Optimization
Fast Design Space Exploration of Nonlinear Systems: Part I
Narain, Sanjai, Mak, Emily, Chee, Dana, Englot, Brendan, Pochiraju, Kishore, Jha, Niraj K., Narayan, Karthik
System design tools are often only available as blackboxes with complex nonlinear relationships between inputs and outputs. Blackboxes typically run in the forward direction: for a given design as input they compute an output representing system behavior. Most cannot be run in reverse to produce an input from requirements on output. Thus, finding a design satisfying a requirement is often a trial-and-error process without assurance of optimality. Finding designs concurrently satisfying multiple requirements is harder because designs satisfying individual requirements may conflict with each other. Compounding the hardness are the facts that blackbox evaluations can be expensive and sometimes fail to produce an output due to non-convergence of underlying numerical algorithms. This paper presents CNMA (Constrained optimization with Neural networks, MILP solvers and Active Learning), a new optimization method for blackboxes. It is conservative in the number of blackbox evaluations. Any designs it finds are guaranteed to satisfy all requirements. It is resilient to the failure of blackboxes to compute outputs. It tries to sample only the part of the design space relevant to solving the design problem, leveraging the power of neural networks, MILPs, and a new learning-from-failure feedback loop. The paper also presents parallel CNMA that improves the efficiency and quality of solutions over the sequential version, and tries to steer it away from local optima. CNMA's performance is evaluated for seven nonlinear design problems of 8 (2 problems), 10, 15, 36 and 60 real-valued dimensions and one with 186 binary dimensions. It is shown that CNMA improves the performance of stable, off-the-shelf implementations of Bayesian Optimization and Nelder Mead and Random Search by 1%-87% for a given fixed time and function evaluation budget. Note, that these implementations did not always return solutions.
What Makes an Effective Scalarising Function for Multi-Objective Bayesian Optimisation?
Stock-Williams, Clym, Chugh, Tinkle, Rahat, Alma, Yu, Wei
Performing multi-objective Bayesian optimisation by scalarising the objectives avoids the computation of expensive multi-dimensional integral-based acquisition functions, instead of allowing one-dimensional standard acquisition functions\textemdash such as Expected Improvement\textemdash to be applied. Here, two infill criteria based on hypervolume improvement\textemdash one recently introduced and one novel\textemdash are compared with the multi-surrogate Expected Hypervolume Improvement. The reasons for the disparities in these methods' effectiveness in maximising the hypervolume of the acquired Pareto Front are investigated. In addition, the effect of the surrogate model mean function on exploration and exploitation is examined: careful choice of data normalisation is shown to be preferable to the exploration parameter commonly used with the Expected Improvement acquisition function. Finally, the effectiveness of all the methodological improvements defined here is demonstrated on a real-world problem: the optimisation of a wind turbine blade aerofoil for both aerodynamic performance and structural stiffness. With effective scalarisation, Bayesian optimisation finds a large number of new aerofoil shapes that strongly dominate standard designs.
Model LineUpper: Supporting Interactive Model Comparison at Multiple Levels for AutoML
Narkar, Shweta, Zhang, Yunfeng, Liao, Q. Vera, Wang, Dakuo, Weisz, Justin D
Automated Machine Learning (AutoML) is a rapidly growing set of technologies that automate the model development pipeline by searching model space and generating candidate models. A critical, final step of AutoML is human selection of a final model from dozens of candidates. In current AutoML systems, selection is supported only by performance metrics. Prior work has shown that in practice, people evaluate ML models based on additional criteria, such as the way a model makes predictions. Comparison may happen at multiple levels, from types of errors, to feature importance, to how the model makes predictions of specific instances. We developed \tool{} to support interactive model comparison for AutoML by integrating multiple Explainable AI (XAI) and visualization techniques. We conducted a user study in which we both evaluated the system and used it as a technology probe to understand how users perform model comparison in an AutoML system. We discuss design implications for utilizing XAI techniques for model comparison and supporting the unique needs of data scientists in comparing AutoML models.
Solving 'barren plateaus' is the key to quantum machine learning
Many machine learning algorithms on quantum computers suffer from the dreaded "barren plateau" of unsolvability, where they run into dead ends on optimization problems. This challenge had been relatively unstudied--until now. Rigorous theoretical work has established theorems that guarantee whether a given machine learning algorithm will work as it scales up on larger computers. "The work solves a key problem of useability for quantum machine learning. We rigorously proved the conditions under which certain architectures of variational quantum algorithms will or will not have barren plateaus as they are scaled up," said Marco Cerezo, lead author on the paper published in Nature Communications today by a Los Alamos National Laboratory team.
Risk-Aware Lane Selection on Highway with Dynamic Obstacles
Bae, Sangjae, Isele, David, Fujimura, Kikuo, Moura, Scott J.
This paper proposes a discretionary lane selection algorithm. In particular, highway driving is considered as a targeted scenario, where each lane has a different level of traffic flow. When lane-changing is discretionary, it is advised not to change lanes unless highly beneficial, e.g., reducing travel time significantly or securing higher safety. Evaluating such "benefit" is a challenge, along with multiple surrounding vehicles in dynamic speed and heading with uncertainty. We propose a real-time lane-selection algorithm with careful cost considerations and with modularity in design. The algorithm is a search-based optimization method that evaluates uncertain dynamic positions of other vehicles under a continuous time and space domain. For demonstration, we incorporate a state-of-the-art motion planner framework (Neural Networks integrated Model Predictive Control) under a CARLA simulation environment.
Archetypal Analysis for Sparse Nonnegative Matrix Factorization: Robustness Under Misspecification
Behdin, Kayhan, Mazumder, Rahul
We consider the problem of sparse nonnegative matrix factorization (NMF) with archetypal regularization. The goal is to represent a collection of data points as nonnegative linear combinations of a few nonnegative sparse factors with appealing geometric properties, arising from the use of archetypal regularization. We generalize the notion of robustness studied in Javadi and Montanari (2019) (without sparsity) to the notions of (a) strong robustness that implies each estimated archetype is close to the underlying archetypes and (b) weak robustness that implies there exists at least one recovered archetype that is close to the underlying archetypes. Our theoretical results on robustness guarantees hold under minimal assumptions on the underlying data, and applies to settings where the underlying archetypes need not be sparse. We propose new algorithms for our optimization problem; and present numerical experiments on synthetic and real datasets that shed further insights into our proposed framework and theoretical developments.
Software/Hardware Co-design for Multi-modal Multi-task Learning in Autonomous Systems
Optimizing the quality of result (QoR) and the quality of service (QoS) of AI-empowered autonomous systems simultaneously is very challenging. First, there are multiple input sources, e.g., multi-modal data from different sensors, requiring diverse data preprocessing, sensor fusion, and feature aggregation. Second, there are multiple tasks that require various AI models to run simultaneously, e.g., perception, localization, and control. Third, the computing and control system is heterogeneous, composed of hardware components with varied features, such as embedded CPUs, GPUs, FPGAs, and dedicated accelerators. Therefore, autonomous systems essentially require multi-modal multi-task (MMMT) learning which must be aware of hardware performance and implementation strategies. While MMMT learning has been attracting intensive research interests, its applications in autonomous systems are still underexplored. In this paper, we first discuss the opportunities of applying MMMT techniques in autonomous systems and then discuss the unique challenges that must be solved. In addition, we discuss the necessity and opportunities of MMMT model and hardware co-design, which is critical for autonomous systems especially with power/resource-limited or heterogeneous platforms. We formulate the MMMT model and heterogeneous hardware implementation co-design as a differentiable optimization problem, with the objective of improving the solution quality and reducing the overall power consumption and critical path latency. We advocate for further explorations of MMMT in autonomous systems and software/hardware co-design solutions.
Fast Design Space Exploration of Nonlinear Systems: Part II
Terway, Prerit, Hamidouche, Kenza, Jha, Niraj K.
Abstract--Nonlinear system design is often a multi-objective optimization problem involving search for a design that satisfies a number of predefined constraints. The design space is typically very large since it includes all possible system architectures with different combinations of components composing each architecture. In this article, we address nonlinear system design space exploration through a two-step approach encapsulated in a framework called Fast Design Space Exploration of Nonlinear Systems (ASSENT). In the first step, we use a genetic algorithm to search for system architectures that allow discrete choices for component values or else only component values for a fixed architecture. This step yields a coarse design since the system may or may not meet the target specifications. In the second step, we use an inverse design to search over a continuous space and fine-tune the component values with the goal of improving the value of the objective function. We use a neural network to model the system response. The neural network is converted into a mixed-integer linear program for active learning to sample component values efficiently. We illustrate the efficacy of ASSENT on problems ranging from nonlinear system design to design of electrical circuits. Experimental results show that ASSENT achieves the same or better value of the objective function compared to various other optimization techniques for nonlinear system design by up to 53 % . We improve sample efficiency by 6-12 compared to reinforcement learning based synthesis of electrical circuits. Nonlinear system design forms the core of various applications BO is generally very slow as the complexity of generating that include healthcare, smart grid, transportation, candidate solutions increases with an increase in the number and smart home [1], [2].
DeepI2P: Image-to-Point Cloud Registration via Deep Classification
This paper presents DeepI2P: a novel approach for cross-modality registration between an image and a point cloud. Given an image (e.g. from a rgb-camera) and a general point cloud (e.g. from a 3D Lidar scanner) captured at different locations in the same scene, our method estimates the relative rigid transformation between the coordinate frames of the camera and Lidar. Learning common feature descriptors to establish correspondences for the registration is inherently challenging due to the lack of appearance and geometric correlations across the two modalities. We circumvent the difficulty by converting the registration problem into a classification and inverse camera projection optimization problem. A classification neural network is designed to label whether the projection of each point in the point cloud is within or beyond the camera frustum. These labeled points are subsequently passed into a novel inverse camera projection solver to estimate the relative pose. Extensive experimental results on Oxford Robotcar and KITTI datasets demonstrate the feasibility of our approach. Our source code is available at https://github.com/lijx10/DeepI2P
An Iteratively Reweighted Method for Sparse Optimization on Nonconvex $\ell_{p}$ Ball
Wang, Hao, Yang, Xiangyu, Jiang, Wei
This paper is intended to solve the nonconvex $\ell_{p}$-ball constrained nonlinear optimization problems. An iteratively reweighted method is proposed, which solves a sequence of weighted $\ell_{1}$-ball projection subproblems. At each iteration, the next iterate is obtained by moving along the negative gradient with a stepsize and then projecting the resulted point onto the weighted $\ell_{1}$ ball to approximate the $\ell_{p}$ ball. Specifically, if the current iterate is in the interior of the feasible set, then the weighted $\ell_{1}$ ball is formed by linearizing the $\ell_{p}$ norm at the current iterate. If the current iterate is on the boundary of the feasible set, then the weighted $\ell_{1}$ ball is formed differently by keeping those zero components in the current iterate still zero. In our analysis, we prove that the generated iterates converge to a first-order stationary point. Numerical experiments demonstrate the effectiveness of the proposed method.