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 Optimization


Procrastinated Tree Search: Black-box Optimization with Delayed, Noisy, and Multi-fidelity Feedback

arXiv.org Machine Learning

In black-box optimization problems, we aim to maximize an unknown objective function, where the function is only accessible through feedbacks of an evaluation or simulation oracle. In real-life, the feedbacks of such oracles are often noisy and available after some unknown delay that may depend on the computation time of the oracle. Additionally, if the exact evaluations are expensive but coarse approximations are available at a lower cost, the feedbacks can have multi-fidelity. In order to address this problem, we propose a generic extension of hierarchical optimistic tree search (HOO), called ProCrastinated Tree Search (PCTS), that flexibly accommodates a delay and noise-tolerant bandit algorithm. We provide a generic proof technique to quantify regret of PCTS under delayed, noisy, and multi-fidelity feedbacks. Specifically, we derive regret bounds of PCTS enabled with delayed-UCB1 (DUCB1) and delayed-UCB-V (DUCBV) algorithms. Given a horizon $T$, PCTS retains the regret bound of non-delayed HOO for expected delay of $O(\log T)$ and worsens by $O(T^{\frac{1-\alpha}{d+2}})$ for expected delays of $O(T^{1-\alpha})$ for $\alpha \in (0,1]$. We experimentally validate on multiple synthetic functions and hyperparameter tuning problems that PCTS outperforms the state-of-the-art black-box optimization methods for feedbacks with different noise levels, delays, and fidelity.


A Survey of Algorithms for Black-Box Safety Validation of Cyber-Physical Systems

Journal of Artificial Intelligence Research

Autonomous cyber-physical systems (CPS) can improve safety and efficiency for safety-critical applications, but require rigorous testing before deployment. The complexity of these systems often precludes the use of formal verification and real-world testing can be too dangerous during development. Therefore, simulation-based techniques have been developed that treat the system under test as a black box operating in a simulated environment. Safety validation tasks include finding disturbances in the environment that cause the system to fail (falsification), finding the most-likely failure, and estimating the probability that the system fails. Motivated by the prevalence of safety-critical artificial intelligence, this work provides a survey of state-of-the-art safety validation techniques for CPS with a focus on applied algorithms and their modifications for the safety validation problem. We present and discuss algorithms in the domains of optimization, path planning, reinforcement learning, and importance sampling. Problem decomposition techniques are presented to help scale algorithms to large state spaces, which are common for CPS. A brief overview of safety-critical applications is given, including autonomous vehicles and aircraft collision avoidance systems. Finally, we present a survey of existing academic and commercially available safety validation tools.


Safe Driving via Expert Guided Policy Optimization

arXiv.org Artificial Intelligence

When learning common skills like driving, beginners usually have domain experts standing by to ensure the safety of the learning process. We formulate such learning scheme under the Expert-in-the-loop Reinforcement Learning where a guardian is introduced to safeguard the exploration of the learning agent. While allowing the sufficient exploration in the uncertain environment, the guardian intervenes under dangerous situations and demonstrates the correct actions to avoid potential accidents. Thus ERL enables both exploration and expert's partial demonstration as two training sources. Following such a setting, we develop a novel Expert Guided Policy Optimization (EGPO) method which integrates the guardian in the loop of reinforcement learning. The guardian is composed of an expert policy to generate demonstration and a switch function to decide when to intervene. Particularly, a constrained optimization technique is used to tackle the trivial solution that the agent deliberately behaves dangerously to deceive the expert into taking over. Offline RL technique is further used to learn from the partial demonstration generated by the expert. Safe driving experiments show that our method achieves superior training and test-time safety, outperforms baselines with a substantial margin in sample efficiency, and preserves the generalizabiliy to unseen environments in test-time. Demo video and source code are available at: https://decisionforce.github.io/EGPO/


Adapting to Dynamic LEO-B5G Systems: Meta-Critic Learning Based Efficient Resource Scheduling

arXiv.org Artificial Intelligence

Low earth orbit (LEO) satellite-assisted communications have been considered as one of key elements in beyond 5G systems to provide wide coverage and cost-efficient data services. Such dynamic space-terrestrial topologies impose exponential increase in the degrees of freedom in network management. In this paper, we address two practical issues for an over-loaded LEO-terrestrial system. The first challenge is how to efficiently schedule resources to serve the massive number of connected users, such that more data and users can be delivered/served. The second challenge is how to make the algorithmic solution more resilient in adapting to dynamic wireless environments.To address them, we first propose an iterative suboptimal algorithm to provide an offline benchmark. To adapt to unforeseen variations, we propose an enhanced meta-critic learning algorithm (EMCL), where a hybrid neural network for parameterization and the Wolpertinger policy for action mapping are designed in EMCL. The results demonstrate EMCL's effectiveness and fast-response capabilities in over-loaded systems and in adapting to dynamic environments compare to previous actor-critic and meta-learning methods.


Hybrid Pointer Networks for Traveling Salesman Problems Optimization

arXiv.org Artificial Intelligence

In this work, a novel idea is presented for combinatorial optimization problems, a hybrid network, which results in a superior outcome. We applied this method to graph pointer networks [1], expanding its capabilities to a higher level. We proposed a hybrid pointer network (HPN) to solve the travelling salesman problem trained by reinforcement learning. Furthermore, HPN builds upon graph pointer networks which is an extension of pointer networks with an additional graph embedding layer. HPN outperforms the graph pointer network in solution quality due to the hybrid encoder, which provides our model with a verity encoding type, allowing our model to converge to a better policy. Our network significantly outperforms the original graph pointer network for small and large-scale problems increasing its performance for TSP50 from 5.959 to 5.706 without utilizing 2opt, Pointer networks, Attention model, and a wide range of models, producing results comparable to highly tuned and specialized algorithms. We make our data, models, and code publicly available [2].


Boosting the Certified Robustness of L-infinity Distance Nets

arXiv.org Machine Learning

Recently, Zhang et al. (2021) developed a new neural network architecture based on $\ell_\infty$-distance functions, which naturally possesses certified robustness by its construction. Despite the excellent theoretical properties, the model so far can only achieve comparable performance to conventional networks. In this paper, we significantly boost the certified robustness of $\ell_\infty$-distance nets through a careful analysis of its training process. In particular, we show the $\ell_p$-relaxation, a crucial way to overcome the non-smoothness of the model, leads to an unexpected large Lipschitz constant at the early training stage. This makes the optimization insufficient using hinge loss and produces sub-optimal solutions. Given these findings, we propose a simple approach to address the issues above by using a novel objective function that combines a scaled cross-entropy loss with clipped hinge loss. Our experiments show that using the proposed training strategy, the certified accuracy of $\ell_\infty$-distance net can be dramatically improved from 33.30% to 40.06% on CIFAR-10 ($\epsilon=8/255$), meanwhile significantly outperforming other approaches in this area. Such a result clearly demonstrates the effectiveness and potential of $\ell_\infty$-distance net for certified robustness.


Exact and Bounded Collision Probability for Motion Planning under Gaussian Uncertainty

arXiv.org Artificial Intelligence

Computing collision-free trajectories is of prime importance for safe navigation. We present an approach for computing the collision probability under Gaussian distributed motion and sensing uncertainty with the robot and static obstacle shapes approximated as ellipsoids. The collision condition is formulated as the distance between ellipsoids and unlike previous approaches we provide a method for computing the exact collision probability. Furthermore, we provide a tight upper bound that can be computed much faster during online planning. Comparison to other state-of-the-art methods is also provided. The proposed method is evaluated in simulation under varying configuration and number of obstacles.


Balancing Average and Worst-case Accuracy in Multitask Learning

arXiv.org Artificial Intelligence

When training and evaluating machine learning models on a large number of tasks, it is important to not only look at average task accuracy--which may be biased by easy or redundant tasks--but also worst-case accuracy (i.e. the performance on the task with the lowest accuracy). In this work, we show how to use techniques from the distributionally robust optimization (DRO) literature to improve worst-case performance in multitask learning. We highlight several failure cases of DRO when applied off-the-shelf and present an improved method, Lookahead-DRO (L-DRO), which mitigates these issues. The core idea of L-DRO is to anticipate the interaction between tasks during training in order to choose a dynamic re-weighting of the various task losses, which will (i) lead to minimal worst-case loss and (ii) train on as many tasks as possible. After demonstrating the efficacy of L-DRO on a small controlled synthetic setting, we evaluate it on two realistic benchmarks: a multitask version of the CIFAR-100 image classification dataset and a large-scale multilingual language modeling experiment. Our empirical results show that L-DRO achieves a better trade-off between average and worst-case accuracy with little computational overhead compared to several strong baselines. Multitask learning--the process by which a single model is trained to perform a variety of different tasks--has become a subject of increasing interest with many successful applications in a variety of domains (Ruder, 2017; Yu et al., 2020; Wang et al., 2021).


Information Theoretic Structured Generative Modeling

arXiv.org Machine Learning

R\'enyi's information provides a theoretical foundation for tractable and data-efficient non-parametric density estimation, based on pair-wise evaluations in a reproducing kernel Hilbert space (RKHS). This paper extends this framework to parametric probabilistic modeling, motivated by the fact that R\'enyi's information can be estimated in closed-form for Gaussian mixtures. Based on this special connection, a novel generative model framework called the structured generative model (SGM) is proposed that makes straightforward optimization possible, because costs are scale-invariant, avoiding high gradient variance while imposing less restrictions on absolute continuity, which is a huge advantage in parametric information theoretic optimization. The implementation employs a single neural network driven by an orthonormal input appended to a single white noise source adapted to learn an infinite Gaussian mixture model (IMoG), which provides an empirically tractable model distribution in low dimensions. To train SGM, we provide three novel variational cost functions, based on R\'enyi's second-order entropy and divergence, to implement minimization of cross-entropy, minimization of variational representations of $f$-divergence, and maximization of the evidence lower bound (conditional probability). We test the framework for estimation of mutual information and compare the results with the mutual information neural estimation (MINE), for density estimation, for conditional probability estimation in Markov models as well as for training adversarial networks. Our preliminary results show that SGM significantly improves MINE estimation in terms of data efficiency and variance, conventional and variational Gaussian mixture models, as well as the performance of generative adversarial networks.


Graph Neural Network Guided Local Search for the Traveling Salesperson Problem

arXiv.org Machine Learning

Solutions to the Traveling Salesperson Problem (TSP) have practical applications to processes in transportation, logistics, and automation, yet must be computed with minimal delay to satisfy the real-time nature of the underlying tasks. However, solving large TSP instances quickly without sacrificing solution quality remains challenging for current approximate algorithms. To close this gap, we present a hybrid data-driven approach for solving the TSP based on Graph Neural Networks (GNNs) and Guided Local Search (GLS). Our model predicts the regret of including each edge of the problem graph in the solution; GLS uses these predictions in conjunction with the original problem graph to find solutions. Our experiments demonstrate that this approach converges to optimal solutions at a faster rate than state-of-the-art learning-based approaches and non-learning GLS algorithms for the TSP, notably finding optimal solutions to 96% of the 50-node problem set, 7% more than the next best benchmark, and to 20% of the 100-node problem set, 4.5x more than the next best benchmark. When generalizing from 20-node problems to the 100-node problem set, our approach finds solutions with an average optimality gap of 2.5%, a 10x improvement over the next best learning-based benchmark.