Optimization
Continuous-time State & Dynamics Estimation using a Pseudo-Spectral Parameterization
Agrawal, Varun, Dellaert, Frank
We present a novel continuous time trajectory representation based on a Chebyshev polynomial basis, which when governed by known dynamics models, allows for full trajectory and robot dynamics estimation, particularly useful for high-performance robotics applications such as unmanned aerial vehicles. We show that we can gracefully incorporate model dynamics to our trajectory representation, within a factor-graph based framework, and leverage ideas from pseudo-spectral optimal control to parameterize the state and the control trajectories as interpolating polynomials. This allows us to perform efficient optimization at specifically chosen points derived from the theory, while recovering full trajectory estimates. Through simulated experiments we demonstrate the applicability of our representation for accurate flight dynamics estimation for multirotor aerial vehicles. The representation framework is general and can thus be applied to a multitude of high-performance applications beyond multirotor platforms.
Risk-Averse Stochastic Shortest Path Planning
Ahmadi, Mohamadreza, Dixit, Anushri, Burdick, Joel W., Ames, Aaron D.
We consider the stochastic shortest path planning problem in MDPs, i.e., the problem of designing policies that ensure reaching a goal state from a given initial state with minimum accrued cost. In order to account for rare but important realizations of the system, we consider a nested dynamic coherent risk total cost functional rather than the conventional risk-neutral total expected cost. Under some assumptions, we show that optimal, stationary, Markovian policies exist and can be found via a special Bellman's equation. We propose a computational technique based on difference convex programs (DCPs) to find the associated value functions and therefore the risk-averse policies. A rover navigation MDP is used to illustrate the proposed methodology with conditional-value-at-risk (CVaR) and entropic-value-at-risk (EVaR) coherent risk measures.
Exploiting Adam-like Optimization Algorithms to Improve the Performance of Convolutional Neural Networks
Nanni, Loris, Maguolo, Gianluca, Lumini, Alessandra
Stochastic gradient descent (SGD) is the main approach for training deep networks: it moves towards the optimum of the cost function by iteratively updating the parameters of a model in the direction of the gradient of the loss evaluated on a minibatch. Several variants of SGD have been proposed to make adaptive step sizes for each parameter (adaptive gradient) and take into account the previous updates (momentum). Among several alternative of SGD the most popular are AdaGrad, AdaDelta, RMSProp and Adam which scale coordinates of the gradient by square roots of some form of averaging of the squared coordinates in the past gradients and automatically adjust the learning rate on a parameter basis. In this work, we compare Adam based variants based on the difference between the present and the past gradients, the step size is adjusted for each parameter. We run several tests benchmarking proposed methods using medical image data. The experiments are performed using ResNet50 architecture neural network. Moreover, we have tested ensemble of networks and the fusion with ResNet50 trained with stochastic gradient descent. To combine the set of ResNet50 the simple sum rule has been applied. Proposed ensemble obtains very high performance, it obtains accuracy comparable or better than actual state of the art. To improve reproducibility and research efficiency the MATLAB source code used for this research is available at GitHub: https://github.com/LorisNanni.
Provably Correct Controller Synthesis of Switched Stochastic Systems with Metric Temporal Logic Specifications: A Case Study on Power Systems
In this paper, we present a provably correct controller synthesis approach for switched stochastic control systems with metric temporal logic (MTL) specifications with provable probabilistic guarantees. We first present the stochastic control bisimulation function for switched stochastic control systems, which bounds the trajectory divergence between the switched stochastic control system and its nominal deterministic control system in a probabilistic fashion. We then develop a method to compute optimal control inputs by solving an optimization problem for the nominal trajectory of the deterministic control system with robustness against initial state variations and stochastic uncertainties. We implement our robust stochastic controller synthesis approach on both a four-bus power system and a nine-bus power system under generation loss disturbances, with MTL specifications expressing requirements for the grid frequency deviations, wind turbine generator rotor speed variations and the power flow constraints at different power lines.
Robust Pandemic Control Synthesis with Formal Specifications: A Case Study on COVID-19 Pandemic
Pandemics can bring a range of devastating consequences to public health and the world economy. Identifying the most effective control strategies has been the imperative task all around the world. Various public health control strategies have been proposed and tested against pandemic diseases (e.g., COVID-19). We study two specific pandemic control models: the susceptible, exposed, infectious, recovered (SEIR) model with vaccination control; and the SEIR model with shield immunity control. We express the pandemic control requirement in metric temporal logic (MTL) formulas. We then develop an iterative approach for synthesizing the optimal control strategies with MTL specifications. We provide simulation results in two different scenarios for robust control of the COVID-19 pandemic: one for vaccination control, and another for shield immunity control, with the model parameters estimated from data in Lombardy, Italy. The results show that the proposed synthesis approach can generate control inputs such that the time-varying numbers of individuals in each category (e.g., infectious, immune) satisfy the MTL specifications with robustness against initial state and parameter uncertainties.
Optimized Coverage Planning for UV Surface Disinfection
Marques, Joao Marcos Correia, Ramalingam, Ramya, Pan, Zherong, Hauser, Kris
UV radiation has been used as a disinfection strategy to deactivate a wide range of pathogens, but existing irradiation strategies do not ensure sufficient exposure of all environmental surfaces and/or require long disinfection times. We present a near-optimal coverage planner for mobile UV disinfection robots. The formulation optimizes the irradiation time efficiency, while ensuring that a sufficient dosage of radiation is received by each surface. The trajectory and dosage plan are optimized taking collision and light occlusion constraints into account. We propose a two-stage scheme to approximate the solution of the induced NP-hard optimization, and, for efficiency, perform key irradiance and occlusion calculations on a GPU. Empirical results show that our technique achieves more coverage for the same exposure time as strategies for existing UV robots, can be used to compare UV robot designs, and produces near-optimal plans. This is an extended version of the paper originally contributed to ICRA2021.
Realistic Differentially-Private Transmission Power Flow Data Release
Smith, David, Geth, Frederik, Vercoe, Elliott, Feutrill, Andrew, Ding, Ming, Chan, Jonathan, Foster, James, Rakotoarivelo, Thierry
For the modeling, design and planning of future energy transmission networks, it is vital for stakeholders to access faithful and useful power flow data, while provably maintaining the privacy of business confidentiality of service providers. This critical challenge has recently been somewhat addressed in [1]. This paper significantly extends this existing work. First, we reduce the potential leakage information by proposing a fundamentally different post-processing method, using public information of grid losses rather than power dispatch, which achieve a higher level of privacy protection. Second, we protect more sensitive parameters, i.e., branch shunt susceptance in addition to series impedance (complete pi-model). This protects power flow data for the transmission high-voltage networks, using differentially private transformations that maintain the optimal power flow consistent with, and faithful to, expected model behaviour. Third, we tested our approach at a larger scale than previous work, using the PGLib-OPF test cases [10]. This resulted in the successful obfuscation of up to a 4700-bus system, which can be successfully solved with faithfulness of parameters and good utility to data analysts. Our approach addresses a more feasible and realistic scenario, and provides higher than state-of-the-art privacy guarantees, while maintaining solvability, fidelity and feasibility of the system.
Multinomial Logit Contextual Bandits: Provable Optimality and Practicality
We consider a sequential assortment selection problem where the user choice is given by a multinomial logit (MNL) choice model whose parameters are unknown. In each period, the learning agent observes a $d$-dimensional contextual information about the user and the $N$ available items, and offers an assortment of size $K$ to the user, and observes the bandit feedback of the item chosen from the assortment. We propose upper confidence bound based algorithms for this MNL contextual bandit. The first algorithm is a simple and practical method which achieves an $\tilde{\mathcal{O}}(d\sqrt{T})$ regret over $T$ rounds. Next, we propose a second algorithm which achieves a $\tilde{\mathcal{O}}(\sqrt{dT})$ regret. This matches the lower bound for the MNL bandit problem, up to logarithmic terms, and improves on the best known result by a $\sqrt{d}$ factor. To establish this sharper regret bound, we present a non-asymptotic confidence bound for the maximum likelihood estimator of the MNL model that may be of independent interest as its own theoretical contribution. We then revisit the simpler, significantly more practical, first algorithm and show that a simple variant of the algorithm achieves the optimal regret for a broad class of important applications.
Why Do Local Methods Solve Nonconvex Problems?
Non-convex optimization is ubiquitous in modern machine learning. Researchers devise non-convex objective functions and optimize them using off-the-shelf optimizers such as stochastic gradient descent and its variants, which leverage the local geometry and update iteratively. Even though solving non-convex functions is NP-hard in the worst case, the optimization quality in practice is often not an issue -- optimizers are largely believed to find approximate global minima. Researchers hypothesize a unified explanation for this intriguing phenomenon: most of the local minima of the practically-used objectives are approximately global minima. We rigorously formalize it for concrete instances of machine learning problems.
Black-box Detection of Backdoor Attacks with Limited Information and Data
Dong, Yinpeng, Yang, Xiao, Deng, Zhijie, Pang, Tianyu, Xiao, Zihao, Su, Hang, Zhu, Jun
Although deep neural networks (DNNs) have made rapid progress in recent years, they are vulnerable in adversarial environments. A malicious backdoor could be embedded in a model by poisoning the training dataset, whose intention is to make the infected model give wrong predictions during inference when the specific trigger appears. To mitigate the potential threats of backdoor attacks, various backdoor detection and defense methods have been proposed. However, the existing techniques usually require the poisoned training data or access to the white-box model, which is commonly unavailable in practice. In this paper, we propose a black-box backdoor detection (B3D) method to identify backdoor attacks with only query access to the model. We introduce a gradient-free optimization algorithm to reverse-engineer the potential trigger for each class, which helps to reveal the existence of backdoor attacks. In addition to backdoor detection, we also propose a simple strategy for reliable predictions using the identified backdoored models. Extensive experiments on hundreds of DNN models trained on several datasets corroborate the effectiveness of our method under the black-box setting against various backdoor attacks.