Goto

Collaborating Authors

 Optimization


Karush-Kuhn-Tucker Condition-Trained Neural Networks (KKT Nets)

arXiv.org Artificial Intelligence

This paper presents a novel approach to solving convex optimization problems by leveraging the fact that, under certain regularity conditions, any set of primal or dual variables satisfying the Karush-Kuhn-Tucker (KKT) conditions is necessary and sufficient for optimality. Similar to Theory-Trained Neural Networks (TTNNs), the parameters of the convex optimization problem are input to the neural network, and the expected outputs are the optimal primal and dual variables. A choice for the loss function in this case is a loss, which we refer to as the KKT Loss, that measures how well the network's outputs satisfy the KKT conditions. We demonstrate the effectiveness of this approach using a linear program as an example. For this problem, we observe that minimizing the KKT Loss alone outperforms training the network with a weighted sum of the KKT Loss and a Data Loss (the mean-squared error between the ground truth optimal solutions and the network's output). Moreover, minimizing only the Data Loss yields inferior results compared to those obtained by minimizing the KKT Loss. While the approach is promising, the obtained primal and dual solutions are not sufficiently close to the ground truth optimal solutions. In the future, we aim to develop improved models to obtain solutions closer to the ground truth and extend the approach to other problem classes.


ADAM-SINDy: An Efficient Optimization Framework for Parameterized Nonlinear Dynamical System Identification

arXiv.org Artificial Intelligence

Identifying dynamical systems characterized by nonlinear parameters presents significant challenges in deriving mathematical models that enhance understanding of physics. Traditional methods, such as Sparse Identification of Nonlinear Dynamics (SINDy) and symbolic regression, can extract governing equations from observational data; however, they also come with distinct advantages and disadvantages. This paper introduces a novel method within the SINDy framework, termed ADAM-SINDy, which synthesizes the strengths of established approaches by employing the ADAM optimization algorithm. This facilitates the simultaneous optimization of nonlinear parameters and coefficients associated with nonlinear candidate functions, enabling precise parameter estimation without requiring prior knowledge of nonlinear characteristics such as trigonometric frequencies, exponential bandwidths, or polynomial exponents, thereby addressing a key limitation of SINDy. Through an integrated global optimization, ADAM-SINDy dynamically adjusts all unknown variables in response to data, resulting in an adaptive identification procedure that reduces the sensitivity to the library of candidate functions. The performance of the ADAM-SINDy methodology is demonstrated across a spectrum of dynamical systems, including benchmark coupled nonlinear ordinary differential equations such as oscillators, chaotic fluid flows, reaction kinetics, pharmacokinetics, as well as nonlinear partial differential equations (wildfire transport). The results demonstrate significant improvements in identifying parameterized dynamical systems and underscore the importance of concurrently optimizing all parameters, particularly those characterized by nonlinear parameters. These findings highlight the potential of ADAM-SINDy to extend the applicability of the SINDy framework in addressing more complex challenges in dynamical system identification.


Policies with Sparse Inter-Agent Dependencies in Dynamic Games: A Dynamic Programming Approach

arXiv.org Artificial Intelligence

Common feedback strategies in multi-agent dynamic games require all players' state information to compute control strategies. However, in real-world scenarios, sensing and communication limitations between agents make full state feedback expensive or impractical, and such strategies can become fragile when state information from other agents is inaccurate. To this end, we propose a regularized dynamic programming approach for finding sparse feedback policies that selectively depend on the states of a subset of agents in dynamic games. The proposed approach solves convex adaptive group Lasso problems to compute sparse policies approximating Nash equilibrium solutions. We prove the regularized solutions' asymptotic convergence to a neighborhood of Nash equilibrium policies in linear-quadratic (LQ) games. We extend the proposed approach to general non-LQ games via an iterative algorithm. Empirical results in multi-robot interaction scenarios show that the proposed approach effectively computes feedback policies with varying sparsity levels. When agents have noisy observations of other agents' states, simulation results indicate that the proposed regularized policies consistently achieve lower costs than standard Nash equilibrium policies by up to 77% for all interacting agents whose costs are coupled with other agents' states.


Federated Communication-Efficient Multi-Objective Optimization

arXiv.org Artificial Intelligence

We study a federated version of multi-objective optimization (MOO), where a single model is trained to optimize multiple objective functions. MOO has been extensively studied in the centralized setting but is less explored in federated or distributed settings. We propose FedCMOO, a novel communication-efficient federated multi-objective optimization (FMOO) algorithm that improves the error convergence performance of the model compared to existing approaches. Unlike prior works, the communication cost of FedCMOO does not scale with the number of objectives, as each client sends a single aggregated gradient, obtained using randomized SVD (singular value decomposition), to the central server. We provide a convergence analysis of the proposed method for smooth non-convex objective functions under milder assumptions than in prior work. In addition, we introduce a variant of FedCMOO that allows users to specify a preference over the objectives in terms of a desired ratio of the final objective values. Through extensive experiments, we demonstrate the superiority of our proposed method over baseline approaches.


Evaluating the Performance of a D-Wave Quantum Annealing System for Feature Subset Selection in Software Defect Prediction

arXiv.org Artificial Intelligence

Predicting software defects early in the development process not only enhances the quality and reliability of the software but also decreases the cost of development. A wide range of machine learning techniques can be employed to create software defect prediction models, but the effectiveness and accuracy of these models are often influenced by the choice of appropriate feature subset. Since finding the optimal feature subset is computationally intensive, heuristic and metaheuristic approaches are commonly employed to identify near-optimal solutions within a reasonable time frame. Recently, the quantum computing paradigm quantum annealing (QA) has been deployed to find solutions to complex optimization problems. This opens up the possibility of addressing the feature subset selection problem with a QA machine. Although several strategies have been proposed for feature subset selection using a QA machine, little exploration has been done regarding the viability of a QA machine for feature subset selection in software defect prediction. This study investigates the potential of D-Wave QA system for this task, where we formulate a mutual information (MI)-based filter approach as an optimization problem and utilize a D-Wave Quantum Processing Unit (QPU) solver as a QA solver for feature subset selection. We evaluate the performance of this approach using multiple software defect datasets from the AEEM, JIRA, and NASA projects. We also utilize a D-Wave classical solver for comparative analysis. Our experimental results demonstrate that QA-based feature subset selection can enhance software defect prediction. Although the D-Wave QPU solver exhibits competitive prediction performance with the classical solver in software defect prediction, it significantly reduces the time required to identify the best feature subset compared to its classical counterpart.


GFlowNets for Hamiltonian decomposition in groups of compatible operators

arXiv.org Artificial Intelligence

Quantum computing presents a promising alternative for the direct simulation of quantum systems with the potential to explore chemical problems beyond the capabilities of classical methods. However, current quantum algorithms are constrained by hardware limitations and the increased number of measurements required to achieve chemical accuracy. To address the measurement challenge, techniques for grouping commuting and anti-commuting terms, driven by heuristics, have been developed to reduce the number of measurements needed in quantum algorithms on near-term quantum devices. In this work, we propose a probabilistic framework using GFlowNets to group fully (FC) or qubit-wise commuting (QWC) terms within a given Hamiltonian. The significance of this approach is demonstrated by the reduced number of measurements for the found groupings; 51% and 67% reduction factors respectively for FC and QWC partitionings with respect to greedy coloring algorithms, highlighting the potential of GFlowNets for future applications in the measurement problem. Furthermore, the flexibility of our algorithm extends its applicability to other resource optimization problems in Hamiltonian simulation, such as circuit design.


Online Optimization of Central Pattern Generators for Quadruped Locomotion

arXiv.org Artificial Intelligence

Typical legged locomotion controllers are designed or trained offline. This is in contrast to many animals, which are able to locomote at birth, and rapidly improve their locomotion skills with few real-world interactions. Such motor control is possible through oscillatory neural networks located in the spinal cord of vertebrates, known as Central Pattern Generators (CPGs). Models of the CPG have been widely used to generate locomotion skills in robotics, but can require extensive hand-tuning or offline optimization of inter-connected parameters with genetic algorithms. In this paper, we present a framework for the \textit{online} optimization of the CPG parameters through Bayesian Optimization. We show that our framework can rapidly optimize and adapt to varying velocity commands and changes in the terrain, for example to varying coefficients of friction, terrain slope angles, and added mass payloads placed on the robot. We study the effects of sensory feedback on the CPG, and find that both force feedback in the phase equations, as well as posture control (Virtual Model Control) are both beneficial for robot stability and energy efficiency. In hardware experiments on the Unitree Go1, we show rapid optimization (in under 3 minutes) and adaptation of energy-efficient gaits to varying target velocities in a variety of scenarios: varying coefficients of friction, added payloads up to 15 kg, and variable slopes up to 10 degrees. See demo at: https://youtu.be/4qq5leCI2AI


Safety-critical Control with Control Barrier Functions: A Hierarchical Optimization Framework

arXiv.org Artificial Intelligence

The control barrier function (CBF) has become a fundamental tool in safety-critical systems design since its invention. Typically, the quadratic optimization framework is employed to accommodate CBFs, control Lyapunov functions (CLFs), other constraints and nominal control design. However, the constrained optimization framework involves hyper-parameters to tradeoff different objectives and constraints, which, if not well-tuned beforehand, impact system performance and even lead to infeasibility. In this paper, we propose a hierarchical optimization framework that decomposes the multi-objective optimization problem into nested optimization sub-problems in a safety-first approach. The new framework addresses potential infeasibility on the premise of ensuring safety and performance as much as possible and applies easily in multi-certificate cases. With vivid visualization aids, we systematically analyze the advantages of our proposed method over existing QP-based ones in terms of safety, feasibility and convergence rates. Moreover, two numerical examples are provided that verify our analysis and show the superiority of our proposed method.


Integer linear programming for unsupervised training set selection in molecular machine learning

arXiv.org Artificial Intelligence

Integer linear programming (ILP) is an elegant approach to solve linear optimization problems, naturally described using integer decision variables. Within the context of physics-inspired machine learning applied to chemistry, we demonstrate the relevance of an ILP formulation to select molecular training sets for predictions of size-extensive properties. We show that our algorithm outperforms existing unsupervised training set selection approaches, especially when predicting properties of molecules larger than those present in the training set. We argue that the reason for the improved performance is due to the selection that is based on the notion of local similarity (i.e., per-atom) and a unique ILP approach that finds optimal solutions efficiently. Altogether, this work provides a practical algorithm to improve the performance of physics-inspired machine learning models and offers insights into the conceptual differences with existing training set selection approaches.


A practical, fast method for solving sum-of-squares problems for very large polynomials

arXiv.org Artificial Intelligence

Sum of squares (SOS) optimization is a powerful technique for solving problems where the positivity of a polynomials must be enforced. The common approach to solve an SOS problem is by relaxation to a Semidefinite Program (SDP). The main advantage of this transormation is that SDP is a convex problem for which efficient solvers are readily available. However, while considerable progress has been made in recent years, the standard approaches for solving SDPs are still known to scale poorly. Our goal is to devise an approach that can handle larger, more complex problems than is currently possible. The challenge indeed lies in how SDPs are commonly solved. State-Of-The-Art approaches rely on the interior point method, which requires the factorization of large matrices. We instead propose an approach inspired by polynomial neural networks, which exhibit excellent performance when optimized using techniques from the deep learning toolbox. In a somewhat counter-intuitive manner, we replace the convex SDP formulation with a non-convex, unconstrained, and \emph{over parameterized} formulation, and solve it using a first order optimization method. It turns out that this approach can handle very large problems, with polynomials having over four million coefficients, well beyond the range of current SDP-based approaches. Furthermore, we highlight theoretical and practical results supporting the experimental success of our approach in avoiding spurious local minima, which makes it amenable to simple and fast solutions based on gradient descent. In all the experiments, our approach had always converged to a correct global minimum, on general (non-sparse) polynomials, with running time only slightly higher than linear in the number of polynomial coefficients, compared to higher than quadratic in the number of coefficients for SDP-based methods.