Optimization
Reconfigurable Intelligent Surface for Internet of Robotic Things
Ni, Wanli, Luo, Ruyu, Zhang, Xinran, Wang, Peng, Wang, Wen, Tian, Hui
With the rapid development of artificial intelligence, robotics, and Internet of Things, multi-robot systems are progressively acquiring human-like environmental perception and understanding capabilities, empowering them to complete complex tasks through autonomous decision-making and interaction. However, the Internet of Robotic Things (IoRT) faces significant challenges in terms of spectrum resources, sensing accuracy, communication latency, and energy supply. To address these issues, a reconfigurable intelligent surface (RIS)-aided IoRT network is proposed to enhance the overall performance of robotic communication, sensing, computation, and energy harvesting. In the case studies, by jointly optimizing parameters such as transceiver beamforming, robot trajectories, and RIS coefficients, solutions based on multi-agent deep reinforcement learning and multi-objective optimization are proposed to solve problems such as beamforming design, path planning, target sensing, and data aggregation. Numerical results are provided to demonstrate the effectiveness of proposed solutions in improve communication quality, sensing accuracy, computation error, and energy efficiency of RIS-aided IoRT networks.
Uplift modeling with continuous treatments: A predict-then-optimize approach
De Vos, Simon, Bockel-Rickermann, Christopher, Lessmann, Stefan, Verbeke, Wouter
The goal of uplift modeling is to recommend actions that optimize specific outcomes by determining which entities should receive treatment. One common approach involves two steps: first, an inference step that estimates conditional average treatment effects (CATEs), and second, an optimization step that ranks entities based on their CATE values and assigns treatment to the top k within a given budget. While uplift modeling typically focuses on binary treatments, many real-world applications are characterized by continuous-valued treatments, i.e., a treatment dose. This paper presents a predict-then-optimize framework to allow for continuous treatments in uplift modeling. First, in the inference step, conditional average dose responses (CADRs) are estimated from data using causal machine learning techniques. Second, in the optimization step, we frame the assignment task of continuous treatments as a dose-allocation problem and solve it using integer linear programming (ILP). This approach allows decision-makers to efficiently and effectively allocate treatment doses while balancing resource availability, with the possibility of adding extra constraints like fairness considerations or adapting the objective function to take into account instance-dependent costs and benefits to maximize utility. The experiments compare several CADR estimators and illustrate the trade-offs between policy value and fairness, as well as the impact of an adapted objective function. This showcases the framework's advantages and flexibility across diverse applications in healthcare, lending, and human resource management. All code is available on github.com/SimonDeVos/UMCT.
MPAX: Mathematical Programming in JAX
Lu, Haihao, Peng, Zedong, Yang, Jinwen
Mathematical programming has long served as foundation across numerous fields, such as operations research, economics, and engineering, providing powerful robust tools for optimization and decision-making. Recently, these techniques have also found significant applications in machine learning. Notable examples include datadriven decision making [9, 16], learning with physical constraints [8, 10], learning to rank [7], end-to-end planning and control [2], etc. The efficiency and effectiveness of these machine learning approaches depend largely on the rapid processing of large-scale datasets, facilitated by parallel hardware accelerators such as graphics processing units (GPUs). In contrast, traditional approaches to mathematical programming are not well suited for machine learning tasks. Broadly, there are two major paradigms for integrating mathematical programming with machine learning.
Contingency Constrained Planning with MPPI within MPPI
Jung, Leonard, Estornell, Alexander, Everett, Michael
For safety, autonomous systems must be able to consider sudden changes and enact contingency plans appropriately. State-of-the-art methods currently find trajectories that balance between nominal and contingency behavior, or plan for a singular contingency plan; however, this does not guarantee that the resulting plan is safe for all time. To address this research gap, this paper presents Contingency-MPPI, a data-driven optimization-based strategy that embeds contingency planning inside a nominal planner. By learning to approximate the optimal contingency-constrained control sequence with adaptive importance sampling, the proposed method's sampling efficiency is further improved with initializations from a lightweight path planner and trajectory optimizer.
Interpretable Generalized Additive Models for Datasets with Missing Values
McTavish, Hayden, Donnelly, Jon, Seltzer, Margo, Rudin, Cynthia
Many important datasets contain samples that are missing one or more feature values. Maintaining the interpretability of machine learning models in the presence of such missing data is challenging. Singly or multiply imputing missing values complicates the model's mapping from features to labels. On the other hand, reasoning on indicator variables that represent missingness introduces a potentially large number of additional terms, sacrificing sparsity. We solve these problems with M-GAM, a sparse, generalized, additive modeling approach that incorporates missingness indicators and their interaction terms while maintaining sparsity through l0 regularization. We show that M-GAM provides similar or superior accuracy to prior methods while significantly improving sparsity relative to either imputation or naive inclusion of indicator variables.
Personalized Coupled Tensor Decomposition for Multimodal Data Fusion: Uniqueness and Algorithms
Borsoi, Ricardo Augusto, Usevich, Konstantin, Brie, David, Adali, Tรผlay
Coupled tensor decompositions (CTDs) perform data fusion by linking factors from different datasets. Although many CTDs have been already proposed, current works do not address important challenges of data fusion, where: 1) the datasets are often heterogeneous, constituting different "views" of a given phenomena (multimodality); and 2) each dataset can contain personalized or dataset-specific information, constituting distinct factors that are not coupled with other datasets. In this work, we introduce a personalized CTD framework tackling these challenges. A flexible model is proposed where each dataset is represented as the sum of two components, one related to a common tensor through a multilinear measurement model, and another specific to each dataset. Both the common and distinct components are assumed to admit a polyadic decomposition. This generalizes several existing CTD models. We provide conditions for specific and generic uniqueness of the decomposition that are easy to interpret. These conditions employ uni-mode uniqueness of different individual datasets and properties of the measurement model. Two algorithms are proposed to compute the common and distinct components: a semi-algebraic one and a coordinate-descent optimization method. Experimental results illustrate the advantage of the proposed framework compared with the state of the art approaches.
Unlocking FedNL: Self-Contained Compute-Optimized Implementation
Burlachenko, Konstantin, Richtรกrik, Peter
Federated Learning (FL) is an emerging paradigm that enables intelligent agents to collaboratively train Machine Learning (ML) models in a distributed manner, eliminating the need for sharing their local data. The recent work (arXiv:2106.02969) introduces a family of Federated Newton Learn (FedNL) algorithms, marking a significant step towards applying second-order methods to FL and large-scale optimization. However, the reference FedNL prototype exhibits three serious practical drawbacks: (i) It requires 4.8 hours to launch a single experiment in a sever-grade workstation; (ii) The prototype only simulates multi-node setting; (iii) Prototype integration into resource-constrained applications is challenging. To bridge the gap between theory and practice, we present a self-contained implementation of FedNL, FedNL-LS, FedNL-PP for single-node and multi-node settings. Our work resolves the aforementioned issues and reduces the wall clock time by x1000. With this FedNL outperforms alternatives for training logistic regression in a single-node -- CVXPY (arXiv:1603.00943), and in a multi-node -- Apache Spark (arXiv:1505.06807), Ray/Scikit-Learn (arXiv:1712.05889). Finally, we propose two practical-orientated compressors for FedNL - adaptive TopLEK and cache-aware RandSeqK, which fulfill the theory of FedNL.
Sail into the Headwind: Alignment via Robust Rewards and Dynamic Labels against Reward Hacking
Rashidinejad, Paria, Tian, Yuandong
Aligning AI systems with human preferences typically suffers from the infamous reward hacking problem, where optimization of an imperfect reward model leads to undesired behaviors. In this paper, we investigate reward hacking in offline preference optimization, which aims to improve an initial model using a preference dataset. We identify two types of reward hacking stemming from statistical fluctuations in the dataset: Type I Reward Hacking due to subpar choices appearing more favorable, and Type II Reward Hacking due to decent choices appearing less favorable. We prove that many (mainstream or theoretical) preference optimization methods suffer from both types of reward hacking. To mitigate Type I Reward Hacking, we propose POWER, a new preference optimization method that combines Guiasu's weighted entropy with a robust reward maximization objective. POWER enjoys finite-sample guarantees under general function approximation, competing with the best covered policy in the data. To mitigate Type II Reward Hacking, we analyze the learning dynamics of preference optimization and develop a novel technique that dynamically updates preference labels toward certain "stationary labels", resulting in diminishing gradients for untrustworthy samples. Empirically, POWER with dynamic labels (POWER-DL) consistently outperforms state-of-the-art methods on alignment benchmarks, achieving improvements of up to 13.0 points on AlpacaEval 2.0 and 11.5 points on Arena-Hard over DPO, while also improving or maintaining performance on downstream tasks such as mathematical reasoning. Strong theoretical guarantees and empirical results demonstrate the promise of POWER-DL in mitigating reward hacking.
Bayesian Optimization via Continual Variational Last Layer Training
Brunzema, Paul, Jordahn, Mikkel, Willes, John, Trimpe, Sebastian, Snoek, Jasper, Harrison, James
Gaussian Processes (GPs) are widely seen as the state-of-the-art surrogate models for Bayesian optimization (BO) due to their ability to model uncertainty and their performance on tasks where correlations are easily captured (such as those defined by Euclidean metrics) and their ability to be efficiently updated online. However, the performance of GPs depends on the choice of kernel, and kernel selection for complex correlation structures is often difficult or must be made bespoke. While Bayesian neural networks (BNNs) are a promising direction for higher capacity surrogate models, they have so far seen limited use due to poor performance on some problem types. In this paper, we propose an approach which shows competitive performance on many problem types, including some that BNNs typically struggle with. We build on variational Bayesian last layers (VBLLs), and connect training of these models to exact conditioning in GPs. We exploit this connection to develop an efficient online training algorithm that interleaves conditioning and optimization. Our findings suggest that VBLL networks significantly outperform GPs and other BNN architectures on tasks with complex input correlations, and match the performance of well-tuned GPs on established benchmark tasks.
Safe Active Learning for Gaussian Differential Equations
Glass, Leon, Ensinger, Katharina, Zimmer, Christoph
Gaussian Process differential equations (GPODE) have recently gained momentum due to their ability to capture dynamics behavior of systems and also represent uncertainty in predictions. Prior work has described the process of training the hyperparameters and, thereby, calibrating GPODE to data. How to design efficient algorithms to collect data for training GPODE models is still an open field of research. Nevertheless high-quality training data is key for model performance. Furthermore, data collection leads to time-cost and financial-cost and might in some areas even be safety critical to the system under test. Therefore, algorithms for safe and efficient data collection are central for building high quality GPODE models. Our novel Safe Active Learning (SAL) for GPODE algorithm addresses this challenge by suggesting a mechanism to propose efficient and non-safety-critical data to collect. SAL GPODE does so by sequentially suggesting new data, measuring it and updating the GPODE model with the new data. In this way, subsequent data points are iteratively suggested. The core of our SAL GPODE algorithm is a constrained optimization problem maximizing information of new data for GPODE model training constrained by the safety of the underlying system. We demonstrate our novel SAL GPODE's superiority compared to a standard, non-active way of measuring new data on two relevant examples.