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 Optimization


Adaptive Backtracking For Faster Optimization

arXiv.org Artificial Intelligence

Backtracking line search is foundational in numerical optimization. The basic idea is to adjust the step size of an algorithm by a constant factor until some chosen criterion (e.g. Armijo, Goldstein, Descent Lemma) is satisfied. We propose a new way for adjusting step sizes, replacing the constant factor used in regular backtracking with one that takes into account the degree to which the chosen criterion is violated, without additional computational burden. For convex problems, we prove adaptive backtracking requires fewer adjustments to produce a feasible step size than regular backtracking does for two popular line search criteria: the Armijo condition and the descent lemma. For nonconvex smooth problems, we additionally prove adaptive backtracking enjoys the same guarantees of regular backtracking. Finally, we perform a variety of experiments on over fifteen real world datasets, all of which confirm that adaptive backtracking often leads to significantly faster optimization.


Optimal OnTheFly Feedback Control of Event Sensors

arXiv.org Artificial Intelligence

Event-based vision sensors produce an asynchronous stream of events which are triggered when the pixel intensity variation exceeds a predefined threshold. Such sensors offer significant advantages, including reduced data redundancy, micro-second temporal resolution, and low power consumption, making them valuable for applications in robotics and computer vision. In this work, we consider the problem of video reconstruction from events, and propose an approach for dynamic feedback control of activation thresholds, in which a controller network analyzes the past emitted events and predicts the optimal distribution of activation thresholds for the following time segment. Additionally, we allow a user-defined target peak-event-rate for which the control network is conditioned and optimized to predict per-column activation thresholds that would eventually produce the best possible video reconstruction. The proposed OnTheFly control scheme is data-driven and trained in an end-to-end fashion using probabilistic relaxation of the discrete event representation. We demonstrate that our approach outperforms both fixed and randomly-varying threshold schemes by 6-12% in terms of LPIPS perceptual image dissimilarity metric, and by 49% in terms of event rate, achieving superior reconstruction quality while enabling a fine-tuned balance between performance accuracy and the event rate. Additionally, we show that sampling strategies provided by our OnThe-Fly control are interpretable and reflect the characteristics of the scene. Our results, derived from a physically-accurate simulator, underline the promise of the proposed methodology in enhancing the utility of event cameras for image reconstruction and other downstream tasks, paving the way for hardware implementation of dynamic feedback EVS control in silicon.


Controlled Learning of Pointwise Nonlinearities in Neural-Network-Like Architectures

arXiv.org Machine Learning

We present a general variational framework for the training of freeform nonlinearities in layered computational architectures subject to some slope constraints. The regularization that we add to the traditional training loss penalizes the second-order total variation of each trainable activation. The slope constraints allow us to impose properties such as 1-Lipschitz stability, firm non-expansiveness, and monotonicity/invertibility. These properties are crucial to ensure the proper functioning of certain classes of signal-processing algorithms (e.g., plug-and-play schemes, unrolled proximal gradient, invertible flows). We prove that the global optimum of the stated constrained-optimization problem is achieved with nonlinearities that are adaptive nonuniform linear splines. We then show how to solve the resulting function-optimization problem numerically by representing the nonlinearities in a suitable (nonuniform) B-spline basis. Finally, we illustrate the use of our framework with the data-driven design of (weakly) convex regularizers for the denoising of images and the resolution of inverse problems.


Temporal Fairness in Decision Making Problems

arXiv.org Artificial Intelligence

In this work we consider a new interpretation of fairness in decision making problems. Building upon existing fairness formulations, we focus on how to reason over fairness from a temporal perspective, taking into account the fairness of a history of past decisions. After introducing the concept of temporal fairness, we propose three approaches that incorporate temporal fairness in decision making problems formulated as optimization problems. We present a qualitative evaluation of our approach in four different domains and compare the solutions against a baseline approach that does not consider the temporal aspect of fairness.


A Two-Time-Scale Stochastic Optimization Framework with Applications in Control and Reinforcement Learning

arXiv.org Artificial Intelligence

We study a new two-time-scale stochastic gradient method for solving optimization problems, where the gradients are computed with the aid of an auxiliary variable under samples generated by time-varying MDPs controlled by the underlying optimization variable. These time-varying samples make gradient directions in our update biased and dependent, which can potentially lead to the divergence of the iterates. In our two-time-scale approach, one scale is to estimate the true gradient from these samples, which is then used to update the estimate of the optimal solution. While these two iterates are implemented simultaneously, the former is updated "faster" than the latter. Our first contribution is to characterize the finite-time complexity of the proposed two-time-scale stochastic gradient method. In particular, we provide explicit formulas for the convergence rates of this method under different structural assumptions, namely, strong convexity, PL condition, and general non-convexity. We apply our framework to various policy optimization problems. First, we look at the infinite-horizon average-reward MDP with finite state and action spaces and derive a convergence rate of $O(k^{-2/5})$ for the online actor-critic algorithm under function approximation, which recovers the best known rate derived specifically for this problem. Second, we study the linear-quadratic regulator and show that an online actor-critic method converges with rate $O(k^{-2/3})$. Third, we use the actor-critic algorithm to solve the policy optimization problem in an entropy regularized Markov decision process, where we also establish a convergence of $O(k^{-2/3})$. The results we derive for both the second and third problem are novel and previously unknown in the literature. Finally, we briefly present the application of our framework to gradient-based policy evaluation algorithms in reinforcement learning.


Stable Formulations in Optimistic Bilevel Optimization

arXiv.org Artificial Intelligence

Solutions of bilevel optimization problems tend to suffer from instability under changes to problem data. In the optimistic setting, we construct a lifted, alternative formulation that exhibits desirable stability properties under mild assumptions that neither invoke convexity nor smoothness. The upper- and lower-level problems might involve integer restrictions and disjunctive constraints. In a range of results, we at most invoke pointwise and local calmness for the lower-level problem in a sense that holds broadly. The alternative formulation is computationally attractive with structural properties being brought out and an outer approximation algorithm becoming available.


Beyond Shortsighted Navigation: Merging Best View Trajectory Planning with Robot Navigation

arXiv.org Artificial Intelligence

Gathering visual information effectively to monitor known environments is a key challenge in robotics. To be as efficient as human surveyors, robotic systems must continuously collect observational data required to complete their survey task. Inspection personnel instinctively know to look at relevant equipment that happens to be ``along the way.'' In this paper, we introduce a novel framework for continuous long-horizon viewpoint planning, for ground robots, applied to tasks involving patrolling, monitoring or visual data gathering in known environments. Our approach to Long Horizon Viewpoint Planning (LHVP), enables the robot to autonomously navigate and collect environmental data optimizing for coverage over the horizon of the patrol. Leveraging a quadruped's mobility and sensory capabilities, our LHVP framework plans patrol paths that account for coupling the viewpoint planner for the arm camera with the mobile base's navigation planner. The viewpath optimization algorithm seeks a balance between comprehensive environmental coverage and dynamically feasible movements, thus ensuring prolonged and effective operation in scenarios including monitoring, security surveillance, and disaster response. We validate our approach through simulations and in the real world and show that our LHVP significantly outperforms naive patrolling methods in terms of area coverage generating information-gathering trajectories for the robot arm. Our results indicate a promising direction for the deployment of mobile robots in long-term, autonomous surveying, and environmental data collection tasks, highlighting the potential of intelligent robotic systems in challenging real-world applications.


Probabilistic Homotopy Optimization for Dynamic Motion Planning

arXiv.org Artificial Intelligence

We present a homotopic approach to solving challenging, optimization-based motion planning problems. The approach uses Homotopy Optimization, which, unlike standard continuation methods for solving homotopy problems, solves a sequence of constrained optimization problems rather than a sequence of nonlinear systems of equations. The insight behind our proposed algorithm is formulating the discovery of this sequence of optimization problems as a search problem in a multidimensional homotopy parameter space. Our proposed algorithm, the Probabilistic Homotopy Optimization algorithm, switches between solve and sample phases, using solutions to easy problems as initial guesses to more challenging problems. We analyze how our algorithm performs in the presence of common challenges to homotopy methods, such as bifurcation, folding, and disconnectedness of the homotopy solution manifold. Finally, we demonstrate its utility via a case study on two dynamic motion planning problems: the cart-pole and the MIT Humanoid.


A Safe and Efficient Self-evolving Algorithm for Decision-making and Control of Autonomous Driving Systems

arXiv.org Artificial Intelligence

Autonomous vehicles with a self-evolving ability are expected to cope with unknown scenarios in the real-world environment. Take advantage of trial and error mechanism, reinforcement learning is able to self evolve by learning the optimal policy, and it is particularly well suitable for solving decision-making problems. However, reinforcement learning suffers from safety issues and low learning efficiency, especially in the continuous action space. Therefore, the motivation of this paper is to address the above problem by proposing a hybrid Mechanism-Experience-Learning augmented approach. Specifically, to realize the efficient self-evolution, the driving tendency by analogy with human driving experience is proposed to reduce the search space of the autonomous driving problem, while the constrained optimization problem based on a mechanistic model is designed to ensure safety during the self-evolving process. Experimental results show that the proposed method is capable of generating safe and reasonable actions in various complex scenarios, improving the performance of the autonomous driving system. Compared to conventional reinforcement learning, the safety and efficiency of the proposed algorithm are greatly improved. The training process is collision-free, and the training time is equivalent to less than 10 minutes in the real world.


Zeroth-Order Stochastic Mirror Descent Algorithms for Minimax Excess Risk Optimization

arXiv.org Artificial Intelligence

The minimax excess risk optimization (MERO) problem is a new variation of the traditional distributionally robust optimization (DRO) problem, which achieves uniformly low regret across all test distributions under suitable conditions. In this paper, we propose a zeroth-order stochastic mirror descent (ZO-SMD) algorithm available for both smooth and non-smooth MERO to estimate the minimal risk of each distrbution, and finally solve MERO as (non-)smooth stochastic convex-concave (linear) minimax optimization problems. The proposed algorithm is proved to converge at optimal convergence rates of $\mathcal{O}\left(1/\sqrt{t}\right)$ on the estimate of $R_i^*$ and $\mathcal{O}\left(1/\sqrt{t}\right)$ on the optimization error of both smooth and non-smooth MERO. Numerical results show the efficiency of the proposed algorithm.