Optimization
Coupled Input-Output Dimension Reduction: Application to Goal-oriented Bayesian Experimental Design and Global Sensitivity Analysis
Chen, Qiao, Arnaud, Elise, Baptista, Ricardo, Zahm, Olivier
We introduce a new method to jointly reduce the dimension of the input and output space of a high-dimensional function. Choosing a reduced input subspace influences which output subspace is relevant and vice versa. Conventional methods focus on reducing either the input or output space, even though both are often reduced simultaneously in practice. Our coupled approach naturally supports goal-oriented dimension reduction, where either an input or output quantity of interest is prescribed. We consider, in particular, goal-oriented sensor placement and goal-oriented sensitivity analysis, which can be viewed as dimension reduction where the most important output or, respectively, input components are chosen. Both applications present difficult combinatorial optimization problems with expensive objectives such as the expected information gain and Sobol indices. By optimizing gradient-based bounds, we can determine the most informative sensors and most sensitive parameters as the largest diagonal entries of some diagnostic matrices, thus bypassing the combinatorial optimization and objective evaluation.
Fast Rates for Bandit PAC Multiclass Classification
Erez, Liad, Cohen, Alon, Koren, Tomer, Mansour, Yishay, Moran, Shay
We study multiclass PAC learning with bandit feedback, where inputs are classified into one of $K$ possible labels and feedback is limited to whether or not the predicted labels are correct. Our main contribution is in designing a novel learning algorithm for the agnostic $(\varepsilon,\delta)$-PAC version of the problem, with sample complexity of $O\big( (\operatorname{poly}(K) + 1 / \varepsilon^2) \log (|H| / \delta) \big)$ for any finite hypothesis class $H$. In terms of the leading dependence on $\varepsilon$, this improves upon existing bounds for the problem, that are of the form $O(K/\varepsilon^2)$. We also provide an extension of this result to general classes and establish similar sample complexity bounds in which $\log |H|$ is replaced by the Natarajan dimension. This matches the optimal rate in the full-information version of the problem and resolves an open question studied by Daniely, Sabato, Ben-David, and Shalev-Shwartz (2011) who demonstrated that the multiplicative price of bandit feedback in realizable PAC learning is $\Theta(K)$. We complement this by revealing a stark contrast with the agnostic case, where the price of bandit feedback is only $O(1)$ as $\varepsilon \to 0$. Our algorithm utilizes a stochastic optimization technique to minimize a log-barrier potential based on Frank-Wolfe updates for computing a low-variance exploration distribution over the hypotheses, and is made computationally efficient provided access to an ERM oracle over $H$.
Dynamic Normativity: Necessary and Sufficient Conditions for Value Alignment
The critical inquiry pervading the realm of Philosophy, and perhaps extending its influence across all Humanities disciplines, revolves around the intricacies of morality and normativity. Surprisingly, in recent years, this thematic thread has woven its way into an unexpected domain, one not conventionally associated with pondering "what ought to be": the field of artificial intelligence (AI) research. Central to morality and AI, we find "alignment", a problem related to the challenges of expressing human goals and values in a manner that artificial systems can follow without leading to unwanted adversarial effects. More explicitly and with our current paradigm of AI development in mind, we can think of alignment as teaching human values to non-anthropomorphic entities trained through opaque, gradient-based learning techniques. This work addresses alignment as a technical-philosophical problem that requires solid philosophical foundations and practical implementations that bring normative theory to AI system development. To accomplish this, we propose two sets of necessary and sufficient conditions that, we argue, should be considered in any alignment process. While necessary conditions serve as metaphysical and metaethical roots that pertain to the permissibility of alignment, sufficient conditions establish a blueprint for aligning AI systems under a learning-based paradigm. After laying such foundations, we present implementations of this approach by using state-of-the-art techniques and methods for aligning general-purpose language systems. We call this framework Dynamic Normativity. Its central thesis is that any alignment process under a learning paradigm that cannot fulfill its necessary and sufficient conditions will fail in producing aligned systems.
Accelerated Stochastic Min-Max Optimization Based on Bias-corrected Momentum
Cai, Haoyuan, Alghunaim, Sulaiman A., Sayed, Ali H.
Lower-bound analyses for nonconvex strongly-concave minimax optimization problems have shown that stochastic first-order algorithms require at least $\mathcal{O}(\varepsilon^{-4})$ oracle complexity to find an $\varepsilon$-stationary point. Some works indicate that this complexity can be improved to $\mathcal{O}(\varepsilon^{-3})$ when the loss gradient is Lipschitz continuous. The question of achieving enhanced convergence rates under distinct conditions, remains unresolved. In this work, we address this question for optimization problems that are nonconvex in the minimization variable and strongly concave or Polyak-Lojasiewicz (PL) in the maximization variable. We introduce novel bias-corrected momentum algorithms utilizing efficient Hessian-vector products. We establish convergence conditions and demonstrate a lower iteration complexity of $\mathcal{O}(\varepsilon^{-3})$ for the proposed algorithms. The effectiveness of the method is validated through applications to robust logistic regression using real-world datasets.
First-Order Methods for Linearly Constrained Bilevel Optimization
Kornowski, Guy, Padmanabhan, Swati, Wang, Kai, Zhang, Zhe, Sra, Suvrit
Algorithms for bilevel optimization often encounter Hessian computations, which are prohibitive in high dimensions. While recent works offer first-order methods for unconstrained bilevel problems, the constrained setting remains relatively underexplored. We present first-order linearly constrained optimization methods with finite-time hypergradient stationarity guarantees. For linear equality constraints, we attain $\epsilon$-stationarity in $\widetilde{O}(\epsilon^{-2})$ gradient oracle calls, which is nearly-optimal. For linear inequality constraints, we attain $(\delta,\epsilon)$-Goldstein stationarity in $\widetilde{O}(d{\delta^{-1} \epsilon^{-3}})$ gradient oracle calls, where $d$ is the upper-level dimension. Finally, we obtain for the linear inequality setting dimension-free rates of $\widetilde{O}({\delta^{-1} \epsilon^{-4}})$ oracle complexity under the additional assumption of oracle access to the optimal dual variable. Along the way, we develop new nonsmooth nonconvex optimization methods with inexact oracles. We verify these guarantees with preliminary numerical experiments.
Communication-Efficient and Privacy-Preserving Decentralized Meta-Learning
Distributed learning, which does not require gathering training data in a central location, has become increasingly important in the big-data era. In particular, random-walk-based decentralized algorithms are flexible in that they do not need a central server trusted by all clients and do not require all clients to be active in all iterations. However, existing distributed learning algorithms assume that all learning clients share the same task. In this paper, we consider the more difficult meta-learning setting, in which different clients perform different (but related) tasks with limited training data. To reduce communication cost and allow better privacy protection, we propose LoDMeta (Local Decentralized Meta-learning) with the use of local auxiliary optimization parameters and random perturbations on the model parameter. Theoretical results are provided on both convergence and privacy analysis. Empirical results on a number of few-shot learning data sets demonstrate that LoDMeta has similar meta-learning accuracy as centralized meta-learning algorithms, but does not require gathering data from each client and is able to better protect data privacy for each client.
Learning Diffusion at Lightspeed
Terpin, Antonio, Lanzetti, Nicolas, Dรถrfler, Florian
Diffusion regulates a phenomenal number of natural processes and the dynamics of many successful generative models. Existing models to learn the diffusion terms from observational data rely on complex bilevel optimization problems and properly model only the drift of the system. We propose a new simple model, JKOnet*, which bypasses altogether the complexity of existing architectures while presenting significantly enhanced representational capacity: JKOnet* recovers the potential, interaction, and internal energy components of the underlying diffusion process. JKOnet* minimizes a simple quadratic loss, runs at lightspeed, and drastically outperforms other baselines in practice. Additionally, JKOnet* provides a closed-form optimal solution for linearly parametrized functionals. Our methodology is based on the interpretation of diffusion processes as energy-minimizing trajectories in the probability space via the so-called JKO scheme, which we study via its first-order optimality conditions, in light of few-weeks-old advancements in optimization in the probability space.
Machine Learning and Optimization Techniques for Solving Inverse Kinematics in a 7-DOF Robotic Arm
As the pace of AI technology continues to accelerate, more tools have become available to researchers to solve longstanding problems, Hybrid approaches available today continue to push the computational limits of efficiency and precision. One of such problems is the inverse kinematics of redundant systems. This paper explores the complexities of a 7 degree of freedom manipulator and explores 13 optimization techniques to solve it. Additionally, a novel approach is proposed to contribute to the field of algorithmic research. This was found to be over 200 times faster than the well-known traditional Particle Swarm Optimization technique. This new method may serve as a new field of search that combines the explorative capabilities of Machine Learning with the exploitative capabilities of numerical methods.
A Unified Framework for Combinatorial Optimization Based on Graph Neural Networks
Jin, Yaochu, Yan, Xueming, Liu, Shiqing, Wang, Xiangyu
Graph neural networks (GNNs) have emerged as a powerful tool for solving combinatorial optimization problems (COPs), exhibiting state-of-the-art performance in both graph-structured and non-graph-structured domains. However, existing approaches lack a unified framework capable of addressing a wide range of COPs. After presenting a summary of representative COPs and a brief review of recent advancements in GNNs for solving COPs, this paper proposes a unified framework for solving COPs based on GNNs, including graph representation of COPs, equivalent conversion of non-graph structured COPs to graph-structured COPs, graph decomposition, and graph simplification. The proposed framework leverages the ability of GNNs to effectively capture the relational information and extract features from the graph representation of COPs, offering a generic solution to COPs that can address the limitations of state-of-the-art in solving non-graph-structured and highly complex graph-structured COPs.
MAP: Low-compute Model Merging with Amortized Pareto Fronts via Quadratic Approximation
Li, Lu, Zhang, Tianyu, Bu, Zhiqi, Wang, Suyuchen, He, Huan, Fu, Jie, Wu, Yonghui, Bian, Jiang, Chen, Yong, Bengio, Yoshua
Model merging has emerged as an effective approach to combine multiple single-task models, fine-tuned from the same pre-trained model, into a multitask model. This process typically involves computing a weighted average of the model parameters without any additional training. Existing model-merging methods focus on enhancing average task accuracy. However, interference and conflicts between the objectives of different tasks can lead to trade-offs during model merging. In real-world applications, a set of solutions with various trade-offs can be more informative, helping practitioners make decisions based on diverse preferences. In this paper, we introduce a novel low-compute algorithm, Model Merging with Amortized Pareto Front (MAP). MAP identifies a Pareto set of scaling coefficients for merging multiple models to reflect the trade-offs. The core component of MAP is approximating the evaluation metrics of the various tasks using a quadratic approximation surrogate model derived from a pre-selected set of scaling coefficients, enabling amortized inference. Experimental results on vision and natural language processing tasks show that MAP can accurately identify the Pareto front. To further reduce the required computation of MAP, we propose (1) a Bayesian adaptive sampling algorithm and (2) a nested merging scheme with multiple stages.