Optimization
Canonical Factors for Hybrid Neural Fields
Yi, Brent, Zeng, Weijia, Buchanan, Sam, Ma, Yi
Factored feature volumes offer a simple way to build more compact, efficient, and intepretable neural fields, but also introduce biases that are not necessarily beneficial for real-world data. In this work, we (1) characterize the undesirable biases that these architectures have for axis-aligned signals -- they can lead to radiance field reconstruction differences of as high as 2 PSNR -- and (2) explore how learning a set of canonicalizing transformations can improve representations by removing these biases. We prove in a two-dimensional model problem that simultaneously learning these transformations together with scene appearance succeeds with drastically improved efficiency. We validate the resulting architectures, which we call TILTED, using image, signed distance, and radiance field reconstruction tasks, where we observe improvements across quality, robustness, compactness, and runtime. Results demonstrate that TILTED can enable capabilities comparable to baselines that are 2x larger, while highlighting weaknesses of neural field evaluation procedures.
Equation discovery framework EPDE: Towards a better equation discovery
Maslyaev, Mikhail, Hvatov, Alexander
Equation discovery methods hold promise for extracting knowledge from physics-related data. However, existing approaches often require substantial prior information that significantly reduces the amount of knowledge extracted. In this paper, we enhance the EPDE algorithm -- an evolutionary optimization-based discovery framework. In contrast to methods like SINDy, which rely on pre-defined libraries of terms and linearities, our approach generates terms using fundamental building blocks such as elementary functions and individual differentials. Within evolutionary optimization, we may improve the computation of the fitness function as is done in gradient methods and enhance the optimization algorithm itself. By incorporating multi-objective optimization, we effectively explore the search space, yielding more robust equation extraction, even when dealing with complex experimental data. We validate our algorithm's noise resilience and overall performance by comparing its results with those from the state-of-the-art equation discovery framework SINDy.
Gradient Descent Methods for Regularized Optimization
Nikolovski, Filip, Stojkovska, Irena, Saneva, Katerina Hadzi-Velkova, Hadzi-Velkov, Zoran
Regularization is a widely recognized technique in mathematical optimization. It can be used to smooth out objective functions, refine the feasible solution set, or prevent overfitting in machine learning models. Due to its simplicity and robustness, the gradient descent (GD) method is one of the primary methods used for numerical optimization of differentiable objective functions. However, GD is not well-suited for solving $\ell^1$ regularized optimization problems since these problems are non-differentiable at zero, causing iteration updates to oscillate or fail to converge. Instead, a more effective version of GD, called the proximal gradient descent employs a technique known as soft-thresholding to shrink the iteration updates toward zero, thus enabling sparsity in the solution. Motivated by the widespread applications of proximal GD in sparse and low-rank recovery across various engineering disciplines, we provide an overview of the GD and proximal GD methods for solving regularized optimization problems. Furthermore, this paper proposes a novel algorithm for the proximal GD method that incorporates a variable step size. Unlike conventional proximal GD, which uses a fixed step size based on the global Lipschitz constant, our method estimates the Lipschitz constant locally at each iteration and uses its reciprocal as the step size. This eliminates the need for a global Lipschitz constant, which can be impractical to compute. Numerical experiments we performed on synthetic and real-data sets show notable performance improvement of the proposed method compared to the conventional proximal GD with constant step size, both in terms of number of iterations and in time requirements.
Safe Bayesian Optimization for the Control of High-Dimensional Embodied Systems
Wei, Yunyue, Yi, Zeji, Li, Hongda, Soedarmadji, Saraswati, Sui, Yanan
Learning to move is a primary goal for animals and robots, where ensuring safety is often important when optimizing control policies on the embodied systems. For complex tasks such as the control of human or humanoid control, the high-dimensional parameter space adds complexity to the safe optimization effort. Current safe exploration algorithms exhibit inefficiency and may even become infeasible with large high-dimensional input spaces. Furthermore, existing high-dimensional constrained optimization methods neglect safety in the search process. In this paper, we propose High-dimensional Safe Bayesian Optimization with local optimistic exploration (HdSafeBO), a novel approach designed to handle high-dimensional sampling problems under probabilistic safety constraints. We introduce a local optimistic strategy to efficiently and safely optimize the objective function, providing a probabilistic safety guarantee and a cumulative safety violation bound. Through the use of isometric embedding, HdSafeBO addresses problems ranging from a few hundred to several thousand dimensions while maintaining safety guarantees. To our knowledge, HdSafeBO is the first algorithm capable of optimizing the control of high-dimensional musculoskeletal systems with high safety probability. We also demonstrate the real-world applicability of HdSafeBO through its use in the safe online optimization of neural stimulation induced human motion control.
Zeroth-Order Methods for Nonconvex Stochastic Problems with Decision-Dependent Distributions
In this study, we consider an optimization problem with uncertainty dependent on decision variables, which has recently attracted attention due to its importance in machine learning and pricing applications. In this problem, the gradient of the objective function cannot be obtained explicitly because the decision-dependent distribution is unknown. Therefore, several zeroth-order methods have been proposed, which obtain noisy objective values by sampling and update the iterates. Although these existing methods have theoretical convergence for optimization problems with decision-dependent uncertainty, they require strong assumptions about the function and distribution or exhibit large variances in their gradient estimators. To overcome these issues, we propose two zeroth-order methods under mild assumptions. First, we develop a zeroth-order method with a new one-point gradient estimator including a variance reduction parameter. The proposed method updates the decision variables while adjusting the variance reduction parameter. Second, we develop a zeroth-order method with a two-point gradient estimator. There are situations where only one-point estimators can be used, but if both one-point and two-point estimators are available, it is more practical to use the two-point estimator. As theoretical results, we show the convergence of our methods to stationary points and provide the worst-case iteration and sample complexity analysis. Our simulation experiments with real data on a retail service application show that our methods output solutions with lower objective values than the conventional zeroth-order methods.
EXAdam: The Power of Adaptive Cross-Moments
This paper introduces EXAdam ($\textbf{EX}$tended $\textbf{Adam}$), a novel optimization algorithm that builds upon the widely-used Adam optimizer. EXAdam incorporates three key enhancements: (1) new debiasing terms for improved moment estimation, (2) a gradient-based acceleration mechanism for increased responsiveness to the current loss landscape, and (3) a dynamic step size formula that allows for continuous growth of the learning rate throughout training. These innovations work synergistically to address limitations of the original Adam algorithm, potentially offering improved convergence properties, enhanced ability to escape saddle points, and greater robustness to hyperparameter choices. I provide a theoretical analysis of EXAdam's components and their interactions, highlighting the algorithm's potential advantages in navigating complex optimization landscapes. Empirical evaluations demonstrate EXAdam's superiority over Adam, achieving 48.07% faster convergence and yielding improvements of 4.6%, 4.13%, and 2.39% in training, validation, and testing accuracies, respectively, when applied to a CNN trained on the CIFAR-10 dataset. While these results are promising, further empirical validation across diverse tasks is essential to fully gauge EXAdam's efficacy. Nevertheless, EXAdam represents a significant advancement in adaptive optimization techniques, with promising implications for a wide range of machine learning applications. This work aims to contribute to the ongoing development of more efficient, adaptive, and universally applicable optimization methods in the field of machine learning and artificial intelligence.
Game-Theoretic Joint Incentive and Cut Layer Selection Mechanism in Split Federated Learning
Lee, Joohyung, Cho, Jungchan, Lee, Wonjun, Seif, Mohamed, Poor, H. Vincent
To alleviate the training burden in federated learning while enhancing convergence speed, Split Federated Learning (SFL) has emerged as a promising approach by combining the advantages of federated and split learning. However, recent studies have largely overlooked competitive situations. In this framework, the SFL model owner can choose the cut layer to balance the training load between the server and clients, ensuring the necessary level of privacy for the clients. Additionally, the SFL model owner sets incentives to encourage client participation in the SFL process. The optimization strategies employed by the SFL model owner influence clients' decisions regarding the amount of data they contribute, taking into account the shared incentives over clients and anticipated energy consumption during SFL. To address this framework, we model the problem using a hierarchical decision-making approach, formulated as a single-leader multi-follower Stackelberg game. We demonstrate the existence and uniqueness of the Nash equilibrium among clients and analyze the Stackelberg equilibrium by examining the leader's game. Furthermore, we discuss privacy concerns related to differential privacy and the criteria for selecting the minimum required cut layer. Our findings show that the Stackelberg equilibrium solution maximizes the utility for both the clients and the SFL model owner.
Toward Scalable Multirobot Control: Fast Policy Learning in Distributed MPC
Zhang, Xinglong, Pan, Wei, Li, Cong, Xu, Xin, Wang, Xiangke, Zhang, Ronghua, Hu, Dewen
Distributed model predictive control (DMPC) is promising in achieving optimal cooperative control in multirobot systems (MRS). However, real-time DMPC implementation relies on numerical optimization tools to periodically calculate local control sequences online. This process is computationally demanding and lacks scalability for large-scale, nonlinear MRS. This article proposes a novel distributed learning-based predictive control (DLPC) framework for scalable multirobot control. Unlike conventional DMPC methods that calculate open-loop control sequences, our approach centers around a computationally fast and efficient distributed policy learning algorithm that generates explicit closed-loop DMPC policies for MRS without using numerical solvers. The policy learning is executed incrementally and forward in time in each prediction interval through an online distributed actor-critic implementation. The control policies are successively updated in a receding-horizon manner, enabling fast and efficient policy learning with the closed-loop stability guarantee. The learned control policies could be deployed online to MRS with varying robot scales, enhancing scalability and transferability for large-scale MRS. Furthermore, we extend our methodology to address the multirobot safe learning challenge through a force field-inspired policy learning approach. We validate our approach's effectiveness, scalability, and efficiency through extensive experiments on cooperative tasks of large-scale wheeled robots and multirotor drones. Our results demonstrate the rapid learning and deployment of DMPC policies for MRS with scales up to 10,000 units.
Global Search of Optimal Spacecraft Trajectories using Amortization and Deep Generative Models
Beeson, Ryne, Li, Anjian, Sinha, Amlan
The preliminary spacecraft trajectory design phase can be posed as a parameterized global search problem for optimal spacecraft trajectories. At each stage of the preliminary design, the mission objectives, requirements, and constraints may change, resulting in variations of the global search problem parameters. Parameters may also change to represent increased modeling fidelity. The aim at any stage of the preliminary design is to solve for a large set of high quality spacecraft trajectories with diverse, or similarly qualitatively different, features. High quality is naturally defined by the value of a solution's objective value relative to the best known. Examples of qualitatively different features may include trajectories that have a different number of revolutions around a central body, a different number or sequence of gravity assist flybys, solutions that avoid radiation belts or other hazards, or solutions that depart the original or target orbital planes. The benefit of having different qualitative solutions is that it allows mission designers to trade different priorities in their design and reflects the fact that not all relevant objectives and constraints can be incorporated into the optimal spacecraft trajectory problem so early or readily in the design phase (i.e., without prior knowledge of what is relevant and when designing at a quick cadence). In the simplest of cases, a mission designer's past experience may be sufficient to guide them in finding a high quality set of solutions.
Graph-attention-based Casual Discovery with Trust Region-navigated Clipping Policy Optimization
Liu, Shixuan, Feng, Yanghe, Wu, Keyu, Cheng, Guangquan, Huang, Jincai, Liu, Zhong
In many domains of empirical sciences, discovering the causal structure within variables remains an indispensable task. Recently, to tackle with unoriented edges or latent assumptions violation suffered by conventional methods, researchers formulated a reinforcement learning (RL) procedure for causal discovery, and equipped REINFORCE algorithm to search for the best-rewarded directed acyclic graph. The two keys to the overall performance of the procedure are the robustness of RL methods and the efficient encoding of variables. However, on the one hand, REINFORCE is prone to local convergence and unstable performance during training. Neither trust region policy optimization, being computationally-expensive, nor proximal policy optimization (PPO), suffering from aggregate constraint deviation, is decent alternative for combinatory optimization problems with considerable individual subactions. We propose a trust region-navigated clipping policy optimization method for causal discovery that guarantees both better search efficiency and steadiness in policy optimization, in comparison with REINFORCE, PPO and our prioritized sampling-guided REINFORCE implementation. On the other hand, to boost the efficient encoding of variables, we propose a refined graph attention encoder called SDGAT that can grasp more feature information without priori neighbourhood information. With these improvements, the proposed method outperforms former RL method in both synthetic and benchmark datasets in terms of output results and optimization robustness.