Optimization
Sparse Optimization for Unsupervised Extractive Summarization of Long Documents with the Frank-Wolfe Algorithm
Tsai, Alicia Y., Ghaoui, Laurent El
We address the problem of unsupervised extractive document summarization, especially for long documents. We model the unsupervised problem as a sparse auto-regression one and approximate the resulting combinatorial problem via a convex, norm-constrained problem. We solve it using a dedicated Frank-Wolfe algorithm. To generate a summary with $k$ sentences, the algorithm only needs to execute $\approx k$ iterations, making it very efficient. We explain how to avoid explicit calculation of the full gradient and how to include sentence embedding information. We evaluate our approach against two other unsupervised methods using both lexical (standard) ROUGE scores, as well as semantic (embedding-based) ones. Our method achieves better results with both datasets and works especially well when combined with embeddings for highly paraphrased summaries.
A Causality-Based Learning Approach for Discovering the Underlying Dynamics of Complex Systems from Partial Observations with Stochastic Parameterization
Discovering the underlying dynamics of complex systems from data is an important practical topic. Constrained optimization algorithms are widely utilized and lead to many successes. Yet, such purely data-driven methods may bring about incorrect physics in the presence of random noise and cannot easily handle the situation with incomplete data. In this paper, a new iterative learning algorithm for complex turbulent systems with partial observations is developed that alternates between identifying model structures, recovering unobserved variables, and estimating parameters. First, a causality-based learning approach is utilized for the sparse identification of model structures, which takes into account certain physics knowledge that is pre-learned from data. It has unique advantages in coping with indirect coupling between features and is robust to the stochastic noise. A practical algorithm is designed to facilitate the causal inference for high-dimensional systems. Next, a systematic nonlinear stochastic parameterization is built to characterize the time evolution of the unobserved variables. Closed analytic formula via an efficient nonlinear data assimilation is exploited to sample the trajectories of the unobserved variables, which are then treated as synthetic observations to advance a rapid parameter estimation. Furthermore, the localization of the state variable dependence and the physics constraints are incorporated into the learning procedure, which mitigate the curse of dimensionality and prevent the finite time blow-up issue. Numerical experiments show that the new algorithm succeeds in identifying the model structure and providing suitable stochastic parameterizations for many complex nonlinear systems with chaotic dynamics, spatiotemporal multiscale structures, intermittency, and extreme events.
Classification Performance Metric Elicitation and its Applications
Given a learning problem with real-world tradeoffs, which cost function should the model be trained to optimize? This is the metric selection problem in machine learning. Despite its practical interest, there is limited formal guidance on how to select metrics for machine learning applications. This thesis outlines metric elicitation as a principled framework for selecting the performance metric that best reflects implicit user preferences. Once specified, the evaluation metric can be used to compare and train models. In this manuscript, we formalize the problem of Metric Elicitation and devise novel strategies for eliciting classification performance metrics using pairwise preference feedback over classifiers. Specifically, we provide novel strategies for eliciting linear and linear-fractional metrics for binary and multiclass classification problems, which are then extended to a framework that elicits group-fair performance metrics in the presence of multiple sensitive groups. All the elicitation strategies that we discuss are robust to both finite sample and feedback noise, thus are useful in practice for real-world applications. Using the tools and the geometric characterizations of the feasible confusion statistics sets from the binary, multiclass, and multiclass-multigroup classification setups, we further provide strategies to elicit from a wider range of complex, modern multiclass metrics defined by quadratic functions of confusion statistics by exploiting their local linear structure. From application perspective, we also propose to use the metric elicitation framework in optimizing complex black box metrics that is amenable to deep network training. Lastly, to bring theory closer to practice, we conduct a preliminary real-user study that shows the efficacy of the metric elicitation framework in recovering the users' preferred performance metric in a binary classification setup.
SDA-SNE: Spatial Discontinuity-Aware Surface Normal Estimation via Multi-Directional Dynamic Programming
The state-of-the-art (SoTA) surface normal estimators (SNEs) generally translate depth images into surface normal maps in an end-to-end fashion. Although such SNEs have greatly minimized the trade-off between efficiency and accuracy, their performance on spatial discontinuities, e.g., edges and ridges, is still unsatisfactory. To address this issue, this paper first introduces a novel multi-directional dynamic programming strategy to adaptively determine inliers (co-planar 3D points) by minimizing a (path) smoothness energy. The depth gradients can then be refined iteratively using a novel recursive polynomial interpolation algorithm, which helps yield more reasonable surface normals. Our introduced spatial discontinuity-aware (SDA) depth gradient refinement strategy is compatible with any depth-to-normal SNEs. Our proposed SDA-SNE achieves much greater performance than all other SoTA approaches, especially near/on spatial discontinuities. We further evaluate the performance of SDA-SNE with respect to different iterations, and the results suggest that it converges fast after only a few iterations. This ensures its high efficiency in various robotics and computer vision applications requiring real-time performance. Additional experiments on the datasets with different extents of random noise further validate our SDA-SNE's robustness and environmental adaptability. Our source code, demo video, and supplementary material are publicly available at mias.group/SDA-SNE.
Physics-informed neural networks for PDE-constrained optimization and control
Barry-Straume, Jostein, Sarshar, Arash, Popov, Andrey A., Sandu, Adrian
A fundamental problem in science and engineering is designing optimal control policies that steer a given system towards a desired outcome. This work proposes Control Physics-Informed Neural Networks (Control PINNs) that simultaneously solve for a given system state, and for the optimal control signal, in a one-stage framework that conforms to the underlying physical laws. Prior approaches use a two-stage framework that first models and then controls a system in sequential order. In contrast, a Control PINN incorporates the required optimality conditions in its architecture and in its loss function. The success of Control PINNs is demonstrated by solving the following open-loop optimal control problems: (i) an analytical problem, (ii) a one-dimensional heat equation, and (iii) a two-dimensional predator-prey problem.
Projection-free Graph-based Classifier Learning using Gershgorin Disc Perfect Alignment
Yang, Cheng, Cheung, Gene, Zhai, Guangtao
In semi-supervised graph-based binary classifier learning, a subset of known labels $\hat{x}_i$ are used to infer unknown labels, assuming that the label signal $\mathbf{x}$ is smooth with respect to a similarity graph specified by a Laplacian matrix. When restricting labels $x_i$ to binary values, the problem is NP-hard. While a conventional semi-definite programming relaxation (SDR) can be solved in polynomial time using, for example, the alternating direction method of multipliers (ADMM), the complexity of projecting a candidate matrix $\mathbf{M}$ onto the positive semi-definite (PSD) cone ($\mathbf{M} \succeq 0$) per iteration remains high. In this paper, leveraging a recent linear algebraic theory called Gershgorin disc perfect alignment (GDPA), we propose a fast projection-free method by solving a sequence of linear programs (LP) instead. Specifically, we first recast the SDR to its dual, where a feasible solution $\mathbf{H} \succeq 0$ is interpreted as a Laplacian matrix corresponding to a balanced signed graph minus the last node. To achieve graph balance, we split the last node into two, each retains the original positive / negative edges, resulting in a new Laplacian $\bar{\mathbf{H}}$. We repose the SDR dual for solution $\bar{\mathbf{H}}$, then replace the PSD cone constraint $\bar{\mathbf{H}} \succeq 0$ with linear constraints derived from GDPA -- sufficient conditions to ensure $\bar{\mathbf{H}}$ is PSD -- so that the optimization becomes an LP per iteration. Finally, we extract predicted labels from converged solution $\bar{\mathbf{H}}$. Experiments show that our algorithm enjoyed a $28\times$ speedup over the next fastest scheme while achieving comparable label prediction performance.
Sync Computing nabs $15.5M to automatically optimize cloud resources โ TechCrunch
After a pandemic-driven cloud adoption boom in the enterprise, costs are finally coming under a microscope. More than a third of businesses report having cloud budget overruns of up to 40%, according to a recent poll by observability software vendor Pepperdata. A separate survey from Flexera found that optimizing the existing use of cloud services is a top initiative at 59% of companies -- cost being the main motivation. An entire cottage industry of startups has sprung up around optimizing cloud compute. But one in the race, Sync Computing, claims to uniquely tie business objectives like cost and runtime reduction directly to low-level infrastructure configurations.
Perceptive Locomotion through Nonlinear Model Predictive Control
Grandia, Ruben, Jenelten, Fabian, Yang, Shaohui, Farshidian, Farbod, Hutter, Marco
Abstract--Dynamic locomotion in rough terrain requires accurate foot placement, collision avoidance, and planning of the underactuated dynamics of the system. Reliably optimizing for such motions and interactions in the presence of imperfect and often incomplete perceptive information is challenging. We present a complete perception, planning, and control pipeline, that can optimize motions for all degrees of freedom of the robot in real-time. To mitigate the numerical challenges posed by the terrain a sequence of convex inequality constraints is extracted as local approximations of foothold feasibility and embedded into an online model predictive controller. Steppability classification, plane segmentation, and a signed distance field are precomputed per elevation map to minimize the computational effort during the optimization. In the shown configuration, the top foothold is 60 cm above the lowest foothold. These approaches build on a strict hierarchy of first selecting footholds and optimizing torso motion afterward. Still, complex terrains that jointly optimized has shown impressive results in simulation require precise foot placements, e.g., negative obstacles and [18]-[20] and removes the need for engineered torsofoot stepping stones as shown in Figure 1, remain difficult. Complex motions can be automatically A key challenge lies in the fact that both the terrain and discovered by including the entire terrain in the optimization. Additionally, due to the non-convexity, nonlinearity, mature methods exist for perceptive locomotion with a slow, and discontinuity introduced by optimizing over static gait [4]-[8] and for blind, dynamic locomotion that arbitrary terrain, these methods can get stuck in poor local assumes flat terrain [9]-[11]. Dedicated work on providing an initial guess is recently shown the ability to generalize blind locomotion needed to find feasible motions reliably [21]. Still, tightly integrating perception to achieve coordinated and This work presents a planning and control framework precise foot placement remains an active research problem.
NET-FLEET: Achieving Linear Convergence Speedup for Fully Decentralized Federated Learning with Heterogeneous Data
Zhang, Xin, Fang, Minghong, Liu, Zhuqing, Yang, Haibo, Liu, Jia, Zhu, Zhengyuan
Federated learning (FL) has received a surge of interest in recent years thanks to its benefits in data privacy protection, efficient communication, and parallel data processing. Also, with appropriate algorithmic designs, one could achieve the desirable linear speedup for convergence effect in FL. However, most existing works on FL are limited to systems with i.i.d. data and centralized parameter servers and results on decentralized FL with heterogeneous datasets remains limited. Moreover, whether or not the linear speedup for convergence is achievable under fully decentralized FL with data heterogeneity remains an open question. In this paper, we address these challenges by proposing a new algorithm, called NET-FLEET, for fully decentralized FL systems with data heterogeneity. The key idea of our algorithm is to enhance the local update scheme in FL (originally intended for communication efficiency) by incorporating a recursive gradient correction technique to handle heterogeneous datasets. We show that, under appropriate parameter settings, the proposed NET-FLEET algorithm achieves a linear speedup for convergence. We further conduct extensive numerical experiments to evaluate the performance of the proposed NET-FLEET algorithm and verify our theoretical findings.
The Correlated Arc Orienteering Problem
Agarwal, Saurav, Akella, Srinivas
This paper introduces the correlated arc orienteering problem (CAOP), where the task is to find routes for a team of robots to maximize the collection of rewards associated with features in the environment. These features can be one-dimensional or points in the environment, and can have spatial correlation, i.e., visiting a feature in the environment may provide a portion of the reward associated with a correlated feature. A robot incurs costs as it traverses the environment, and the total cost for its route is limited by a resource constraint such as battery life or operation time. As environments are often large, we permit multiple depots where the robots must start and end their routes. The CAOP generalizes the correlated orienteering problem (COP), where the rewards are only associated with point features, and the arc orienteering problem (AOP), where the rewards are not spatially correlated. We formulate a mixed integer quadratic program (MIQP) that formalizes the problem and gives optimal solutions. However, the problem is NP-hard, and therefore we develop an efficient greedy constructive algorithm. We illustrate the problem with two different applications: informative path planning for methane gas leak detection and coverage of road networks.