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 Optimization


Zeroth-Order Actor-Critic

arXiv.org Artificial Intelligence

Zeroth-order optimization methods and policy gradient based first-order methods are two promising alternatives to solve reinforcement learning (RL) problems with complementary advantages. The former work with arbitrary policies, drive state-dependent and temporally-extended exploration, possess robustness-seeking property, but suffer from high sample complexity, while the latter are more sample efficient but restricted to differentiable policies and the learned policies are less robust. We propose Zeroth-Order Actor-Critic algorithm (ZOAC) that unifies these two methods into an on-policy actor-critic architecture to preserve the advantages from both. ZOAC conducts rollouts collection with timestep-wise perturbation in parameter space, first-order policy evaluation (PEV) and zeroth-order policy improvement (PIM) alternately in each iteration. We evaluate our proposed method on a range of challenging continuous control benchmarks using different types of policies, where ZOAC outperforms zeroth-order and first-order baseline algorithms.


Towards Safe Reinforcement Learning with a Safety Editor Policy

arXiv.org Artificial Intelligence

We consider the safe reinforcement learning (RL) problem of maximizing utility while satisfying provided constraints. Since we do not assume any prior knowledge or pre-training of the safety concept, we are interested in asymptotic constraint satisfaction. A popular approach in this line of research is to combine the Lagrangian method with a model-free RL algorithm to adjust the weight of the constraint reward dynamically. It relies on a single policy to handle the conflict between utility and constraint rewards, which is often challenging. Inspired by the safety layer design (Dalal et al., 2018), we propose to separately learn a safety editor policy that transforms potentially unsafe actions output by a utility maximizer policy into safe ones. The safety editor is trained to maximize the constraint reward while minimizing a hinge loss of the utility Q values of actions before and after the edit. On 12 custom Safety Gym (Ray et al., 2019) tasks and 2 safe racing tasks with very harsh constraint thresholds, our approach demonstrates outstanding utility performance while complying with the constraints. Ablation studies reveal that our two-policy design is critical. Simply doubling the model capacity of typical single-policy approaches will not lead to comparable results. The Q hinge loss is also important in certain circumstances, and replacing it with the usual L2 distance could fail badly.


Safe Policy Improvement Approaches on Discrete Markov Decision Processes

arXiv.org Artificial Intelligence

Safe Policy Improvement (SPI) aims at provable guarantees that a learned policy is at least approximately as good as a given baseline policy. Building on SPI with Soft Baseline Bootstrapping (Soft-SPIBB) by Nadjahi et al., we identify theoretical issues in their approach, provide a corrected theory, and derive a new algorithm that is provably safe on finite Markov Decision Processes (MDP). Additionally, we provide a heuristic algorithm that exhibits the best performance among many state of the art SPI algorithms on two different benchmarks. Furthermore, we introduce a taxonomy of SPI algorithms and empirically show an interesting property of two classes of SPI algorithms: while the mean performance of algorithms that incorporate the uncertainty as a penalty on the action-value is higher, actively restricting the set of policies more consistently produces good policies and is, thus, safer.


Biases in In Silico Evaluation of Molecular Optimization Methods and Bias-Reduced Evaluation Methodology

arXiv.org Machine Learning

Molecular optimization aims to discover novel molecules with improved properties, which is often formulated as a reinforcement learning problem by modeling the construction of a molecule using a Markov decision process. The performance of such agents is measured by the quality of generated molecules. In the community of machine learning, most of the molecular optimization methods have been verified in silico, i.e., in computer simulation. Since most of the generated molecules are novel, their properties are unknown and we have to resort to a predictor to estimate the properties. However, little attention has been paid to how reliable such estimates are, which makes the existing performance estimates less reliable. In this paper, we study the statistical performance of such performance estimators to enhance our understanding of the evaluation protocol and we discuss several directions to improve it. Let us first introduce a common practice to estimate the performance in silico.


Regionalized optimization

arXiv.org Artificial Intelligence

Yedidia, Freeman, Weiss have shown in their reference article, "Constructing Free Energy Approximations and Generalized Belief Propagation Algorithms", that there is a variational principle underlying the General Belief Propagation, by introducing a region-based free energy approximation of the MaxEnt free energy, that we will call the Generalized Bethe free energy. They sketched a proof that fixed points of the General Belief Propagation are critical points of this free energy, this proof was completed in the thesis of Peltre. In this paper we identify a class of optimization problems defined as patching local optimization problems and associated message passing algorithms for which such correspondence between critical points and fix points of the algorithms holds. This framework holds many applications one of which being a PCA for filtered data and a region-based approximation of MaxEnT with stochastic compatibility constraints on the region probabilities. Such approach is particularly adapted for inference with multimodal integration, inference on scenes with multiple views.


Constrained Variational Policy Optimization for Safe Reinforcement Learning

arXiv.org Artificial Intelligence

Safe reinforcement learning (RL) aims to learn policies that satisfy certain constraints before deploying to safety-critical applications. Primal-dual as a prevalent constrained optimization framework suffers from instability issues and lacks optimality guarantees. This paper overcomes the issues from a novel probabilistic inference perspective and proposes an Expectation-Maximization style approach to learn safe policy. We show that the safe RL problem can be decomposed to 1) a convex optimization phase with a non-parametric variational distribution and 2) a supervised learning phase. We show the unique advantages of constrained variational policy optimization by proving its optimality and policy improvement stability. A wide range of experiments on continuous robotic tasks show that the proposed method achieves significantly better performance in terms of constraint satisfaction and sample efficiency than primal-dual baselines.


Search Trajectories Networks of Multiobjective Evolutionary Algorithms

arXiv.org Artificial Intelligence

Understanding the search dynamics of multiobjective evolutionary algorithms (MOEAs) is still an open problem. This paper extends a recent network-based tool, search trajectory networks (STNs), to model the behavior of MOEAs. Our approach uses the idea of decomposition, where a multiobjective problem is transformed into several single-objective problems. We show that STNs can be used to model and distinguish the search behavior of two popular multiobjective algorithms, MOEA/D and NSGA-II, using 10 continuous benchmark problems with 2 and 3 objectives. Our findings suggest that we can improve our understanding of MOEAs using STNs for algorithm analysis.


Constrained Structure Learning for Scene Graph Generation

arXiv.org Artificial Intelligence

As a structured prediction task, scene graph generation aims to build a visually-grounded scene graph to explicitly model objects and their relationships in an input image. Currently, the mean field variational Bayesian framework is the de facto methodology used by the existing methods, in which the unconstrained inference step is often implemented by a message passing neural network. However, such formulation fails to explore other inference strategies, and largely ignores the more general constrained optimization models. In this paper, we present a constrained structure learning method, for which an explicit constrained variational inference objective is proposed. Instead of applying the ubiquitous message-passing strategy, a generic constrained optimization method - entropic mirror descent - is utilized to solve the constrained variational inference step. We validate the proposed generic model on various popular scene graph generation benchmarks and show that it outperforms the state-of-the-art methods.


On the Role of Multi-Objective Optimization to the Transit Network Design Problem

arXiv.org Artificial Intelligence

Ongoing traffic changes, including those triggered by the COVID-19 pandemic, reveal the necessity to adapt our public transport systems to the ever-changing users' needs. This work shows that single and multi objective stances can be synergistically combined to better answer the transit network design problem (TNDP). Single objective formulations are dynamically inferred from the rating of networks in the approximated (multi-objective) Pareto Front, where a regression approach is used to infer the optimal weights of transfer needs, times, distances, coverage, and costs. As a guiding case study, the solution is applied to the multimodal public transport network in the city of Lisbon, Portugal. The system takes individual trip data given by smartcard validations at CARRIS buses and METRO subway stations and uses them to estimate the origin-destination demand in the city. Then, Genetic Algorithms are used, considering both single and multi objective approaches, to redesign the bus network that better fits the observed traffic demand. The proposed TNDP optimization proved to improve results, with reductions in objective functions of up to 28.3%. The system managed to extensively reduce the number of routes, and all passenger related objectives, including travel time and transfers per trip, significantly improve. Grounded on automated fare collection data, the system can incrementally redesign the bus network to dynamically handle ongoing changes to the city traffic.


Local Latent Space Bayesian Optimization over Structured Inputs

arXiv.org Machine Learning

Bayesian optimization over the latent spaces of deep autoencoder models (DAEs) has recently emerged as a promising new approach for optimizing challenging black-box functions over structured, discrete, hard-to-enumerate search spaces (e.g., molecules). Here the DAE dramatically simplifies the search space by mapping inputs into a continuous latent space where familiar Bayesian optimization tools can be more readily applied. Despite this simplification, the latent space typically remains high-dimensional. Thus, even with a well-suited latent space, these approaches do not necessarily provide a complete solution, but may rather shift the structured optimization problem to a high-dimensional one. In this paper, we propose LOL-BO, which adapts the notion of trust regions explored in recent work on high-dimensional Bayesian optimization to the structured setting. By reformulating the encoder to function as both an encoder for the DAE globally and as a deep kernel for the surrogate model within a trust region, we better align the notion of local optimization in the latent space with local optimization in the input space. LOL-BO achieves as much as 20 times improvement over state-of-the-art latent space Bayesian optimization methods across six real-world benchmarks, demonstrating that improvement in optimization strategies is as important as developing better DAE models.