Optimization
Finding and Following Optimal Trajectories for an Overactuated Floating Robotic Platform
Bredenbeck, Anton, Vyas, Shubham, Suter, Willem, Zwick, Martin, Borrmann, Dorit, Olivares-Mendez, Miguel, Nüchter, Andreas
The recent increase in yearly spacecraft launches and the high number of planned launches have raised questions about maintaining accessibility to space for all interested parties. A key to sustaining the future of space-flight is the ability to service malfunctioning - and actively remove dysfunctional spacecraft from orbit. Robotic platforms that autonomously perform these tasks are a topic of ongoing research and thus must undergo thorough testing before launch. For representative system-level testing, the European Space Agency (ESA) uses, among other things, the Orbital Robotics and GNC Lab (ORGL), a flat-floor facility where air-bearing based platforms exhibit free-floating behavior in three Degrees of Freedom (DoF). This work introduces a representative simulation of a free-floating platform in the testing environment and a software framework for controller development. Finally, this work proposes a controller within that framework for finding and following optimal trajectories between arbitrary states, which is evaluated in simulation and reality.
Adaptive Learning for the Resource-Constrained Classification Problem
Abukasis, Danit Shifman, Cohen, Izack, Xian, Xiaochen, Huang, Kejun, Singer, Gonen
Classification applications are typically associated with misclassification costs and benefits as a result of incorrect and correct classification, respectively. Many studies have focused on cost-sensitive classification approaches [7, 8, 9, 10, 11, 12] in an effort to reduce the costs of misclassification. We illustrate the concept of imbalanced misclassification costs using the current and real-world example of classifying COVID-19 patients. Incorrectly classifying an ill patient as healthy may put this patient's life at risk as well as others by allowing the ill person to circulate among healthy persons and infect them (an intangible cost, usually determined by the judicial system). Classifying a healthy individual as a COVID-19 patient, on the other hand, may lead to unnecessary treatment, misuse of medical resources and cause unnecessary financial hardship to the individual and the general economy. Many studies have applied cost-sensitive approaches to handling imbalanced classification problems [13, 14] where the decision maker is interested in detecting the positive cases. There are four main approaches for making a classifier cost-sensitive: (i) changing the distribution of classes using over-and under-sampling within the training data set (i.e., preprocessing of the training data) to reduce misclassification costs [7, 8], denoted hereafter approach A1; (ii) changing the data set according to the misclassified samples of the cost-insensitive classifiers and their error costs (post-processing the training data) using a boosting approach in ensemble learning methods [12, 15], denoted hereafter approach A2; (iii) incorporating meta-learning methods on outputs of cost-insensitive learners using threshold driven techniques in favor of utilizing the probability estimations for the classes [7, 8, 16, 17], hereafter denoted A3; (iv) directly incorporating cost-sensitive capabilities into a learning algorithm, i.e., an algorithm-level solution that adapts existing learning methods so they are biased towards classes with high misclassification costs, usually presented by minority classes [8, 18].
Application of QUBO solver using black-box optimization to structural design for resonance avoidance
Matsumori, Tadayoshi, Taki, Masato, Kadowaki, Tadashi
Quadratic unconstrained binary optimization (QUBO) solvers can be applied to design an optimal structure to avoid resonance. QUBO algorithms that work on a classical or quantum device have succeeded in some industrial applications. However, their applications are still limited due to the difficulty of transforming from the original optimization problem to QUBO. Recently, black-box optimization (BBO) methods have been proposed to tackle this issue using a machine learning technique and a Bayesian treatment for combinatorial optimization. We employed the BBO methods to design a printed circuit board for resonance avoidance. This design problem is formulated to maximize natural frequency and simultaneously minimize the number of mounting points. The natural frequency, which is the bottleneck for the QUBO formulation, is approximated to a quadratic model in the BBO method. We demonstrated that BBO using a factorization machine shows good performance in both the calculation time and the success probability of finding the optimal solution. Our results can open up QUBO solvers' potential for other applications in structural designs.
New Auction Algorithms for Path Planning, Network Transport, and Reinforcement Learning
We consider some classical optimization problems in path planning and network transport, and we introduce new auction-based algorithms for their optimal and suboptimal solution. The algorithms are based on mathematical ideas that are related to competitive bidding by persons for objects and the attendant market equilibrium, which underlie auction processes. However, the starting point of our algorithms is different, namely weighted and unweighted path construction in directed graphs, rather than assignment of persons to objects. The new algorithms have several potential advantages over existing methods: they are empirically faster in some important contexts, such as max-flow, they are well-suited for on-line replanning, and they can be adapted to distributed asynchronous operation. Moreover, they allow arbitrary initial prices, without complementary slackness restrictions, and thus are better-suited to take advantage of reinforcement learning methods that use off-line training with data, as well as on-line training during real-time operation. The new algorithms may also find use in reinforcement learning contexts involving approximation, such as multistep lookahead and tree search schemes, and/or rollout algorithms.
Non-Myopic Multifidelity Bayesian Optimization
Di Fiore, Francesco, Mainini, Laura
Bayesian optimization is a popular framework for the optimization of black box functions. Multifidelity methods allows to accelerate Bayesian optimization by exploiting low-fidelity representations of expensive objective functions. Popular multifidelity Bayesian strategies rely on sampling policies that account for the immediate reward obtained evaluating the objective function at a specific input, precluding greater informative gains that might be obtained looking ahead more steps. This paper proposes a non-myopic multifidelity Bayesian framework to grasp the long-term reward from future steps of the optimization. Our computational strategy comes with a two-step lookahead multifidelity acquisition function that maximizes the cumulative reward obtained measuring the improvement in the solution over two steps ahead. We demonstrate that the proposed algorithm outperforms a standard multifidelity Bayesian framework on popular benchmark optimization problems.
AutoDES: AutoML Pipeline Generation of Classification with Dynamic Ensemble Strategy Selection
Zhao, Yunpu, Zhang, Rui, Li, Xiaqing
Automating machine learning has achieved remarkable technological developments in recent years, and building an automated machine learning pipeline is now an essential task. The model ensemble is the technique of combining multiple models to get a better and more robust model. However, existing automated machine learning tends to be simplistic in handling the model ensemble, where the ensemble strategy is fixed, such as stacked generalization. There have been many techniques on different ensemble methods, especially ensemble selection, and the fixed ensemble strategy limits the upper limit of the model's performance. In this article, we present a novel framework for automated machine learning. Our framework incorporates advances in dynamic ensemble selection, and to our best knowledge, our approach is the first in the field of AutoML to search and optimize ensemble strategies. In the comparison experiments, our method outperforms the state-of-the-art automated machine learning frameworks with the same CPU time in 42 classification datasets from the OpenML platform. Ablation experiments on our framework validate the effectiveness of our proposed method.
Riemannian Stochastic Gradient Method for Nested Composition Optimization
Zhang, Dewei, Tajbakhsh, Sam Davanloo
This work considers optimization of composition of functions in a nested form over Riemannian manifolds where each function contains an expectation. This type of problems is gaining popularity in applications such as policy evaluation in reinforcement learning or model customization in meta-learning. The standard Riemannian stochastic gradient methods for non-compositional optimization cannot be directly applied as stochastic approximation of inner functions create bias in the gradients of the outer functions. For two-level composition optimization, we present a Riemannian Stochastic Composition Gradient Descent (R-SCGD) method that finds an approximate stationary point, with expected squared Riemannian gradient smaller than $\epsilon$, in $O(\epsilon^{-2})$ calls to the stochastic gradient oracle of the outer function and stochastic function and gradient oracles of the inner function. Furthermore, we generalize the R-SCGD algorithms for problems with multi-level nested compositional structures, with the same complexity of $O(\epsilon^{-2})$ for the first-order stochastic oracle. Finally, the performance of the R-SCGD method is numerically evaluated over a policy evaluation problem in reinforcement learning.
Regret Minimization with Noisy Observations
Mahdian, Mohammad, Mao, Jieming, Wang, Kangning
In a typical optimization problem, the task is to pick one of a number of options with the lowest cost or the highest value. In practice, these cost/value quantities often come through processes such as measurement or machine learning, which are noisy, with quantifiable noise distributions. To take these noise distributions into account, one approach is to assume a prior for the values, use it to build a posterior, and then apply standard stochastic optimization to pick a solution. However, in many practical applications, such prior distributions may not be available. In this paper, we study such scenarios using a regret minimization model. In our model, the task is to pick the highest one out of $n$ values. The values are unknown and chosen by an adversary, but can be observed through noisy channels, where additive noises are stochastically drawn from known distributions. The goal is to minimize the regret of our selection, defined as the expected difference between the highest and the selected value on the worst-case choices of values. We show that the na\"ive algorithm of picking the highest observed value has regret arbitrarily worse than the optimum, even when $n = 2$ and the noises are unbiased in expectation. On the other hand, we propose an algorithm which gives a constant-approximation to the optimal regret for any $n$. Our algorithm is conceptually simple, computationally efficient, and requires only minimal knowledge of the noise distributions.
Agile Maneuvers in Legged Robots: a Predictive Control Approach
Mastalli, Carlos, Merkt, Wolfgang, Xin, Guiyang, Shim, Jaehyun, Mistry, Michael, Havoutis, Ioannis, Vijayakumar, Sethu
Abstract--Planning and execution of agile locomotion maneuvers have been a longstanding challenge in legged robotics. It requires to derive motion plans and local feedback policies in real-time to handle the nonholonomy of the kinetic momenta. To achieve so, we propose a hybrid predictive controller that considers the robot's actuation limits and full-body dynamics. It combines the feedback policies with tactile information to locally predict future actions. Our predictive controller enables ANYmal robots to generate agile maneuvers in realistic scenarios. A crucial element is to track the local feedback policies as, in contrast to whole-body control, they achieve the desired angular momentum. To the best of our knowledge, our predictive controller is the first to handle actuation limits, generate agile locomotion maneuvers, and execute optimal feedback policies for low level torque control without the use of a separate whole-body controller. In the top clip, ANYmal jumped diagonally twice. In the middle clip, ANYmal jumped four times with a rotation of 30 degrees each. In the bottom clip, ANYmal jumped 15cm forward.
Bayesian Optimization for Macro Placement
Oh, Changyong, Bondesan, Roberto, Kianfar, Dana, Ahmed, Rehan, Khurana, Rishubh, Agarwal, Payal, Lepert, Romain, Sriram, Mysore, Welling, Max
Macro placement is the problem of placing memory blocks on a chip canvas. It can be formulated as a combinatorial optimization problem over sequence pairs, a representation which describes the relative positions of macros. Solving this problem is particularly challenging since the objective function is expensive to evaluate. In this paper, we develop a novel approach to macro placement using Bayesian optimization (BO) over sequence pairs. BO is a machine learning technique that uses a probabilistic surrogate model and an acquisition function that balances exploration and exploitation to efficiently optimize a black-box objective function. BO is more sample-efficient than reinforcement learning and therefore can be used with more realistic objectives. Additionally, the ability to learn from data and adapt the algorithm to the objective function makes BO an appealing alternative to other black-box optimization methods such as simulated annealing, which relies on problem-dependent heuristics and parameter-tuning. We benchmark our algorithm on the fixed-outline macro placement problem with the half-perimeter wire length objective and demonstrate competitive performance.