The continuous computational power growth in the last decades has made solving several optimization problems significant to humankind a tractable task; however, tackling some of them remains a challenge due to the overwhelming amount of candidate solutions to be evaluated, even by using sophisticated algorithms. In such a context, a set of nature-inspired stochastic methods, called meta-heuristic optimization, can provide robust approximate solutions to different kinds of problems with a small computational burden, such as derivative-free real function optimization. Nevertheless, these methods may converge to inadequate solutions if the function landscape is too harsh, e.g., enclosing too many local optima. Previous works addressed this issue by employing a hypercomplex representation of the search space, like quaternions, where the landscape becomes smoother and supposedly easier to optimize. Under this approach, meta-heuristic computations happen in the hypercomplex space, whereas variables are mapped back to the real domain before function evaluation. Despite this latter operation being performed by the Euclidean norm, we have found that after the optimization procedure has finished, it is usually possible to obtain even better solutions by employing the Minkowski $p$-norm instead and fine-tuning $p$ through an auxiliary sub-problem with neglecting additional cost and no hyperparameters. Such behavior was observed in eight well-established benchmarking functions, thus fostering a new research direction for hypercomplex meta-heuristic optimization.
State-space models (SSMs) are a common tool for modeling multi-variate discrete-time signals. The linear-Gaussian (LG) SSM is widely applied as it allows for a closed-form solution at inference, if the model parameters are known. However, they are rarely available in real-world problems and must be estimated. Promoting sparsity of these parameters favours both interpretability and tractable inference. In this work, we propose GraphIT, a majorization-minimization (MM) algorithm for estimating the linear operator in the state equation of an LG-SSM under sparse prior. A versatile family of non-convex regularization potentials is proposed. The MM method relies on tools inherited from the expectation-maximization methodology and the iterated reweighted-l1 approach. In particular, we derive a suitable convex upper bound for the objective function, that we then minimize using a proximal splitting algorithm. Numerical experiments illustrate the benefits of the proposed inference technique.
Many solid mechanics problems on complex geometries are conventionally solved using discrete boundary methods. However, such an approach can be cumbersome for problems involving evolving domain boundaries due to the need to track boundaries and constant remeshing. In this work, we employ a robust smooth boundary method (SBM) that represents complex geometry implicitly, in a larger and simpler computational domain, as the support of a smooth indicator function. We present the resulting equations for mechanical equilibrium, in which inhomogeneous boundary conditions are replaced by source terms. The resulting mechanical equilibrium problem is semidefinite, making it difficult to solve. In this work, we present a computational strategy for efficiently solving near-singular SBM elasticity problems. We use the block-structured adaptive mesh refinement (BSAMR) method for resolving evolving boundaries appropriately, coupled with a geometric multigrid solver for an efficient solution of mechanical equilibrium. We discuss some of the practical numerical strategies for implementing this method, notably including the importance of grid versus node-centered fields. We demonstrate the solver's accuracy and performance for three representative examples: a) plastic strain evolution around a void, b) crack nucleation and propagation in brittle materials, and c) structural topology optimization. In each case, we show that very good convergence of the solver is achieved, even with large near-singular areas, and that any convergence issues arise from other complexities, such as stress concentrations. We present this framework as a versatile tool for studying a wide variety of solid mechanics problems involving variable geometry.
Various contrastive learning approaches have been proposed in recent years and achieve significant empirical success. While effective and prevalent, contrastive learning has been less explored for time series data. A key component of contrastive learning is to select appropriate augmentations imposing some priors to construct feasible positive samples, such that an encoder can be trained to learn robust and discriminative representations. Unlike image and language domains where ``desired'' augmented samples can be generated with the rule of thumb guided by prefabricated human priors, the ad-hoc manual selection of time series augmentations is hindered by their diverse and human-unrecognizable temporal structures. How to find the desired augmentations of time series data that are meaningful for given contrastive learning tasks and datasets remains an open question. In this work, we address the problem by encouraging both high \textit{fidelity} and \textit{variety} based upon information theory. A theoretical analysis leads to the criteria for selecting feasible data augmentations. On top of that, we propose a new contrastive learning approach with information-aware augmentations, InfoTS, that adaptively selects optimal augmentations for time series representation learning. Experiments on various datasets show highly competitive performance with up to 12.0\% reduction in MSE on forecasting tasks and up to 3.7\% relative improvement in accuracy on classification tasks over the leading baselines.
A finite difference numerical scheme is proposed and analyzed for the Cahn-Hilliard-Stokes system with Flory-Huggins energy functional. A convex splitting is applied to the chemical potential, which in turns leads to the implicit treatment for the singular logarithmic terms and the surface diffusion term, and an explicit update for the expansive concave term. The convective term for the phase variable, as well as the coupled term in the Stokes equation, are approximated in a semi-implicit manner. In the spatial discretization, the marker and cell (MAC) difference method is applied, which evaluates the velocity components, the pressure and the phase variable at different cell locations. Such an approach ensures the divergence-free feature of the discrete velocity, and this property plays an important role in the analysis. The positivity-preserving property and the unique solvability of the proposed numerical scheme are theoretically justified, utilizing the singular nature of the logarithmic term as the phase variable approaches the singular limit values. An unconditional energy stability analysis is standard, as an outcome of the convex-concave decomposition technique. A convergence analysis with accompanying error estimate is provided for the proposed numerical scheme. In particular, a higher order consistency analysis, accomplished by supplementary functions, is performed to ensure the separation properties of numerical solution. In turn, using the approach of rough and refined error (RRE) estimates, we are able to derive an optimal rate convergence. To conclude, several numerical experiments are presented to validate the theoretical analysis.
Hierarchical learning algorithms that gradually approximate a solution to a data-driven optimization problem are essential to decision-making systems, especially under limitations on time and computational resources. In this study, we introduce a general-purpose hierarchical learning architecture that is based on the progressive partitioning of a possibly multi-resolution data space. The optimal partition is gradually approximated by solving a sequence of optimization sub-problems that yield a sequence of partitions with increasing number of subsets. We show that the solution of each optimization problem can be estimated online using gradient-free stochastic approximation updates. As a consequence, a function approximation problem can be defined within each subset of the partition and solved using the theory of two-timescale stochastic approximation algorithms. This simulates an annealing process and defines a robust and interpretable heuristic method to gradually increase the complexity of the learning architecture in a task-agnostic manner, giving emphasis to regions of the data space that are considered more important according to a predefined criterion. Finally, by imposing a tree structure in the progression of the partitions, we provide a means to incorporate potential multi-resolution structure of the data space into this approach, significantly reducing its complexity, while introducing hierarchical variable-rate feature extraction properties similar to certain classes of deep learning architectures. Asymptotic convergence analysis and experimental results are provided for supervised and unsupervised learning problems.
In this work we introduce a convolution operation over the tangent bundle of Riemann manifolds in terms of exponentials of the Connection Laplacian operator. We define tangent bundle filters and tangent bundle neural networks (TNNs) based on this convolution operation, which are novel continuous architectures operating on tangent bundle signals, i.e. vector fields over the manifolds. Tangent bundle filters admit a spectral representation that generalizes the ones of scalar manifold filters, graph filters and standard convolutional filters in continuous time. We then introduce a discretization procedure, both in the space and time domains, to make TNNs implementable, showing that their discrete counterpart is a novel principled variant of the very recently introduced sheaf neural networks. We formally prove that this discretized architecture converges to the underlying continuous TNN. Finally, we numerically evaluate the effectiveness of the proposed architecture on various learning tasks, both on synthetic and real data.
In real-world scenarios, it may not always be possible to collect hundreds of labeled samples per class for training deep learning-based SAR Automatic Target Recognition (ATR) models. This work specifically tackles the few-shot SAR ATR problem, where only a handful of labeled samples may be available to support the task of interest. Our approach is composed of two stages. In the first, a global representation model is trained via self-supervised learning on a large pool of diverse and unlabeled SAR data. In the second stage, the global model is used as a fixed feature extractor and a classifier is trained to partition the feature space given the few-shot support samples, while simultaneously being calibrated to detect anomalous inputs. Unlike competing approaches which require a pristine labeled dataset for pretraining via meta-learning, our approach learns highly transferable features from unlabeled data that have little-to-no relation to the downstream task. We evaluate our method in standard and extended MSTAR operating conditions and find it to achieve high accuracy and robust out-of-distribution detection in many different few-shot settings. Our results are particularly significant because they show the merit of a global model approach to SAR ATR, which makes minimal assumptions, and provides many axes for extendability.
Trajectory optimization has been used extensively in robotic systems. In particular, iterative Linear Quadratic Regulator (iLQR) has performed well as an off-line planner and online nonlinear model predictive control solver, with a lower computational cost. However, standard iLQR cannot handle any constraints or perform reasonable initialization of a state trajectory. In this paper, we propose a hybrid constrained iLQR variant with a multiple-shooting framework to incorporate general inequality constraints and infeasible states initialization. The main technical contributions are twofold: 1) In addition to inheriting the simplicity of the initialization in multiple-shooting settings, a two-stage framework is developed to deal with state and/or control constraints robustly without loss of the linear feedback term of iLQR. Such a hybrid strategy offers fast convergence of constraint satisfaction. 2) An improved globalization strategy is proposed to exploit the coupled effects between line-searching and regularization, which is able to enhance the numerical robustness of the constrained iLQR approaches. Our approach is tested on various constrained trajectory optimization problems and outperforms the commonly-used collocation and shooting methods.
Graph Neural Networks (GNNs) have received considerable attention on graph-structured data learning for a wide variety of tasks. The well-designed propagation mechanism which has been demonstrated effective is the most fundamental part of GNNs. Although most of GNNs basically follow a message passing manner, litter effort has been made to discover and analyze their essential relations. In this paper, we establish a surprising connection between different propagation mechanisms with a unified optimization problem, showing that despite the proliferation of various GNNs, in fact, their proposed propagation mechanisms are the optimal solution optimizing a feature fitting function over a wide class of graph kernels with a graph regularization term. Our proposed unified optimization framework, summarizing the commonalities between several of the most representative GNNs, not only provides a macroscopic view on surveying the relations between different GNNs, but also further opens up new opportunities for flexibly designing new GNNs. With the proposed framework, we discover that existing works usually utilize naive graph convolutional kernels for feature fitting function, and we further develop two novel objective functions considering adjustable graph kernels showing low-pass or high-pass filtering capabilities respectively. Moreover, we provide the convergence proofs and expressive power comparisons for the proposed models. Extensive experiments on benchmark datasets clearly show that the proposed GNNs not only outperform the state-of-the-art methods but also have good ability to alleviate over-smoothing, and further verify the feasibility for designing GNNs with our unified optimization framework.
Since deep neural networks were developed, they have made huge contributions to everyday lives. Machine learning provides more rational advice than humans are capable of in almost every aspect of daily life. However, despite this achievement, the design and training of neural networks are still challenging and unpredictable procedures. To lower the technical thresholds for common users, automated hyper-parameter optimization (HPO) has become a popular topic in both academic and industrial areas. This paper provides a review of the most essential topics on HPO. The first section introduces the key hyper-parameters related to model training and structure, and discusses their importance and methods to define the value range. Then, the research focuses on major optimization algorithms and their applicability, covering their efficiency and accuracy especially for deep learning networks. This study next reviews major services and toolkits for HPO, comparing their support for state-of-the-art searching algorithms, feasibility with major deep learning frameworks, and extensibility for new modules designed by users. The paper concludes with problems that exist when HPO is applied to deep learning, a comparison between optimization algorithms, and prominent approaches for model evaluation with limited computational resources.