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 Optimization


Variational Principles for Mirror Descent and Mirror Langevin Dynamics

arXiv.org Artificial Intelligence

Mirror descent, introduced by Nemirovski and Yudin in the 1970s, is a primal-dual convex optimization method that can be tailored to the geometry of the optimization problem at hand through the choice of a strongly convex potential function. It arises as a basic primitive in a variety of applications, including large-scale optimization, machine learning, and control. This paper proposes a variational formulation of mirror descent and of its stochastic variant, mirror Langevin dynamics. The main idea, inspired by the classic work of Brezis and Ekeland on variational principles for gradient flows, is to show that mirror descent emerges as a closed-loop solution for a certain optimal control problem, and the Bellman value function is given by the Bregman divergence between the initial condition and the global minimizer of the objective function.


Orthogonal Directions Constrained Gradient Method: from non-linear equality constraints to Stiefel manifold

arXiv.org Machine Learning

We consider the problem of minimizing a non-convex function over a smooth manifold $\mathcal{M}$. We propose a novel algorithm, the Orthogonal Directions Constrained Gradient Method (ODCGM) which only requires computing a projection onto a vector space. ODCGM is infeasible but the iterates are constantly pulled towards the manifold, ensuring the convergence of ODCGM towards $\mathcal{M}$. ODCGM is much simpler to implement than the classical methods which require the computation of a retraction. Moreover, we show that ODCGM exhibits the near-optimal oracle complexities $\mathcal{O}(1/\varepsilon^2)$ and $\mathcal{O}(1/\varepsilon^4)$ in the deterministic and stochastic cases, respectively. Furthermore, we establish that, under an appropriate choice of the projection metric, our method recovers the landing algorithm of Ablin and Peyr\'e (2022), a recently introduced algorithm for optimization over the Stiefel manifold. As a result, we significantly extend the analysis of Ablin and Peyr\'e (2022), establishing near-optimal rates both in deterministic and stochastic frameworks. Finally, we perform numerical experiments which shows the efficiency of ODCGM in a high-dimensional setting.


AirMatch Technology Brief

#artificialintelligence

Aruba AirMatch is designed to optimize network performance by quickly adapting to system-wide RF conditions. It goes beyond Aruba's Adaptive Radio Management technology by utilizing AI machine learning principles to automate RF optimization across the entire network.


IMPACT: A Toolchain for Nonlinear Model Predictive Control Specification, Prototyping, and Deployment

arXiv.org Artificial Intelligence

The toolchain reduces the engineering complexity of NMPC implementations by providing the user with an easy-to-use application programming interface, and with the flexibility of using multiple state-of-the-art tools and numerical optimization solvers for rapid prototyping of NMPC solutions. IMPACT is written in Python, users can call it from Python and MATLAB, and the generated NMPC solvers can be directly executed from C, Python, MATLAB and Simulink. An application example is presented involving problem specification and deployment on embedded hardware using Simulink, showing the effectiveness and applicability of IMPACT for NMPC-based solutions.


Fairness Guaranteed and Auction-based x-haul and Cloud Resource Allocation in Multi-tenant O-RANs

arXiv.org Artificial Intelligence

The open-radio access network (O-RAN) embraces cloudification and network function virtualization for base-band function processing by dis-aggregated radio units (RUs), distributed units (DUs), and centralized units (CUs). These enable the cloud-RAN vision in full, where multiple mobile network operators (MNOs) can install their proprietary or open RUs, but lease on-demand computational resources for DU-CU functions from commonly available open-clouds via open x-haul interfaces. In this paper, we propose and compare the performances of min-max fairness and Vickrey-Clarke-Groves (VCG) auction-based x-haul and DU-CU resource allocation mechanisms to create a multi-tenant O-RAN ecosystem that is sustainable for small, medium, and large MNOs. The min-max fair approach minimizes the maximum OPEX of RUs through cost-sharing proportional to their demands, whereas the VCG auction-based approach minimizes the total OPEX for all resources utilized while extracting truthful demands from RUs. We consider time-wavelength division multiplexed (TWDM) passive optical network (PON)-based x-haul interfaces where PON virtualization technique is used to flexibly provide optical connections among RUs and edge-clouds at macro-cell RU locations as well as open-clouds at the central office locations. Moreover, we design efficient heuristics that yield significantly better economic efficiency and network resource utilization than conventional greedy resource allocation algorithms and reinforcement learning-based algorithms.


ES-ENAS: Efficient Evolutionary Optimization for Large Hybrid Search Spaces

arXiv.org Artificial Intelligence

In this paper, we approach the problem of optimizing blackbox functions over large hybrid search spaces consisting of both combinatorial and continuous parameters. We demonstrate that previous evolutionary algorithms which rely on mutation-based approaches, while flexible over combinatorial spaces, suffer from a curse of dimensionality in high dimensional continuous spaces both theoretically and empirically, which thus limits their scope over hybrid search spaces as well. In order to combat this curse, we propose ES-ENAS, a simple and modular joint optimization procedure combining the class of sample-efficient smoothed gradient techniques, commonly known as Evolutionary Strategies (ES), with combinatorial optimizers in a highly scalable and intuitive way, inspired by the one-shot or supernet paradigm introduced in Efficient Neural Architecture Search (ENAS). By doing so, we achieve significantly more sample efficiency, which we empirically demonstrate over synthetic benchmarks, and are further able to apply ES-ENAS for architecture search over popular RL benchmarks.


Search for universal minimum drag resistance underwater vehicle hull using CFD

arXiv.org Artificial Intelligence

In Autonomous Underwater Vehicles (AUVs) design, hull resistance is an important factor in determining the power requirements and range of vehicle and consequently affect battery size, weight, and volume requirement of the design. In this paper, we leverage on AI-based optimization algorithm along with Computational Fluid Dynamics (CFD) simulation to study the optimal hull design that minimizing the resistance. By running the CFD-based optimization at different operating velocities and turbulence intensity, we want to study/search the possibility of a universal design that will provide least resistance/near-optimal design across all operating conditions (operating velocity) and environmental conditions (turbulence intensity). Early result demonstrated that the optimal design found at low velocity and low turbulence condition performs very poor at high velocity and high turbulence conditions. However, a design that is optimal at high velocity and high turbulence conditions performs near-optimal across many considered velocity and turbulence conditions.


Betty: An Automatic Differentiation Library for Multilevel Optimization

arXiv.org Artificial Intelligence

Gradient-based multilevel optimization (MLO) has gained attention as a framework for studying numerous problems, ranging from hyperparameter optimization and meta-learning to neural architecture search and reinforcement learning. However, gradients in MLO, which are obtained by composing best-response Jacobians via the chain rule, are notoriously difficult to implement and memory/compute intensive. Multilevel optimization (MLO) addresses nested optimization scenarios, where upper level optimization problems are constrained by lower level optimization problems following an underlying hierarchical dependency. MLO has gained considerable attention as a unified mathematical framework for studying diverse problems including meta-learning (Finn et al., 2017; Rajeswaran et al., 2019), hyperparameter optimization (Franceschi et al., 2017), neural architecture search (Liu et al., 2019), and reinforcement learning (Konda & Tsitsiklis, 1999; Rajeswaran et al., 2020). While a majority of existing work is built upon bilevel optimization, the simplest case of MLO, there have been recent efforts that go beyond this two-level hierarchy. For example, (Raghu et al., 2021) proposed trilevel optimization that combines hyperparameter optimization with two-level pretraining and finetuning. More generally, conducting joint optimization over machine learning pipelines consisting of multiple models and hyperparameter sets can be approached as deeper instances of MLO (Garg et al., 2022; Raghu et al., 2021; Somayajula et al., 2022; Such et al., 2020). Following its increasing popularity, a multitude of optimization algorithms have been proposed to solve MLO. Among them, gradient-based (or first-order) approaches (Pearlmutter & Siskind, 2008; Lorraine et al., 2020; Raghu et al., 2021; Sato et al., 2021) have recently received the limelight from the machine learning community, due to their ability to carry out efficient high-dimensional optimization, under which all of the above listed applications fall. Nevertheless, research in gradientbased MLO has been largely impeded by two major bottlenecks.


Optimized SC-F-LOAM: Optimized Fast LiDAR Odometry and Mapping Using Scan Context

arXiv.org Artificial Intelligence

LiDAR odometry can achieve accurate vehicle pose estimation for short driving range or in small-scale environments, but for long driving range or in large-scale environments, the accuracy deteriorates as a result of cumulative estimation errors. This drawback necessitates the inclusion of loop closure detection in a SLAM framework to suppress the adverse effects of cumulative errors. To improve the accuracy of pose estimation, we propose a new LiDAR-based SLAM method which uses F-LOAM as LiDAR odometry, Scan Context for loop closure detection, and GTSAM for global optimization. In our approach, an adaptive distance threshold (instead of a fixed threshold) is employed for loop closure detection, which achieves more accurate loop closure detection results. Besides, a feature-based matching method is used in our approach to compute vehicle pose transformations between loop closure point cloud pairs, instead of using the raw point cloud obtained by the LiDAR sensor, which significantly reduces the computation time. The KITTI dataset is used for verifications of our method, and the experimental results demonstrate that the proposed method outperforms typical LiDAR odometry/SLAM methods in the literature. Our code is made publicly available for the benefit of the community.


Robust Pivoting Manipulation using Contact Implicit Bilevel Optimization

arXiv.org Artificial Intelligence

Generalizable manipulation requires that robots be able to interact with novel objects and environment. This requirement makes manipulation extremely challenging as a robot has to reason about complex frictional interactions with uncertainty in physical properties of the object and the environment. In this paper, we study robust optimization for planning of pivoting manipulation in the presence of uncertainties. We present insights about how friction can be exploited to compensate for inaccuracies in the estimates of the physical properties during manipulation. Under certain assumptions, we derive analytical expressions for stability margin provided by friction during pivoting manipulation. This margin is then used in a Contact Implicit Bilevel Optimization (CIBO) framework to optimize a trajectory that maximizes this stability margin to provide robustness against uncertainty in several physical parameters of the object. We present analysis of the stability margin with respect to several parameters involved in the underlying bilevel optimization problem. We demonstrate our proposed method using a 6 DoF manipulator for manipulating several different objects.