Optimization
CONGO: Compressive Online Gradient Optimization with Application to Microservices Management
Carleton, Jeremy, Vijaykumar, Prathik, Saxena, Divyanshu, Narasimha, Dheeraj, Shakkottai, Srinivas, Akella, Aditya
We address the challenge of online convex optimization where the objective function's gradient exhibits sparsity, indicating that only a small number of dimensions possess non-zero gradients. Our aim is to leverage this sparsity to obtain useful estimates of the objective function's gradient even when the only information available is a limited number of function samples. Our motivation stems from distributed queueing systems like microservices-based applications, characterized by request-response workloads. Here, each request type proceeds through a sequence of microservices to produce a response, and the resource allocation across the collection of microservices is controlled to balance end-to-end latency with resource costs. While the number of microservices is substantial, the latency function primarily reacts to resource changes in a few, rendering the gradient sparse. Our proposed method, CONGO (Compressive Online Gradient Optimization), combines simultaneous perturbation with compressive sensing to estimate gradients. We establish analytical bounds on the requisite number of compressive sensing samples per iteration to maintain bounded bias of gradient estimates, ensuring sub-linear regret. By exploiting sparsity, we reduce the samples required per iteration to match the gradient's sparsity, rather than the problem's original dimensionality. Numerical experiments and real-world microservices benchmarks demonstrate CONGO's superiority over multiple stochastic gradient descent approaches, as it quickly converges to performance comparable to policies pre-trained with workload awareness.
Batch Estimation of a Steady, Uniform, Flow-Field from Ground Velocity and Heading Measurements
This paper presents three batch estimation methods that use noisy ground velocity and heading measurements from a vehicle executing a circular orbit (or similar large heading change maneuver) to estimate the speed and direction of a steady, uniform, flow-field. The methods are based on a simple kinematic model of the vehicle's motion and use curve-fitting or nonlinear least-square optimization. A Monte Carlo simulation with randomized flow conditions is used to evaluate the batch estimation methods while varying the measurement noise of the data and the interval of unique heading traversed during the maneuver. The methods are also compared using experimental data obtained with a Bluefin-21 unmanned underwater vehicle performing a series of circular orbit maneuvers over a five hour period in a tide-driven flow.
Narrowing the Gap between Adversarial and Stochastic MDPs via Policy Optimization
Tiapkin, Daniil, Chzhen, Evgenii, Stoltz, Gilles
In this paper, we consider the problem of learning in adversarial Markov decision processes [MDPs] with an oblivious adversary in a full-information setting. The agent interacts with an environment during $T$ episodes, each of which consists of $H$ stages, and each episode is evaluated with respect to a reward function that will be revealed only at the end of the episode. We propose an algorithm, called APO-MVP, that achieves a regret bound of order $\tilde{\mathcal{O}}(\mathrm{poly}(H)\sqrt{SAT})$, where $S$ and $A$ are sizes of the state and action spaces, respectively. This result improves upon the best-known regret bound by a factor of $\sqrt{S}$, bridging the gap between adversarial and stochastic MDPs, and matching the minimax lower bound $\Omega(\sqrt{H^3SAT})$ as far as the dependencies in $S,A,T$ are concerned. The proposed algorithm and analysis completely avoid the typical tool given by occupancy measures; instead, it performs policy optimization based only on dynamic programming and on a black-box online linear optimization strategy run over estimated advantage functions, making it easy to implement. The analysis leverages two recent techniques: policy optimization based on online linear optimization strategies (Jonckheere et al., 2023) and a refined martingale analysis of the impact on values of estimating transitions kernels (Zhang et al., 2023).
Engineering morphogenesis of cell clusters with differentiable programming
Deshpande, Ramya, Mottes, Francesco, Vlad, Ariana-Dalia, Brenner, Michael P., Co, Alma dal
Understanding the rules underlying organismal development is a major unsolved problem in biology. Each cell in a developing organism responds to signals in its local environment by dividing, excreting, consuming, or reorganizing, yet how these individual actions coordinate over a macroscopic number of cells to grow complex structures with exquisite functionality is unknown. Here we use recent advances in automatic differentiation to discover local interaction rules and genetic networks that yield emergent, systems-level characteristics in a model of development. We consider a growing tissue with cellular interactions are mediated by morphogen diffusion, differential cell adhesion and mechanical stress. Each cell has an internal genetic network that it uses to make decisions based on its local environment. We show that one can simultaneously learn parameters governing the cell interactions and the genetic network for complex developmental scenarios, including the symmetry breaking of an embryo from an initial cell, the creation of emergent chemical gradients,homogenization of growth via mechanical stress, programmed growth into a prespecified shape, and the ability to repair from damage. When combined with recent experimental advances measuring spatio-temporal dynamics and gene expression of cells in a growing tissue, the methodology outlined here offers a promising path to unravelling the cellular basis of development.
Smoothing of Headland Path Edges and Headland-to-Mainfield Lane Transitions Based on a Spatial Domain Transformation and Linear Programming
Within the context of in-field path planning and under the assumption of nonholonomic vehicle models this paper addresses two tasks: smoothing of headland path edges and smoothing of headland-to-mainfield lane transitions. Both tasks are solved by a two-step hierarchical algorithm. The first step differs for the two tasks generating either a piecewise-affine or a Dubins reference path. The second step leverages a transformation of vehicle dynamics from the time domain into the spatial domain and linear programming. Benefits such as a hyperparameter-free objective function and spatial constraints useful for area coverage gaps avoidance and precision path planning are discussed. The method, which is a deterministic optimisation-based method, is evaluated on a real-world field solving 3 instances of the first task and 16 instances of the second task.
Faster Convergence on Heterogeneous Federated Edge Learning: An Adaptive Clustered Data Sharing Approach
Hu, Gang, Teng, Yinglei, Wang, Nan, Han, Zhu
Federated Edge Learning (FEEL) emerges as a pioneering distributed machine learning paradigm for the 6G Hyper-Connectivity, harnessing data from the Internet of Things (IoT) devices while upholding data privacy. However, current FEEL algorithms struggle with non-independent and non-identically distributed (non-IID) data, leading to elevated communication costs and compromised model accuracy. To address these statistical imbalances within FEEL, we introduce a clustered data sharing framework, mitigating data heterogeneity by selectively sharing partial data from cluster heads to trusted associates through sidelink-aided multicasting. The collective communication pattern is integral to FEEL training, where both cluster formation and the efficiency of communication and computation impact training latency and accuracy simultaneously. To tackle the strictly coupled data sharing and resource optimization, we decompose the overall optimization problem into the clients clustering and effective data sharing subproblems. Specifically, a distribution-based adaptive clustering algorithm (DACA) is devised basing on three deductive cluster forming conditions, which ensures the maximum sharing yield. Meanwhile, we design a stochastic optimization based joint computed frequency and shared data volume optimization (JFVO) algorithm, determining the optimal resource allocation with an uncertain objective function. The experiments show that the proposed framework facilitates FEEL on non-IID datasets with faster convergence rate and higher model accuracy in a limited communication environment.
Enhancing Class Fairness in Classification with A Two-Player Game Approach
Jiang, Yunpeng, Weng, Paul, Ban, Yutong
Data augmentation is widely applied and has shown its benefits in different machine learning tasks. However, as recently observed in some downstream tasks, data augmentation may introduce an unfair impact on classifications. While it can improve the performance of some classes, it can actually be detrimental for other classes, which can be problematic in some application domains. In this paper, to counteract this phenomenon, we propose a FAir Classification approach with a Two-player game (FACT). We first formulate the training of a classifier with data augmentation as a fair optimization problem, which can be further written as an adversarial two-player game. Following this formulation, we propose a novel multiplicative weight optimization algorithm, for which we theoretically prove that it can converge to a solution that is fair over classes. Interestingly, our formulation also reveals that this fairness issue over classes is not due to data augmentation only, but is in fact a general phenomenon. Our empirical experiments demonstrate that the performance of our learned classifiers is indeed more fairly distributed over classes in five datasets, with only limited impact on the average accuracy.
Sinkhorn algorithms and linear programming solvers for optimal partial transport problems
In this note, we generalize the classical optimal partial transport (OPT) problem by modifying the mass destruction/creation term to function-based terms, introducing what we term ``generalized optimal partial transport'' problems. We then discuss the dual formulation of these problems and the associated Sinkhorn solver. Finally, we explore how these new OPT problems relate to classical optimal transport (OT) problems and introduce a linear programming solver tailored for these generalized scenarios.
Fractional Budget Allocation for Influence Maximization under General Marketing Strategies
Bhimaraju, Akhil, Robson, Eliot W., Varshney, Lav R., Umrawal, Abhishek K.
We consider the fractional influence maximization problem, i.e., identifying users on a social network to be incentivized with potentially partial discounts to maximize the influence on the network. The larger the discount given to a user, the higher the likelihood of its activation (adopting a new product or innovation), who then attempts to activate its neighboring users, causing a cascade effect of influence through the network. Our goal is to devise efficient algorithms that assign initial discounts to the network's users to maximize the total number of activated users at the end of the cascade, subject to a constraint on the total sum of discounts given. In general, the activation likelihood could be any non-decreasing function of the discount, whereas, our focus lies on the case when the activation likelihood is an affine function of the discount, potentially varying across different users. As this problem is shown to be NP-hard, we propose and analyze an efficient (1-1/e)-approximation algorithm. Furthermore, we run experiments on real-world social networks to show the performance and scalability of our method.
A Review of Differentiable Simulators
Newbury, Rhys, Collins, Jack, He, Kerry, Pan, Jiahe, Posner, Ingmar, Howard, David, Cosgun, Akansel
Differentiable simulators continue to push the state of the art across a range of domains including computational physics, robotics, and machine learning. Their main value is the ability to compute gradients of physical processes, which allows differentiable simulators to be readily integrated into commonly employed gradient-based optimization schemes. To achieve this, a number of design decisions need to be considered representing trade-offs in versatility, computational speed, and accuracy of the gradients obtained. This paper presents an in-depth review of the evolving landscape of differentiable physics simulators. We introduce the foundations and core components of differentiable simulators alongside common design choices. This is followed by a practical guide and overview of open-source differentiable simulators that have been used across past research. Finally, we review and contextualize prominent applications of differentiable simulation. By offering a comprehensive review of the current state-of-the-art in differentiable simulation, this work aims to serve as a resource for researchers and practitioners looking to understand and integrate differentiable physics within their research. We conclude by highlighting current limitations as well as providing insights into future directions for the field.