Optimization
Feasible Recourse Plan via Diverse Interpolation
Nguyen, Duy, Bui, Ngoc, Nguyen, Viet Anh
Explaining algorithmic decisions and recommending actionable feedback is increasingly important for machine learning applications. Recently, significant efforts have been invested in finding a diverse set of recourses to cover the wide spectrum of users' preferences. However, existing works often neglect the requirement that the recourses should be close to the data manifold; hence, the constructed recourses might be implausible and unsatisfying to users. To address these issues, we propose a novel approach that explicitly directs the diverse set of actionable recourses towards the data manifold. We first find a diverse set of prototypes in the favorable class that balances the trade-off between diversity and proximity. We demonstrate two specific methods to find these prototypes: either by finding the maximum a posteriori estimate of a determinantal point process or by solving a quadratic binary program. To ensure the actionability constraints, we construct an actionability graph in which the nodes represent the training samples and the edges indicate the feasible action between two instances. We then find a feasible path to each prototype, and this path demonstrates the feasible actions for each recourse in the plan. The experimental results show that our method produces a set of recourses that are close to the data manifold while delivering a better cost-diversity trade-off than existing approaches.
TMoE-P: Towards the Pareto Optimum for Multivariate Soft Sensors
Pan, Licheng, Wang, Hao, Chen, Zhichao, Huang, Yuxing, Liu, Xinggao
Multi-variate soft sensor seeks accurate estimation of multiple quality variables using measurable process variables, which have emerged as a key factor in improving the quality of industrial manufacturing. The current progress stays in some direct applications of multitask network architectures; however, there are two fundamental issues remain yet to be investigated with these approaches: (1) negative transfer, where sharing representations despite the difference of discriminate representations for different objectives degrades performance; (2) seesaw phenomenon, where the optimizer focuses on one dominant yet simple objective at the expense of others. In this study, we reformulate the multi-variate soft sensor to a multi-objective problem, to address both issues and advance state-of-the-art performance. To handle the negative transfer issue, we first propose an Objective-aware Mixture-of-Experts (OMoE) module, utilizing objective-specific and objective-shared experts for parameter sharing while maintaining the distinction between objectives. To address the seesaw phenomenon, we then propose a Pareto Objective Routing (POR) module, adjusting the weights of learning objectives dynamically to achieve the Pareto optimum, with solid theoretical supports. We further present a Task-aware Mixture-of-Experts framework for achieving the Pareto optimum (TMoE-P) in multi-variate soft sensor, which consists of a stacked OMoE module and a POR module. We illustrate the efficacy of TMoE-P with an open soft sensor benchmark, where TMoE-P effectively alleviates the negative transfer and seesaw issues and outperforms the baseline models.
Improving Sample Efficiency in Evolutionary RL Using Off-Policy Ranking
R, Eshwar S, Kolathaya, Shishir, Thoppe, Gugan
Evolution Strategy (ES) is a powerful black-box optimization technique based on the idea of natural evolution. In each of its iterations, a key step entails ranking candidate solutions based on some fitness score. For an ES method in Reinforcement Learning (RL), this ranking step requires evaluating multiple policies. This is presently done via on-policy approaches: each policy's score is estimated by interacting several times with the environment using that policy. This leads to a lot of wasteful interactions since, once the ranking is done, only the data associated with the top-ranked policies is used for subsequent learning. To improve sample efficiency, we propose a novel off-policy alternative for ranking, based on a local approximation for the fitness function. We demonstrate our idea in the context of a state-of-the-art ES method called the Augmented Random Search (ARS). Simulations in MuJoCo tasks show that, compared to the original ARS, our off-policy variant has similar running times for reaching reward thresholds but needs only around 70% as much data. It also outperforms the recent Trust Region ES. We believe our ideas should be extendable to other ES methods as well.
AdaGDA: Faster Adaptive Gradient Descent Ascent Methods for Minimax Optimization
Huang, Feihu, Wu, Xidong, Hu, Zhengmian
In the paper, we propose a class of faster adaptive Gradient Descent Ascent (GDA) methods for solving the nonconvex-strongly-concave minimax problems by using the unified adaptive matrices, which include almost all existing coordinate-wise and global adaptive learning rates. In particular, we provide an effective convergence analysis framework for our adaptive GDA methods. Specifically, we propose a fast Adaptive Gradient Descent Ascent (AdaGDA) method based on the basic momentum technique, which reaches a lower gradient complexity of $\tilde{O}(\kappa^4\epsilon^{-4})$ for finding an $\epsilon$-stationary point without large batches, which improves the existing results of the adaptive GDA methods by a factor of $O(\sqrt{\kappa})$. Moreover, we propose an accelerated version of AdaGDA (VR-AdaGDA) method based on the momentum-based variance reduced technique, which achieves a lower gradient complexity of $\tilde{O}(\kappa^{4.5}\epsilon^{-3})$ for finding an $\epsilon$-stationary point without large batches, which improves the existing results of the adaptive GDA methods by a factor of $O(\epsilon^{-1})$. Moreover, we prove that our VR-AdaGDA method can reach the best known gradient complexity of $\tilde{O}(\kappa^{3}\epsilon^{-3})$ with the mini-batch size $O(\kappa^3)$. The experiments on policy evaluation and fair classifier learning tasks are conducted to verify the efficiency of our new algorithms.
$\{\text{PF}\}^2$ES: Parallel Feasible Pareto Frontier Entropy Search for Multi-Objective Bayesian Optimization
Qing, Jixiang, Moss, Henry B., Dhaene, Tom, Couckuyt, Ivo
We present Parallel Feasible Pareto Frontier Entropy Search ($\{\text{PF}\}^2$ES) -- a novel information-theoretic acquisition function for multi-objective Bayesian optimization supporting unknown constraints and batch query. Due to the complexity of characterizing the mutual information between candidate evaluations and (feasible) Pareto frontiers, existing approaches must either employ crude approximations that significantly hamper their performance or rely on expensive inference schemes that substantially increase the optimization's computational overhead. By instead using a variational lower bound, $\{\text{PF}\}^2$ES provides a low-cost and accurate estimate of the mutual information. We benchmark $\{\text{PF}\}^2$ES against other information-theoretic acquisition functions, demonstrating its competitive performance for optimization across synthetic and real-world design problems.
Automated Graph Genetic Algorithm based Puzzle Validation for Faster Game Design
Levonyan, Karine, Harder, Jesse, Silva, Fernando De Mesentier
Many games are reliant on creating new and engaging content constantly to maintain the interest of their player-base. One such example are puzzle games, in such it is common to have a recurrent need to create new puzzles. Creating new puzzles requires guaranteeing that they are solvable and interesting to players, both of which require significant time from the designers. Automatic validation of puzzles provides designers with a significant time saving and potential boost in quality. Automation allows puzzle designers to estimate different properties, increase the variety of constraints, and even personalize puzzles to specific players. Puzzles often have a large design space, which renders exhaustive search approaches infeasible, if they require significant time. Specifically, those puzzles can be formulated as quadratic combinatorial optimization problems. This paper presents an evolutionary algorithm, empowered by expert-knowledge informed heuristics, for solving logical puzzles in video games efficiently, leading to a more efficient design process. We discuss multiple variations of hybrid genetic approaches for constraint satisfaction problems that allow us to find a diverse set of near-optimal solutions for puzzles. We demonstrate our approach on a fantasy Party Building Puzzle game, and discuss how it can be applied more broadly to other puzzles to guide designers in their creative process.
Multi-Robot Trajectory Planning with Feasibility Guarantee and Deadlock Resolution: An Obstacle-Dense Environment
Chen, Yuda, Wang, Chenghan, Guo, Meng, Li, Zhongkui
This article presents a multi-robot trajectory planning method which not only guarantees optimization feasibility and but also resolves deadlocks in obstacle-dense environments. The method is proposed via formulating a recursive optimization problem, where a novel safe corridor is generated online to ensure obstacle avoidance in trajectory planning. A dynamic-priority mechanism is combined with the right-hand rule to handle potential deadlocks that are much harder to resolve due to static obstacles. Comparisons with other state-of-the-art results are conducted to validate the improved safety and success rate. Additional hardware experiments are carried out with up to eight nano-quadrotors in various cluttered scenarios.
Faster Riemannian Newton-type Optimization by Subsampling and Cubic Regularization
This work is on constrained large-scale non-convex optimization where the constraint set implies a manifold structure. Solving such problems is important in a multitude of fundamental machine learning tasks. Recent advances on Riemannian optimization have enabled the convenient recovery of solutions by adapting unconstrained optimization algorithms over manifolds. However, it remains challenging to scale up and meanwhile maintain stable convergence rates and handle saddle points. We propose a new second-order Riemannian optimization algorithm, aiming at improving convergence rate and reducing computational cost. It enhances the Riemannian trust-region algorithm that explores curvature information to escape saddle points through a mixture of subsampling and cubic regularization techniques. We conduct rigorous analysis to study the convergence behavior of the proposed algorithm. We also perform extensive experiments to evaluate it based on two general machine learning tasks using multiple datasets. The proposed algorithm exhibits improved computational speed and convergence behavior compared to a large set of state-of-the-art Riemannian optimization algorithms.
Faster Projection-Free Augmented Lagrangian Methods via Weak Proximal Oracle
Garber, Dan, Livney, Tsur, Sabach, Shoham
This paper considers a convex composite optimization problem with affine constraints, which includes problems that take the form of minimizing a smooth convex objective function over the intersection of (simple) convex sets, or regularized with multiple (simple) functions. Motivated by high-dimensional applications in which exact projection/proximal computations are not tractable, we propose a \textit{projection-free} augmented Lagrangian-based method, in which primal updates are carried out using a \textit{weak proximal oracle} (WPO). In an earlier work, WPO was shown to be more powerful than the standard \textit{linear minimization oracle} (LMO) that underlies conditional gradient-based methods (aka Frank-Wolfe methods). Moreover, WPO is computationally tractable for many high-dimensional problems of interest, including those motivated by recovery of low-rank matrices and tensors, and optimization over polytopes which admit efficient LMOs. The main result of this paper shows that under a certain curvature assumption (which is weaker than strong convexity), our WPO-based algorithm achieves an ergodic rate of convergence of $O(1/T)$ for both the objective residual and feasibility gap. This result, to the best of our knowledge, improves upon the $O(1/\sqrt{T})$ rate for existing LMO-based projection-free methods for this class of problems. Empirical experiments on a low-rank and sparse covariance matrix estimation task and the Max Cut semidefinite relaxation demonstrate that of our method can outperform state-of-the-art LMO-based Lagrangian-based methods.
A Survey of Trustworthy Federated Learning with Perspectives on Security, Robustness, and Privacy
Zhang, Yifei, Zeng, Dun, Luo, Jinglong, Xu, Zenglin, King, Irwin
Trustworthy artificial intelligence (AI) technology has revolutionized daily life and greatly benefited human society. Among various AI technologies, Federated Learning (FL) stands out as a promising solution for diverse real-world scenarios, ranging from risk evaluation systems in finance to cutting-edge technologies like drug discovery in life sciences. However, challenges around data isolation and privacy threaten the trustworthiness of FL systems. Adversarial attacks against data privacy, learning algorithm stability, and system confidentiality are particularly concerning in the context of distributed training in federated learning. Therefore, it is crucial to develop FL in a trustworthy manner, with a focus on security, robustness, and privacy. In this survey, we propose a comprehensive roadmap for developing trustworthy FL systems and summarize existing efforts from three key aspects: security, robustness, and privacy. We outline the threats that pose vulnerabilities to trustworthy federated learning across different stages of development, including data processing, model training, and deployment. To guide the selection of the most appropriate defense methods, we discuss specific technical solutions for realizing each aspect of Trustworthy FL (TFL). Our approach differs from previous work that primarily discusses TFL from a legal perspective or presents FL from a high-level, non-technical viewpoint.