Optimization
DeepACO: Neural-enhanced Ant Systems for Combinatorial Optimization
Ant Colony Optimization (ACO) is a meta-heuristic algorithm that has been successfully applied to various Combinatorial Optimization Problems (COPs). Traditionally, customizing ACO for a specific problem requires the expert design of knowledge-driven heuristics. In this paper, we propose DeepACO, a generic framework that leverages deep reinforcement learning to automate heuristic designs. DeepACO serves to strengthen the heuristic measures of existing ACO algorithms and dispense with laborious manual design in future ACO applications. As a neural-enhanced meta-heuristic, DeepACO consistently outperforms its ACO counterparts on eight COPs using a single neural model and a single set of hyperparameters. As a Neural Combinatorial Optimization method, DeepACO performs better than or on par with problem-specific methods on canonical routing problems.
"Why Not Looking backward?" A Robust Two-Step Method to Automatically Terminate Bayesian Optimization
Bayesian Optimization (BO) is a powerful method for tackling expensive black-box optimization problems. As a sequential model-based optimization strategy, BO iteratively explores promising solutions until a predetermined budget, either iterations or time, is exhausted. The decision on when to terminate BO significantly influences both the quality of solutions and its computational efficiency. In this paper, we propose a simple, yet theoretically grounded, two-step method for automatically terminating BO. Our core concept is to proactively identify if the search is within a convex region by examining previously observed samples.
Convex and Non-convex Optimization Under Generalized Smoothness
Classical analysis of convex and non-convex optimization methods often requires the Lipschitz continuity of the gradient, which limits the analysis to functions bounded by quadratics. Recent work relaxed this requirement to a non-uniform smoothness condition with the Hessian norm bounded by an affine function of the gradient norm, and proved convergence in the non-convex setting via gradient clipping, assuming bounded noise. In this paper, we further generalize this non-uniform smoothness condition and develop a simple, yet powerful analysis technique that bounds the gradients along the trajectory, thereby leading to stronger results for both convex and non-convex optimization problems. In particular, we obtain the classical convergence rates for (stochastic) gradient descent and Nesterov's accelerated gradient method in the convex and/or non-convex setting under this general smoothness condition. The new analysis approach does not require gradient clipping and allows heavy-tailed noise with bounded variance in the stochastic setting.
CP-SLAM: Collaborative Neural Point-based SLAM System
This paper presents a collaborative implicit neural simultaneous localization and mapping (SLAM) system with RGB-D image sequences, which consists of complete front-end and back-end modules including odometry, loop detection, sub-map fusion, and global refinement. In order to enable all these modules in a unified framework, we propose a novel neural point based 3D scene representation in which each point maintains a learnable neural feature for scene encoding and is associated with a certain keyframe. Moreover, a distributed-to-centralized learning strategy is proposed for the collaborative implicit SLAM to improve consistency and cooperation. A novel global optimization framework is also proposed to improve the system accuracy like traditional bundle adjustment. Experiments on various datasets demonstrate the superiority of the proposed method in both camera tracking and mapping.
Reduced Policy Optimization for Continuous Control with Hard Constraints
Recent advances in constrained reinforcement learning (RL) have endowed reinforcement learning with certain safety guarantees. However, deploying existing constrained RL algorithms in continuous control tasks with general hard constraints remains challenging, particularly in those situations with non-convex hard constraints. Inspired by the generalized reduced gradient (GRG) algorithm, a classical constrained optimization technique, we propose a reduced policy optimization (RPO) algorithm that combines RL with GRG to address general hard constraints.
Learning to Optimize in Swarms
Learning to optimize has emerged as a powerful framework for various optimization and machine learning tasks. Current such meta-optimizers often learn in the space of continuous optimization algorithms that are point-based and uncertainty-unaware. To overcome the limitations, we propose a meta-optimizer that learns in the algorithmic space of both point-based and population-based optimization algorithms.
Online Control for Meta-optimization
Choosing the optimal hyperparameters, including learning rate and momentum, for specific optimization instances is a significant yet non-convex challenge. This makes conventional iterative techniques such as hypergradient descent \cite{baydin2017online} insufficient in obtaining global optimality guarantees.We consider the more general task of meta-optimization -- online learning of the best optimization algorithm given problem instances, and introduce a novel approach based on control theory. We show how meta-optimization can be formulated as an optimal control problem, departing from existing literature that use stability-based methods to study optimization. Our approach leverages convex relaxation techniques in the recently-proposed nonstochastic control framework to overcome the challenge of nonconvexity, and obtains regret guarantees vs. the best offline solution. This guarantees that in meta-optimization, we can learn a method that attains convergence comparable to that of the best optimization method in hindsight from a class of methods.
Mobilizing Personalized Federated Learning in Infrastructure-Less and Heterogeneous Environments via Random Walk Stochastic ADMM
This paper explores the challenges of implementing Federated Learning (FL) in practical scenarios featuring isolated nodes with data heterogeneity, which can only be connected to the server through wireless links in an infrastructure-less environment. To overcome these challenges, we propose a novel mobilizing personalized FL approach, which aims to facilitate mobility and resilience. Specifically, we develop a novel optimization algorithm called Random Walk Stochastic Alternating Direction Method of Multipliers (RWSADMM). RWSADMM capitalizes on the server's random movement toward clients and formulates local proximity among their adjacent clients based on hard inequality constraints rather than requiring consensus updates or introducing bias via regularization methods. To mitigate the computational burden on the clients, an efficient stochastic solver of the approximated optimization problem is designed in RWSADMM, which provably converges to the stationary point almost surely in expectation. Our theoretical and empirical results demonstrate the provable fast convergence and substantial accuracy improvements achieved by RWSADMM compared to baseline methods, along with its benefits of reduced communication costs and enhanced scalability.
Convergent Policy Optimization for Safe Reinforcement Learning
We study the safe reinforcement learning problem with nonlinear function approximation, where policy optimization is formulated as a constrained optimization problem with both the objective and the constraint being nonconvex functions. For such a problem, we construct a sequence of surrogate convex constrained optimization problems by replacing the nonconvex functions locally with convex quadratic functions obtained from policy gradient estimators. We prove that the solutions to these surrogate problems converge to a stationary point of the original nonconvex problem. Furthermore, to extend our theoretical results, we apply our algorithm to examples of optimal control and multi-agent reinforcement learning with safety constraints.
A Primal Dual Formulation For Deep Learning With Constraints
For several problems of interest, there are natural constraints which exist over the output label space. For example, for the joint task of NER and POS labeling, these constraints might specify that the NER label'organization' is consistent only with the POS labels'noun' and'preposition'. These constraints can be a great way of injecting prior knowledge into a deep learning model, thereby improving overall performance. In this paper, we present a constrained optimization formulation for training a deep network with a given set of hard constraints on output labels. Our novel approach first converts the label constraints into soft logic constraints over probability distributions outputted by the network. It then converts the constrained optimization problem into an alternating min-max optimization with Lagrangian variables defined for each constraint. Since the constraints are independent of the target labels, our framework easily generalizes to semi-supervised setting.