Optimization
FairGBM: Gradient Boosting with Fairness Constraints
Cruz, André F, Belém, Catarina, Jesus, Sérgio, Bravo, João, Saleiro, Pedro, Bizarro, Pedro
Tabular data is prevalent in many high-stakes domains, such as financial services or public policy. Gradient Boosted Decision Trees (GBDT) are popular in these settings due to their scalability, performance, and low training cost. While fairness in these domains is a foremost concern, existing in-processing Fair ML methods are either incompatible with GBDT, or incur in significant performance losses while taking considerably longer to train. We present FairGBM, a dual ascent learning framework for training GBDT under fairness constraints, with little to no impact on predictive performance when compared to unconstrained GBDT. Since observational fairness metrics are non-differentiable, we propose smooth convex error rate proxies for common fairness criteria, enabling gradient-based optimization using a ``proxy-Lagrangian'' formulation. Our implementation shows an order of magnitude speedup in training time relative to related work, a pivotal aspect to foster the widespread adoption of FairGBM by real-world practitioners.
Sparse Bayesian Optimization
Liu, Sulin, Feng, Qing, Eriksson, David, Letham, Benjamin, Bakshy, Eytan
Bayesian optimization (BO) is a powerful approach to sample-efficient optimization of black-box objective functions. However, the application of BO to areas such as recommendation systems often requires taking the interpretability and simplicity of the configurations into consideration, a setting that has not been previously studied in the BO literature. To make BO useful for this setting, we present several regularization-based approaches that allow us to discover sparse and more interpretable configurations. We propose a novel differentiable relaxation based on homotopy continuation that makes it possible to target sparsity by working directly with $L_0$ regularization. We identify failure modes for regularized BO and develop a hyperparameter-free method, sparsity exploring Bayesian optimization (SEBO) that seeks to simultaneously maximize a target objective and sparsity. SEBO and methods based on fixed regularization are evaluated on synthetic and real-world problems, and we show that we are able to efficiently optimize for sparsity.
The Complexity of Gradient Descent: CLS = PPAD $\cap$ PLS
Fearnley, John, Goldberg, Paul W., Hollender, Alexandros, Savani, Rahul
We study search problems that can be solved by performing Gradient Descent on a bounded convex polytopal domain and show that this class is equal to the intersection of two well-known classes: PPAD and PLS. As our main underlying technical contribution, we show that computing a Karush-Kuhn-Tucker (KKT) point of a continuously differentiable function over the domain $[0,1]^2$ is PPAD $\cap$ PLS-complete. This is the first non-artificial problem to be shown complete for this class. Our results also imply that the class CLS (Continuous Local Search) - which was defined by Daskalakis and Papadimitriou as a more "natural" counterpart to PPAD $\cap$ PLS and contains many interesting problems - is itself equal to PPAD $\cap$ PLS.
Scientists Use Reinforcement Learning To Train Quantum Algorithm - AI Summary
Recent advancements in quantum computing have driven the scientific community's quest to solve a certain class of complex problems for which quantum computers would be better suited than traditional supercomputers. In a new study, scientists at the U.S. Department of Energy's (DOE) Argonne National Laboratory have developed a new algorithm based on reinforcement learning to find the optimal parameters for the Quantum Approximate Optimization Algorithm (QAOA), which allows a quantum computer to solve certain combinatorial problems such as those that arise in materials design, chemistry and wireless communications. QAOA is a hybrid quantum-classical algorithm that uses both classical and quantum computers for approximately solving combinatorial optimization problems. A particularity of the proposed algorithm is that it can be trained on smaller problem instances, and the trained model can adapt QAOA to larger problem instances.
STEP: Stochastic Traversability Evaluation and Planning for Risk-Aware Off-road Navigation; Results from the DARPA Subterranean Challenge
Dixit, Anushri, Fan, David D., Otsu, Kyohei, Dey, Sharmita, Agha-Mohammadi, Ali-Akbar, Burdick, Joel W.
Although autonomy has gained widespread usage in structured and controlled environments, robotic autonomy in unknown and off-road terrain remains a difficult problem. Extreme, off-road, and unstructured environments such as undeveloped wilderness, caves, rubble, and other post-disaster sites pose unique and challenging problems for autonomous navigation. Based on our participation in the DARPA Subterranean Challenge, we propose an approach to improve autonomous traversal of robots in subterranean environments that are perceptually degraded and completely unknown through a traversability and planning framework called STEP (Stochastic Traversability Evaluation and Planning). We present 1) rapid uncertainty-aware mapping and traversability evaluation, 2) tail risk assessment using the Conditional Value-at-Risk (CVaR), 3) efficient risk and constraint-aware kinodynamic motion planning using sequential quadratic programming-based (SQP) model predictive control (MPC), 4) fast recovery behaviors to account for unexpected scenarios that may cause failure, and 5) risk-based gait adaptation for quadrupedal robots. We illustrate and validate extensive results from our experiments on wheeled and legged robotic platforms in field studies at the Valentine Cave, CA (cave environment), Kentucky Underground, KY (mine environment), and Louisville Mega Cavern, KY (final competition site for the DARPA Subterranean Challenge with tunnel, urban, and cave environments).
Bang-Bang Boosting of RRTs
LaValle, Alexander J., Sakcak, Basak, LaValle, Steven M.
This paper presents methods for dramatically improving the performance of sampling-based kinodynamic planners. The key component is the first-known complete, exact steering method that produces a time-optimal trajectory between any states for a vector of synchronized double integrators. This method is applied in three ways: 1) to generate RRT edges that quickly solve the two-point boundary-value problems, 2) to produce a (quasi)metric for more accurate Voronoi bias in RRTs, and 3) to iteratively time-optimize a given collision-free trajectory. Experiments are performed for state spaces with up to 2000 dimensions, resulting in improved computed trajectories and orders of magnitude computation time improvements over using ordinary metrics and constant controls.
Model-based Constrained MDP for Budget Allocation in Sequential Incentive Marketing
Xiao, Shuai, Guo, Le, Jiang, Zaifan, Lv, Lei, Chen, Yuanbo, Zhu, Jun, Yang, Shuang
Sequential incentive marketing is an important approach for online businesses to acquire customers, increase loyalty and boost sales. How to effectively allocate the incentives so as to maximize the return (e.g., business objectives) under the budget constraint, however, is less studied in the literature. This problem is technically challenging due to the facts that 1) the allocation strategy has to be learned using historically logged data, which is counterfactual in nature, and 2) both the optimality and feasibility (i.e., that cost cannot exceed budget) needs to be assessed before being deployed to online systems. In this paper, we formulate the problem as a constrained Markov decision process (CMDP). To solve the CMDP problem with logged counterfactual data, we propose an efficient learning algorithm which combines bisection search and model-based planning. First, the CMDP is converted into its dual using Lagrangian relaxation, which is proved to be monotonic with respect to the dual variable. Furthermore, we show that the dual problem can be solved by policy learning, with the optimal dual variable being found efficiently via bisection search (i.e., by taking advantage of the monotonicity). Lastly, we show that model-based planing can be used to effectively accelerate the joint optimization process without retraining the policy for every dual variable. Empirical results on synthetic and real marketing datasets confirm the effectiveness of our methods.
Leveraging Symbolic Algebra Systems to Simulate Contact Dynamics in Rigid Body Systems
Asci, Simone, Nanjangud, Angadh
Collision detection plays a key role in the simulation of interacting rigid bodies. However, owing to its computational complexity current methods typically prioritize either maximizing processing speed or fidelity to real-world behaviors. Fast real-time detection is achieved by simulating collisions with simple geometric shapes whereas incorporating more realistic geometries with multiple points of contact requires considerable computing power which slows down collision detection. In this work, we present a new approach to modeling and simulating collision-inclusive multibody dynamics by leveraging computer algebra system (CAS). This approach offers flexibility in modeling a diverse set of multibody systems applications ranging from human biomechanics to space manipulators with docking interfaces, since the geometric relationships between points and rigid bodies are handled in a generalizable manner. We also analyze the performance of integrating this symbolic modeling approach with collision detection formulated either as a traditional overlap test or as a convex optimization problem. We compare these two collision detection methods in different scenarios and collision resolution using a penalty-based method to simulate dynamics. This work demonstrates an effective simplification in solving collision dynamics problems using a symbolic approach, especially for the algorithm based on convex optimization, which is simpler to implement and, in complex collision scenarios, faster than the overlap test.
Explaining Quantum Circuits with Shapley Values: Towards Explainable Quantum Machine Learning
Heese, Raoul, Gerlach, Thore, Mücke, Sascha, Müller, Sabine, Jakobs, Matthias, Piatkowski, Nico
Methods of artificial intelligence (AI) and especially machine learning (ML) have been growing ever more complex, and at the same time have more and more impact on people's lives. This leads to explainable AI (XAI) manifesting itself as an important research field that helps humans to better comprehend ML systems. In parallel, quantum machine learning (QML) is emerging with the ongoing improvement of quantum computing hardware combined with its increasing availability via cloud services. QML enables quantum-enhanced ML in which quantum mechanics is exploited to facilitate ML tasks, typically in form of quantum-classical hybrid algorithms that combine quantum and classical resources. Quantum gates constitute the building blocks of gate-based quantum hardware and form circuits that can be used for quantum computations. For QML applications, quantum circuits are typically parameterized and their parameters are optimized classically such that a suitably defined objective function is minimized. Inspired by XAI, we raise the question of explainability of such circuits by quantifying the importance of (groups of) gates for specific goals. To this end, we transfer and adapt the well-established concept of Shapley values to the quantum realm. The resulting attributions can be interpreted as explanations for why a specific circuit works well for a given task, improving the understanding of how to construct parameterized (or variational) quantum circuits, and fostering their human interpretability in general. An experimental evaluation on simulators and two superconducting quantum hardware devices demonstrates the benefits of the proposed framework for classification, generative modeling, transpilation, and optimization. Furthermore, our results shed some light on the role of specific gates in popular QML approaches.
Convex Approximation for Probabilistic Reachable Set under Data-driven Uncertainties
Wu, Pengcheng, Martinez, Sonia, Chen, Jun
This paper is proposed to efficiently provide a convex approximation for the probabilistic reachable set of a dynamic system in the face of uncertainties. When the uncertainties are not limited to bounded ones, it may be impossible to find a bounded reachable set of the system. Instead, we turn to find a probabilistic reachable set that bounds system states with confidence. A data-driven approach of Kernel Density Estimator (KDE) accelerated by Fast Fourier Transform (FFT) is customized to model the uncertainties and obtain the probabilistic reachable set efficiently. However, the irregular or non-convex shape of the probabilistic reachable set refrains it from practice. For the sake of real applications, we formulate an optimization problem as Mixed Integer Nonlinear Programming (MINLP) whose solution accounts for an optimal $n$-sided convex polygon to approximate the probabilistic reachable set. A heuristic algorithm is then developed to solve the MINLP efficiently while ensuring accuracy. The results of comprehensive case studies demonstrate the near-optimality, accuracy, efficiency, and robustness enjoyed by the proposed algorithm. The benefits of this work pave the way for its promising applications to safety-critical real-time motion planning of uncertain systems.