Optimization
Federated Learning with Regularized Client Participation
Malinovsky, Grigory, Horváth, Samuel, Burlachenko, Konstantin, Richtárik, Peter
Federated Learning (FL) is a distributed machine learning approach where multiple clients work together to solve a machine learning task. One of the key challenges in FL is the issue of partial participation, which occurs when a large number of clients are involved in the training process. The traditional method to address this problem is randomly selecting a subset of clients at each communication round. In our research, we propose a new technique and design a novel regularized client participation scheme. Under this scheme, each client joins the learning process every $R$ communication rounds, which we refer to as a meta epoch. We have found that this participation scheme leads to a reduction in the variance caused by client sampling. Combined with the popular FedAvg algorithm (McMahan et al., 2017), it results in superior rates under standard assumptions. For instance, the optimization term in our main convergence bound decreases linearly with the product of the number of communication rounds and the size of the local dataset of each client, and the statistical term scales with step size quadratically instead of linearly (the case for client sampling with replacement), leading to better convergence rate $\mathcal{O}\left(\frac{1}{T^2}\right)$ compared to $\mathcal{O}\left(\frac{1}{T}\right)$, where $T$ is the total number of communication rounds. Furthermore, our results permit arbitrary client availability as long as each client is available for training once per each meta epoch.
Differentially Private Distributed Convex Optimization
This paper considers distributed optimization (DO) where multiple agents cooperate to minimize a global objective function, expressed as a sum of local objective functions, subject to some constraints. In DO, each agent iteratively solves a local optimization model constructed by its own data and communicates some information (e.g., a local solution) with its neighbors in a communication network until a global solution is obtained. Even though locally stored data are not shared with other agents, it is still possible to reconstruct the data from the information communicated among agents, which could limit the practical usage of DO in applications with sensitive data. To address this issue, we propose a privacy-preserving DO algorithm for constrained convex optimization models, which provides a statistical guarantee of data privacy, known as differential privacy, and a sequence of iterates that converges to an optimal solution in expectation. The proposed algorithm generalizes a linearized alternating direction method of multipliers by introducing a multiple local updates technique to reduce communication costs and incorporating an objective perturbation method in the local optimization models to compute and communicate randomized feasible local solutions that cannot be utilized to reconstruct the local data, thus preserving data privacy. Under the existence of convex constraints, we show that, while both algorithms provide the same level of data privacy, the objective perturbation used in the proposed algorithm can provide better solutions than does the widely adopted output perturbation method that randomizes the local solutions by adding some noise. We present the details of privacy and convergence analyses and numerically demonstrate the effectiveness of the proposed algorithm by applying it in two different applications, namely, distributed control of power flow and federated learning, where data privacy is of concern.
Predict-and-Critic: Accelerated End-to-End Predictive Control for Cloud Computing through Reinforcement Learning
Sridhar, Kaustubh, Singh, Vikramank, Narayanaswamy, Balakrishnan, Sankararaman, Abishek
Cloud computing holds the promise of reduced costs through economies of scale. To realize this promise, cloud computing vendors typically solve sequential resource allocation problems, where customer workloads are packed on shared hardware. Virtual machines (VM) form the foundation of modern cloud computing as they help logically abstract user compute from shared physical infrastructure. Traditionally, VM packing problems are solved by predicting demand, followed by a Model Predictive Control (MPC) optimization over a future horizon. We introduce an approximate formulation of an industrial VM packing problem as an MILP with soft-constraints parameterized by the predictions. Recently, predict-and-optimize (PnO) was proposed for end-to-end training of prediction models by back-propagating the cost of decisions through the optimization problem. But, PnO is unable to scale to the large prediction horizons prevalent in cloud computing. To tackle this issue, we propose the Predict-and-Critic (PnC) framework that outperforms PnO with just a two-step horizon by leveraging reinforcement learning. PnC jointly trains a prediction model and a terminal Q function that approximates cost-to-go over a long horizon, by back-propagating the cost of decisions through the optimization problem \emph{and from the future}. The terminal Q function allows us to solve a much smaller two-step horizon optimization problem than the multi-step horizon necessary in PnO. We evaluate PnO and the PnC framework on two datasets, three workloads, and with disturbances not modeled in the optimization problem. We find that PnC significantly improves decision quality over PnO, even when the optimization problem is not a perfect representation of reality. We also find that hardening the soft constraints of the MILP and back-propagating through the constraints improves decision quality for both PnO and PnC.
Optimizing Quantum Federated Learning Based on Federated Quantum Natural Gradient Descent
Qi, Jun, Zhang, Xiao-Lei, Tejedor, Javier
Quantum federated learning (QFL) is a quantum extension of the classical federated learning model across multiple local quantum devices. An efficient optimization algorithm is always expected to minimize the communication overhead among different quantum participants. In this work, we propose an efficient optimization algorithm, namely federated quantum natural gradient descent (FQNGD), and further, apply it to a QFL framework that is composed of a variational quantum circuit (VQC)-based quantum neural networks (QNN). Compared with stochastic gradient descent methods like Adam and Adagrad, the FQNGD algorithm admits much fewer training iterations for the QFL to get converged. Moreover, it can significantly reduce the total communication overhead among local quantum devices. Our experiments on a handwritten digit classification dataset justify the effectiveness of the FQNGD for the QFL framework in terms of a faster convergence rate on the training set and higher accuracy on the test set.
Density Planner: Minimizing Collision Risk in Motion Planning with Dynamic Obstacles using Density-based Reachability
Lützow, Laura, Meng, Yue, Armijos, Andres Chavez, Fan, Chuchu
Uncertainty is prevalent in robotics. Due to measurement noise and complex dynamics, we cannot estimate the exact system and environment state. Since conservative motion planners are not guaranteed to find a safe control strategy in a crowded, uncertain environment, we propose a density-based method. Our approach uses a neural network and the Liouville equation to learn the density evolution for a system with an uncertain initial state. We can plan for feasible and probably safe trajectories by applying a gradient-based optimization procedure to minimize the collision risk. We conduct motion planning experiments on simulated environments and environments generated from real-world data and outperform baseline methods such as model predictive control and nonlinear programming. While our method requires offline planning, the online run time is 100 times smaller compared to model predictive control.
In search of the most efficient and memory-saving visualization of high dimensional data
Interactive exploration of large, multidimensional datasets plays a very important role in various scientific fields. It makes it possible not only to identify important structural features and forms, such as clusters of vertices and their connection patterns, but also to evaluate their interrelationships in terms of position, distance, shape and connection density. We argue that the visualization of multidimensional data is well approximated by the problem of two-dimensional embedding of undirected nearest-neighbor graphs. The size of complex networks is a major challenge for today's computer systems and still requires more efficient data embedding algorithms. Existing reduction methods are too slow and do not allow interactive manipulation. We show that high-quality embeddings are produced with minimal time and memory complexity. We present very efficient IVHD algorithms (CPU and GPU) and compare them with the latest and most popular dimensionality reduction methods. We show that the memory and time requirements are dramatically lower than for base codes. At the cost of a slight degradation in embedding quality, IVHD preserves the main structural properties of the data well with a much lower time budget. We also present a meta-algorithm that allows the use of any unsupervised data embedding method in a supervised manner.
Augmented Quaternion and Augmented Unit Quaternion Optimization
Qi, Liqun, Wang, Xiangke, Cui, Chunfeng
In this paper, we introduce and explore augmented quaternions and augmented unit quaternions, and present an augmented unit quaternion optimization model. An augmented quaternion consist of a quaternion and a translation vector. The multiplication rule of augmented quaternion is defined. An augmented unit quaternion consists of a unit quaternion and a translation vector. The augmented unit quaternions form a Lie group. By means of augmented unit quaternions, we study the error model and kinematics. Then we formulate two classical problems in robot research, i.e., the hand-eye calibration problem and the simultaneous localization and mapping (SLAM) problem as augmented unit quaternion optimization problems, which are actually real smooth spherical equality constrained optimization problems. Comparing with the corresponding unit dual quaternion optimization model, the augmented unit quaternion optimization model has less variables and removes the orthogonality constraints.
On the Connection between Greedy Algorithms and Imperfect Rationality
Ferraioli, Diodato, Ventre, Carmine
The design of algorithms or protocols that are able to align the goals of the planner with the selfish interests of the agents involved in these protocols is of paramount importance in almost every decentralized setting (such as, computer networks, markets, etc.) as shown by the rich literature in Mechanism Design. Recently, huge interest has been devoted to the design of mechanisms for imperfectly rational agents, i.e., mechanisms for which agents are able to easily grasp that there is no action different from following the protocol that would satisfy their interests better. This work has culminated in the definition of Obviously Strategyproof (OSP) Mechanisms, that have been shown to capture the incentives of agents without contingent reasoning skills. Without an understanding of the algorithmic nature of OSP mechanisms, it is hard to assess how well these mechanisms can satisfy the goals of the planner. For the case of binary allocation problems and agents whose private type is a single number, recent work has shown that a generalization of greedy completely characterizes OSP. In this work, we strengthen the connection between greedy and OSP by providing a characterization of OSP mechanisms for all optimization problems involving these single-parameter agents. Specifically, we prove that OSP mechanisms must essentially work as follows: they either greedily look for agents with ``better'' types and allocate them larger outcomes; or reverse greedily look for agents with ``worse'' types and allocate them smaller outcomes; or, finally, split the domain of agents in ``good'' and ``bad'' types, and subsequently proceed in a reverse greedy fashion for the former and greedily for the latter. We further demonstrate how to use this characterization to give bounds on the approximation guarantee of OSP mechanisms for the well known scheduling related machines problem.
Global optimization in the discrete and variable-dimension conformational space: The case of crystal with the strongest atomic cohesion
Cheng, Guanjian, Gong, Xin-Gao, Yin, Wan-Jian
We introduce a computational method to optimize target physical properties in the full configuration space regarding atomic composition, chemical stoichiometry, and crystal structure. The approach combines the universal potential of the crystal graph neural network and Bayesian optimization. The proposed approach effectively obtains the crystal structure with the strongest atomic cohesion from all possible crystals. Several new crystals with high atomic cohesion are identified and confirmed by density functional theory for thermodynamic and dynamic stability. Our method introduces a novel approach to inverse materials design with additional functional properties for practical applications.
Autotuning Symbolic Optimization Fabrics for Trajectory Generation
Spahn, Max, Alonso-Mora, Javier
In this paper, we present an automated parameter optimization method for trajectory generation. We formulate parameter optimization as a constrained optimization problem that can be effectively solved using Bayesian optimization. While the approach is generic to any trajectory generation method, we showcase it using optimization fabrics. Optimization fabrics are a geometric trajectory generation method based on non-Riemannian geometry. By symbolically pre-solving the structure of the tree of fabrics, we obtain a parameterized trajectory generator, called symbolic fabrics. We show that autotuned symbolic fabrics reach expert-level performance in a few trials. Additionally, we show that tuning transfers across different robots, motion planning problems and between simulation and real world. Finally, we qualitatively showcase that the framework could be used for coupled mobile manipulation.