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DIMES: A Differentiable Meta Solver for Combinatorial Optimization Problems

arXiv.org Artificial Intelligence

Recently, deep reinforcement learning (DRL) models have shown promising results in solving NP-hard Combinatorial Optimization (CO) problems. However, most DRL solvers can only scale to a few hundreds of nodes for combinatorial optimization problems on graphs, such as the Traveling Salesman Problem (TSP). This paper addresses the scalability challenge in large-scale combinatorial optimization by proposing a novel approach, namely, DIMES. Unlike previous DRL methods which suffer from costly autoregressive decoding or iterative refinements of discrete solutions, DIMES introduces a compact continuous space for parameterizing the underlying distribution of candidate solutions. Such a continuous space allows stable REINFORCE-based training and fine-tuning via massively parallel sampling. We further propose a meta-learning framework to enable the effective initialization of model parameters in the fine-tuning stage. Extensive experiments show that DIMES outperforms recent DRL-based methods on large benchmark datasets for Traveling Salesman Problems and Maximal Independent Set problems.


Building value-chain resilience with AI

#artificialintelligence

Across industries, value chains are facing increasing uncertainty from climatic anomalies, market volatility, and the COVID-19 pandemic, among other factors. Industries as diverse as agriculture, oil and gas, and mining face essentially the same problem: they need the ability to both run with increased efficiency and recover quickly from unforeseen or unexpected challenges. But these two goals often conflict. If companies simply increase production levels, they'll inevitably run into bottlenecks--and if failures occur that worsen those bottlenecks, the entire network can slow down and become less resilient. For more on how COVID-19 has affected supply chains, see Knut Alicke, Richa Gupta, and Vera Trautwein, "Resetting supply chains for the next normal," July 21, 2020. Resolving this conflict presents several challenges.


Machine Learning Tool May Help Us Better Understand RNA Viruses

#artificialintelligence

Although the model has yet to be used in real-life applications, in research testing it has shown at least a 10 percent improvement in structure prediction accuracy compared to previous state-of-the-art methods according to Xinshi Chen, a Georgia Tech Ph.D. student specializing in machine learning and co-developer of the new tool. "The model uses an unrolled algorithm for solving a constrained optimization as a component in the neural network architecture, so that it can directly incorporate a solution constraint, or prior knowledge, to predict the RNA base-pairing matrix," said Chen. E2Efold is not only more accurate, it is also considerably faster than current techniques. Current methods are dynamic programming based, which is a much slower approach for predicting longer RNA sequences, such as the genomic RNA in a virus. E2Efold overcomes this drawback by using a gradient-based unrolled algorithm.


Whole-body model predictive control with rigid contacts via online switching time optimization

arXiv.org Artificial Intelligence

This study presents a whole-body model predictive control (MPC) of robotic systems with rigid contacts, under a given contact sequence using online switching time optimization (STO). We treat robot dynamics with rigid contacts as a switched system and formulate an optimal control problem of switched systems to implement the MPC. We utilize an efficient solution algorithm for the MPC problem that optimizes the switching times and trajectory simultaneously. The present efficient algorithm, unlike inefficient existing methods, enables online optimization as well as switching times. The proposed MPC with online STO is compared over the conventional MPC with fixed switching times, through numerical simulations of dynamic jumping motions of a quadruped robot. In the simulation comparison, the proposed MPC successfully controls the dynamic jumping motions in twice as many cases as the conventional MPC, which indicates that the proposed method extends the ability of the whole-body MPC. We further conduct hardware experiments on the quadrupedal robot Unitree A1 and prove that the proposed method achieves dynamic motions on the real robot.


Budget-Constrained Bounds for Mini-Batch Estimation of Optimal Transport

arXiv.org Artificial Intelligence

Optimal Transport (OT) distances, in particular the Wasserstein distance, have become a popular tool in machine learning for tasks ranging from domain adaptation (Courty et al., 2017) to generative modeling (Genevay et al., 2018; Salimans et al., 2018). From among its many desirable properties, we highlight that OT provides a principled and general approach to lift a metric between samples into one between distributions, is underpinned by a mature theory (Villani, 2008, 2003), and has a well-understood sample complexity (Genevay et al., 2019; Mena and Weed, 2019). Historically, a primary barrier to the wider adoption of OT in machine learning and other data-intensive fields has been its computational cost. In the classic formulation by Kantorovich (1942), the discrete OT problem is a linear programming (LP) problem with cubic complexity and quadratic memory footprint, prohibitive for all but the smallest datasets. Over the past decade, there has been considerable progress towards scaling up the computation of OT, typically by settling for an approximate solution by solving an entropy-regularized problem instead (Cuturi, 2013).


Efficient solution method based on inverse dynamics for optimal control problems of rigid body systems

arXiv.org Artificial Intelligence

We propose an efficient way of solving optimal control problems for rigid-body systems on the basis of inverse dynamics and the multiple-shooting method. We treat all variables, including the state, acceleration, and control input torques, as optimization variables and treat the inverse dynamics as an equality constraint. We eliminate the update of the control input torques from the linear equation of Newton's method by applying condensing for inverse dynamics. The size of the resultant linear equation is the same as that of the multiple-shooting method based on forward dynamics except for the variables related to the passive joints and contacts. Compared with the conventional methods based on forward dynamics, the proposed method reduces the computational cost of the dynamics and their sensitivities by utilizing the recursive Newton-Euler algorithm (RNEA) and its partial derivatives. In addition, it increases the sparsity of the Hessian of the Karush-Kuhn-Tucker conditions, which reduces the computational cost, e.g., of Riccati recursion. Numerical experiments show that the proposed method outperforms state-of-the-art implementations of differential dynamic programming based on forward dynamics in terms of computational time and numerical robustness.


Lifted contact dynamics for efficient optimal control of rigid body systems with contacts

arXiv.org Artificial Intelligence

We propose a novel and efficient lifting approach for the optimal control of rigid-body systems with contacts to improve the convergence properties of Newton-type methods. To relax the high nonlinearity, we consider the state, acceleration, contact forces, and control input torques, as optimization variables and the inverse dynamics and acceleration constraints on the contact frames as equality constraints. We eliminate the update of the acceleration, contact forces, and their dual variables from the linear equation to be solved in each Newton-type iteration in an efficient manner. As a result, the computational cost per Newton-type iteration is almost identical to that of the conventional non-lifted Newton-type iteration that embeds contact dynamics in the state equation. We conducted numerical experiments on the whole-body optimal control of various quadrupedal gaits subject to the friction cone constraints considered in interior-point methods and demonstrated that the proposed method can significantly increase the convergence speed to more than twice that of the conventional non-lifted approach.


ODBO: Bayesian Optimization with Search Space Prescreening for Directed Protein Evolution

arXiv.org Artificial Intelligence

Directed evolution is a versatile technique in protein engineering that mimics the process of natural selection by iteratively alternating between mutagenesis and screening in order to search for sequences that optimize a given property of interest, such as catalytic activity and binding affinity to a specified target. However, the space of possible proteins is too large to search exhaustively in the laboratory, and functional proteins are scarce in the vast sequence space. Machine learning (ML) approaches can accelerate directed evolution by learning to map protein sequences to functions without building a detailed model of the underlying physics, chemistry and biological pathways. Despite the great potentials held by these ML methods, they encounter severe challenges in identifying the most suitable sequences for a targeted function. These failures can be attributed to the common practice of adopting a high-dimensional feature representation for protein sequences and inefficient search methods. To address these issues, we propose an efficient, experimental design-oriented closed-loop optimization framework for protein directed evolution, termed ODBO, which employs a combination of novel low-dimensional protein encoding strategy and Bayesian optimization enhanced with search space prescreening via outlier detection. We further design an initial sample selection strategy to minimize the number of experimental samples for training ML models. We conduct and report four protein directed evolution experiments that substantiate the capability of the proposed framework for finding of the variants with properties of interest. We expect the ODBO framework to greatly reduce the experimental cost and time cost of directed evolution, and can be further generalized as a powerful tool for adaptive experimental design in a broader context.


Efficient Riccati recursion for optimal control problems with pure-state equality constraints

arXiv.org Artificial Intelligence

A novel approach to efficiently treat pure-state equality constraints in optimal control problems (OCPs) using a Riccati recursion algorithm is proposed. The proposed method transforms a pure-state equality constraint into a mixed state-control constraint such that the constraint is expressed by variables at a certain previous time stage. It is showed that if the solution satisfies the second-order sufficient conditions of the OCP with the transformed mixed state-control constraints, it is a local minimum of the OCP with the original pure-state constraints. A Riccati recursion algorithm is derived to solve the OCP using the transformed constraints with linear time complexity in the grid number of the horizon, in contrast to a previous approach that scales cubically with respect to the total dimension of the pure-state equality constraints. Numerical experiments on the whole-body optimal control of quadrupedal gaits that involve pure-state equality constraints owing to contact switches demonstrate the effectiveness of the proposed method over existing approaches.


Mitigating Gradient Bias in Multi-objective Learning: A Provably Convergent Stochastic Approach

arXiv.org Artificial Intelligence

Machine learning problems with multiple objective functions appear either in learning with multiple criteria where learning has to make a trade-off between multiple performance metrics such as fairness, safety and accuracy; or, in multi-task learning where multiple tasks are optimized jointly, sharing inductive bias between them. This problems are often tackled by the multi-objective optimization framework. However, existing stochastic multi-objective gradient methods and its variants (e.g., MGDA, PCGrad, CAGrad, etc.) all adopt a biased noisy gradient direction, which leads to degraded empirical performance. To this end, we develop a stochastic Multi-objective gradient Correction (MoCo) method for multi-objective optimization. The unique feature of our method is that it can guarantee convergence without increasing the batch size even in the non-convex setting. Simulations on multi-task supervised and reinforcement learning demonstrate the effectiveness of our method relative to state-of-the-art methods.