Optimization
Noisy Tensor Completion via Low-rank Tensor Ring
Qiu, Yuning, Zhou, Guoxu, Zhao, Qibin, Xie, Shengli
Tensor completion is a fundamental tool for incomplete data analysis, where the goal is to predict missing entries from partial observations. However, existing methods often make the explicit or implicit assumption that the observed entries are noise-free to provide a theoretical guarantee of exact recovery of missing entries, which is quite restrictive in practice. To remedy such drawbacks, this paper proposes a novel noisy tensor completion model, which complements the incompetence of existing works in handling the degeneration of high-order and noisy observations. Specifically, the tensor ring nuclear norm (TRNN) and least-squares estimator are adopted to regularize the underlying tensor and the observed entries, respectively. In addition, a non-asymptotic upper bound of estimation error is provided to depict the statistical performance of the proposed estimator. Two efficient algorithms are developed to solve the optimization problem with convergence guarantee, one of which is specially tailored to handle large-scale tensors by replacing the minimization of TRNN of the original tensor equivalently with that of a much smaller one in a heterogeneous tensor decomposition framework. Experimental results on both synthetic and real-world data demonstrate the effectiveness and efficiency of the proposed model in recovering noisy incomplete tensor data compared with state-of-the-art tensor completion models.
A novel evolutionary-based neuro-fuzzy task scheduling approach to jointly optimize the main design challenges of heterogeneous MPSoCs
Abdi, Athena, Salimi-Badr, Armin
In this paper, an online task scheduling and mapping method based on a fuzzy neural network (FNN) learned by an evolutionary multi-objective algorithm (NSGA-II) to jointly optimize the main design challenges of heterogeneous MPSoCs is proposed. In this approach, first, the FNN parameters are trained using an NSGA-II-based optimization engine by considering the main design challenges of MPSoCs including temperature, power consumption, failure rate, and execution time on a training dataset consisting of different application graphs of various sizes. Next, the trained FNN is employed as an online task scheduler to jointly optimize the main design challenges in heterogeneous MPSoCs. Due to the uncertainty in sensor measurements and the difference between computational models and reality, applying the fuzzy neural network is advantageous in online scheduling procedures. The performance of the method is compared with some previous heuristic, meta-heuristic, and rule-based approaches in several experiments. Based on these experiments our proposed method outperforms the related studies in optimizing all design criteria. Its improvement over related heuristic and meta-heuristic approaches are estimated 10.58% in temperature, 9.22% in power consumption, 39.14% in failure rate, and 12.06% in execution time, averagely. Moreover, considering the interpretable nature of the FNN, the frequently fired extracted fuzzy rules of the proposed approach are demonstrated.
Robust Multi-Robot Trajectory Optimization Using Alternating Direction Method of Multiplier
Ni, Ruiqi, Pan, Zherong, Gao, Xifeng
We propose a variant of alternating direction method of multiplier (ADMM) to solve constrained trajectory optimization problems. Our ADMM framework breaks a joint optimization into small sub-problems, leading to a low iteration cost and decentralized parameter updates. Starting from a collision-free initial trajectory, our method inherits the theoretical properties of primal interior point method (P-IPM), i.e., guaranteed collision avoidance and homotopy preservation throughout optimization, while being orders of magnitude faster. We have analyzed the convergence and evaluated our method for time-optimal multi-UAV trajectory optimizations and simultaneous goal-reaching of multiple robot arms, where we take into consider kinematics-, dynamics-limits, and homotopy-preserving collision constraints. Our method highlights an order of magnitude's speedup, while generating trajectories of comparable qualities as state-of-the-art P-IPM solver.
Soft-margin classification of object manifolds
A neural population responding to multiple appearances of a single object defines a manifold in the neural response space. The ability to classify such manifolds is of interest, as object recognition and other computational tasks require a response that is insensitive to variability within a manifold. Linear classification of object manifolds was previously studied for max-margin classifiers. Soft-margin classifiers are a larger class of algorithms and provide an additional regularization parameter used in applications to optimize performance outside the training set by balancing between making fewer training errors and learning more robust classifiers. Here we develop a mean-field theory describing the behavior of soft-margin classifiers applied to object manifolds. Analyzing manifolds with increasing complexity, from points through spheres to general manifolds, a mean-field theory describes the expected value of the linear classifier's norm, as well as the distribution of fields and slack variables. By analyzing the robustness of the learned classification to noise, we can predict the probability of classification errors and their dependence on regularization, demonstrating a finite optimal choice. The theory describes a previously unknown phase transition, corresponding to the disappearance of a non-trivial solution, thus providing a soft version of the well-known classification capacity of max-margin classifiers.
Efficient and Optimal Fixed-Time Regret with Two Experts
Greenstreet, Laura, Harvey, Nicholas J. A., Portella, Victor Sanches
Prediction with expert advice is a foundational problem in online learning. In instances with $T$ rounds and $n$ experts, the classical Multiplicative Weights Update method suffers at most $\sqrt{(T/2)\ln n}$ regret when $T$ is known beforehand. Moreover, this is asymptotically optimal when both $T$ and $n$ grow to infinity. However, when the number of experts $n$ is small/fixed, algorithms with better regret guarantees exist. Cover showed in 1967 a dynamic programming algorithm for the two-experts problem restricted to $\{0,1\}$ costs that suffers at most $\sqrt{T/2\pi} + O(1)$ regret with $O(T^2)$ pre-processing time. In this work, we propose an optimal algorithm for prediction with two experts' advice that works even for costs in $[0,1]$ and with $O(1)$ processing time per turn. Our algorithm builds up on recent work on the experts problem based on techniques and tools from stochastic calculus.
Efficient Stochastic Optimal Control through Approximate Bayesian Input Inference
Watson, Joe, Abdulsamad, Hany, Findeisen, Rolf, Peters, Jan
Optimal control under uncertainty is a prevailing challenge for many reasons. One of the critical difficulties lies in producing tractable solutions for the underlying stochastic optimization problem. We show how advanced approximate inference techniques can be used to handle the statistical approximations principled and practically by framing the control problem as a problem of input estimation. Analyzing the Gaussian setting, we present an inference-based solver that is effective in stochastic and deterministic settings and was found to be superior to popular baselines on nonlinear simulated tasks. We draw connections that relate this inference formulation to previous approaches for stochastic optimal control and outline several advantages that this inference view brings due to its statistical nature.
Set-valued prediction in hierarchical classification with constrained representation complexity
Mortier, Thomas, Hüllermeier, Eyke, Dembczyński, Krzysztof, Waegeman, Willem
Set-valued prediction is a well-known concept in multi-class classification. When a classifier is uncertain about the class label for a test instance, it can predict a set of classes instead of a single class. In this paper, we focus on hierarchical multi-class classification problems, where valid sets (typically) correspond to internal nodes of the hierarchy. We argue that this is a very strong restriction, and we propose a relaxation by introducing the notion of representation complexity for a predicted set. In combination with probabilistic classifiers, this leads to a challenging inference problem for which specific combinatorial optimization algorithms are needed. We propose three methods and evaluate them on benchmark datasets: a na\"ive approach that is based on matrix-vector multiplication, a reformulation as a knapsack problem with conflict graph, and a recursive tree search method. Experimental results demonstrate that the last method is computationally more efficient than the other two approaches, due to a hierarchical factorization of the conditional class distribution.
On the Optimization Landscape of Neural Collapse under MSE Loss: Global Optimality with Unconstrained Features
Zhou, Jinxin, Li, Xiao, Ding, Tianyu, You, Chong, Qu, Qing, Zhu, Zhihui
When training deep neural networks for classification tasks, an intriguing empirical phenomenon has been widely observed in the last-layer classifiers and features, where (i) the class means and the last-layer classifiers all collapse to the vertices of a Simplex Equiangular Tight Frame (ETF) up to scaling, and (ii) cross-example within-class variability of last-layer activations collapses to zero. This phenomenon is called Neural Collapse (NC), which seems to take place regardless of the choice of loss functions. In this work, we justify NC under the mean squared error (MSE) loss, where recent empirical evidence shows that it performs comparably or even better than the de-facto cross-entropy loss. Under a simplified unconstrained feature model, we provide the first global landscape analysis for vanilla nonconvex MSE loss and show that the (only!) global minimizers are neural collapse solutions, while all other critical points are strict saddles whose Hessian exhibit negative curvature directions. Furthermore, we justify the usage of rescaled MSE loss by probing the optimization landscape around the NC solutions, showing that the landscape can be improved by tuning the rescaling hyperparameters. Finally, our theoretical findings are experimentally verified on practical network architectures.
Learning cardiac activation maps from 12-lead ECG with multi-fidelity Bayesian optimization on manifolds
Pezzuto, Simone, Perdikaris, Paris, Costabal, Francisco Sahli
We propose a method for identifying an ectopic activation in the heart non-invasively. Ectopic activity in the heart can trigger deadly arrhythmias. The localization of the ectopic foci or earliest activation sites (EASs) is therefore a critical information for cardiologists in deciding the optimal treatment. In this work, we formulate the identification problem as a global optimization problem, by minimizing the mismatch between the ECG predicted by a cardiac model, when paced at a given EAS, and the observed ECG during the ectopic activity. Our cardiac model amounts at solving an anisotropic eikonal equation for cardiac activation and the forward bidomain model in the torso with the lead field approach for computing the ECG. We build a Gaussian process surrogate model of the loss function on the heart surface to perform Bayesian optimization. In this procedure, we iteratively evaluate the loss function following the lower confidence bound criterion, which combines exploring the surface with exploitation of the minimum region. We also extend this framework to incorporate multiple levels of fidelity of the model. We show that our procedure converges to the minimum only after $11.7\pm10.4$ iterations (20 independent runs) for the single-fidelity case and $3.5\pm1.7$ iterations for the multi-fidelity case. We envision that this tool could be applied in real time in a clinical setting to identify potentially dangerous EASs.
Shadoks Approach to Low-Makespan Coordinated Motion Planning
Crombez, Loïc, da Fonseca, Guilherme D., Gerard, Yan, Gonzalez-Lorenzo, Aldo, Lafourcade, Pascal, Libralesso, Luc
This paper describes the heuristics used by the Shadoks team for the CG:SHOP 2021 challenge. This year's problem is to coordinate the motion of multiple robots in order to reach their targets without collisions and minimizing the makespan. It is a classical multi agent path finding problem with the specificity that the instances are highly dense in an unbounded grid. Using the heuristics outlined in this paper, our team won first place with the best solution to 202 out of 203 instances and optimal solutions to at least 105 of them. The main ingredients include several different strategies to compute initial solutions coupled with a heuristic called Conflict Optimizer to reduce the makespan of existing solutions.