Optimization
Using machine learning to inform harvest control rule design in complex fishery settings
Montealegre-Mora, Felipe, Boettiger, Carl, Walters, Carl J., Cahill, Christopher L.
In fishery science, harvest management of size-structured stochastic populations is a long-standing and difficult problem. Rectilinear precautionary policies based on biomass and harvesting reference points have now become a standard approach to this problem. While these standard feedback policies are adapted from analytical or dynamic programming solutions assuming relatively simple ecological dynamics, they are often applied to more complicated ecological settings in the real world. In this paper we explore the problem of designing harvest control rules for partially observed, age-structured, spasmodic fish populations using tools from reinforcement learning (RL) and Bayesian optimization. Our focus is on the case of Walleye fisheries in Alberta, Canada, whose highly variable recruitment dynamics have perplexed managers and ecologists. We optimized and evaluated policies using several complementary performance metrics. The main questions we addressed were: 1. How do standard policies based on reference points perform relative to numerically optimized policies? 2. Can an observation of mean fish weight, in addition to stock biomass, aid policy decisions?
Optimal Control Operator Perspective and a Neural Adaptive Spectral Method
Feng, Mingquan, Chen, Zhijie, Huang, Yixin, Liu, Yizhou, Yan, Junchi
Optimal control problems (OCPs) involve finding a control function for a dynamical system such that a cost functional is optimized. It is central to physical systems in both academia and industry. In this paper, we propose a novel instance-solution control operator perspective, which solves OCPs in a one-shot manner without direct dependence on the explicit expression of dynamics or iterative optimization processes. The control operator is implemented by a new neural operator architecture named Neural Adaptive Spectral Method (NASM), a generalization of classical spectral methods. We theoretically validate the perspective and architecture by presenting the approximation error bounds of NASM for the control operator. Experiments on synthetic environments and a real-world dataset verify the effectiveness and efficiency of our approach, including substantial speedup in running time, and high-quality in- and out-of-distribution generalization.
The State of Robot Motion Generation
Bekris, Kostas E., Doerr, Joe, Meng, Patrick, Tangirala, Sumanth
This paper reviews the large spectrum of methods for generating robot motion proposed over the 50 years of robotics research culminating in recent developments. It crosses the boundaries of methodologies, typically not surveyed together, from those that operate over explicit models to those that learn implicit ones.
Quantum open system identification via global optimization: Optimally accurate Markovian models of open systems from time-series data
Popovych, Zakhar, Jacobs, Kurt, Korpas, Georgios, Marecek, Jakub, Bondar, Denys I.
Accurate models of the dynamics of quantum circuits are essential for optimizing and advancing quantum devices. Since first-principles models of environmental noise and dissipation in real quantum systems are often unavailable, deriving accurate models from measured time-series data is critical. However, identifying open quantum systems poses significant challenges: powerful methods from systems engineering can perform poorly beyond weak damping (as we show) because they fail to incorporate essential constraints required for quantum evolution (e.g., positivity). Common methods that can include these constraints are typically multi-step, fitting linear models to physically grounded master equations, often resulting in non-convex functions in which local optimization algorithms get stuck in local extrema (as we show). In this work, we solve these problems by formulating quantum system identification directly from data as a polynomial optimization problem, enabling the use of recently developed global optimization methods. These methods are essentially guaranteed to reach global optima, allowing us for the first time to efficiently obtain the most accurate Markovian model for a given system. In addition to its practical importance, this allows us to take the error of these Markovian models as an alternative (operational) measure of the non-Markovianity of a system. We test our method with the spin-boson model -- a two-level system coupled to a bath of harmonic oscillators -- for which we obtain the exact evolution using matrix-product-state techniques. We show that polynomial optimization using moment/sum-of-squares approaches significantly outperforms traditional optimization algorithms, and we show that even for strong damping Lindblad-form master equations can provide accurate models of the spin-boson system.
Modeling Latent Non-Linear Dynamical System over Time Series
Fujiwara, Ren, Matsubara, Yasuko, Sakurai, Yasushi
We study the problem of modeling a non-linear dynamical system when given a time series by deriving equations directly from the data. Despite the fact that time series data are given as input, models for dynamics and estimation algorithms that incorporate long-term temporal dependencies are largely absent from existing studies. In this paper, we introduce a latent state to allow time-dependent modeling and formulate this problem as a dynamics estimation problem in latent states. We face multiple technical challenges, including (1) modeling latent non-linear dynamics and (2) solving circular dependencies caused by the presence of latent states. To tackle these challenging problems, we propose a new method, Latent Non-Linear equation modeling (LaNoLem), that can model a latent non-linear dynamical system and a novel alternating minimization algorithm for effectively estimating latent states and model parameters. In addition, we introduce criteria to control model complexity without human intervention. Compared with the state-of-the-art model, LaNoLem achieves competitive performance for estimating dynamics while outperforming other methods in prediction.
RL-MILP Solver: A Reinforcement Learning Approach for Solving Mixed-Integer Linear Programs with Graph Neural Networks
Mixed-Integer Linear Programming (MILP) is an optimization technique widely used in various fields. Existing end-to-end learning methods for MILP generate values for a subset of decision variables and delegate the remaining problem to traditional MILP solvers. However, this approach does not guarantee solution feasibility (i.e., satisfying all constraints) due to inaccurate predictions and primarily focuses on prediction for binary decision variables. When addressing MILP involving non-binary integer variables using machine learning (ML), feasibility issues can become even more pronounced. Since finding an optimal solution requires satisfying all constraints, addressing feasibility is critical. To overcome these limitations, we propose a novel reinforcement learning (RL)-based solver that interacts with MILP to incrementally discover better feasible solutions without relying on traditional solvers. We design reward functions tailored for MILP, which enable the RL agent to learn relationships between decision variables and constraints. Furthermore, we leverage a Transformer encoder-based graph neural network (GNN) to effectively model complex relationships among decision variables. Our experimental results demonstrate that the proposed method can solve MILP problems and find near-optimal solutions without delegating the remainder to traditional solvers. The proposed method provides a meaningful step forward as an initial study in solving MILP problems entirely with ML in an end-to-end manner.
PSMGD: Periodic Stochastic Multi-Gradient Descent for Fast Multi-Objective Optimization
Xu, Mingjing, Ju, Peizhong, Liu, Jia, Yang, Haibo
Multi-objective optimization (MOO) lies at the core of many machine learning (ML) applications that involve multiple, potentially conflicting objectives (e.g., multi-task learning, multi-objective reinforcement learning, among many others). Despite the long history of MOO, recent years have witnessed a surge in interest within the ML community in the development of gradient manipulation algorithms for MOO, thanks to the availability of gradient information in many ML problems. However, existing gradient manipulation methods for MOO often suffer from long training times, primarily due to the need for computing dynamic weights by solving an additional optimization problem to determine a common descent direction that can decrease all objectives simultaneously. To address this challenge, we propose a new and efficient algorithm called Periodic Stochastic Multi-Gradient Descent (PSMGD) to accelerate MOO. PSMGD is motivated by the key observation that dynamic weights across objectives exhibit small changes under minor updates over short intervals during the optimization process. Consequently, our PSMGD algorithm is designed to periodically compute these dynamic weights and utilizes them repeatedly, thereby effectively reducing the computational overload. Theoretically, we prove that PSMGD can achieve state-of-the-art convergence rates for strongly-convex, general convex, and non-convex functions. Additionally, we introduce a new computational complexity measure, termed backpropagation complexity, and demonstrate that PSMGD could achieve an objective-independent backpropagation complexity. Through extensive experiments, we verify that PSMGD can provide comparable or superior performance to state-of-the-art MOO algorithms while significantly reducing training time.
Survey on safe robot control via learning
Modern society heavily relies on robotic systems, their use affects the aerospace, automotive, energy, disaster response, health care, manufacturing, and traffic management industries among countless others. From making robots walk Westervelt et al. [2007] to getting molecular swarms to kill cancer cells Wijewardhane et al. [2022], whole fields of research dedicate themselves to the problem of control. Intelligently selecting control strategies so that we can manage, direct, or command the trajectories a system can take distills the essence of problems faced in control. When a system can be controlled in the aforementioned manner using control loops, the system in question is termed a control system. Tackling the problem of control, the research community has produced many alternative solutions with varying trade-offs concerning what is achievable and how much we can represent these systems and our goals.
Bilevel Learning with Inexact Stochastic Gradients
Salehi, Mohammad Sadegh, Mukherjee, Subhadip, Roberts, Lindon, Ehrhardt, Matthias J.
Bilevel learning has gained prominence in machine learning, inverse problems, and imaging applications, including hyperparameter optimization, learning data-adaptive regularizers, and optimizing forward operators. The large-scale nature of these problems has led to the development of inexact and computationally efficient methods. Existing adaptive methods predominantly rely on deterministic formulations, while stochastic approaches often adopt a doubly-stochastic framework with impractical variance assumptions, enforces a fixed number of lower-level iterations, and requires extensive tuning. In this work, we focus on bilevel learning with strongly convex lower-level problems and a nonconvex sum-of-functions in the upper-level. Stochasticity arises from data sampling in the upper-level which leads to inexact stochastic hypergradients. We establish their connection to state-of-the-art stochastic optimization theory for nonconvex objectives. Furthermore, we prove the convergence of inexact stochastic bilevel optimization under mild assumptions. Our empirical results highlight significant speed-ups and improved generalization in imaging tasks such as image denoising and deblurring in comparison with adaptive deterministic bilevel methods.
Interpretable, multi-dimensional Evaluation Framework for Causal Discovery from observational i.i.d. Data
Velev, Georg, Lessmann, Stefan
Nonlinear causal discovery from observational data imposes strict identifiability assumptions on the formulation of structural equations utilized in the data generating process. The evaluation of structure learning methods under assumption violations requires a rigorous and interpretable approach, which quantifies both the structural similarity of the estimation with the ground truth and the capacity of the discovered graphs to be used for causal inference. Motivated by the lack of unified performance assessment framework, we introduce an interpretable, six-dimensional evaluation metric, i.e., distance to optimal solution (DOS), which is specifically tailored to the field of causal discovery. Furthermore, this is the first research to assess the performance of structure learning algorithms from seven different families on increasing percentage of non-identifiable, nonlinear causal patterns, inspired by real-world processes. Our large-scale simulation study, which incorporates seven experimental factors, shows that besides causal order-based methods, amortized causal discovery delivers results with comparatively high proximity to the optimal solution.