Optimization
Multiobjective Coverage Path Planning: Enabling Automated Inspection of Complex, Real-World Structures
Ellefsen, Kai Olav, Lepikson, Herman A., Albiez, Jan C.
An important open problem in robotic planning is the autonomous generation of 3D inspection paths -- that is, planning the best path to move a robot along in order to inspect a target structure. We recently suggested a new method for planning paths allowing the inspection of complex 3D structures, given a triangular mesh model of the structure. The method differs from previous approaches in its emphasis on generating and considering also plans that result in imperfect coverage of the inspection target. In many practical tasks, one would accept imperfections in coverage if this results in a substantially more energy efficient inspection path. The key idea is using a multiobjective evolutionary algorithm to optimize the energy usage and coverage of inspection plans simultaneously - and the result is a set of plans exploring the different ways to balance the two objectives. We here test our method on a set of inspection targets with large variation in size and complexity, and compare its performance with two state-of-the-art methods for complete coverage path planning. The results strengthen our confidence in the ability of our method to generate good inspection plans for different types of targets. The method's advantage is most clearly seen for real-world inspection targets, since traditional complete coverage methods have no good way of generating plans for structures with hidden parts. Multiobjective evolution, by optimizing energy usage and coverage together ensures a good balance between the two - both when 100% coverage is feasible, and when large parts of the object are hidden.
A New CGAN Technique for Constrained Topology Design Optimization
Shen, M. -H. Herman, Chen, Liang
This paper presents a new conditional GAN (named convex relaxing CGAN or crCGAN) to replicate the conventional constrained topology optimization algorithms in an extremely effective and efficient process. The proposed crCGAN consists of a generator and a discriminator, both of which are deep convolutional neural networks (CNN) and the topology design constraint can be conditionally set to both the generator and discriminator. In order to improve the training efficiency and accuracy due to the dependency between the training images and the condition, a variety of crCGAN formulation are introduced to relax the non-convex design space. These new formulations were evaluated and validated via a series of comprehensive experiments. Moreover, a minibatch discrimination technique was introduced in the crCGAN training process to stabilize the convergence and avoid the mode collapse problems. Additional verifications were conducted using the state-of-the-art MNIST digits and CIFAR-10 images conditioned by class labels. The experimental evaluations clearly reveal that the new objective formulation with the minibatch discrimination training provides not only the accuracy but also the consistency of the designs.
Predicting Tactical Solutions to Operational Planning Problems under Imperfect Information
Larsen, Eric, Lachapelle, Sรฉbastien, Bengio, Yoshua, Frejinger, Emma, Lacoste-Julien, Simon, Lodi, Andrea
This paper offers a methodological contribution at the intersection of machine learning and operations research. Namely, we propose a methodology to quickly predict tactical solutions to a given operational problem. In this context, the tactical solution is less detailed than the operational one but it has to be computed in very short time and under imperfect information. The problem is of importance in various applications where tactical and operational planning problems are interrelated and information about the operational problem is revealed over time. This is for instance the case in certain capacity planning and demand management systems. We formulate the problem as a two-stage optimal prediction stochastic program whose solution we predict with a supervised machine learning algorithm. The training data set consists of a large number of deterministic (second stage) problems generated by controlled probabilistic sampling. The labels are computed based on solutions to the deterministic problems (solved independently and offline) employing appropriate aggregation and subselection methods to address uncertainty. Results on our motivating application in load planning for rail transportation show that deep learning algorithms produce highly accurate predictions in very short computing time (milliseconds or less). The prediction accuracy is comparable to solutions computed by sample average approximation of the stochastic program.
Support Estimation via Regularized and Weighted Chebyshev Approximations
I, null, Chien, null, Milenkovic, Olgica
We introduce a new framework for estimating the support size of an unknown distribution which improves upon known approximation-based techniques. Our main contributions include describing a rigorous new weighted Chebyshev polynomial approximation method and introducing regularization terms into the problem formulation that provably improve the performance of state-of-the-art approximation-based approaches. In particular, we present both theoretical and computer simulation results that illustrate the utility and performance improvements of our method. The theoretical analysis relies on jointly optimizing the bias and variance components of the risk, and combining new weighted minmax polynomial approximation techniques with discretized semi-infinite programming solvers. Such a setting allows for casting the estimation problem as a linear program (LP) with a small number of variables and constraints that may be solved as efficiently as the original Chebyshev approximation-based problem. The described approach also applies to the support coverage and entropy estimation problems. Our newly developed technique is tested on synthetic data and used to estimate the number of bacterial species in the human gut. On synthetic datasets, we observed up to five-fold improvements in the value of the worst-case risk. For the bioinformatics application, metagenomic data from the NIH Human Gut and the American Gut Microbiome was combined and processed to obtain lists of bacterial taxonomies. These were subsequently used to compute the bacterial species histograms and estimate the number of bacterial species in the human gut to roughly 2350, with the species being represented by trillions of cells.
Accelerated Linear Convergence of Stochastic Momentum Methods in Wasserstein Distances
Can, Bugra, Gurbuzbalaban, Mert, Zhu, Lingjiong
Momentum methods such as Polyak's heavy ball (HB) method, Nesterov's accelerated gradient (AG) as well as accelerated projected gradient (APG) method have been commonly used in machine learning practice, but their performance is quite sensitive to noise in the gradients. We study these methods under a first-order stochastic oracle model where noisy estimates of the gradients are available. For strongly convex problems, we show that the distribution of the iterates of AG converges with the accelerated $O(\sqrt{\kappa}\log(1/\varepsilon))$ linear rate to a ball of radius $\varepsilon$ centered at a unique invariant distribution in the 1-Wasserstein metric where $\kappa$ is the condition number as long as the noise variance is smaller than an explicit upper bound we can provide. Our analysis also certifies linear convergence rates as a function of the stepsize, momentum parameter and the noise variance; recovering the accelerated rates in the noiseless case and quantifying the level of noise that can be tolerated to achieve a given performance. In the special case of strongly convex quadratic objectives, we can show accelerated linear rates in the $p$-Wasserstein metric for any $p\geq 1$ with improved sensitivity to noise for both AG and HB through a non-asymptotic analysis under some additional assumptions on the noise structure. Our analysis for HB and AG also leads to improved non-asymptotic convergence bounds in suboptimality for both deterministic and stochastic settings which is of independent interest. To the best of our knowledge, these are the first linear convergence results for stochastic momentum methods under the stochastic oracle model. We also extend our results to the APG method and weakly convex functions showing accelerated rates when the noise magnitude is sufficiently small.
Optimal Finite-Sum Smooth Non-Convex Optimization with SARAH
Nguyen, Lam M., van Dijk, Marten, Phan, Dzung T., Nguyen, Phuong Ha, Weng, Tsui-Wei, Kalagnanam, Jayant R.
The total complexity (measured as the total number of gradient computations) of a stochastic first-order optimization algorithm that finds a first-order stationary point of a finite-sum smooth nonconvex objective function $F(w)=\frac{1}{n} \sum_{i=1}^n f_i(w)$ has been proven to be at least $\Omega(\sqrt{n}/\epsilon)$ where $\epsilon$ denotes the attained accuracy $\mathbb{E}[ \|\nabla F(\tilde{w})\|^2] \leq \epsilon$ for the outputted approximation $\tilde{w}$ (Fang et al.,2018). This paper is the first to show that this lower bound is tight for the class of variance reduction methods which only assume the Lipschitz continuous gradient assumption. We prove this complexity result for a slightly modified version of the SARAH algorithm in (Nguyen et al.,2017a;b) - showing that SARAH is optimal and dominates all existing results. For convex optimization, we propose SARAH++ with sublinear convergence for general convex and linear convergence for strongly convex problems; and we provide a practical version for which numerical experiments on various datasets show an improved performance.
Google to open artificial intelligence lab in Princeton and collaborate with University researchers
Two Princeton University computer science professors will lead a new Google AI lab opening in January in the town of Princeton. The lab is expected to expand New Jersey's burgeoning innovation ecosystem by building a collaborative effort to advance research in artificial intelligence. The lab, at 1 Palmer Square, will start with a small number of faculty members, graduate and undergraduate student researchers, recent graduates and software engineers. The lab builds on several years of close collaboration between Google and professors Elad Hazan and Yoram Singer, who will split their time working for Google and Princeton. The work in the lab will focus on a discipline within artificial intelligence known as machine learning, in which computers learn from existing information and develop the ability to draw conclusions and make decisions in new situations that were not in the original data.
Perception-in-the-Loop Adversarial Examples
Salamati, Mahmoud, Soudjani, Sadegh, Majumdar, Rupak
We present a scalable, black box, perception-in-the-loop technique to find adversarial examples for deep neural network classifiers. Black box means that our procedure only has input-output access to the classifier, and not to the internal structure, parameters, or intermediate confidence values. Perception-in-the-loop means that the notion of proximity between inputs can be directly queried from human participants rather than an arbitrarily chosen metric. Our technique is based on covariance matrix adaptation evolution strategy (CMA-ES), a black box optimization approach. CMA-ES explores the search space iteratively in a black box manner, by generating populations of candidates according to a distribution, choosing the best candidates according to a cost function, and updating the posterior distribution to favor the best candidates. We run CMA-ES using human participants to provide the fitness function, using the insight that the choice of best candidates in CMA-ES can be naturally modeled as a perception task: pick the top $k$ inputs perceptually closest to a fixed input. We empirically demonstrate that finding adversarial examples is feasible using small populations and few iterations. We compare the performance of CMA-ES on the MNIST benchmark with other black-box approaches using $L_p$ norms as a cost function, and show that it performs favorably both in terms of success in finding adversarial examples and in minimizing the distance between the original and the adversarial input. In experiments on the MNIST, CIFAR10, and GTSRB benchmarks, we demonstrate that CMA-ES can find perceptually similar adversarial inputs with a small number of iterations and small population sizes when using perception-in-the-loop. Finally, we show that networks trained specifically to be robust against $L_\infty$ norm can still be susceptible to perceptually similar adversarial examples.
Differential Privacy for Power Grid Obfuscation
Fioretto, Ferdinando, Mak, Terrence W. K., Van Hentenryck, Pascal
The availability of high-fidelity energy networks brings significant value to academic and commercial research. However, such releases also raise fundamental concerns related to privacy and security as they can reveal sensitive commercial information and expose system vulnerabilities. This paper investigates how to release power networks where the parameters of transmission lines and transformers are obfuscated. It does so by using the framework of Differential Privacy (DP), that provides strong privacy guarantees and has attracted significant attention in recent years. Unfortunately, simple DP mechanisms often result in AC-infeasible networks. To address these concerns, this paper presents a novel differential privacy mechanism that guarantees AC-feasibility and largely preserves the fidelity of the obfuscated network. Experimental results also show that the obfuscation significantly reduces the potential damage of an attacker exploiting the release of the dataset.
Iterative Refinement for $\ell_p$-norm Regression
Adil, Deeksha, Kyng, Rasmus, Peng, Richard, Sachdeva, Sushant
We give improved algorithms for the $\ell_{p}$-regression problem, $\min_{x} \|x\|_{p}$ such that $A x=b,$ for all $p \in (1,2) \cup (2,\infty).$ Our algorithms obtain a high accuracy solution in $\tilde{O}_{p}(m^{\frac{|p-2|}{2p + |p-2|}}) \le \tilde{O}_{p}(m^{\frac{1}{3}})$ iterations, where each iteration requires solving an $m \times m$ linear system, $m$ being the dimension of the ambient space. By maintaining an approximate inverse of the linear systems that we solve in each iteration, we give algorithms for solving $\ell_{p}$-regression to $1 / \text{poly}(n)$ accuracy that run in time $\tilde{O}_p(m^{\max\{\omega, 7/3\}}),$ where $\omega$ is the matrix multiplication constant. For the current best value of $\omega > 2.37$, we can thus solve $\ell_{p}$ regression as fast as $\ell_{2}$ regression, for all constant $p$ bounded away from $1.$ Our algorithms can be combined with fast graph Laplacian linear equation solvers to give minimum $\ell_{p}$-norm flow / voltage solutions to $1 / \text{poly}(n)$ accuracy on an undirected graph with $m$ edges in $\tilde{O}_{p}(m^{1 + \frac{|p-2|}{2p + |p-2|}}) \le \tilde{O}_{p}(m^{\frac{4}{3}})$ time. For sparse graphs and for matrices with similar dimensions, our iteration counts and running times improve on the $p$-norm regression algorithm by [Bubeck-Cohen-Lee-Li STOC`18] and general-purpose convex optimization algorithms. At the core of our algorithms is an iterative refinement scheme for $\ell_{p}$-norms, using the smoothed $\ell_{p}$-norms introduced in the work of Bubeck et al. Given an initial solution, we construct a problem that seeks to minimize a quadratically-smoothed $\ell_{p}$ norm over a subspace, such that a crude solution to this problem allows us to improve the initial solution by a constant factor, leading to algorithms with fast convergence.