Optimization
MODRL/D-EL: Multiobjective Deep Reinforcement Learning with Evolutionary Learning for Multiobjective Optimization
Zhang, Yongxin, Wang, Jiahai, Zhang, Zizhen, Zhou, Yalan
Learning-based heuristics for solving combinatorial optimization problems has recently attracted much academic attention. While most of the existing works only consider the single objective problem with simple constraints, many real-world problems have the multiobjective perspective and contain a rich set of constraints. This paper proposes a multiobjective deep reinforcement learning with evolutionary learning algorithm for a typical complex problem called the multiobjective vehicle routing problem with time windows (MO-VRPTW). In the proposed algorithm, the decomposition strategy is applied to generate subproblems for a set of attention models. The comprehensive context information is introduced to further enhance the attention models. The evolutionary learning is also employed to fine-tune the parameters of the models. The experimental results on MO-VRPTW instances demonstrate the superiority of the proposed algorithm over other learning-based and iterative-based approaches.
Lockout: Sparse Regularization of Neural Networks
Valdes, Gilmer, Arbelo, Wilmer, Interian, Yannet, Friedman, Jerome H.
Many regression and classification procedures fit a parameterized function $f(x;w)$ of predictor variables $x$ to data $\{x_{i},y_{i}\}_1^N$ based on some loss criterion $L(y,f)$. Often, regularization is applied to improve accuracy by placing a constraint $P(w)\leq t$ on the values of the parameters $w$. Although efficient methods exist for finding solutions to these constrained optimization problems for all values of $t\geq0$ in the special case when $f$ is a linear function, none are available when $f$ is non-linear (e.g. Neural Networks). Here we present a fast algorithm that provides all such solutions for any differentiable function $f$ and loss $L$, and any constraint $P$ that is an increasing monotone function of the absolute value of each parameter. Applications involving sparsity inducing regularization of arbitrary Neural Networks are discussed. Empirical results indicate that these sparse solutions are usually superior to their dense counterparts in both accuracy and interpretability. This improvement in accuracy can often make Neural Networks competitive with, and sometimes superior to, state-of-the-art methods in the analysis of tabular data.
An End-to-End Differentiable Framework for Contact-Aware Robot Design
Xu, Jie, Chen, Tao, Zlokapa, Lara, Foshey, Michael, Matusik, Wojciech, Sueda, Shinjiro, Agrawal, Pulkit
The current dominant paradigm for robotic manipulation involves two separate stages: manipulator design and control. Because the robot's morphology and how it can be controlled are intimately linked, joint optimization of design and control can significantly improve performance. Existing methods for co-optimization are limited and fail to explore a rich space of designs. The primary reason is the trade-off between the complexity of designs that is necessary for contact-rich tasks against the practical constraints of manufacturing, optimization, contact handling, etc. We overcome several of these challenges by building an end-to-end differentiable framework for contact-aware robot design. The two key components of this framework are: a novel deformation-based parameterization that allows for the design of articulated rigid robots with arbitrary, complex geometry, and a differentiable rigid body simulator that can handle contact-rich scenarios and computes analytical gradients for a full spectrum of kinematic and dynamic parameters. On multiple manipulation tasks, our framework outperforms existing methods that either only optimize for control or for design using alternate representations or co-optimize using gradient-free methods.
Learning Mixed-Integer Linear Programs from Contextual Examples
Kumar, Mohit, Kolb, Samuel, De Raedt, Luc, Teso, Stefano
Mixed-integer linear programs (MILPs) are widely used in artificial intelligence and operations research to model complex decision problems like scheduling and routing. Designing such programs however requires both domain and modelling expertise. In this paper, we study the problem of acquiring MILPs from contextual examples, a novel and realistic setting in which examples capture solutions and non-solutions within a specific context. The resulting learning problem involves acquiring continuous parameters -- namely, a cost vector and a feasibility polytope -- but has a distinctly combinatorial flavor. To solve this complex problem, we also contribute MISSLE, an algorithm for learning MILPs from contextual examples. MISSLE uses a variant of stochastic local search that is guided by the gradient of a continuous surrogate loss function. Our empirical evaluation on synthetic data shows that MISSLE acquires better MILPs faster than alternatives based on stochastic local search and gradient descent.
Hyperparameter Optimization: Foundations, Algorithms, Best Practices and Open Challenges
Bischl, Bernd, Binder, Martin, Lang, Michel, Pielok, Tobias, Richter, Jakob, Coors, Stefan, Thomas, Janek, Ullmann, Theresa, Becker, Marc, Boulesteix, Anne-Laure, Deng, Difan, Lindauer, Marius
Most machine learning algorithms are configured by one or several hyperparameters that must be carefully chosen and often considerably impact performance. To avoid a time consuming and unreproducible manual trial-and-error process to find well-performing hyperparameter configurations, various automatic hyperparameter optimization (HPO) methods, e.g., based on resampling error estimation for supervised machine learning, can be employed. After introducing HPO from a general perspective, this paper reviews important HPO methods such as grid or random search, evolutionary algorithms, Bayesian optimization, Hyperband and racing. It gives practical recommendations regarding important choices to be made when conducting HPO, including the HPO algorithms themselves, performance evaluation, how to combine HPO with ML pipelines, runtime improvements, and parallelization.
Zeroth and First Order Stochastic Frank-Wolfe Algorithms for Constrained Optimization
Akhtar, Zeeshan, Rajawat, Ketan
This paper considers stochastic convex optimization problems with two sets of constraints: (a) deterministic constraints on the domain of the optimization variable, which are difficult to project onto; and (b) deterministic or stochastic constraints that admit efficient projection. Problems of this form arise frequently in the context of semidefinite programming as well as when various NP-hard problems are solved approximately via semidefinite relaxation. Since projection onto the first set of constraints is difficult, it becomes necessary to explore projection-free algorithms, such as the stochastic Frank-Wolfe (FW) algorithm. On the other hand, the second set of constraints cannot be handled in the same way, and must be incorporated as an indicator function within the objective function, thereby complicating the application of FW methods. Similar problems have been studied before, and solved using first-order stochastic FW algorithms by applying homotopy and Nesterov's smoothing techniques to the indicator function. This work improves upon these existing results and puts forth momentum-based first-order methods that yield improved convergence rates, at par with the best known rates for problems without the second set of constraints. Zeroth-order variants of the proposed algorithms are also developed and again improve upon the state-of-the-art rate results. The efficacy of the proposed algorithms is tested on relevant applications of sparse matrix estimation, clustering via semidefinite relaxation, and uniform sparsest cut problem.
DULA: A Differentiable Ergonomics Model for Postural Optimization in Physical HRI
Yazdani, Amir, Novin, Roya Sabbagh, Merryweather, Andrew, Hermans, Tucker
Ergonomics and human comfort are essential concerns in physical human-robot interaction applications. Defining an accurate and easy-to-use ergonomic assessment model stands as an important step in providing feedback for postural correction to improve operator health and comfort. In order to enable efficient computation, previously proposed automated ergonomic assessment and correction tools make approximations or simplifications to gold-standard assessment tools used by ergonomists in practice. In order to retain assessment quality, while improving computational considerations, we introduce DULA, a differentiable and continuous ergonomics model learned to replicate the popular and scientifically validated RULA assessment. We show that DULA provides assessment comparable to RULA while providing computational benefits. We highlight DULA's strength in a demonstration of gradient-based postural optimization for a simulated teleoperation task.
A Granular Sieving Algorithm for Deterministic Global Optimization
Qian, Tao, Dai, Lei, Zhang, Liming, Chen, Zehua
A gradient-free deterministic method is developed to solve global optimization problems for Lipschitz continuous functions defined in arbitrary path-wise connected compact sets in Euclidean spaces. The method can be regarded as granular sieving with synchronous analysis in both the domain and range of the objective function. With straightforward mathematical formulation applicable to both univariate and multivariate objective functions, the global minimum value and all the global minimizers are located through two decreasing sequences of compact sets in, respectively, the domain and range spaces. The algorithm is easy to implement with moderate computational cost. The method is tested against extensive benchmark functions in the literature. The experimental results show remarkable effectiveness and applicability of the algorithm.
Everybody Is Unique: Towards Unbiased Human Mesh Recovery
Li, Ren, Zheng, Meng, Karanam, Srikrishna, Chen, Terrence, Wu, Ziyan
We consider the problem of obese human mesh recovery, i.e., fitting a parametric human mesh to images of obese people. Despite obese person mesh fitting being an important problem with numerous applications (e.g., healthcare), much recent progress in mesh recovery has been restricted to images of non-obese people. In this work, we identify this crucial gap in the current literature by presenting and discussing limitations of existing algorithms. Next, we present a simple baseline to address this problem that is scalable and can be easily used in conjunction with existing algorithms to improve their performance. Finally, we present a generalized human mesh optimization algorithm that substantially improves the performance of existing methods on both obese person images as well as community-standard benchmark datasets. A key innovation of this technique is that it does not rely on supervision from expensive-to-create mesh parameters. Instead, starting from widely and cheaply available 2D keypoints annotations, our method automatically generates mesh parameters that can in turn be used to re-train and fine-tune any existing mesh estimation algorithm. This way, we show our method acts as a drop-in to improve the performance of a wide variety of contemporary mesh estimation methods. We conduct extensive experiments on multiple datasets comprising both standard and obese person images and demonstrate the efficacy of our proposed techniques.
Improved SAT models for NFA learning
Lardeux, Frédéric, Monfroy, Eric
Grammatical inference is concerned with the study of algorithms for learning automata and grammars from words. We focus on learning Nondeterministic Finite Automaton of size k from samples of words. To this end, we formulate the problem as a SAT model. The generated SAT instances being enormous, we propose some model improvements, both in terms of the number of variables, the number of clauses, and clauses size. These improvements significantly reduce the instances, but at the cost of longer generation time. We thus try to balance instance size vs. generation and solving time. We also achieved some experimental comparisons and we analyzed our various model improvements.