Optimization
A Recursive Partitioning Approach for Dynamic Discrete Choice Modeling in High Dimensional Settings
Barzegary, Ebrahim, Yoganarasimhan, Hema
Dynamic discrete choice models are widely employed to answer substantive and policy questions in settings where individuals' current choices have future implications. However, estimation of these models is often computationally intensive and/or infeasible in high-dimensional settings. Indeed, even specifying the structure for how the utilities/state transitions enter the agent's decision is challenging in high-dimensional settings when we have no guiding theory. In this paper, we present a semi-parametric formulation of dynamic discrete choice models that incorporates a high-dimensional set of state variables, in addition to the standard variables used in a parametric utility function. The high-dimensional variable can include all the variables that are not the main variables of interest but may potentially affect people's choices and must be included in the estimation procedure, i.e., control variables. We present a data-driven recursive partitioning algorithm that reduces the dimensionality of the high-dimensional state space by taking the variation in choices and state transition into account. Researchers can then use the method of their choice to estimate the problem using the discretized state space from the first stage. Our approach can reduce the estimation bias and make estimation feasible at the same time. We present Monte Carlo simulations to demonstrate the performance of our method compared to standard estimation methods where we ignore the high-dimensional explanatory variable set.
Robust Training under Label Noise by Over-parameterization
Liu, Sheng, Zhu, Zhihui, Qu, Qing, You, Chong
Recently, over-parameterized deep networks, with increasingly more network parameters than training samples, have dominated the performances of modern machine learning. However, when the training data is corrupted, it has been well-known that over-parameterized networks tend to overfit and do not generalize. In this work, we propose a principled approach for robust training of over-parameterized deep networks in classification tasks where a proportion of training labels are corrupted. The main idea is yet very simple: label noise is sparse and incoherent with the network learned from clean data, so we model the noise and learn to separate it from the data. Specifically, we model the label noise via another sparse over-parameterization term, and exploit implicit algorithmic regularizations to recover and separate the underlying corruptions. Remarkably, when trained using such a simple method in practice, we demonstrate state-of-the-art test accuracy against label noise on a variety of real datasets. Furthermore, our experimental results are corroborated by theory on simplified linear models, showing that exact separation between sparse noise and low-rank data can be achieved under incoherent conditions. The work opens many interesting directions for improving over-parameterized models by using sparse over-parameterization and implicit regularization.
A Screening Strategy for Structured Optimization Involving Nonconvex $\ell_{q,p}$ Regularization
Li, Tiange, Yang, Xiangyu, Wang, Hao
In this paper, we develop a simple yet effective screening rule strategy to improve the computational efficiency in solving structured optimization involving nonconvex $\ell_{q,p}$ regularization. Based on an iteratively reweighted $\ell_1$ (IRL1) framework, the proposed screening rule works like a preprocessing module that potentially removes the inactive groups before starting the subproblem solver, thereby reducing the computational time in total. This is mainly achieved by heuristically exploiting the dual subproblem information during each iteration.Moreover, we prove that our screening rule can remove all inactive variables in a finite number of iterations of the IRL1 method. Numerical experiments illustrate the efficiency of our screening rule strategy compared with several state-of-the-art algorithms.
No Pattern, No Recognition: a Survey about Reproducibility and Distortion Issues of Text Clustering and Topic Modeling
Silva, Marรญlia Costa Rosendo, Siqueira, Felipe Alves, Tarrega, Joรฃo Pedro Mantovani, Beinotti, Joรฃo Vitor Pataca, Nunes, Augusto Sousa, Gardini, Miguel de Mattos, da Silva, Vinรญcius Adolfo Pereira, da Silva, Nรกdia Fรฉlix Felipe, de Carvalho, Andrรฉ Carlos Ponce de Leon Ferreira
Extracting knowledge from unlabeled texts using machine learning algorithms can be complex. Document categorization and information retrieval are two applications that may benefit from unsupervised learning (e.g., text clustering and topic modeling), including exploratory data analysis. However, the unsupervised learning paradigm poses reproducibility issues. The initialization can lead to variability depending on the machine learning algorithm. Furthermore, the distortions can be misleading when regarding cluster geometry. Amongst the causes, the presence of outliers and anomalies can be a determining factor. Despite the relevance of initialization and outlier issues for text clustering and topic modeling, the authors did not find an in-depth analysis of them. This survey provides a systematic literature review (2011-2022) of these subareas and proposes a common terminology since similar procedures have different terms. The authors describe research opportunities, trends, and open issues. The appendices summarize the theoretical background of the text vectorization, the factorization, and the clustering algorithms that are directly or indirectly related to the reviewed works.
Convex duality for stochastic shortest path problems in known and unknown environments
This paper studies Stochastic Shortest Path (SSP) problems in known and unknown environments from the perspective of convex optimisation. It first recalls results in the known parameter case, and develops understanding through different proofs. It then focuses on the unknown parameter case, where it studies extended value iteration (EVI) operators. This includes the existing operators used in Rosenberg et al. [26] and Tarbouriech et al. [31] based on the l-1 norm and supremum norm, as well as defining EVI operators corresponding to other norms and divergences, such as the KL-divergence. This paper shows in general how the EVI operators relate to convex programs, and the form of their dual, where strong duality is exhibited. This paper then focuses on whether the bounds from finite horizon research of Neu and Pike-Burke [21] can be applied to these extended value iteration operators in the SSP setting. It shows that similar bounds to [21] for these operators exist, however they lead to operators that are not in general monotone and have more complex convergence properties. In a special case we observe oscillating behaviour. This paper generates open questions on how research may progress, with several examples that require further examination.
Watch Me Calibrate My Force-Sensing Shoes!
Han, Yuanfeng, Jiang, Boren, Chirikjian, Gregory S.
This paper presents a novel method for smaller-sized humanoid robots to self-calibrate their foot force sensors. The method consists of two steps: 1. The robot is commanded to move along planned whole-body trajectories in different double support configurations. 2. The sensor parameters are determined by minimizing the error between the measured and modeled center of pressure (CoP) and ground reaction force (GRF) during the robot's movement using optimization. This is the first proposed autonomous calibration method for foot force-sensing devices in smaller humanoid robots. Furthermore, we introduce a high-accuracy manual calibration method to establish CoP ground truth, which is used to validate the measured CoP using self-calibration. The results show that the self-calibration can accurately estimate CoP and GRF without any manual intervention. Our method is demonstrated using a NAO humanoid platform and our previously presented force-sensing shoes.
Learning Where To Look -- Generative NAS is Surprisingly Efficient
Lukasik, Jovita, Jung, Steffen, Keuper, Margret
The efficient, automated search for well-performing neural architectures (NAS) has drawn increasing attention in the recent past. Thereby, the predominant research objective is to reduce the necessity of costly evaluations of neural architectures while efficiently exploring large search spaces. To this aim, surrogate models embed architectures in a latent space and predict their performance, while generative models for neural architectures enable optimization-based search within the latent space the generator draws from. Both, surrogate and generative models, have the aim of facilitating query-efficient search in a well-structured latent space. In this paper, we further improve the trade-off between query-efficiency and promising architecture generation by leveraging advantages from both, efficient surrogate models and generative design. To this end, we propose a generative model, paired with a surrogate predictor, that iteratively learns to generate samples from increasingly promising latent subspaces. This approach leads to very effective and efficient architecture search, while keeping the query amount low. In addition, our approach allows in a straightforward manner to jointly optimize for multiple objectives such as accuracy and hardware latency. We show the benefit of this approach not only w.r.t. the optimization of architectures for highest classification accuracy but also in the context of hardware constraints and outperform state-of-the-art methods on several NAS benchmarks for single and multiple objectives. We also achieve state-of-the-art performance on ImageNet. The code is available at http://github.com/jovitalukasik/AG-Net .
Constrained multi-agent ergodic area surveying control based on finite element approximation of the potential field
Iviฤ, Stefan, Sikirica, Ante, Crnkoviฤ, Bojan
Heat Equation Driven Area Coverage (HEDAC) is a state-of-the-art multi-agent ergodic motion control guided by a gradient of a potential field. A finite element method is hereby implemented to obtain a solution of the Helmholtz partial differential equation, which models the potential field for surveying motion control. This allows us to survey arbitrarily shaped domains and to include obstacles in an elegant and robust manner intrinsic to HEDAC's fundamental idea. For a simple kinematic motion, the obstacles and boundary avoidance constraints are successfully handled by directing the agent motion with the gradient of the potential. However, including additional constraints, such as the minimal clearance distance from stationary and moving obstacles and the minimal path curvature radius, requires further alternations of the control algorithm. We introduce a relatively simple yet robust approach for handling these constraints by formulating a straightforward optimization problem based on collision-free escape route maneuvers. This approach provides a guaranteed collision avoidance mechanism while being computationally inexpensive as a result of the optimization problem partitioning. The proposed motion control is evaluated in three realistic surveying scenarios simulations, showing the effectiveness of the surveying and the robustness of the control algorithm. Furthermore, potential maneuvering difficulties due to improperly defined surveying scenarios are highlighted and we provide guidelines on how to overpass them. The results are promising and indicate real-world applicability of the proposed constrained multi-agent motion control for autonomous surveying and potentially other HEDAC utilizations.
Safe Policy Improvement Approaches and their Limitations
Scholl, Philipp, Dietrich, Felix, Otte, Clemens, Udluft, Steffen
Safe Policy Improvement (SPI) is an important technique for offline reinforcement learning in safety critical applications as it improves the behavior policy with a high probability. We classify various SPI approaches from the literature into two groups, based on how they utilize the uncertainty of state-action pairs. Focusing on the Soft-SPIBB (Safe Policy Improvement with Soft Baseline Bootstrapping) algorithms, we show that their claim of being provably safe does not hold. Based on this finding, we develop adaptations, the Adv-Soft-SPIBB algorithms, and show that they are provably safe. A heuristic adaptation, Lower-Approx-Soft-SPIBB, yields the best performance among all SPIBB algorithms in extensive experiments on two benchmarks. We also check the safety guarantees of the provably safe algorithms and show that huge amounts of data are necessary such that the safety bounds become useful in practice.
A Whole-Body Controller Based on a Simplified Template for Rendering Impedances in Quadruped Manipulators
Risiglione, Mattia, Barasuol, Victor, Caldwell, Darwin G., Semini, Claudio
Quadrupedal manipulators require to be compliant when dealing with external forces during autonomous manipulation, tele-operation or physical human-robot interaction. This paper presents a whole-body controller that allows for the implementation of a Cartesian impedance control to coordinate tracking performance and desired compliance for the robot base and manipulator arm. The controller is formulated through an optimization problem using Quadratic Programming (QP) to impose a desired behavior for the system while satisfying friction cone constraints, unilateral force constraints, joint and torque limits. The presented strategy decouples the arm and the base of the platform, enforcing the behavior of a linear double-mass spring damper system, and allows to independently tune their inertia, stiffness and damping properties. The control architecture is validated through an extensive simulation study using the 90kg HyQ robot equipped with a 7-DoF manipulator arm. Simulation results show the impedance rendering performance when external forces are applied at the arm's end-effector. The paper presents results for full stance condition (all legs on the ground) and, for the first time, also shows how the impedance rendering is affected by the contact conditions during a dynamic gait.