Optimization
Diffusion models as plug-and-play priors
Graikos, Alexandros, Malkin, Nikolay, Jojic, Nebojsa, Samaras, Dimitris
We consider the problem of inferring high-dimensional data $\mathbf{x}$ in a model that consists of a prior $p(\mathbf{x})$ and an auxiliary differentiable constraint $c(\mathbf{x},\mathbf{y})$ on $x$ given some additional information $\mathbf{y}$. In this paper, the prior is an independently trained denoising diffusion generative model. The auxiliary constraint is expected to have a differentiable form, but can come from diverse sources. The possibility of such inference turns diffusion models into plug-and-play modules, thereby allowing a range of potential applications in adapting models to new domains and tasks, such as conditional generation or image segmentation. The structure of diffusion models allows us to perform approximate inference by iterating differentiation through the fixed denoising network enriched with different amounts of noise at each step. Considering many noised versions of $\mathbf{x}$ in evaluation of its fitness is a novel search mechanism that may lead to new algorithms for solving combinatorial optimization problems.
A Newton-CG based augmented Lagrangian method for finding a second-order stationary point of nonconvex equality constrained optimization with complexity guarantees
He, Chuan, Lu, Zhaosong, Pong, Ting Kei
In this paper we consider finding a second-order stationary point (SOSP) of nonconvex equality constrained optimization when a nearly feasible point is known. In particular, we first propose a new Newton-CG method for finding an approximate SOSP of unconstrained optimization and show that it enjoys a substantially better complexity than the Newton-CG method [56]. We then propose a Newton-CG based augmented Lagrangian (AL) method for finding an approximate SOSP of nonconvex equality constrained optimization, in which the proposed Newton-CG method is used as a subproblem solver. We show that under a generalized linear independence constraint qualification (GLICQ), our AL method enjoys a total inner iteration complexity of $\widetilde{\cal O}(\epsilon^{-7/2})$ and an operation complexity of $\widetilde{\cal O}(\epsilon^{-7/2}\min\{n,\epsilon^{-3/4}\})$ for finding an $(\epsilon,\sqrt{\epsilon})$-SOSP of nonconvex equality constrained optimization with high probability, which are significantly better than the ones achieved by the proximal AL method [60]. Besides, we show that it has a total inner iteration complexity of $\widetilde{\cal O}(\epsilon^{-11/2})$ and an operation complexity of $\widetilde{\cal O}(\epsilon^{-11/2}\min\{n,\epsilon^{-5/4}\})$ when the GLICQ does not hold. To the best of our knowledge, all the complexity results obtained in this paper are new for finding an approximate SOSP of nonconvex equality constrained optimization with high probability. Preliminary numerical results also demonstrate the superiority of our proposed methods over the ones in [56,60].
Fair Clustering Under a Bounded Cost
Esmaeili, Seyed A., Brubach, Brian, Srinivasan, Aravind, Dickerson, John P.
Clustering is a fundamental unsupervised learning problem where a dataset is partitioned into clusters that consist of nearby points in a metric space. A recent variant, fair clustering, associates a color with each point representing its group membership and requires that each color has (approximately) equal representation in each cluster to satisfy group fairness. In this model, the cost of the clustering objective increases due to enforcing fairness in the algorithm. The relative increase in the cost, the ''price of fairness,'' can indeed be unbounded. Therefore, in this paper we propose to treat an upper bound on the clustering objective as a constraint on the clustering problem, and to maximize equality of representation subject to it. We consider two fairness objectives: the group utilitarian objective and the group egalitarian objective, as well as the group leximin objective which generalizes the group egalitarian objective. We derive fundamental lower bounds on the approximation of the utilitarian and egalitarian objectives and introduce algorithms with provable guarantees for them. For the leximin objective we introduce an effective heuristic algorithm. We further derive impossibility results for other natural fairness objectives. We conclude with experimental results on real-world datasets that demonstrate the validity of our algorithms.
A soft robot that adapts to environments through shape change
Shah, Dylan S., Powers, Joshua P., Tilton, Liana G., Kriegman, Sam, Bongard, Josh, Kramer-Bottiglio, Rebecca
Nature provides several examples of organisms that utilize shape change as a means of operating in challenging, dynamic environments. For example, the spider Araneus Rechenbergi [1, 2] and the caterpillar of the Mother-of-Pearl Moth (Pleurotya ruralis) [3] transition from walking gaits to rolling in an attempt to escape predation. Across larger time scales, caterpillar-tobutterfly metamorphosis enables land to air transitions, while mobile to sessile metamorphosis, as observed in sea squirts, is accompanied by radical morphological change. Inspired by such change, engineers have created caterpillar-like rolling [4], modular [5, 6, 7], tensegrity [8, 9], plant-like growing [10], and origami [11, 12] robots that are capable of some degree of shape change. However, progress toward robots which dynamically adapt their resting shape to attain different modes of locomotion is still limited. Further, design of such robots and their controllers is still a manually intensive process. Despite the growing recognition of the importance of morphology and embodiment on enabling intelligent behavior in robots [13], most previous studies have approached the challenge of operating in multiple environments primarily through the design of appropriate control strategies.
Hierarchical Federated Learning with Quantization: Convergence Analysis and System Design
Liu, Lumin, Zhang, Jun, Song, Shenghui, Letaief, Khaled B.
Federated learning (FL) is a powerful distributed machine learning framework where a server aggregates models trained by different clients without accessing their private data. Hierarchical FL, with a client-edge-cloud aggregation hierarchy, can effectively leverage both the cloud server's access to many clients' data and the edge servers' closeness to the clients to achieve a high communication efficiency. Neural network quantization can further reduce the communication overhead during model uploading. To fully exploit the advantages of hierarchical FL, an accurate convergence analysis with respect to the key system parameters is needed. Unfortunately, existing analysis is loose and does not consider model quantization. In this paper, we derive a tighter convergence bound for hierarchical FL with quantization. The convergence result leads to practical guidelines for important design problems such as the client-edge aggregation and edge-client association strategies. Based on the obtained analytical results, we optimize the two aggregation intervals and show that the client-edge aggregation interval should slowly decay while the edge-cloud aggregation interval needs to adapt to the ratio of the client-edge and edge-cloud propagation delay. Simulation results shall verify the design guidelines and demonstrate the effectiveness of the proposed aggregation strategy.
GA-Aided Directivity in Volumetric and Planar Massive-Antenna Array Design
Costa, Bruno Felipe, Abrรฃo, Taufik
The problem of directivity enhancement, leading to the increase in the directivity gain over a certain desired angle of arrival/departure (AoA/AoD), is considered in this work. A new formulation of the volumetric array directivity problem is proposed using the rectangular coordinates to describe each antenna element and the desired azimuth and elevation angles with a general element pattern. Such a directivity problem is formulated to find the optimal minimum distance between the antenna elements $d_\text{min}$ aiming to achieve as high directivity gains as possible. {An expedited implementation method is developed to place the antenna elements in a distinctive plane dependent on ($\theta_0$; $\phi_0$). A novel concept on optimizing directivity for the uniform planar array (OUPA) is introduced to find a quasi-optimal solution for the non-convex optimization problem with low complexity. This solution is reached by deploying the proposed successive evaluation and validation (SEV) method. {Moreover, the genetic} algorithm (GA) method was deployed to find the directivity optimization solution expeditiously. For a small number of antenna elements {, typically $N\in [4,\dots, 9]$,} the achievable directivity by GA optimization demonstrates gains of $\sim 3$ dBi compared with the traditional beamforming technique, using steering vector for uniform linear arrays (ULA) and uniform circular arrays (UCA), while gains of $\sim1.5$ dBi are attained when compared with an improved UCA directivity method. For a larger number of antenna elements {, two improved GA procedures, namely GA-{\it marginal} and GA-{\it stall}, were} proposed and compared with the OUPA method. OUPA also indicates promising directivity gains surpassing $30$ dBi for massive MIMO scenarios.
Sublinear Time Algorithms for Several Geometric Optimization (With Outliers) Problems In Machine Learning
In this paper, we study several important geometric optimization problems arising in machine learning. First, we revisit the Minimum Enclosing Ball (MEB) problem in Euclidean space $\mathbb{R}^d$. The problem has been extensively studied before, but real-world machine learning tasks often need to handle large-scale datasets so that we cannot even afford linear time algorithms. Motivated by the recent studies on {\em beyond worst-case analysis}, we introduce the notion of stability for MEB, which is natural and easy to understand. Roughly speaking, an instance of MEB is stable, if the radius of the resulting ball cannot be significantly reduced by removing a small fraction of the input points. Under the stability assumption, we present two sampling algorithms for computing radius-approximate MEB with sample complexities independent of the number of input points $n$. In particular, the second algorithm has the sample complexity even independent of the dimensionality $d$. We also consider the general case without the stability assumption. We present a hybrid algorithm that can output either a radius-approximate MEB or a covering-approximate MEB. Our algorithm improves the running time and the number of passes for the previous sublinear MEB algorithms. Our method relies on two novel techniques, the Uniform-Adaptive Sampling method and Sandwich Lemma. Furthermore, we observe that these two techniques can be generalized to design sublinear time algorithms for a broader range of geometric optimization problems with outliers in high dimensions, including MEB with outliers, one-class and two-class linear SVMs with outliers, $k$-center clustering with outliers, and flat fitting with outliers. Our proposed algorithms also work fine for kernels.
A Lite Fireworks Algorithm for Optimization
The fireworks algorithm is an optimization algorithm for simulating the explosion phenomenon of fireworks. Because of its fast convergence and high precision, it is widely used in pattern recognition, optimal scheduling, and other fields. However, most of the existing research work on the fireworks algorithm is improved based on its defects, and little consideration is given to reducing the number of parameters of the fireworks algorithm. The original fireworks algorithm has too many parameters, which increases the cost of algorithm adjustment and is not conducive to engineering applications. In addition, in the fireworks population, the unselected individuals are discarded, thus causing a waste of their location information. To reduce the number of parameters of the original Fireworks Algorithm and make full use of the location information of discarded individuals, we propose a simplified version of the Fireworks Algorithm. It reduces the number of algorithm parameters by redesigning the explosion operator of the fireworks algorithm and constructs an adaptive explosion radius by using the historical optimal information to balance the local mining and global exploration capabilities. The comparative experimental results of function optimization show that the overall performance of our proposed LFWA is better than that of comparative algorithms, such as the fireworks algorithm, particle swarm algorithm, and bat algorithm.
Metaheuristic optimization with the Differential Evolution algorithm
Learn the theory of the Differential Evolution algorithm, its Python implementation and how and why it will surely help you in solving complex real-world optimization problems. This article has been written with Salvatore Guastella. Optimization is a pillar of data science. If you think about it, under the hood of each machine learning algorithms (ranging from basic linear regression to the most complex neural networks architectures), an optimization problem is solved. Moreover, in many real-world problems the goal is to find the values of one or more decision variables that minimize (or maximize) a quantity of interest while satisfying certain constraints. Few examples are given by portfolio optimization in finance, profit maximization of ad campaigns, energy efficiency in energy plants and shipment cost minimization in logistics (refer to this Medium article [1] in our Eni digiTALKS channel for an interesting example).
Fast Contact-Implicit Model-Predictive Control
Cleac'h, Simon Le, Howell, Taylor, Yang, Shuo, Lee, Chi-Yen, Zhang, John, Bishop, Arun, Schwager, Mac, Manchester, Zachary
We present a general approach for controlling robotic systems that make and break contact with their environments. Contact-implicit model predictive control (CI-MPC) generalizes linear MPC to contact-rich settings by utilizing a bi-level planning formulation with lower-level contact dynamics formulated as time-varying linear complementarity problems (LCPs) computed using strategic Taylor approximations about a reference trajectory. These dynamics enable the upper-level planning problem to reason about contact timing and forces, and generate entirely new contact-mode sequences online. To achieve reliable and fast numerical convergence, we devise a structure-exploiting interior-point solver for these LCP contact dynamics and a custom trajectory optimizer for the tracking problem. We demonstrate real-time solution rates for CI-MPC and the ability to generate and track non-periodic behaviours in hardware experiments on a quadrupedal robot. We also show that the controller is robust to model mismatch and can respond to disturbances by discovering and exploiting new contact modes across a variety of robotic systems in simulation, including a pushbot, planar hopper, planar quadruped, and planar biped.