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$\psi$DAG: Projected Stochastic Approximation Iteration for DAG Structure Learning

arXiv.org Artificial Intelligence

Learning the structure of Directed Acyclic Graphs (DAGs) presents a significant challenge due to the vast combinatorial search space of possible graphs, which scales exponentially with the number of nodes. Recent advancements have redefined this problem as a continuous optimization task by incorporating differentiable acyclicity constraints. These methods commonly rely on algebraic characterizations of DAGs, such as matrix exponentials, to enable the use of gradient-based optimization techniques. Despite these innovations, existing methods often face optimization difficulties due to the highly non-convex nature of DAG constraints and the per-iteration computational complexity. In this work, we present a novel framework for learning DAGs, employing a Stochastic Approximation approach integrated with Stochastic Gradient Descent (SGD)-based optimization techniques. Our framework introduces new projection methods tailored to efficiently enforce DAG constraints, ensuring that the algorithm converges to a feasible local minimum. With its low iteration complexity, the proposed method is well-suited for handling large-scale problems with improved computational efficiency. We demonstrate the effectiveness and scalability of our framework through comprehensive experimental evaluations, which confirm its superior performance across various settings.


MILP-StuDio: MILP Instance Generation via Block Structure Decomposition

arXiv.org Artificial Intelligence

Mixed-integer linear programming (MILP) is one of the most popular mathematical formulations with numerous applications. In practice, improving the performance of MILP solvers often requires a large amount of high-quality data, which can be challenging to collect. Researchers thus turn to generation techniques to generate additional MILP instances. However, existing approaches do not take into account specific block structures -- which are closely related to the problem formulations -- in the constraint coefficient matrices (CCMs) of MILPs. Consequently, they are prone to generate computationally trivial or infeasible instances due to the disruptions of block structures and thus problem formulations. To address this challenge, we propose a novel MILP generation framework, called Block Structure Decomposition (MILP-StuDio), to generate high-quality instances by preserving the block structures. Specifically, MILP-StuDio begins by identifying the blocks in CCMs and decomposing the instances into block units, which serve as the building blocks of MILP instances. We then design three operators to construct new instances by removing, substituting, and appending block units in the original instances, enabling us to generate instances with flexible sizes. An appealing feature of MILP-StuDio is its strong ability to preserve the feasibility and computational hardness of the generated instances. Experiments on the commonly-used benchmarks demonstrate that using instances generated by MILP-StuDio is able to significantly reduce over 10% of the solving time for learning-based solvers.


Policy Gradient for Robust Markov Decision Processes

arXiv.org Artificial Intelligence

We develop a generic policy gradient method with the global optimality guarantee for robust Markov Decision Processes (MDPs). While policy gradient methods are widely used for solving dynamic decision problems due to their scalable and efficient nature, adapting these methods to account for model ambiguity has been challenging, often making it impractical to learn robust policies. This paper introduces a novel policy gradient method, Double-Loop Robust Policy Mirror Descent (DRPMD), for solving robust MDPs. DRPMD employs a general mirror descent update rule for the policy optimization with adaptive tolerance per iteration, guaranteeing convergence to a globally optimal policy. We provide a comprehensive analysis of DRPMD, including new convergence results under both direct and softmax parameterizations, and provide novel insights into the inner problem solution through Transition Mirror Ascent (TMA). Additionally, we propose innovative parametric transition kernels for both discrete and continuous state-action spaces, broadening the applicability of our approach.


Unlearning as multi-task optimization: A normalized gradient difference approach with an adaptive learning rate

arXiv.org Artificial Intelligence

Machine unlearning has been used to remove unwanted knowledge acquired by large language models (LLMs). In this paper, we examine machine unlearning from an optimization perspective, framing it as a regularized multi-task optimization problem, where one task optimizes a forgetting objective and another optimizes the model performance. In particular, we introduce a normalized gradient difference (NGDiff) algorithm, enabling us to have better control over the trade-off between the objectives, while integrating a new, automatic learning rate scheduler. We provide a theoretical analysis and empirically demonstrate the superior performance of NGDiff among state-of-the-art unlearning methods on the TOFU and MUSE datasets while exhibiting stable training.


Projected Neural Differential Equations for Learning Constrained Dynamics

arXiv.org Machine Learning

Neural differential equations offer a powerful approach for learning dynamics from data. However, they do not impose known constraints that should be obeyed by the learned model. It is well-known that enforcing constraints in surrogate models can enhance their generalizability and numerical stability. In this paper, we introduce projected neural differential equations (PNDEs), a new method for constraining neural differential equations based on projection of the learned vector field to the tangent space of the constraint manifold. In tests on several challenging examples, including chaotic dynamical systems and state-of-the-art power grid models, PNDEs outperform existing methods while requiring fewer hyperparameters. The proposed approach demonstrates significant potential for enhancing the modeling of constrained dynamical systems, particularly in complex domains where accuracy and reliability are essential.


BOMP: Bin-Optimized Motion Planning

arXiv.org Artificial Intelligence

In logistics, the ability to quickly compute and execute pick-and-place motions from bins is critical to increasing productivity. We present Bin-Optimized Motion Planning (BOMP), a motion planning framework that plans arm motions for a six-axis industrial robot with a long-nosed suction tool to remove boxes from deep bins. BOMP considers robot arm kinematics, actuation limits, the dimensions of a grasped box, and a varying height map of a bin environment to rapidly generate time-optimized, jerk-limited, and collision-free trajectories. The optimization is warm-started using a deep neural network trained offline in simulation with 25,000 scenes and corresponding trajectories. Experiments with 96 simulated and 15 physical environments suggest that BOMP generates collision-free trajectories that are up to 58 % faster than baseline sampling-based planners and up to 36 % faster than an industry-standard Up-Over-Down algorithm, which has an extremely low 15 % success rate in this context. BOMP also generates jerk-limited trajectories while baselines do not. Website: https://sites.google.com/berkeley.edu/bomp.


V2X-Assisted Distributed Computing and Control Framework for Connected and Automated Vehicles under Ramp Merging Scenario

arXiv.org Artificial Intelligence

This paper investigates distributed computing and cooperative control of connected and automated vehicles (CAVs) in ramp merging scenario under transportation cyber-physical system. Firstly, a centralized cooperative trajectory planning problem is formulated subject to the safely constraints and traffic performance in ramp merging scenario, where the trajectories of all vehicles are jointly optimized. To get rid of the reliance on a central controller and reduce computation time, a distributed solution to this problem implemented among CAVs through Vehicles-to-Everything (V2X) communication is proposed. Unlike existing method, our method can distribute the computational task among CAVs and carry out parallel solving through V2X communication. Then, a multi-vehicles model predictive control (MPC) problem aimed at maximizing system stability and minimizing control input is formulated based on the solution of the first problem subject to strict safety constants and input limits. Due to these complex constraints, this problem becomes high-dimensional, centralized, and non-convex. To solve it in a short time, a decomposition and convex reformulation method, namely distributed cooperative iterative model predictive control (DCIMPC), is proposed. This method leverages the communication capability of CAVs to decompose the problem, making full use of the computational resources on vehicles to achieve fast solutions and distributed control. The two above problems with their corresponding solving methods form the systemic framework of the V2X assisted distributed computing and control. Simulations have been conducted to evaluate the framework's convergence, safety, and solving speed. Additionally, extra experiments are conducted to validate the performance of DCIMPC. The results show that our method can greatly improve computation speed without sacrificing system performance.


Online Convex Optimization with Memory and Limited Predictions

arXiv.org Artificial Intelligence

We study the problem of online convex optimization with memory and predictions over a horizon $T$. At each time step, a decision maker is given some limited predictions of the cost functions from a finite window of future time steps, i.e., values of the cost function at certain decision points in the future. The decision maker then chooses an action and incurs a cost given by a convex function that depends on the actions chosen in the past. We propose an algorithm to solve this problem and show that the dynamic regret of the algorithm decays exponentially with the prediction window length. Our algorithm contains two general subroutines that work for wider classes of problems. The first subroutine can solve general online convex optimization with memory and bandit feedback with $\sqrt{T}$-dynamic regret with respect to $T$. The second subroutine is a zeroth-order method that can be used to solve general convex optimization problems with a linear convergence rate that matches the best achievable rate of first-order methods for convex optimization. The key to our algorithm design and analysis is the use of truncated Gaussian smoothing when querying the decision points for obtaining the predictions. We complement our theoretical results using numerical experiments.


On the Optimality of Dilated Entropy and Lower Bounds for Online Learning in Extensive-Form Games

arXiv.org Artificial Intelligence

First-order methods (FOMs) are arguably the most scalable algorithms for equilibrium computation in large extensive-form games. To operationalize these methods, a distance-generating function, acting as a regularizer for the strategy space, must be chosen. The ratio between the strong convexity modulus and the diameter of the regularizer is a key parameter in the analysis of FOMs. A natural question is then: what is the optimal distance-generating function for extensive-form decision spaces? In this paper, we make a number of contributions, ultimately establishing that the weight-one dilated entropy (DilEnt) distance-generating function is optimal up to logarithmic factors. The DilEnt regularizer is notable due to its iterate-equivalence with Kernelized OMWU (KOMWU) -- the algorithm with state-of-the-art dependence on the game tree size in extensive-form games -- when used in conjunction with the online mirror descent (OMD) algorithm. However, the standard analysis for OMD is unable to establish such a result; the only current analysis is by appealing to the iterate equivalence to KOMWU. We close this gap by introducing a pair of primal-dual treeplex norms, which we contend form the natural analytic viewpoint for studying the strong convexity of DilEnt. Using these norm pairs, we recover the diameter-to-strong-convexity ratio that predicts the same performance as KOMWU. Along with a new regret lower bound for online learning in sequence-form strategy spaces, we show that this ratio is nearly optimal. Finally, we showcase our analytic techniques by refining the analysis of Clairvoyant OMD when paired with DilEnt, establishing an $\mathcal{O}(n \log |\mathcal{V}| \log T/T)$ approximation rate to coarse correlated equilibrium in $n$-player games, where $|\mathcal{V}|$ is the number of reduced normal-form strategies of the players, establishing the new state of the art.


DisCo: Distributed Contact-Rich Trajectory Optimization for Forceful Multi-Robot Collaboration

arXiv.org Artificial Intelligence

We present DisCo, a distributed algorithm for contact-rich, multi-robot tasks. DisCo is a distributed contact-implicit trajectory optimization algorithm, which allows a group of robots to optimize a time sequence of forces to objects and to their environment to accomplish tasks such as collaborative manipulation, robot team sports, and modular robot locomotion. We build our algorithm on a variant of the Alternating Direction Method of Multipliers (ADMM), where each robot computes its own contact forces and contact-switching events from a smaller single-robot, contact-implicit trajectory optimization problem, while cooperating with other robots through dual variables, enforcing constraints between robots. Each robot iterates between solving its local problem, and communicating over a wireless mesh network to enforce these consistency constraints with its neighbors, ultimately converging to a coordinated plan for the group. The local problems solved by each robot are significantly less challenging than a centralized problem with all robots' contact forces and switching events, improving the computational efficiency, while also preserving the privacy of some aspects of each robot's operation. We demonstrate the effectiveness of our algorithm in simulations of collaborative manipulation, multi-robot team sports scenarios, and in modular robot locomotion, where DisCo achieves $3$x higher success rates with a 2.5x to 5x faster computation time. Further, we provide results of hardware experiments on a modular truss robot, with three collaborating truss nodes planning individually while working together to produce a punctuated rolling-gate motion of the composite structure. Videos are available on the project page: https://disco-opt.github.io.