Optimization
GLAMR: Global Occlusion-Aware Human Mesh Recovery with Dynamic Cameras
Yuan, Ye, Iqbal, Umar, Molchanov, Pavlo, Kitani, Kris, Kautz, Jan
We present an approach for 3D global human mesh recovery from monocular videos recorded with dynamic cameras. Our approach is robust to severe and long-term occlusions and tracks human bodies even when they go outside the camera's field of view. To achieve this, we first propose a deep generative motion infiller, which autoregressively infills the body motions of occluded humans based on visible motions. Additionally, in contrast to prior work, our approach reconstructs human meshes in consistent global coordinates even with dynamic cameras. Since the joint reconstruction of human motions and camera poses is underconstrained, we propose a global trajectory predictor that generates global human trajectories based on local body movements. Using the predicted trajectories as anchors, we present a global optimization framework that refines the predicted trajectories and optimizes the camera poses to match the video evidence such as 2D keypoints. Experiments on challenging indoor and in-the-wild datasets with dynamic cameras demonstrate that the proposed approach outperforms prior methods significantly in terms of motion infilling and global mesh recovery.
Constrained Machine Learning: The Bagel Framework
Perez, Guillaume, Ament, Sebastian, Gomes, Carla, Lallouet, Arnaud
Machine learning models are widely used for real-world applications, such as document analysis and vision. Constrained machine learning problems are problems where learned models have to both be accurate and respect constraints. For continuous convex constraints, many works have been proposed, but learning under combinatorial constraints is still a hard problem. The goal of this paper is to broaden the modeling capacity of constrained machine learning problems by incorporating existing work from combinatorial optimization. We propose first a general framework called BaGeL (Branch, Generate and Learn) which applies Branch and Bound to constrained learning problems where a learning problem is generated and trained at each node until only valid models are obtained. Because machine learning has specific requirements, we also propose an extended table constraint to split the space of hypotheses.
Bayesian Optimization over Permutation Spaces
Deshwal, Aryan, Belakaria, Syrine, Doppa, Janardhan Rao, Kim, Dae Hyun
Optimizing expensive to evaluate black-box functions over an input space consisting of all permutations of d objects is an important problem with many real-world applications. For example, placement of functional blocks in hardware design to optimize performance via simulations. The overall goal is to minimize the number of function evaluations to find high-performing permutations. The key challenge in solving this problem using the Bayesian optimization (BO) framework is to trade-off the complexity of statistical model and tractability of acquisition function optimization. In this paper, we propose and evaluate two algorithms for BO over Permutation Spaces (BOPS). First, BOPS-T employs Gaussian process (GP) surrogate model with Kendall kernels and a Tractable acquisition function optimization approach based on Thompson sampling to select the sequence of permutations for evaluation. Second, BOPS-H employs GP surrogate model with Mallow kernels and a Heuristic search approach to optimize expected improvement acquisition function. We theoretically analyze the performance of BOPS-T to show that their regret grows sub-linearly. Our experiments on multiple synthetic and real-world benchmarks show that both BOPS-T and BOPS-H perform better than the state-of-the-art BO algorithm for combinatorial spaces. To drive future research on this important problem, we make new resources and real-world benchmarks available to the community.
Frequency Fitness Assignment: Optimization without a Bias for Good Solutions can be Efficient
Weise, Thomas, Wu, Zhize, Li, Xinlu, Chen, Yan, Lässig, Jörg
A fitness assignment process transforms the features (such as the objective value) of a candidate solution to a scalar fitness, which then is the basis for selection. Under Frequency Fitness Assignment (FFA), the fitness corresponding to an objective value is its encounter frequency and is subject to minimization. FFA creates algorithms that are not biased towards better solutions and are invariant under all bijections of the objective function value. We investigate the impact of FFA on the performance of two theory-inspired, state-of-the-art EAs, the Greedy (2+1) GA and the Self-Adjusting (1+(lambda,lambda)) GA. FFA improves their performance significantly on some problems that are hard for them. We empirically find that one FFA-based algorithm can solve all theory-based benchmark problems in this study, including traps, jumps, and plateaus, in polynomial time. We propose two hybrid approaches that use both direct and FFA-based optimization and find that they perform well. All FFA-based algorithms also perform better on satisfiability problems than all pure algorithm variants.
Neural Stochastic Dual Dynamic Programming
Dai, Hanjun, Xue, Yuan, Syed, Zia, Schuurmans, Dale, Dai, Bo
Multi-stage stochastic optimization (MSSO) considers the problem of optimizing a sequence of decisions over a finite number of stages in the presence of stochastic observations, minimizing an expected cost while ensuring stage-wise action constraints are satisfied (Birge and Louveaux, 2011; Shapiro et al., 2014). Such a problem formulation captures a diversity of real-world process optimization problems, such as asset allocation (Dantzig and Infanger, 1993), inventory control (Shapiro et al., 2014; Nambiar et al., 2021), energy planning (Pereira and Pinto, 1991), and bio-chemical process control (Bao et al., 2019), to name a few. Despite the importance and ubiquity of the problem, it has proved challenging to develop algorithms that can cope with high-dimensional action spaces and long-horizon problems (Shapiro and Nemirovski, 2005; Shapiro, 2006). There have been a number of attempts to design scalable algorithms for MSSO, which generally attempt to exploit scenarios-wise or stage-wise decompositions. An example of a scenario-wise approach is Rockafellar and Wets (1991), which proposed a progressive hedging algorithm that decomposes the sample averaged approximation of the problem into individual scenarios and applies an augmented Lagrangian method to achieve consistency in a final solution.
Synthetic Design: An Optimization Approach to Experimental Design with Synthetic Controls
Doudchenko, Nick, Khosravi, Khashayar, Pouget-Abadie, Jean, Lahaie, Sebastien, Lubin, Miles, Mirrokni, Vahab, Spiess, Jann, Imbens, Guido
Randomized experiments have long been a staple of applied causal inference. In his seminal paper, Rubin (1974) suggests that "given a choice between the data from a randomized experiment and an equivalent nonrandomized study, one should choose the data from the experiment, especially in the social sciences where much of the variability is often unassigned to particular causes." Using the language of Rubin's potential-outcomes framework, randomization guarantees that the treatment status is independent of the potential outcomes and that a simple and intuitive estimator that compares the average outcomes of the treatment and control units is an unbiased estimator of the average treatment effect (ATE). If both the treatment and control samples are sufficiently large, the hope is that this difference-in-means estimate is close to the population mean of the treatment effect. Another crucial property of randomized experimental designs is their robustness to alternative assumptions about the data generating process--a completely randomized experiment does not take into account any features of the observed data.
Safe Exploration for Constrained Reinforcement Learning with Provable Guarantees
Bura, Archana, HasanzadeZonuzy, Aria, Kalathil, Dileep, Shakkottai, Srinivas, Chamberland, Jean-Francois
We consider the problem of learning an episodic safe control policy that minimizes an objective function, while satisfying necessary safety constraints -- both during learning and deployment. We formulate this safety constrained reinforcement learning (RL) problem using the framework of a finite-horizon Constrained Markov Decision Process (CMDP) with an unknown transition probability function. Here, we model the safety requirements as constraints on the expected cumulative costs that must be satisfied during all episodes of learning. We propose a model-based safe RL algorithm that we call the Optimistic-Pessimistic Safe Reinforcement Learning (OPSRL) algorithm, and show that it achieves an $\tilde{\mathcal{O}}(S^{2}\sqrt{A H^{7}K}/ (\bar{C} - \bar{C}_{b}))$ cumulative regret without violating the safety constraints during learning, where $S$ is the number of states, $A$ is the number of actions, $H$ is the horizon length, $K$ is the number of learning episodes, and $(\bar{C} - \bar{C}_{b})$ is the safety gap, i.e., the difference between the constraint value and the cost of a known safe baseline policy. The scaling as $\tilde{\mathcal{O}}(\sqrt{K})$ is the same as the traditional approach where constraints may be violated during learning, which means that our algorithm suffers no additional regret in spite of providing a safety guarantee. Our key idea is to use an optimistic exploration approach with pessimistic constraint enforcement for learning the policy. This approach simultaneously incentivizes the exploration of unknown states while imposing a penalty for visiting states that are likely to cause violation of safety constraints. We validate our algorithm by evaluating its performance on benchmark problems against conventional approaches.
Zeroth-Order Regularized Optimization (ZORO): Approximately Sparse Gradients and Adaptive Sampling
Cai, HanQin, Mckenzie, Daniel, Yin, Wotao, Zhang, Zhenliang
We consider the problem of minimizing a high-dimensional objective function, which may include a regularization term, using only noisy evaluations of the function. Such optimization is also called derivative-free, zeroth-order, or black-box optimization. We propose a new Zeroth-Order Regularized Optimization method, dubbed ZORO. When the underlying gradient is approximately sparse at an iterate, ZORO needs very few objective function evaluations to obtain a new iterate that decreases the objective function. We achieve this with an adaptive, randomized gradient estimator, followed by an inexact proximal-gradient scheme. Under a novel approximately sparse gradient assumption and various different convex settings, we show the (theoretical and empirical) convergence rate of ZORO is only logarithmically dependent on the problem dimension. Numerical experiments show ZORO outperforms existing methods on both synthetic and real datasets.
Optimizing High-Dimensional Physics Simulations via Composite Bayesian Optimization
Maddox, Wesley, Feng, Qing, Balandat, Max
Physical simulation-based optimization is a common task in science and engineering. Many such simulations produce image- or tensor-based outputs where the desired objective is a function of those outputs, and optimization is performed over a high-dimensional parameter space. We develop a Bayesian optimization method leveraging tensor-based Gaussian process surrogates and trust region Bayesian optimization to effectively model the image outputs and to efficiently optimize these types of simulations, including a radio-frequency tower configuration problem and an optical design problem.
Automated Benchmark-Driven Design and Explanation of Hyperparameter Optimizers
Moosbauer, Julia, Binder, Martin, Schneider, Lennart, Pfisterer, Florian, Becker, Marc, Lang, Michel, Kotthoff, Lars, Bischl, Bernd
Automated hyperparameter optimization (HPO) has gained great popularity and is an important ingredient of most automated machine learning frameworks. The process of designing HPO algorithms, however, is still an unsystematic and manual process: Limitations of prior work are identified and the improvements proposed are -- even though guided by expert knowledge -- still somewhat arbitrary. This rarely allows for gaining a holistic understanding of which algorithmic components are driving performance, and carries the risk of overlooking good algorithmic design choices. We present a principled approach to automated benchmark-driven algorithm design applied to multifidelity HPO (MF-HPO): First, we formalize a rich space of MF-HPO candidates that includes, but is not limited to common HPO algorithms, and then present a configurable framework covering this space. To find the best candidate automatically and systematically, we follow a programming-by-optimization approach and search over the space of algorithm candidates via Bayesian optimization. We challenge whether the found design choices are necessary or could be replaced by more naive and simpler ones by performing an ablation analysis. We observe that using a relatively simple configuration, in some ways simpler than established methods, performs very well as long as some critical configuration parameters have the right value.