. Our approach is tested on various constrained trajectory optimization problems and outperforms the commonly-used collocation and shooting methods.
Granular-ball Optimization Algorithm
Xia, Shuyin, Chen, Jiancu, Hou, Bin, Wang, Guoyin
The existing intelligent optimization algorithms are designed based on the finest granularity, i.e., a point. This leads to weak global search ability and inefficiency. To address this problem, we proposed a novel multi-granularity optimization algorithm, namely granular-ball optimization algorithm (GBO), by introducing granular-ball computing. GBO uses many granular-balls to cover the solution space. Quite a lot of small and fine-grained granular-balls are used to depict the important parts, and a little number of large and coarse-grained granular-balls are used to depict the inessential parts. Fine multi-granularity data description ability results in a higher global search capability and faster convergence speed. In comparison with the most popular and state-of-the-art algorithms, the experiments on twenty benchmark functions demonstrate its better performance. The faster speed, higher approximation ability of optimal solution, no hyper-parameters, and simpler design of GBO make it an all-around replacement of most of the existing popular intelligent optimization algorithms.
Representation Bias in Data: A Survey on Identification and Resolution Techniques
Shahbazi, Nima, Lin, Yin, Asudeh, Abolfazl, Jagadish, H. V.
Data-driven algorithms are only as good as the data they work with, while data sets, especially social data, often fail to represent minorities adequately. Representation Bias in data can happen due to various reasons ranging from historical discrimination to selection and sampling biases in the data acquisition and preparation methods. Given that "bias in, bias out", one cannot expect AI-based solutions to have equitable outcomes for societal applications, without addressing issues such as representation bias. While there has been extensive study of fairness in machine learning models, including several review papers, bias in the data has been less studied. This paper reviews the literature on identifying and resolving representation bias as a feature of a data set, independent of how consumed later. The scope of this survey is bounded to structured (tabular) and unstructured (e.g., image, text, graph) data. It presents taxonomies to categorize the studied techniques based on multiple design dimensions and provides a side-by-side comparison of their properties. There is still a long way to fully address representation bias issues in data. The authors hope that this survey motivates researchers to approach these challenges in the future by observing existing work within their respective domains.
New Research on Exhaustive Search part2(Machine Learning)
Abstract: Symbolic regression is a powerful system identification technique in industrial scenarios where no prior knowledge on model structure is available. Such scenarios often require specific model properties such as interpretability, robustness, trustworthiness and plausibility, that are not easily achievable using standard approaches like genetic programming for symbolic regression. In this chapter we introduce a deterministic symbolic regression algorithm specifically designed to address these issues. The algorithm uses a context-free grammar to produce models that are parameterized by a non-linear least squares local optimization procedure. A finite enumeration of all possible models is guaranteed by structural restrictions as well as a caching mechanism for detecting semantically equivalent solutions.
Geometry-aware Bayesian Optimization in Robotics using Riemannian Mat\'ern Kernels
Jaquier, Noémie, Borovitskiy, Viacheslav, Smolensky, Andrei, Terenin, Alexander, Asfour, Tamim, Rozo, Leonel
Bayesian optimization is a data-efficient technique which can be used for control parameter tuning, parametric policy adaptation, and structure design in robotics. Many of these problems require optimization of functions defined on non-Euclidean domains like spheres, rotation groups, or spaces of positive-definite matrices. To do so, one must place a Gaussian process prior, or equivalently define a kernel, on the space of interest. Effective kernels typically reflect the geometry of the spaces they are defined on, but designing them is generally non-trivial. Recent work on the Riemannian Mat\'ern kernels, based on stochastic partial differential equations and spectral theory of the Laplace-Beltrami operator, offers promising avenues towards constructing such geometry-aware kernels. In this paper, we study techniques for implementing these kernels on manifolds of interest in robotics, demonstrate their performance on a set of artificial benchmark functions, and illustrate geometry-aware Bayesian optimization for a variety of robotic applications, covering orientation control, manipulability optimization, and motion planning, while showing its improved performance.
Push--Pull with Device Sampling
Hsieh, Yu-Guan, Laguel, Yassine, Iutzeler, Franck, Malick, Jérôme
We consider decentralized optimization problems in which a number of agents collaborate to minimize the average of their local functions by exchanging over an underlying communication graph. Specifically, we place ourselves in an asynchronous model where only a random portion of nodes perform computation at each iteration, while the information exchange can be conducted between all the nodes and in an asymmetric fashion. For this setting, we propose an algorithm that combines gradient tracking with a network-level variance reduction (in contrast to variance reduction within each node). This enables each node to track the average of the gradients of the objective functions. Our theoretical analysis shows that the algorithm converges linearly, when the local objective functions are strongly convex, under mild connectivity conditions on the expected mixing matrices. In particular, our result does not require the mixing matrices to be doubly stochastic. In the experiments, we investigate a broadcast mechanism that transmits information from computing nodes to their neighbors, and confirm the linear convergence of our method on both synthetic and real-world datasets.