Optimization
Label Efficient Regularization and Propagation for Graph Node Classification
Xie, Tian, Kannan, Rajgopal, Kuo, C. -C. Jay
An enhanced label propagation (LP) method called GraphHop was proposed recently. It outperforms graph convolutional networks (GCNs) in the semi-supervised node classification task on various networks. Although the performance of GraphHop was explained intuitively with joint node attribute and label signal smoothening, its rigorous mathematical treatment is lacking. In this paper, we propose a label efficient regularization and propagation (LERP) framework for graph node classification, and present an alternate optimization procedure for its solution. Furthermore, we show that GraphHop only offers an approximate solution to this framework and has two drawbacks. First, it includes all nodes in the classifier training without taking the reliability of pseudo-labeled nodes into account in the label update step. Second, it provides a rough approximation to the optimum of a subproblem in the label aggregation step. Based on the LERP framework, we propose a new method, named the LERP method, to solve these two shortcomings. LERP determines reliable pseudo-labels adaptively during the alternate optimization and provides a better approximation to the optimum with computational efficiency. Theoretical convergence of LERP is guaranteed. Extensive experiments are conducted to demonstrate the effectiveness and efficiency of LERP. That is, LERP outperforms all benchmarking methods, including GraphHop, consistently on five test datasets and an object recognition task at extremely low label rates (i.e., 1, 2, 4, 8, 16, and 20 labeled samples per class).
Fast Sparse Classification for Generalized Linear and Additive Models
Liu, Jiachang, Zhong, Chudi, Seltzer, Margo, Rudin, Cynthia
We present fast classification techniques for sparse generalized linear and additive models. These techniques can handle thousands of features and thousands of observations in minutes, even in the presence of many highly correlated features. For fast sparse logistic regression, our computational speed-up over other best-subset search techniques owes to linear and quadratic surrogate cuts for the logistic loss that allow us to efficiently screen features for elimination, as well as use of a priority queue that favors a more uniform exploration of features. As an alternative to the logistic loss, we propose the exponential loss, which permits an analytical solution to the line search at each iteration. Our algorithms are generally 2 to 5 times faster than previous approaches. They produce interpretable models that have accuracy comparable to black box models on challenging datasets.
A Lagrangian Duality Approach to Active Learning
Elenter, Juan, NaderiAlizadeh, Navid, Ribeiro, Alejandro
We consider the pool-based active learning problem, where only a subset of the training data is labeled, and the goal is to query a batch of unlabeled samples to be labeled so as to maximally improve model performance. We formulate the problem using constrained learning, where a set of constraints bounds the performance of the model on labeled samples. Considering a primal-dual approach, we optimize the primal variables, corresponding to the model parameters, as well as the dual variables, corresponding to the constraints. As each dual variable indicates how significantly the perturbation of the respective constraint affects the optimal value of the objective function, we use it as a proxy of the informativeness of the corresponding training sample. Our approach, which we refer to as Active Learning via Lagrangian dualitY, or ALLY, leverages this fact to select a diverse set of unlabeled samples with the highest estimated dual variables as our query set. We demonstrate the benefits of our approach in a variety of classification and regression tasks and discuss its limitations depending on the capacity of the model used and the degree of redundancy in the dataset. We also examine the impact of the distribution shift induced by active sampling and show that ALLY can be used in a generative mode to create novel, maximally-informative samples.
Constrained Differential Dynamic Programming: A primal-dual augmented Lagrangian approach
Jallet, Wilson, Bambade, Antoine, Mansard, Nicolas, Carpentier, Justin
Trajectory optimization is an efficient approach for solving optimal control problems for complex robotic systems. It relies on two key components: first the transcription into a sparse nonlinear program, and second the corresponding solver to iteratively compute its solution. On one hand, differential dynamic programming (DDP) provides an efficient approach to transcribe the optimal control problem into a finite-dimensional problem while optimally exploiting the sparsity induced by time. On the other hand, augmented Lagrangian methods make it possible to formulate efficient algorithms with advanced constraint-satisfaction strategies. In this paper, we propose to combine these two approaches into an efficient optimal control algorithm accepting both equality and inequality constraints. Based on the augmented Lagrangian literature, we first derive a generic primal-dual augmented Lagrangian strategy for nonlinear problems with equality and inequality constraints. We then apply it to the dynamic programming principle to solve the value-greedy optimization problems inherent to the backward pass of DDP, which we combine with a dedicated globalization strategy, resulting in a Newton-like algorithm for solving constrained trajectory optimization problems. Contrary to previous attempts of formulating an augmented Lagrangian version of DDP, our approach exhibits adequate convergence properties without any switch in strategies. We empirically demonstrate its interest with several case-studies from the robotics literature.
Credit-Based Congestion Pricing: Equilibrium Properties and Optimal Scheme Design
Jalota, Devansh, Lazarus, Jessica, Bayen, Alexandre, Pavone, Marco
Credit-based congestion pricing (CBCP) has emerged as a mechanism to alleviate the social inequity concerns of road congestion pricing - a promising strategy for traffic congestion mitigation - by providing low-income users with travel credits to offset some of their toll payments. While CBCP offers immense potential for addressing inequity issues that hamper the practical viability of congestion pricing, the deployment of CBCP in practice is nascent, and the potential efficacy and optimal design of CBCP schemes have yet to be formalized. In this work, we study the design of CBCP schemes to achieve particular societal objectives and investigate their influence on traffic patterns when routing heterogeneous users with different values of time (VoTs) in a multi-lane highway with an express lane. We introduce a new non-atomic congestion game model of a mixed-economy, wherein eligible users receive travel credits while the remaining ineligible users pay out-of-pocket to use the express lane. In this setting, we investigate the effect of CBCP schemes on traffic patterns by characterizing the properties (i.e., existence, comparative statics) of the corresponding Nash equilibria and, in the setting when eligible users have time-invariant VoTs, develop a convex program to compute these equilibria. We further present a bi-level optimization framework to design optimal CBCP schemes to achieve a central planner's societal objectives. Finally, we conduct numerical experiments based on a case study of the San Mateo 101 Express Lanes Project, one of the first North American CBCP pilots. Our results demonstrate the potential of CBCP to enable low-income travelers to avail of the travel time savings provided by congestion pricing on express lanes while having comparatively low impacts on the travel costs of other road users.
Benchopt: Reproducible, efficient and collaborative optimization benchmarks
Moreau, Thomas, Massias, Mathurin, Gramfort, Alexandre, Ablin, Pierre, Bannier, Pierre-Antoine, Charlier, Benjamin, Dagrรฉou, Mathieu, la Tour, Tom Duprรฉ, Durif, Ghislain, Dantas, Cassio F., Klopfenstein, Quentin, Larsson, Johan, Lai, En, Lefort, Tanguy, Malรฉzieux, Benoit, Moufad, Badr, Nguyen, Binh T., Rakotomamonjy, Alain, Ramzi, Zaccharie, Salmon, Joseph, Vaiter, Samuel
Numerical validation is at the core of machine learning research as it allows to assess the actual impact of new methods, and to confirm the agreement between theory and practice. Yet, the rapid development of the field poses several challenges: researchers are confronted with a profusion of methods to compare, limited transparency and consensus on best practices, as well as tedious re-implementation work. As a result, validation is often very partial, which can lead to wrong conclusions that slow down the progress of research. We propose Benchopt, a collaborative framework to automate, reproduce and publish optimization benchmarks in machine learning across programming languages and hardware architectures. Benchopt simplifies benchmarking for the community by providing an off-the-shelf tool for running, sharing and extending experiments. To demonstrate its broad usability, we showcase benchmarks on three standard learning tasks: $\ell_2$-regularized logistic regression, Lasso, and ResNet18 training for image classification. These benchmarks highlight key practical findings that give a more nuanced view of the state-of-the-art for these problems, showing that for practical evaluation, the devil is in the details. We hope that Benchopt will foster collaborative work in the community hence improving the reproducibility of research findings.
Beam Management in Ultra-dense mmWave Network via Federated Reinforcement Learning: An Intelligent and Secure Approach
Xue, Qing, Liu, Yi-Jing, Sun, Yao, Wang, Jian, Yan, Li, Feng, Gang, Ma, Shaodan
Deploying ultra-dense networks that operate on millimeter wave (mmWave) band is a promising way to address the tremendous growth on mobile data traffic. However, one key challenge of ultra-dense mmWave network (UDmmN) is beam management due to the high propagation delay, limited beam coverage as well as numerous beams and users. In this paper, a novel systematic beam control scheme is presented to tackle the beam management problem which is difficult due to the nonconvex objective function. We employ double deep Q-network (DDQN) under a federated learning (FL) framework to address the above optimization problem, and thereby fulfilling adaptive and intelligent beam management in UDmmN. In the proposed beam management scheme based on FL (BMFL), the non-rawdata aggregation can theoretically protect user privacy while reducing handoff cost. Moreover, we propose to adopt a data cleaning technique in the local model training for BMFL, with the aim to further strengthen the privacy protection of users while improving the learning convergence speed. Simulation results demonstrate the performance gain of our proposed scheme.
Environment-aware Interactive Movement Primitives for Object Reaching in Clutter
Mghames, Sariah, Hanheide, Marc
The majority of motion planning strategies developed over the literature for reaching an object in clutter are applied to two dimensional (2-d) space where the state space of the environment is constrained in one direction. Fewer works have been investigated to reach a target in 3-d cluttered space, and when so, they have limited performance when applied to complex cases. In this work, we propose a constrained multi-objective optimization framework (OptI-ProMP) to approach the problem of reaching a target in a compact clutter with a case study on soft fruits grown in clusters, leveraging the local optimisation-based planner CHOMP. OptI-ProMP features costs related to both static, dynamic and pushable objects in the target neighborhood, and it relies on probabilistic primitives for problem initialisation. We tested, in a simulated poly-tunnel, both ProMP-based planners from literature and the OptI-ProMP, on low (3-dofs) and high (7-dofs) dexterity robot body, respectively. Results show collision and pushing costs minimisation with 7-dofs robot kinematics, in addition to successful static obstacles avoidance and systematic drifting from the pushable objects center of mass.
End-to-End Pareto Set Prediction with Graph Neural Networks for Multi-objective Facility Location
Liu, Shiqing, Yan, Xueming, Jin, Yaochu
The facility location problems (FLPs) are a typical class of NP-hard combinatorial optimization problems, which are widely seen in the supply chain and logistics. Many mathematical and heuristic algorithms have been developed for optimizing the FLP. In addition to the transportation cost, there are usually multiple conflicting objectives in realistic applications. It is therefore desirable to design algorithms that find a set of Pareto solutions efficiently without enormous search cost. In this paper, we consider the multi-objective facility location problem (MO-FLP) that simultaneously minimizes the overall cost and maximizes the system reliability. We develop a learning-based approach to predicting the distribution probability of the entire Pareto set for a given problem. To this end, the MO-FLP is modeled as a bipartite graph optimization problem and two graph neural networks are constructed to learn the implicit graph representation on nodes and edges. The network outputs are then converted into the probability distribution of the Pareto set, from which a set of non-dominated solutions can be sampled non-autoregressively. Experimental results on MO-FLP instances of different scales show that the proposed approach achieves a comparable performance to a widely used multi-objective evolutionary algorithm in terms of the solution quality while significantly reducing the computational cost for search.
Secure Distributed Optimization Under Gradient Attacks
In this paper, we study secure distributed optimization against arbitrary gradient attack in multi-agent networks. In distributed optimization, there is no central server to coordinate local updates, and each agent can only communicate with its neighbors on a predefined network. We consider the scenario where out of $n$ networked agents, a fixed but unknown fraction $\rho$ of the agents are under arbitrary gradient attack in that their stochastic gradient oracles return arbitrary information to derail the optimization process, and the goal is to minimize the sum of local objective functions on unattacked agents. We propose a distributed stochastic gradient method that combines local variance reduction and clipping (CLIP-VRG). We show that, in a connected network, when unattacked local objective functions are convex and smooth, share a common minimizer, and their sum is strongly convex, CLIP-VRG leads to almost sure convergence of the iterates to the exact sum cost minimizer at all agents. We quantify a tight upper bound of the fraction $\rho$ of attacked agents in terms of problem parameters such as the condition number of the associated sum cost that guarantee exact convergence of CLIP-VRG, and characterize its asymptotic convergence rate. Finally, we empirically demonstrate the effectiveness of the proposed method under gradient attacks in both synthetic dataset and image classification datasets.