Optimization
Task Coordination and Trajectory Optimization for Multi-Aerial Systems via Signal Temporal Logic: A Wind Turbine Inspection Study
Silano, Giuseppe, Caballero, Alvaro, Liuzza, Davide, Iannelli, Luigi, Bogdan, Stjepan, Saska, Martin
This paper presents a method for task allocation and trajectory generation in cooperative inspection missions using a fleet of multirotor drones, with a focus on wind turbine inspection. The approach generates safe, feasible flight paths that adhere to time-sensitive constraints and vehicle limitations by formulating an optimization problem based on Signal Temporal Logic (STL) specifications. An event-triggered replanning mechanism addresses unexpected events and delays, while a generalized robustness scoring method incorporates user preferences and minimizes task conflicts. The approach is validated through simulations in MATLAB and Gazebo, as well as field experiments in a mock-up scenario.
Natural Variational Annealing for Multimodal Optimization
Minh, Tâm Le, Arbel, Julyan, Möllenhoff, Thomas, Khan, Mohammad Emtiyaz, Forbes, Florence
We introduce a new multimodal optimization approach called Natural Variational Annealing (NVA) that combines the strengths of three foundational concepts to simultaneously search for multiple global and local modes of black-box nonconvex objectives. First, it implements a simultaneous search by using variational posteriors, such as, mixtures of Gaussians. Second, it applies annealing to gradually trade off exploration for exploitation. Finally, it learns the variational search distribution using natural-gradient learning where updates resemble well-known and easy-to-implement algorithms. The three concepts come together in NVA giving rise to new algorithms and also allowing us to incorporate "fitness shaping", a core concept from evolutionary algorithms. We assess the quality of search on simulations and compare them to methods using gradient descent and evolution strategies. We also provide an application to a real-world inverse problem in planetary science.
Multilinear Tensor Low-Rank Approximation for Policy-Gradient Methods in Reinforcement Learning
Rozada, Sergio, Wai, Hoi-To, Marques, Antonio G.
Reinforcement learning (RL) aims to estimate the action to take given a (time-varying) state, with the goal of maximizing a cumulative reward function. Predominantly, there are two families of algorithms to solve RL problems: value-based and policy-based methods, with the latter designed to learn a probabilistic parametric policy from states to actions. Most contemporary approaches implement this policy using a neural network (NN). However, NNs usually face issues related to convergence, architectural suitability, hyper-parameter selection, and underutilization of the redundancies of the state-action representations (e.g. locally similar states). This paper postulates multi-linear mappings to efficiently estimate the parameters of the RL policy. More precisely, we leverage the PARAFAC decomposition to design tensor low-rank policies. The key idea involves collecting the policy parameters into a tensor and leveraging tensor-completion techniques to enforce low rank. We establish theoretical guarantees of the proposed methods for various policy classes and validate their efficacy through numerical experiments. Specifically, we demonstrate that tensor low-rank policy models reduce computational and sample complexities in comparison to NN models while achieving similar rewards.
The Convergence of Dynamic Routing between Capsules
Ye, Daoyuan, Li, Juntao, Shen, Yiting
Capsule networks(CapsNet) are recently proposed neural network models with new processing layers, specifically for entity representation and discovery of images. It is well known that CapsNet have some advantages over traditional neural networks, especially in generalization capability. At the same time, some studies report negative experimental results. The causes of this contradiction have not been thoroughly analyzed. The preliminary experimental results show that the behavior of routing algorithms does not always produce good results as expected, and in most cases, different routing algorithms do not change the classification results, but simply polarize the link strength, especially when they continue to repeat without stopping. To realize the true potential of the CapsNet, deep mathematical analysis of the routing algorithms is crucial. In this paper, we will give the objective function that is minimized by the dynamic routing algorithm, which is a concave function. The dynamic routing algorithm can be regarded as nonlinear gradient method to solving an optimization algorithm under linear constraints, and its convergence can be strictly proved mathematically. Furthermore, the mathematically rigorous proof of the convergence is given for this class of iterative routing procedures. We analyze the relation between the objective function and the constraints solved by the dynamic routing algorithm in detail, and perform the corresponding routing experiment to analyze the effect of our convergence proof.
A Look into How Machine Learning is Reshaping Engineering Models: the Rise of Analysis Paralysis, Optimal yet Infeasible Solutions, and the Inevitable Rashomon Paradox
The widespread acceptance of empirically derived codal provisions and equations in civil engineering stands in stark contrast to the skepticism facing machine learning (ML) models, despite their shared statistical foundations. This paper examines this philosophical tension through the lens of structural engineering and explores how integrating ML challenges traditional engineering philosophies and professional identities. Recent efforts have documented how ML enhances predictive accuracy, optimizes designs, and analyzes complex behaviors. However, one might also raise concerns about the diminishing role of human intuition and the interpretability of algorithms. To showcase this rarely explored front, this paper presents how ML can be successfully integrated into various engineering problems by means of formulation via deduction, induction, and abduction. Then, this paper identifies three principal paradoxes that could arise when adopting ML: analysis paralysis (increased prediction accuracy leading to a reduced understanding of physical mechanisms), infeasible solutions (optimization resulting in unconventional designs that challenge engineering intuition), and the Rashomon effect (where contradictions in explainability methods and physics arise). This paper concludes by addressing these paradoxes and arguing the need to rethink epistemological shifts in engineering and engineering education and methodologies to harmonize traditional principles with ML.
Resilient Peer-to-peer Learning based on Adaptive Aggregation
Bhowmick, Chandreyee, Koutsoukos, Xenofon
Collaborative learning in peer-to-peer networks offers the benefits of distributed learning while mitigating the risks associated with single points of failure inherent in centralized servers. However, adversarial workers pose potential threats by attempting to inject malicious information into the network. Thus, ensuring the resilience of peer-to-peer learning emerges as a pivotal research objective. The challenge is exacerbated in the presence of non-convex loss functions and non-iid data distributions. This paper introduces a resilient aggregation technique tailored for such scenarios, aimed at fostering similarity among peers' learning processes. The aggregation weights are determined through an optimization procedure, and use the loss function computed using the neighbor's models and individual private data, thereby addressing concerns regarding data privacy in distributed machine learning. Theoretical analysis demonstrates convergence of parameters with non-convex loss functions and non-iid data distributions. Empirical evaluations across three distinct machine learning tasks support the claims. The empirical findings, which encompass a range of diverse attack models, also demonstrate improved accuracy when compared to existing methodologies.
Towards Fair Class-wise Robustness: Class Optimal Distribution Adversarial Training
Zhi, Hongxin, Yu, Hongtao, Li, Shaome, Zhao, Xiuming, Wu, Yiteng
Adversarial training has proven to be a highly effective method for improving the robustness of deep neural networks against adversarial attacks. Nonetheless, it has been observed to exhibit a limitation in terms of robust fairness, characterized by a significant disparity in robustness across different classes. Recent efforts to mitigate this problem have turned to class-wise reweighted methods. However, these methods suffer from a lack of rigorous theoretical analysis and are limited in their exploration of the weight space, as they mainly rely on existing heuristic algorithms or intuition to compute weights. In addition, these methods fail to guarantee the consistency of the optimization direction due to the decoupled optimization of weights and the model parameters. They potentially lead to suboptimal weight assignments and consequently, a suboptimal model. To address these problems, this paper proposes a novel min-max training framework, Class Optimal Distribution Adversarial Training (CODAT), which employs distributionally robust optimization to fully explore the class-wise weight space, thus enabling the identification of the optimal weight with theoretical guarantees. Furthermore, we derive a closed-form optimal solution to the internal maximization and then get a deterministic equivalent objective function, which provides a theoretical basis for the joint optimization of weights and model parameters. Meanwhile, we propose a fairness elasticity coefficient for the evaluation of the algorithm with regard to both robustness and robust fairness. Experimental results on various datasets show that the proposed method can effectively improve the robust fairness of the model and outperform the state-of-the-art approaches.
Revisiting LocalSGD and SCAFFOLD: Improved Rates and Missing Analysis
Luo, Ruichen, Stich, Sebastian U, Horváth, Samuel, Takáč, Martin
LocalSGD and SCAFFOLD are widely used methods in distributed stochastic optimization, with numerous applications in machine learning, large-scale data processing, and federated learning. However, rigorously establishing their theoretical advantages over simpler methods, such as minibatch SGD (MbSGD), has proven challenging, as existing analyses often rely on strong assumptions, unrealistic premises, or overly restrictive scenarios. In this work, we revisit the convergence properties of LocalSGD and SCAFFOLD under a variety of existing or weaker conditions, including gradient similarity, Hessian similarity, weak convexity, and Lipschitz continuity of the Hessian. Our analysis shows that (i) LocalSGD achieves faster convergence compared to MbSGD for weakly convex functions without requiring stronger gradient similarity assumptions; (ii) LocalSGD benefits significantly from higher-order similarity and smoothness; and (iii) SCAFFOLD demonstrates faster convergence than MbSGD for a broader class of non-quadratic functions. These theoretical insights provide a clearer understanding of the conditions under which LocalSGD and SCAFFOLD outperform MbSGD.
Matrix Calculus (for Machine Learning and Beyond)
Bright, Paige, Edelman, Alan, Johnson, Steven G.
This course, intended for undergraduates familiar with elementary calculus and linear algebra, introduces the extension of differential calculus to functions on more general vector spaces, such as functions that take as input a matrix and return a matrix inverse or factorization, derivatives of ODE solutions, and even stochastic derivatives of random functions. It emphasizes practical computational applications, such as large-scale optimization and machine learning, where derivatives must be re-imagined in order to be propagated through complicated calculations. The class also discusses efficiency concerns leading to "adjoint" or "reverse-mode" differentiation (a.k.a. "backpropagation"), and gives a gentle introduction to modern automatic differentiation (AD) techniques.
Minimum Weighted Feedback Arc Sets for Ranking from Pairwise Comparisons
Vahidi, Soroush, Koutis, Ioannis
The Minimum Weighted Feedback Arc Set (MWFAS) problem is fundamentally connected to the Ranking Problem -- the task of deriving global rankings from pairwise comparisons. Recent work [He et al. ICML2022] has advanced the state-of-the-art for the Ranking Problem using learning-based methods, improving upon multiple previous approaches. However, the connection to MWFAS remains underexplored. This paper investigates this relationship and presents efficient combinatorial algorithms for solving MWFAS, thus addressing the Ranking Problem. Our experimental results demonstrate that these simple, learning-free algorithms not only significantly outperform learning-based methods in terms of speed but also generally achieve superior ranking accuracy.