Optimization
BITKOMO: Combining Sampling and Optimization for Fast Convergence in Optimal Motion Planning
Kamat, Jay, Ortiz-Haro, Joaquim, Toussaint, Marc, Pokorny, Florian T., Orthey, Andreas
Optimal sampling based motion planning and trajectory optimization are two competing frameworks to generate optimal motion plans. Both frameworks have complementary properties: Sampling based planners are typically slow to converge, but provide optimality guarantees. Trajectory optimizers, however, are typically fast to converge, but do not provide global optimality guarantees in nonconvex problems, e.g. scenarios with obstacles. To achieve the best of both worlds, we introduce a new planner, BITKOMO, which integrates the asymptotically optimal Batch Informed Trees (BIT*) planner with the K-Order Markov Optimization (KOMO) trajectory optimization framework. Our planner is anytime and maintains the same asymptotic optimality guarantees provided by BIT*, while also exploiting the fast convergence of the KOMO trajectory optimizer. We experimentally evaluate our planner on manipulation scenarios that involve high dimensional configuration spaces, with up to two 7-DoF manipulators, obstacles and narrow passages. BITKOMO performs better than KOMO by succeeding even when KOMO fails, and it outperforms BIT* in terms of convergence to the optimal solution.
Multi-channel Nuclear Norm Minus Frobenius Norm Minimization for Color Image Denoising
Shan, Yiwen, Hu, Dong, Wang, Zhi, Jia, Tao
Color image denoising is frequently encountered in various image processing and computer vision tasks. One traditional strategy is to convert the RGB image to a less correlated color space and denoise each channel of the new space separately. However, such a strategy can not fully exploit the correlated information between channels and is inadequate to obtain satisfactory results. To address this issue, this paper proposes a new multi-channel optimization model for color image denoising under the nuclear norm minus Frobenius norm minimization framework. Specifically, based on the block-matching, the color image is decomposed into overlapping RGB patches. For each patch, we stack its similar neighbors to form the corresponding patch matrix. The proposed model is performed on the patch matrix to recover its noise-free version. During the recovery process, a) a weight matrix is introduced to fully utilize the noise difference between channels; b) the singular values are shrunk adaptively without additionally assigning weights. With them, the proposed model can achieve promising results while keeping simplicity. To solve the proposed model, an accurate and effective algorithm is built based on the alternating direction method of multipliers framework. The solution of each updating step can be analytically expressed in closed-from. Rigorous theoretical analysis proves the solution sequences generated by the proposed algorithm converge to their respective stationary points. Experimental results on both synthetic and real noise datasets demonstrate the proposed model outperforms state-of-the-art models.
Learning the Quality of Machine Permutations in Job Shop Scheduling
Corsini, Andrea, Calderara, Simone, Dell'Amico, Mauro
In recent years, the power demonstrated by Machine Learning (ML) has increasingly attracted the interest of the optimization community that is starting to leverage ML for enhancing and automating the design of algorithms. One combinatorial optimization problem recently tackled with ML is the Job Shop scheduling Problem (JSP). Most of the works on the JSP using ML focus on Deep Reinforcement Learning (DRL), and only a few of them leverage supervised learning techniques. The recurrent reasons for avoiding supervised learning seem to be the difficulty in casting the right learning task, i.e., what is meaningful to predict, and how to obtain labels. Therefore, we first propose a novel supervised learning task that aims at predicting the quality of machine permutations. Then, we design an original methodology to estimate this quality, and we use these estimations to create an accurate sequential deep learning model (binary accuracy above 95%). Finally, we empirically demonstrate the value of predicting the quality of machine permutations by enhancing the performance of a simple Tabu Search algorithm inspired by the works in the literature.
A regularization-patching dual quaternion optimization method for solving the hand-eye calibration problem
Chen, Zhongming, Ling, Chen, Qi, Liqun, Yan, Hong
The hand-eye calibration problem is an important part of robot calibration, which has wide applications in aerospace, medical, automotive and industrial fields [15, 10]. The problem is to determine the homogeneous matrix between the robot gripper and a camera mounted rigidly on the gripper or between a robot base and the world coordinate system. In 1989, Shiu and Ahmad [29] and Tsai and Lenz [30] used one motion (two poses) to formulate the hand-eye calibration problem as solving a matrix equation AX = XB, (1) where X is the unknown homogeneous transformation matrix from the gripper (hand) to the camera (eye), A is the measurable homogeneous transformation matrix of the robot hand from its first to second position, and B is the measurable homogeneous transformation matrix of the attached camera and also, from its first to second position. To allow the simultaneous estimation of both the transformations from the robot base frame to the world frame and from the robot hand frame to sensor frame, Zhuang, Roth and Sudhaker [38] derived another homogeneous transformation equation AX = ZB, (2) where X is the transformation matrix from the gripper to the camera, Z is the transformation matrix from the robot base to the world coordinate system, A is the transformation matrix from the robot base to the gripper and B is the transformation matrix from the world base to the camera. It is worth mentioning that there are other kinds of mathematical models for hand-eye calibration problem.
BiConMP: A Nonlinear Model Predictive Control Framework for Whole Body Motion Planning
Meduri, Avadesh, Shah, Paarth, Viereck, Julian, Khadiv, Majid, Havoutis, Ioannis, Righetti, Ludovic
Online planning of whole-body motions for legged robots is challenging due to the inherent nonlinearity in the robot dynamics. In this work, we propose a nonlinear MPC framework, the BiConMP which can generate whole body trajectories online by efficiently exploiting the structure of the robot dynamics. BiConMP is used to generate various cyclic gaits on a real quadruped robot and its performance is evaluated on different terrain, countering unforeseen pushes and transitioning online between different gaits. Further, the ability of BiConMP to generate non-trivial acyclic whole-body dynamic motions on the robot is presented. The same approach is also used to generate various dynamic motions in MPC on a humanoid robot (Talos) and another quadruped robot (AnYmal) in simulation. Finally, an extensive empirical analysis on the effects of planning horizon and frequency on the nonlinear MPC framework is reported and discussed.
Learning to Constrain Policy Optimization with Virtual Trust Region
Le, Hung, George, Thommen Karimpanal, Abdolshah, Majid, Nguyen, Dung, Do, Kien, Gupta, Sunil, Venkatesh, Svetha
We introduce a constrained optimization method for policy gradient reinforcement learning, which uses a virtual trust region to regulate each policy update. In addition to using the proximity of one single old policy as the normal trust region, we propose forming a second trust region through another virtual policy representing a wide range of past policies. We then enforce the new policy to stay closer to the virtual policy, which is beneficial if the old policy performs poorly. More importantly, we propose a mechanism to automatically build the virtual policy from a memory of past policies, providing a new capability for dynamically learning appropriate virtual trust regions during the optimization process. Our proposed method, dubbed Memory-Constrained Policy Optimization (MCPO), is examined in diverse environments, including robotic locomotion control, navigation with sparse rewards and Atari games, consistently demonstrating competitive performance against recent on-policy constrained policy gradient methods.
iFlipper: Label Flipping for Individual Fairness
Zhang, Hantian, Tae, Ki Hyun, Park, Jaeyoung, Chu, Xu, Whang, Steven Euijong
As machine learning becomes prevalent, mitigating any unfairness present in the training data becomes critical. Among the various notions of fairness, this paper focuses on the well-known individual fairness, which states that similar individuals should be treated similarly. While individual fairness can be improved when training a model (in-processing), we contend that fixing the data before model training (pre-processing) is a more fundamental solution. In particular, we show that label flipping is an effective pre-processing technique for improving individual fairness. Our system iFlipper solves the optimization problem of minimally flipping labels given a limit to the individual fairness violations, where a violation occurs when two similar examples in the training data have different labels. We first prove that the problem is NP-hard. We then propose an approximate linear programming algorithm and provide theoretical guarantees on how close its result is to the optimal solution in terms of the number of label flips. We also propose techniques for making the linear programming solution more optimal without exceeding the violations limit. Experiments on real datasets show that iFlipper significantly outperforms other pre-processing baselines in terms of individual fairness and accuracy on unseen test sets. In addition, iFlipper can be combined with in-processing techniques for even better results.
A Unifying Framework for Online Optimization with Long-Term Constraints
Castiglioni, Matteo, Celli, Andrea, Marchesi, Alberto, Romano, Giulia, Gatti, Nicola
We study online learning problems in which a decision maker has to take a sequence of decisions subject to $m$ long-term constraints. The goal of the decision maker is to maximize their total reward, while at the same time achieving small cumulative constraints violation across the $T$ rounds. We present the first best-of-both-world type algorithm for this general class of problems, with no-regret guarantees both in the case in which rewards and constraints are selected according to an unknown stochastic model, and in the case in which they are selected at each round by an adversary. Our algorithm is the first to provide guarantees in the adversarial setting with respect to the optimal fixed strategy that satisfies the long-term constraints. In particular, it guarantees a $\rho/(1+\rho)$ fraction of the optimal reward and sublinear regret, where $\rho$ is a feasibility parameter related to the existence of strictly feasible solutions. Our framework employs traditional regret minimizers as black-box components. Therefore, by instantiating it with an appropriate choice of regret minimizers it can handle the full-feedback as well as the bandit-feedback setting. Moreover, it allows the decision maker to seamlessly handle scenarios with non-convex rewards and constraints. We show how our framework can be applied in the context of budget-management mechanisms for repeated auctions in order to guarantee long-term constraints that are not packing (e.g., ROI constraints).
Multi-Objective Policy Gradients with Topological Constraints
Wray, Kyle Hollins, Tiomkin, Stas, Kochenderfer, Mykel J., Abbeel, Pieter
Multi-objective optimization models that encode ordered sequential constraints provide a solution to model various challenging problems including encoding preferences, modeling a curriculum, and enforcing measures of safety. A recently developed theory of topological Markov decision processes (TMDPs) captures this range of problems for the case of discrete states and actions. In this work, we extend TMDPs towards continuous spaces and unknown transition dynamics by formulating, proving, and implementing the policy gradient theorem for TMDPs. This theoretical result enables the creation of TMDP learning algorithms that use function approximators, and can generalize existing deep reinforcement learning (DRL) approaches. Specifically, we present a new algorithm for a policy gradient in TMDPs by a simple extension of the proximal policy optimization (PPO) algorithm. We demonstrate this on a real-world multiple-objective navigation problem with an arbitrary ordering of objectives both in simulation and on a real robot.
Efficient first-order predictor-corrector multiple objective optimization for fair misinformation detection
Enouen, Eric, Mathesius, Katja, Wang, Sean, Carr, Arielle, Xie, Sihong
Multiple-objective optimization (MOO) aims to simultaneously optimize multiple conflicting objectives and has found important applications in machine learning, such as minimizing classification loss and discrepancy in treating different populations for fairness. At optimality, further optimizing one objective will necessarily harm at least another objective, and decision-makers need to comprehensively explore multiple optima (called Pareto front) to pinpoint one final solution. We address the efficiency of finding the Pareto front. First, finding the front from scratch using stochastic multi-gradient descent (SMGD) is expensive with large neural networks and datasets. We propose to explore the Pareto front as a manifold from a few initial optima, based on a predictor-corrector method. Second, for each exploration step, the predictor solves a large-scale linear system that scales quadratically in the number of model parameters and requires one backpropagation to evaluate a second-order Hessian-vector product per iteration of the solver. We propose a Gauss-Newton approximation that only scales linearly, and that requires only first-order inner-product per iteration. This also allows for a choice between the MINRES and conjugate gradient methods when approximately solving the linear system. The innovations make predictor-corrector possible for large networks. Experiments on multi-objective (fairness and accuracy) misinformation detection tasks show that 1) the predictor-corrector method can find Pareto fronts better than or similar to SMGD with less time; and 2) the proposed first-order method does not harm the quality of the Pareto front identified by the second-order method, while further reduce running time.