Optimization
Betty: An Automatic Differentiation Library for Multilevel Optimization
Choe, Sang Keun, Neiswanger, Willie, Xie, Pengtao, Xing, Eric
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
Liao, Lizhou, Fu, Chunyun, Feng, Binbin, Su, Tian
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
Shirai, Yuki, Jha, Devesh K., Raghunathan, Arvind U.
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.
On Stability and Generalization of Bilevel Optimization Problem
Ding, Meng, Lei, Mingxi, Lei, Yunwen, Wang, Di, Xu, Jinhui
(Stochastic) bilevel optimization is a frequently encountered problem in machine learning with a wide range of applications such as meta-learning, hyper-parameter optimization, and reinforcement learning. Most of the existing studies on this problem only focused on analyzing the convergence or improving the convergence rate, while little effort has been devoted to understanding its generalization behaviors. In this paper, we conduct a thorough analysis on the generalization of first-order (gradient-based) methods for the bilevel optimization problem. We first establish a fundamental connection between algorithmic stability and generalization error in different forms and give a high probability generalization bound which improves the previous best one from $\bigO(\sqrt{n})$ to $\bigO(\log n)$, where $n$ is the sample size. We then provide the first stability bounds for the general case where both inner and outer level parameters are subject to continuous update, while existing work allows only the outer level parameter to be updated. Our analysis can be applied in various standard settings such as strongly-convex-strongly-convex (SC-SC), convex-convex (C-C), and nonconvex-nonconvex (NC-NC). Our analysis for the NC-NC setting can also be extended to a particular nonconvex-strongly-convex (NC-SC) setting that is commonly encountered in practice. Finally, we corroborate our theoretical analysis and demonstrate how iterations can affect the generalization error by experiments on meta-learning and hyper-parameter optimization.
Learning When to Use Adaptive Adversarial Image Perturbations against Autonomous Vehicles
Yoon, Hyung-Jin, Jafarnejadsani, Hamidreza, Voulgaris, Petros
The deep neural network (DNN) models for object detection using camera images are widely adopted in autonomous vehicles. However, DNN models are shown to be susceptible to adversarial image perturbations. In the existing methods of generating the adversarial image perturbations, optimizations take each incoming image frame as the decision variable to generate an image perturbation. Therefore, given a new image, the typically computationally-expensive optimization needs to start over as there is no learning between the independent optimizations. Very few approaches have been developed for attacking online image streams while considering the underlying physical dynamics of autonomous vehicles, their mission, and the environment. We propose a multi-level stochastic optimization framework that monitors an attacker's capability of generating the adversarial perturbations. Based on this capability level, a binary decision attack/not attack is introduced to enhance the effectiveness of the attacker. We evaluate our proposed multi-level image attack framework using simulations for vision-guided autonomous vehicles and actual tests with a small indoor drone in an office environment. The results show our method's capability to generate the image attack in real-time while monitoring when the attacker is proficient given state estimates.
Noisy Low-rank Matrix Optimization: Geometry of Local Minima and Convergence Rate
This paper is concerned with low-rank matrix optimization, which has found a wide range of applications in machine learning. This problem in the special case of matrix sensing has been studied extensively through the notion of Restricted Isometry Property (RIP), leading to a wealth of results on the geometric landscape of the problem and the convergence rate of common algorithms. However, the existing results can handle the problem in the case with a general objective function subject to noisy data only when the RIP constant is close to 0. In this paper, we develop a new mathematical framework to solve the above-mentioned problem with a far less restrictive RIP constant. We prove that as long as the RIP constant of the noiseless objective is less than $1/3$, any spurious local solution of the noisy optimization problem must be close to the ground truth solution. By working through the strict saddle property, we also show that an approximate solution can be found in polynomial time. We characterize the geometry of the spurious local minima of the problem in a local region around the ground truth in the case when the RIP constant is greater than $1/3$. Compared to the existing results in the literature, this paper offers the strongest RIP bound and provides a complete theoretical analysis on the global and local optimization landscapes of general low-rank optimization problems under random corruptions from any finite-variance family.
Constrained Bayesian Optimization for Automatic Underwater Vehicle Hull Design
Vardhan, Harsh, Volgyesi, Peter, Hedgecock, Will, Sztipanovits, Janos
Automatic underwater vehicle hull Design optimization is a complex engineering process for generating a UUV hull with optimized properties on a given requirement. First, it involves the integration of involved computationally complex engineering simulation tools. Second, it needs integration of a sample efficient optimization framework with the integrated toolchain. To this end, we integrated the CAD tool called FreeCAD with CFD tool openFoam for automatic design evaluation. For optimization, we chose Bayesian optimization (BO), which is a well-known technique developed for optimizing time-consuming expensive engineering simulations and has proven to be very sample efficient in a variety of problems, including hyper-parameter tuning and experimental design. During the optimization process, we can handle infeasible design as constraints integrated into the optimization process. By integrating domain-specific toolchain with AI-based optimization, we executed the automatic design optimization of underwater vehicle hull design. For empirical evaluation, we took two different use cases of real-world underwater vehicle design to validate the execution of our tool.
Muti-Agent Proximal Policy Optimization For Data Freshness in UAV-assisted Networks
Ndiaye, Mouhamed Naby, Bergou, El Houcine, Hammouti, Hajar El
Unmanned aerial vehicles (UAVs) are seen as a promising technology to perform a wide range of tasks in wireless communication networks. In this work, we consider the deployment of a group of UAVs to collect the data generated by IoT devices. Specifically, we focus on the case where the collected data is time-sensitive, and it is critical to maintain its timeliness. Our objective is to optimally design the UAVs' trajectories and the subsets of visited IoT devices such as the global Age-of-Updates (AoU) is minimized. To this end, we formulate the studied problem as a mixed-integer nonlinear programming (MINLP) under time and quality of service constraints. To efficiently solve the resulting optimization problem, we investigate the cooperative Multi-Agent Reinforcement Learning (MARL) framework and propose an RL approach based on the popular on-policy Reinforcement Learning (RL) algorithm: Policy Proximal Optimization (PPO). Our approach leverages the centralized training decentralized execution (CTDE) framework where the UAVs learn their optimal policies while training a centralized value function. Our simulation results show that the proposed MAPPO approach reduces the global AoU by at least a factor of 1/2 compared to conventional off-policy reinforcement learning approaches.
Can Fairness be Automated? Guidelines and Opportunities for Fairness-aware AutoML
Weerts, Hilde, Pfisterer, Florian, Feurer, Matthias, Eggensperger, Katharina, Bergman, Edward, Awad, Noor, Vanschoren, Joaquin, Pechenizkiy, Mykola, Bischl, Bernd, Hutter, Frank
The field of automated machine learning (AutoML) introduces techniques that automate parts of the development of machine learning (ML) systems, accelerating the process and reducing barriers for novices. However, decisions derived from ML models can reproduce, amplify, or even introduce unfairness in our societies, causing harm to (groups of) individuals. In response, researchers have started to propose AutoML systems that jointly optimize fairness and predictive performance to mitigate fairness-related harm. However, fairness is a complex and inherently interdisciplinary subject, and solely posing it as an optimization problem can have adverse side effects. With this work, we aim to raise awareness among developers of AutoML systems about such limitations of fairness-aware AutoML, while also calling attention to the potential of AutoML as a tool for fairness research. We present a comprehensive overview of different ways in which fairness-related harm can arise and the ensuing implications for the design of fairness-aware AutoML. We conclude that while fairness cannot be automated, fairness-aware AutoML can play an important role in the toolbox of an ML practitioner. We highlight several open technical challenges for future work in this direction. Additionally, we advocate for the creation of more user-centered assistive systems designed to tackle challenges encountered in fairness work.
UMS-VINS: United Monocular-Stereo Features for Visual-Inertial Tightly Coupled Odometry
Jiang, Chaoyang, Zheng, Xiaoni, Jin, Zhe, Yu, Chengpu
This paper introduces the united monocular-stereo features into a visual-inertial tightly coupled odometry (UMS-VINS) for robust pose estimation. UMS-VINS requires two cameras and a low-cost inertial measurement unit (IMU). The UMS-VINS is an evolution of VINS-FUSION, which modifies the VINS-FUSION from the following three perspectives. 1) UMS-VINS extracts and tracks features from the sub-pixel plane to achieve better positions of the features. 2) UMS-VINS introduces additional 2-dimensional features from the left and/or right cameras. 3) If the visual initialization fails, the IMU propagation is directly used for pose estimation, and if the visual-IMU alignment fails, UMS-VINS estimates the pose via the visual odometry. The performances on both public datasets and new real-world experiments indicate that the proposed UMS-VINS outperforms the VINS-FUSION from the perspective of localization accuracy, localization robustness, and environmental adaptability.