Optimization
Active Learning-Based Optimization of Hydroelectric Turbine Startup to Minimize Fatigue Damage
Mai, Vincent, Pham, Quang Hung, Favrel, Arthur, Gauthier, Jean-Philippe, Gagnon, Martin
Hydro-generating units (HGUs) play a crucial role in integrating intermittent renewable energy sources into the power grid due to their flexible operational capabilities. This evolving role has led to an increase in transient events, such as startups, which impose significant stresses on turbines, leading to increased turbine fatigue and a reduced operational lifespan. Consequently, optimizing startup sequences to minimize stresses is vital for hydropower utilities. However, this task is challenging, as stress measurements on prototypes can be expensive and time-consuming. To tackle this challenge, we propose an innovative automated approach to optimize the startup parameters of HGUs with a limited budget of measured startup sequences. Our method combines active learning and black-box optimization techniques, utilizing virtual strain sensors and dynamic simulations of HGUs. This approach was tested in real-time during an on-site measurement campaign on an instrumented Francis turbine prototype. The results demonstrate that our algorithm successfully identified an optimal startup sequence using only seven measured sequences. It achieves a remarkable 42% reduction in the maximum strain cycle amplitude compared to the standard startup sequence. This study paves the way for more efficient HGU startup optimization, potentially extending their operational lifespans.
On Linear Convergence in Smooth Convex-Concave Bilinearly-Coupled Saddle-Point Optimization: Lower Bounds and Optimal Algorithms
Kovalev, Dmitry, Borodich, Ekaterina
We revisit the smooth convex-concave bilinearly-coupled saddle-point problem of the form $\min_x\max_y f(x) + \langle y,\mathbf{B} x\rangle - g(y)$. In the highly specific case where each of the functions $f(x)$ and $g(y)$ is either affine or strongly convex, there exist lower bounds on the number of gradient evaluations and matrix-vector multiplications required to solve the problem, as well as matching optimal algorithms. A notable aspect of these algorithms is that they are able to attain linear convergence, i.e., the number of iterations required to solve the problem is proportional to $\log(1/\epsilon)$. However, the class of bilinearly-coupled saddle-point problems for which linear convergence is possible is much wider and can involve smooth non-strongly convex functions $f(x)$ and $g(y)$. Therefore, we develop the first lower complexity bounds and matching optimal linearly converging algorithms for this problem class. Our lower complexity bounds are much more general, but they cover and unify the existing results in the literature. On the other hand, our algorithm implements the separation of complexities, which, for the first time, enables the simultaneous achievement of both optimal gradient evaluation and matrix-vector multiplication complexities, resulting in the best theoretical performance to date.
Multi-Agent Environments for Vehicle Routing Problems
Gama, Ricardo, Fuertes, Daniel, del-Blanco, Carlos R., Fernandes, Hugo L.
Research on Reinforcement Learning (RL) approaches for discrete optimization problems has increased considerably, extending RL to an area classically dominated by Operations Research (OR). Vehicle routing problems are a good example of discrete optimization problems with high practical relevance where RL techniques have had considerable success. Despite these advances, open-source development frameworks remain scarce, hampering both the testing of algorithms and the ability to objectively compare results. This ultimately slows down progress in the field and limits the exchange of ideas between the RL and OR communities. Here we propose a library composed of multi-agent environments that simulates classic vehicle routing problems. The library, built on PyTorch, provides a flexible modular architecture design that allows easy customization and incorporation of new routing problems. It follows the Agent Environment Cycle ("AEC") games model and has an intuitive API, enabling rapid adoption and easy integration into existing reinforcement learning frameworks. The library allows for a straightforward use of classical OR benchmark instances in order to narrow the gap between the test beds for algorithm benchmarking used by the RL and OR communities. Additionally, we provide benchmark instance sets for each environment, as well as baseline RL models and training code.
ETA-IK: Execution-Time-Aware Inverse Kinematics for Dual-Arm Systems
Tang, Yucheng, Huang, Xi, Zhang, Yongzhou, Chen, Tao, Mamaev, Ilshat, Hein, Bjรถrn
This paper presents ETA-IK, a novel Execution-Time-Aware Inverse Kinematics method tailored for dual-arm robotic systems. The primary goal is to optimize motion execution time by leveraging the redundancy of both arms, specifically in tasks where only the relative pose of the robots is constrained, such as dual-arm scanning of unknown objects. Unlike traditional inverse kinematics methods that use surrogate metrics such as joint configuration distance, our method incorporates direct motion execution time and implicit collisions into the optimization process, thereby finding target joints that allow subsequent trajectory generation to get more efficient and collision-free motion. A neural network based execution time approximator is employed to predict time-efficient joint configurations while accounting for potential collisions. Through experimental evaluation on a system composed of a UR5 and a KUKA iiwa robot, we demonstrate significant reductions in execution time. The proposed method outperforms conventional approaches, showing improved motion efficiency without sacrificing positioning accuracy. These results highlight the potential of ETA-IK to improve the performance of dual-arm systems in applications, where efficiency and safety are paramount.
Simulation-Aided Policy Tuning for Black-Box Robot Learning
He, Shiming, von Rohr, Alexander, Baumann, Dominik, Xiang, Ji, Trimpe, Sebastian
How can robots learn and adapt to new tasks and situations with little data? Systematic exploration and simulation are crucial tools for efficient robot learning. We present a novel black-box policy search algorithm focused on data-efficient policy improvements. The algorithm learns directly on the robot and treats simulation as an additional information source to speed up the learning process. At the core of the algorithm, a probabilistic model learns the dependence of the policy parameters and the robot learning objective not only by performing experiments on the robot, but also by leveraging data from a simulator. This substantially reduces interaction time with the robot. Using this model, we can guarantee improvements with high probability for each policy update, thereby facilitating fast, goal-oriented learning. We evaluate our algorithm on simulated fine-tuning tasks and demonstrate the data-efficiency of the proposed dual-information source optimization algorithm. In a real robot learning experiment, we show fast and successful task learning on a robot manipulator with the aid of an imperfect simulator.
Exploration by Running Away from the Past
Tolguenec, Paul-Antoine Le, Besse, Yann, Teichteil-Koenigsbuch, Florent, Wilson, Dennis G., Rachelson, Emmanuel
The ability to explore efficiently and effectively is a central challenge of reinforcement learning. In this work, we consider exploration through the lens of information theory. Specifically, we cast exploration as a problem of maximizing the Shannon entropy of the state occupation measure. This is done by maximizing a sequence of divergences between distributions representing an agent's past behavior and its current behavior. Intuitively, this encourages the agent to explore new behaviors that are distinct from past behaviors. Hence, we call our method RAMP, for "Running Away from the Past." A fundamental question of this method is the quantification of the distribution change over time. We consider both the Kullback-Leibler divergence and the Wasserstein distance to quantify divergence between successive state occupation measures, and explain why the former might lead to undesirable exploratory behaviors in some tasks. We demonstrate that by encouraging the agent to explore by actively distancing itself from past experiences, it can effectively explore mazes and a wide range of behaviors on robotic manipulation and locomotion tasks.
Accelerated zero-order SGD under high-order smoothness and overparameterized regime
Bychkov, Georgii, Dvinskikh, Darina, Antsiferova, Anastasia, Gasnikov, Alexander, Lobanov, Aleksandr
We present a novel gradient-free algorithm to solve a convex stochastic optimization problem, such as those encountered in medicine, physics, and machine learning (e.g., adversarial multi-armed bandit problem), where the objective function can only be computed through numerical simulation, either as the result of a real experiment or as feedback given by the function evaluations from an adversary. Thus we suppose that only a black-box access to the function values of the objective is available, possibly corrupted by adversarial noise: deterministic or stochastic. The noisy setup can arise naturally from modeling randomness within a simulation or by computer discretization, or when exact values of function are forbidden due to privacy issues, or when solving non-convex problems as convex ones with an inexact function oracle. By exploiting higher-order smoothness, fulfilled, e.g., in logistic regression, we improve the performance of zero-order methods developed under the assumption of classical smoothness (or having a Lipschitz gradient). The proposed algorithm enjoys optimal oracle complexity and is designed under an overparameterization setup, i.e., when the number of model parameters is much larger than the size of the training dataset. Overparametrized models fit to the training data perfectly while also having good generalization and outperforming underparameterized models on unseen data. We provide convergence guarantees for the proposed algorithm under both types of noise. Moreover, we estimate the maximum permissible adversarial noise level that maintains the desired accuracy in the Euclidean setup, and then we extend our results to a non-Euclidean setup. Our theoretical results are verified on the logistic regression problem.
Split Federated Learning Over Heterogeneous Edge Devices: Algorithm and Optimization
Sun, Yunrui, Hu, Gang, Teng, Yinglei, Cai, Dunbo
Split Learning (SL) is a promising collaborative machine learning approach, enabling resource-constrained devices to train models without sharing raw data, while reducing computational load and preserving privacy simultaneously. However, current SL algorithms face limitations in training efficiency and suffer from prolonged latency, particularly in sequential settings, where the slowest device can bottleneck the entire process due to heterogeneous resources and frequent data exchanges between clients and servers. To address these challenges, we propose the Heterogeneous Split Federated Learning (HSFL) framework, which allows resource-constrained clients to train their personalized client-side models in parallel, utilizing different cut layers. Aiming to mitigate the impact of heterogeneous environments and accelerate the training process, we formulate a latency minimization problem that optimizes computational and transmission resources jointly. Additionally, we design a resource allocation algorithm that combines the Sample Average Approximation (SAA), Genetic Algorithm (GA), Lagrangian relaxation and Branch and Bound (B\&B) methods to efficiently solve this problem. Simulation results demonstrate that HSFL outperforms other frameworks in terms of both convergence rate and model accuracy on heterogeneous devices with non-iid data, while the optimization algorithm is better than other baseline methods in reducing latency.
Structure-Based Molecule Optimization via Gradient-Guided Bayesian Update
Qiu, Keyue, Song, Yuxuan, Yu, Jie, Ma, Hongbo, Cao, Ziyao, Zhang, Zhilong, Wu, Yushuai, Zheng, Mingyue, Zhou, Hao, Ma, Wei-Ying
Structure-based molecule optimization (SBMO) aims to optimize molecules with both continuous coordinates and discrete types against protein targets. A promising direction is to exert gradient guidance on generative models given its remarkable success in images, but it is challenging to guide discrete data and risks inconsistencies between modalities. To this end, we leverage a continuous and differentiable space derived through Bayesian inference, presenting Molecule Joint Optimization (MolJO), the first gradient-based SBMO framework that facilitates joint guidance signals across different modalities while preserving SE(3)-equivariance. We introduce a novel backward correction strategy that optimizes within a sliding window of the past histories, allowing for a seamless trade-off between explore-and-exploit during optimization. Our proposed MolJO achieves state-of-the-art performance on CrossDocked2020 benchmark (Success Rate 51.3% , Vina Dock -9.05 and SA 0.78), more than 4x improvement in Success Rate compared to the gradient-based counterpart, and 2x "Me-Better" Ratio as much as 3D baselines. Furthermore, we extend MolJO to a wide range of optimization settings, including multi-objective optimization and challenging tasks in drug design such as R-group optimization and scaffold hopping, further underscoring its versatility and potential.
Indiscriminate Disruption of Conditional Inference on Multivariate Gaussians
Caballero, William N., LaRosa, Matthew, Fisher, Alexander, Tarokh, Vahid
The multivariate Gaussian distribution underpins myriad operations-research, decision-analytic, and machine-learning models (e.g., Bayesian optimization, Gaussian influence diagrams, and variational autoencoders). However, despite recent advances in adversarial machine learning (AML), inference for Gaussian models in the presence of an adversary is notably understudied. Therefore, we consider a self-interested attacker who wishes to disrupt a decisionmaker's conditional inference and subsequent actions by corrupting a set of evidentiary variables. To avoid detection, the attacker also desires the attack to appear plausible wherein plausibility is determined by the density of the corrupted evidence. We consider white- and grey-box settings such that the attacker has complete and incomplete knowledge about the decisionmaker's underlying multivariate Gaussian distribution, respectively. Select instances are shown to reduce to quadratic and stochastic quadratic programs, and structural properties are derived to inform solution methods. We assess the impact and efficacy of these attacks in three examples, including, real estate evaluation, interest rate estimation and signals processing. Each example leverages an alternative underlying model, thereby highlighting the attacks' broad applicability. Through these applications, we also juxtapose the behavior of the white- and grey-box attacks to understand how uncertainty and structure affect attacker behavior.