Optimization
AI-Assisted Detector Design for the EIC (AID(2)E)
Diefenthaler, M., Fanelli, C., Gerlach, L. O., Guan, W., Horn, T., Jentsch, A., Lin, M., Nagai, K., Nayak, H., Pecar, C., Suresh, K., Vossen, A., Wang, T., Wenaus, T.
Artificial Intelligence is poised to transform the design of complex, large-scale detectors like the ePIC at the future Electron Ion Collider. Featuring a central detector with additional detecting systems in the far forward and far backward regions, the ePIC experiment incorporates numerous design parameters and objectives, including performance, physics reach, and cost, constrained by mechanical and geometric limits. This project aims to develop a scalable, distributed AI-assisted detector design for the EIC (AID(2)E), employing state-of-the-art multiobjective optimization to tackle complex designs. Supported by the ePIC software stack and using Geant4 simulations, our approach benefits from transparent parameterization and advanced AI features. The workflow leverages the PanDA and iDDS systems, used in major experiments such as ATLAS at CERN LHC, the Rubin Observatory, and sPHENIX at RHIC, to manage the compute intensive demands of ePIC detector simulations. Tailored enhancements to the PanDA system focus on usability, scalability, automation, and monitoring. Ultimately, this project aims to establish a robust design capability, apply a distributed AI-assisted workflow to the ePIC detector, and extend its applications to the design of the second detector (Detector-2) in the EIC, as well as to calibration and alignment tasks. Additionally, we are developing advanced data science tools to efficiently navigate the complex, multidimensional trade-offs identified through this optimization process.
A GRASP-based memetic algorithm with path relinking for the far from most string problem
Gallardo, José E., Cotta, Carlos
Such problems have attracted a lot of interest for multiple reasons. From a theoretical (and even from a purely algorithmic) point of view, they constitute a clear and well-defined domain in which computational complexity issues can be analyzed and search/optimization algorithms can be put to work in challenging conditions. From a more practical point of view, there are many real-world problems which can be formalized as SSPs. Such problems are notably found in the area of computational biology, in which technological advances and the numerous initiatives are producing an unprecedented flood of data (Reichhardt, 1999) very much requiring the use of powerful computational tools to overcome the associated challenges (Meneses et al., 2005). Among such problems of interest from the perspective of SSPs we can cite discovering potential drug targets, creating diagnostic probes, designing primers, locating binding sites, or identifying consensus sequences just to name a few (Festa, 2007; Lanctot et al., 2003; Meneses et al., 2005).
Container pre-marshalling problem minimizing CV@R under uncertainty of ship arrival times
Ikuma, Daiki, Ikeda, Shunnosuke, Sukegawa, Noriyoshi, Takano, Yuichi
This paper is concerned with the container pre-marshalling problem, which involves relocating containers in the storage area so that they can be efficiently loaded onto ships without reshuffles. In reality, however, ship arrival times are affected by various external factors, which can cause the order of container retrieval to be different from the initial plan. To represent such uncertainty, we generate multiple scenarios from a multivariate probability distribution of ship arrival times. We derive a mixed-integer linear optimization model to find an optimal container layout such that the conditional value-at-risk is minimized for the number of misplaced containers responsible for reshuffles. Moreover, we devise an exact algorithm based on the cutting-plane method to handle large-scale problems. Numerical experiments using synthetic datasets demonstrate that our method can produce high-quality container layouts compared with the conventional robust optimization model. Additionally, our algorithm can speed up the computation of solving large-scale problems.
Utilising a Quantum Hybrid Solver for Bi-objective Quadratic Assignment Problems
The intersection between quantum computing and optimisation has been an area of interest in recent years. There have been numerous studies exploring the application of quantum and quantum-hybrid solvers to various optimisation problems. This work explores scalarisation methods within the context of solving the bi-objective quadratic assignment problem using a quantum-hybrid solver. We show results that are consistent with previous research on a different Ising machine.
Double Variance Reduction: A Smoothing Trick for Composite Optimization Problems without First-Order Gradient
Di, Hao, Ye, Haishan, Zhang, Yueling, Chang, Xiangyu, Dai, Guang, Tsang, Ivor W.
Variance reduction techniques are designed to decrease the sampling variance, thereby accelerating convergence rates of first-order (FO) and zeroth-order (ZO) optimization methods. However, in composite optimization problems, ZO methods encounter an additional variance called the coordinate-wise variance, which stems from the random gradient estimation. To reduce this variance, prior works require estimating all partial derivatives, essentially approximating FO information. This approach demands O(d) function evaluations (d is the dimension size), which incurs substantial computational costs and is prohibitive in high-dimensional scenarios. This paper proposes the Zeroth-order Proximal Double Variance Reduction (ZPDVR) method, which utilizes the averaging trick to reduce both sampling and coordinate-wise variances. Compared to prior methods, ZPDVR relies solely on random gradient estimates, calls the stochastic zeroth-order oracle (SZO) in expectation $\mathcal{O}(1)$ times per iteration, and achieves the optimal $\mathcal{O}(d(n + \kappa)\log (\frac{1}{\epsilon}))$ SZO query complexity in the strongly convex and smooth setting, where $\kappa$ represents the condition number and $\epsilon$ is the desired accuracy. Empirical results validate ZPDVR's linear convergence and demonstrate its superior performance over other related methods.
Multiple-policy Evaluation via Density Estimation
Chen, Yilei, Pacchiano, Aldo, Paschalidis, Ioannis Ch.
We study the multiple-policy evaluation problem where we are given a set of $K$ policies and the goal is to evaluate their performance (expected total reward over a fixed horizon) to an accuracy $\epsilon$ with probability at least $1-\delta$. We propose an algorithm named $\mathrm{CAESAR}$ for this problem. Our approach is based on computing an approximate optimal offline sampling distribution and using the data sampled from it to perform the simultaneous estimation of the policy values. $\mathrm{CAESAR}$ has two phases. In the first we produce coarse estimates of the visitation distributions of the target policies at a low order sample complexity rate that scales with $\tilde{O}(\frac{1}{\epsilon})$. In the second phase, we approximate the optimal offline sampling distribution and compute the importance weighting ratios for all target policies by minimizing a step-wise quadratic loss function inspired by the DualDICE \cite{nachum2019dualdice} objective. Up to low order and logarithmic terms $\mathrm{CAESAR}$ achieves a sample complexity $\tilde{O}\left(\frac{H^4}{\epsilon^2}\sum_{h=1}^H\max_{k\in[K]}\sum_{s,a}\frac{(d_h^{\pi^k}(s,a))^2}{\mu^*_h(s,a)}\right)$, where $d^{\pi}$ is the visitation distribution of policy $\pi$, $\mu^*$ is the optimal sampling distribution, and $H$ is the horizon.
Probabilistically Plausible Counterfactual Explanations with Normalizing Flows
Wielopolski, Patryk, Furman, Oleksii, Stefanowski, Jerzy, Zięba, Maciej
We present PPCEF, a novel method for generating probabilistically plausible counterfactual explanations (CFs). PPCEF advances beyond existing methods by combining a probabilistic formulation that leverages the data distribution with the optimization of plausibility within a unified framework. Compared to reference approaches, our method enforces plausibility by directly optimizing the explicit density function without assuming a particular family of parametrized distributions. This ensures CFs are not only valid (i.e., achieve class change) but also align with the underlying data's probability density. For that purpose, our approach leverages normalizing flows as powerful density estimators to capture the complex high-dimensional data distribution. Furthermore, we introduce a novel loss that balances the trade-off between achieving class change and maintaining closeness to the original instance while also incorporating a probabilistic plausibility term. PPCEF's unconstrained formulation allows for efficient gradient-based optimization with batch processing, leading to orders of magnitude faster computation compared to prior methods. Moreover, the unconstrained formulation of PPCEF allows for the seamless integration of future constraints tailored to specific counterfactual properties. Finally, extensive evaluations demonstrate PPCEF's superiority in generating high-quality, probabilistically plausible counterfactual explanations in high-dimensional tabular settings. This makes PPCEF a powerful tool for not only interpreting complex machine learning models but also for improving fairness, accountability, and trust in AI systems.
Model-Agnostic Zeroth-Order Policy Optimization for Meta-Learning of Ergodic Linear Quadratic Regulators
Meta-learning has been proposed as a promising machine learning topic in recent years, with important applications to image classification, robotics, computer games, and control systems. In this paper, we study the problem of using meta-learning to deal with uncertainty and heterogeneity in ergodic linear quadratic regulators. We integrate the zeroth-order optimization technique with a typical meta-learning method, proposing an algorithm that omits the estimation of policy Hessian, which applies to tasks of learning a set of heterogeneous but similar linear dynamic systems. The induced meta-objective function inherits important properties of the original cost function when the set of linear dynamic systems are meta-learnable, allowing the algorithm to optimize over a learnable landscape without projection onto the feasible set. We provide a convergence result for the exact gradient descent process by analyzing the boundedness and smoothness of the gradient for the meta-objective, which justify the proposed algorithm with gradient estimation error being small. We also provide a numerical example to corroborate this perspective.
From Compliant to Rigid Contact Simulation: a Unified and Efficient Approach
Carpentier, Justin, Montaut, Louis, Lidec, Quentin Le
Whether rigid or compliant, contact interactions are inherent to robot motions, enabling them to move or manipulate things. Contact interactions result from complex physical phenomena, that can be mathematically cast as Nonlinear Complementarity Problems (NCPs) in the context of rigid or compliant point contact interactions. Such a class of complementarity problems is, in general, difficult to solve both from an optimization and numerical perspective. Over the past decades, dedicated and specialized contact solvers, implemented in modern robotics simulators (e.g., Bullet, Drake, MuJoCo, DART, Raisim) have emerged. Yet, most of these solvers tend either to solve a relaxed formulation of the original contact problems (at the price of physical inconsistencies) or to scale poorly with the problem dimension or its numerical conditioning (e.g., a robotic hand manipulating a paper sheet). In this paper, we introduce a unified and efficient approach to solving NCPs in the context of contact simulation. It relies on a sound combination of the Alternating Direction Method of Multipliers (ADMM) and proximal algorithms to account for both compliant and rigid contact interfaces in a unified way. To handle ill-conditioned problems and accelerate the convergence rate, we also propose an efficient update strategy to adapt the ADMM hyperparameters automatically. By leveraging proximal methods, we also propose new algorithmic solutions to efficiently evaluate the inverse dynamics involving rigid and compliant contact interactions, extending the approach developed in MuJoCo. We validate the efficiency and robustness of our contact solver against several alternative contact methods of the literature and benchmark them on various robotics and granular mechanics scenarios. Our code is made open-source at https://github.com/Simple-Robotics/Simple.
CLOSURE: Fast Quantification of Pose Uncertainty Sets
Gao, Yihuai, Tang, Yukai, Qi, Han, Yang, Heng
We investigate uncertainty quantification of 6D pose estimation from learned noisy measurements (e.g. keypoints and pose hypotheses). Assuming unknown-but-bounded measurement noises, a pose uncertainty set (PURSE) is a subset of SE(3) that contains all possible 6D poses compatible with the measurements. Despite being simple to formulate and its ability to embed uncertainty, the PURSE is difficult to manipulate and interpret due to the many abstract nonconvex polynomial constraints. An appealing simplification of PURSE is to find its minimum enclosing geodesic ball (MEGB), i.e., a point pose estimation with minimum worst-case error bound. We contribute (i) a geometric interpretation of the nonconvex PURSE, and (ii) a fast algorithm to inner approximate the MEGB. Particularly, we show the PURSE corresponds to the feasible set of a constrained dynamical system or the intersection of multiple geodesic balls, and this perspective allows us to design an algorithm to densely sample the boundary of the PURSE through strategic random walks. We then use the miniball algorithm to compute the MEGB of PURSE samples, leading to an inner approximation. Our algorithm is named CLOSURE (enClosing baLl frOm purSe boUndaRy samplEs) and it enables computing a certificate of approximation tightness by calculating the relative size ratio between the inner approximation and the outer approximation. Running on a single RTX 3090 GPU, CLOSURE achieves the relative ratio of 92.8% on the LM-O dataset, 91.4% on the 3DMatch dataset and 96.6% on the LM dataset with the average runtime less than 0.3 second. Obtaining comparable worst-case error bound but 398x 833x and 23.6x faster than the outer approximation GRCC, CLOSURE enables uncertainty quantification of 6D pose estimation to be implemented in real-time robot perception applications.