Optimization
An ADMM-Incorporated Latent Factorization of Tensors Method for QoS Prediction
As the Internet developed rapidly, it is important to choose suitable web services from a wide range of candidates. Quality of service (QoS) describes the performance of a web service dynamically with respect to the service requested by the service consumer. Moreover, the latent factorization of tenors (LFT) is very effective for discovering temporal patterns in high dimensional and sparse (HiDS) tensors. However, current LFT models suffer from a low convergence rate and rarely account for the effects of outliers. To address the above problems, this paper proposes an Alternating direction method of multipliers (ADMM)-based Outlier-Resilient Nonnegative Latent-factorization of Tensors model. We maintain the non-negativity of the model by constructing an augmented Lagrangian function with the ADMM optimization framework. In addition, the Cauchy function is taken as the metric function to reduce the impact on the model training. The empirical work on two dynamic QoS datasets shows that the proposed method has faster convergence and better performance on prediction accuracy.
ViTAL: Vision-Based Terrain-Aware Locomotion for Legged Robots
Fahmi, Shamel, Barasuol, Victor, Esteban, Domingo, Villarreal, Octavio, Semini, Claudio
This work is on vision-based planning strategies for legged robots that separate locomotion planning into foothold selection and pose adaptation. Current pose adaptation strategies optimize the robot's body pose relative to given footholds. If these footholds are not reached, the robot may end up in a state with no reachable safe footholds. Therefore, we present a Vision-Based Terrain-Aware Locomotion (ViTAL) strategy that consists of novel pose adaptation and foothold selection algorithms. ViTAL introduces a different paradigm in pose adaptation that does not optimize the body pose relative to given footholds, but the body pose that maximizes the chances of the legs in reaching safe footholds. ViTAL plans footholds and poses based on skills that characterize the robot's capabilities and its terrain-awareness. We use the 90 kg HyQ and 140 kg HyQReal quadruped robots to validate ViTAL, and show that they are able to climb various obstacles including stairs, gaps, and rough terrains at different speeds and gaits. We compare ViTAL with a baseline strategy that selects the robot pose based on given selected footholds, and show that ViTAL outperforms the baseline.
New Probabilistic-Dynamic Multi-Method Ensembles for Optimization based on the CRO-SL
Pรฉrez-Aracil, Jorge, Camacho-Gรณmez, Carlos, Lorente-Ramos, Eugenio, Marina, Cosmin M., Salcedo-Sanz, Sancho
In this paper we propose new probabilistic and dynamic (adaptive) strategies to create multi-method ensembles based on the Coral Reefs Optimization with Substrate Layers (CRO-SL) algorithm. The CRO-SL is an evolutionary-based ensemble approach, able to combine different search procedures within a single population. In this work we discuss two different probabilistic strategies to improve the algorithm. First, we defined the Probabilistic CRO-SL (PCRO-SL), which substitutes the substrates in the CRO-SL population by {\em tags} associated with each individual. Each tag represents a different operator which will modify the individual in the reproduction phase. In each generation of the algorithm, the tags are randomly assigned to the individuals with a similar probability, obtaining this way an ensemble with a more intense change in the application of different operators to a given individual than the original CRO-SL. The second strategy discussed in this paper is the Dynamical Probabilistic CRO-SL (DPCRO-SL), in which the probability of tag assignment is modified during the evolution of the algorithm, depending on the quality of the solutions generated in each substrate. Thus, the best substrates in the search process will be assigned with a higher probability that those which showed a worse performance during the search. We test the performance of the proposed probabilistic and dynamic ensembles in different optimization problems, including benchmark functions and a real application of wind turbines layout optimization, comparing the results obtained with that of existing algorithms in the literature.
On Solution Functions of Optimization: Universal Approximation and Covering Number Bounds
Jin, Ming, Khattar, Vanshaj, Kaushik, Harshal, Sel, Bilgehan, Jia, Ruoxi
We study the expressibility and learnability of convex optimization solution functions and their multi-layer architectural extension. The main results are: \emph{(1)} the class of solution functions of linear programming (LP) and quadratic programming (QP) is a universal approximant for the $C^k$ smooth model class or some restricted Sobolev space, and we characterize the rate-distortion, \emph{(2)} the approximation power is investigated through a viewpoint of regression error, where information about the target function is provided in terms of data observations, \emph{(3)} compositionality in the form of a deep architecture with optimization as a layer is shown to reconstruct some basic functions used in numerical analysis without error, which implies that \emph{(4)} a substantial reduction in rate-distortion can be achieved with a universal network architecture, and \emph{(5)} we discuss the statistical bounds of empirical covering numbers for LP/QP, as well as a generic optimization problem (possibly nonconvex) by exploiting tame geometry. Our results provide the \emph{first rigorous analysis of the approximation and learning-theoretic properties of solution functions} with implications for algorithmic design and performance guarantees.
Principal Geodesic Analysis of Merge Trees (and Persistence Diagrams)
Pont, Mathieu, Vidal, Jules, Tierny, Julien
This paper presents a computational framework for the Principal Geodesic Analysis of merge trees (MT-PGA), a novel adaptation of the celebrated Principal Component Analysis (PCA) framework [87] to the Wasserstein metric space of merge trees [92]. We formulate MT-PGA computation as a constrained optimization problem, aiming at adjusting a basis of orthogonal geodesic axes, while minimizing a fitting energy. We introduce an efficient, iterative algorithm which exploits shared-memory parallelism, as well as an analytic expression of the fitting energy gradient, to ensure fast iterations. Our approach also trivially extends to extremum persistence diagrams. Extensive experiments on public ensembles demonstrate the efficiency of our approach - with MT-PGA computations in the orders of minutes for the largest examples. We show the utility of our contributions by extending to merge trees two typical PCA applications. First, we apply MT-PGA to data reduction and reliably compress merge trees by concisely representing them by their first coordinates in the MT-PGA basis. Second, we present a dimensionality reduction framework exploiting the first two directions of the MT-PGA basis to generate two-dimensional layouts of the ensemble. We augment these layouts with persistence correlation views, enabling global and local visual inspections of the feature variability in the ensemble. In both applications, quantitative experiments assess the relevance of our framework. Finally, we provide a C++ implementation that can be used to reproduce our results.
Robot control for simultaneous impact tasks via Quadratic Programming-based reference spreading
van Steen, Jari J., van de Wouw, Nathan, Saccon, Alessandro
With the aim of further enabling the exploitation of impacts in robotic manipulation, a control framework is presented that directly tackles the challenges posed by tracking control of robotic manipulators that are tasked to perform nominally simultaneous impacts associated to multiple contact points. To this end, we extend the framework of reference spreading, which uses an extended ante- and post-impact reference coherent with a rigid impact map, determined under the assumption of an inelastic simultaneous impact. In practice, the robot will not reside exactly on the reference at the impact moment; as a result a sequence of impacts at the different contact points will typically occur. Our new approach extends reference spreading in this context via the introduction of an additional interim control mode. In this mode, a torque command is still based on the ante-impact reference with the goal of reaching the target contact state, but velocity feedback is disabled as this can be potentially harmful due to rapid velocity changes. With an eye towards real implementation, the approach is formulated using a quadratic programming (QP) control framework and is validated using numerical simulations both on a rigid robot model and on a realistic robot model with flexible joints.
HyperJump: Accelerating HyperBand via Risk Modelling
Mendes, Pedro, Casimiro, Maria, Romano, Paolo, Garlan, David
In the literature on hyper-parameter tuning, a number of recent solutions rely on low-fidelity observations (e.g., training with sub-sampled datasets) in order to efficiently identify promising configurations to be then tested via high-fidelity observations (e.g., using the full dataset). Among these, HyperBand is arguably one of the most popular solutions, due to its efficiency and theoretically provable robustness. In this work, we introduce HyperJump, a new approach that builds on HyperBand's robust search strategy and complements it with novel model-based risk analysis techniques that accelerate the search by skipping the evaluation of low risk configurations, i.e., configurations that are likely to be eventually discarded by HyperBand. We evaluate HyperJump on a suite of hyper-parameter optimization problems and show that it provides over one-order of magnitude speed-ups, both in sequential and parallel deployments, on a variety of deep-learning, kernel-based learning, and neural architectural search problems when compared to HyperBand and to several state-of-the-art optimizers.
Machine Learning in Aerodynamic Shape Optimization
Li, Jichao, Du, Xiaosong, Martins, Joaquim R. R. A.
Machine learning (ML) has been increasingly used to aid aerodynamic shape optimization (ASO), thanks to the availability of aerodynamic data and continued developments in deep learning. We review the applications of ML in ASO to date and provide a perspective on the state-of-the-art and future directions. We first introduce conventional ASO and current challenges. Next, we introduce ML fundamentals and detail ML algorithms that have been successful in ASO. Then, we review ML applications to ASO addressing three aspects: compact geometric design space, fast aerodynamic analysis, and efficient optimization architecture. In addition to providing a comprehensive summary of the research, we comment on the practicality and effectiveness of the developed methods. We show how cutting-edge ML approaches can benefit ASO and address challenging demands, such as interactive design optimization. Practical large-scale design optimizations remain a challenge because of the high cost of ML training. Further research on coupling ML model construction with prior experience and knowledge, such as physics-informed ML, is recommended to solve large-scale ASO problems.
Distributed Model Predictive Covariance Steering
Saravanos, Augustinos D., Balci, Isin M., Bakolas, Efstathios, Theodorou, Evangelos A.
This paper proposes Distributed Model Predictive Covariance Steering (DMPCS), a novel method for safe multi-robot control under uncertainty. The scope of our approach is to blend covariance steering theory, distributed optimization and model predictive control (MPC) into a single methodology that is safe, scalable and decentralized. Initially, we pose a problem formulation that uses the Wasserstein distance to steer the state distributions of a multi-robot team to desired targets, and probabilistic constraints to ensure safety. We then transform this problem into a finite-dimensional optimization one by utilizing a disturbance feedback policy parametrization for covariance steering and a tractable approximation of the safety constraints. To solve the latter problem, we derive a decentralized consensus-based algorithm using the Alternating Direction Method of Multipliers (ADMM). This method is then extended to a receding horizon form, which yields the proposed DMPCS algorithm. Simulation experiments on large-scale problems with up to hundreds of robots successfully demonstrate the effectiveness and scalability of DMPCS. Its superior capability in achieving safety is also highlighted through a comparison against a standard stochastic MPC approach. A video with all simulation experiments is available in https://youtu.be/Hks-0BRozxA.
Enabling Fast Unit Commitment Constraint Screening via Learning Cost Model
He, Xuan, Wen, Honglin, Zhang, Yufan, Chen, Yize
Unit commitment (UC) are essential tools to transmission system operators for finding the most economical and feasible generation schedules and dispatch signals. Constraint screening has been receiving attention as it holds the promise for reducing a number of inactive or redundant constraints in the UC problem, so that the solution process of large scale UC problem can be accelerated by considering the reduced optimization problem. Standard constraint screening approach relies on optimizing over load and generations to find binding line flow constraints, yet the screening is conservative with a large percentage of constraints still reserved for the UC problem. In this paper, we propose a novel machine learning (ML) model to predict the most economical costs given load inputs. Such ML model bridges the cost perspectives of UC decisions to the optimization-based constraint screening model, and can screen out higher proportion of operational constraints. We verify the proposed method's performance on both sample-aware and sample-agnostic setting, and illustrate the proposed scheme can further reduce the computation time on a variety of setup for UC problems.