This study introduces an approach to obtain a neighboring extremal optimal control (NEOC) solution for a closed-loop optimal control problem, applicable to a wide array of nonlinear systems and not necessarily quadratic performance indices. The approach involves investigating the variation incurred in the functional form of a known closed-loop optimal control law due to small, known parameter variations in the system equations or the performance index. The NEOC solution can formally be obtained by solving a linear partial differential equation, akin to those encountered in the iterative solution of a nonlinear Hamilton-Jacobi equation. Motivated by numerical procedures for solving these latter equations, we also propose a numerical algorithm based on the Galerkin algorithm, leveraging the use of basis functions to solve the underlying Hamilton-Jacobi equation of the original optimal control problem. The proposed approach simplifies the NEOC problem by reducing it to the solution of a simple set of linear equations, thereby eliminating the need for a full re-solution of the adjusted optimal control problem. Furthermore, the variation to the optimal performance index can be obtained as a function of both the system state and small changes in parameters, allowing the determination of the adjustment to an optimal control law given a small adjustment of parameters in the system or the performance index. Moreover, in order to handle large known parameter perturbations, we propose a homotopic approach that breaks down the single calculation of NEOC into a finite set of multiple steps. Finally, the validity of the claims and theory is supported by theoretical analysis and numerical simulations.
The combination of multiple-input multiple-output (MIMO) systems and intelligent reflecting surfaces (IRSs) is foreseen as a critical enabler of beyond 5G (B5G) and 6G. In this work, two different approaches are considered for the joint optimization of the IRS phase-shift matrix and MIMO precoders of an IRS-assisted multi-stream (MS) multi-user MIMO (MU-MIMO) system. Both approaches aim to maximize the system sum-rate for every channel realization. The first proposed solution is a novel contextual bandit (CB) framework with continuous state and action spaces called deep contextual bandit-oriented deep deterministic policy gradient (DCB-DDPG). The second is an innovative deep reinforcement learning (DRL) formulation where the states, actions, and rewards are selected such that the Markov decision process (MDP) property of reinforcement learning (RL) is appropriately met. Both proposals perform remarkably better than state-of-the-art heuristic methods in scenarios with high multi-user interference.
Sequential neural posterior estimation (SNPE) techniques have been recently proposed for dealing with simulation-based models with intractable likelihoods. They are devoted to learning the posterior from adaptively proposed simulations using neural network-based conditional density estimators. As a SNPE technique, the automatic posterior transformation (APT) method proposed by Greenberg et al. (2019) performs notably and scales to high dimensional data. However, the APT method bears the computation of an expectation of the logarithm of an intractable normalizing constant, i.e., a nested expectation. Although atomic APT was proposed to solve this by discretizing the normalizing constant, it remains challenging to analyze the convergence of learning. In this paper, we propose a nested APT method to estimate the involved nested expectation instead. This facilitates establishing the convergence analysis. Since the nested estimators for the loss function and its gradient are biased, we make use of unbiased multi-level Monte Carlo (MLMC) estimators for debiasing. To further reduce the excessive variance of the unbiased estimators, this paper also develops some truncated MLMC estimators by taking account of the trade-off between the bias and the average cost. Numerical experiments for approximating complex posteriors with multimodal in moderate dimensions are provided.
This paper proposes a novel, more computationally efficient method for optimizing robot excitation trajectories for dynamic parameter identification, emphasizing self-collision avoidance. This addresses the system identification challenges for getting high-quality training data associated with co-manipulated robotic arms that can be equipped with a variety of tools, a common scenario in industrial but also clinical and research contexts. Utilizing the Unified Robotics Description Format (URDF) to implement a symbolic Python implementation of the Recursive Newton-Euler Algorithm (RNEA), the approach aids in dynamically estimating parameters such as inertia using regression analyses on data from real robots. The excitation trajectory was evaluated and achieved on par criteria when compared to state-of-the-art reported results which didn't consider self-collision and tool calibrations. Furthermore, physical Human-Robot Interaction (pHRI) admittance control experiments were conducted in a surgical context to evaluate the derived inverse dynamics model showing a 30.1\% workload reduction by the NASA TLX questionnaire.
This work addresses the development of a physics-informed neural network (PINN) with a loss term derived from a discretized time-dependent reduced-order system. In this work, first, the governing equations are discretized using a finite difference scheme (whereas, any other discretization technique can be adopted), then projected on a reduced or latent space using the Proper Orthogonal Decomposition (POD)-Galerkin approach and next, the residual arising from discretized reduced order equation is considered as an additional loss penalty term alongside the data-driven loss term using different variants of deep learning method such as Artificial neural network (ANN), Long Short-Term Memory based neural network (LSTM). The LSTM neural network has been proven to be very effective for time-dependent problems in a purely data-driven environment. The current work demonstrates the LSTM network's potential over ANN networks in physics-informed neural networks (PINN) as well. The potential of using discretized governing equations instead of continuous form lies in the flexibility of input to the PINN. Different sizes of data ranging from small, medium to big datasets are used to assess the potential of discretized-physics-informed neural networks when there is very sparse or no data available. The proposed methods are applied to a pitch-plunge airfoil motion governed by rigid-body dynamics and a one-dimensional viscous Burgers' equation. The current work also demonstrates the prediction capability of various discretized-physics-informed neural networks outside the domain where the data is available or governing equation-based residuals are minimized.
Graph Neural Networks (GNNs) and Transformer have been increasingly adopted to learn the complex vector representations of spatio-temporal graphs, capturing intricate spatio-temporal dependencies crucial for applications such as traffic datasets. Although many existing methods utilize multi-head attention mechanisms and message-passing neural networks (MPNNs) to capture both spatial and temporal relations, these approaches encode temporal and spatial relations independently, and reflect the graph's topological characteristics in a limited manner. In this work, we introduce the Cycle to Mixer (Cy2Mixer), a novel spatio-temporal GNN based on topological non-trivial invariants of spatio-temporal graphs with gated multi-layer perceptrons (gMLP). The Cy2Mixer is composed of three blocks based on MLPs: A message-passing block for encapsulating spatial information, a cycle message-passing block for enriching topological information through cyclic subgraphs, and a temporal block for capturing temporal properties. We bolster the effectiveness of Cy2Mixer with mathematical evidence emphasizing that our cycle message-passing block is capable of offering differentiated information to the deep learning model compared to the message-passing block. Furthermore, empirical evaluations substantiate the efficacy of the Cy2Mixer, demonstrating state-of-the-art performances across various traffic benchmark datasets.
We propose a trust-region stochastic sequential quadratic programming algorithm (TR-StoSQP) to solve nonlinear optimization problems with stochastic objectives and deterministic equality constraints. We consider a fully stochastic setting, where at each step a single sample is generated to estimate the objective gradient. The algorithm adaptively selects the trust-region radius and, compared to the existing line-search StoSQP schemes, allows us to utilize indefinite Hessian matrices (i.e., Hessians without modification) in SQP subproblems. As a trust-region method for constrained optimization, our algorithm must address an infeasibility issue -- the linearized equality constraints and trust-region constraints may lead to infeasible SQP subproblems. In this regard, we propose an adaptive relaxation technique to compute the trial step, consisting of a normal step and a tangential step. To control the lengths of these two steps while ensuring a scale-invariant property, we adaptively decompose the trust-region radius into two segments, based on the proportions of the rescaled feasibility and optimality residuals to the rescaled full KKT residual. The normal step has a closed form, while the tangential step is obtained by solving a trust-region subproblem, to which a solution ensuring the Cauchy reduction is sufficient for our study. We establish a global almost sure convergence guarantee for TR-StoSQP, and illustrate its empirical performance on both a subset of problems in the CUTEst test set and constrained logistic regression problems using data from the LIBSVM collection.
With the recent emergence of mixed precision hardware, there has been a renewed interest in its use for solving numerical linear algebra problems fast and accurately. The solution of least squares (LS) problems $\min_x\|b-Ax\|_2$, where $A \in \mathbb{R}^{m\times n}$, arise in numerous application areas. Overdetermined standard least squares problems can be solved by using mixed precision within the iterative refinement method of Bj\"{o}rck, which transforms the least squares problem into an $(m+n)\times(m+n)$ ''augmented'' system. It has recently been shown that mixed precision GMRES-based iterative refinement can also be used, in an approach termed GMRES-LSIR. In practice, we often encounter types of least squares problems beyond standard least squares, including weighted least squares (WLS), $\min_x\|D^{1/2}(b-Ax)\|_2$, where $D^{1/2}$ is a diagonal matrix of weights. In this paper, we discuss a mixed precision FGMRES-WLSIR algorithm for solving WLS problems using two different preconditioners.
This paper investigates the spectrum sharing between a multiple-input single-output (MISO) secure communication system and a multiple-input multiple-output (MIMO) radar system in the presence of one suspicious eavesdropper. We jointly design the radar waveform and communication beamforming vector at the two systems, such that the interference between the base station (BS) and radar is reduced, and the detrimental radar interference to the communication system is enhanced to jam the eavesdropper, thereby increasing secure information transmission performance. In particular, by considering the imperfect channel state information (CSI) for the user and eavesdropper, we maximize the worst-case secrecy rate at the user, while ensuring the detection performance of radar system. To tackle this challenging problem, we propose a two-layer robust cooperative algorithm based on the S-lemma and semidefinite relaxation techniques. Simulation results demonstrate that the proposed algorithm achieves significant secrecy rate gains over the non-robust scheme. Furthermore, we illustrate the trade-off between secrecy rate and detection probability.
Randomized controlled trials (RCTs) serve as the cornerstone for understanding causal effects, yet extending inferences to target populations presents challenges due to effect heterogeneity and underrepresentation. Our paper addresses the critical issue of identifying and characterizing underrepresented subgroups in RCTs, proposing a novel framework for refining target populations to improve generalizability. We introduce an optimization-based approach, Rashomon Set of Optimal Trees (ROOT), to characterize underrepresented groups. ROOT optimizes the target subpopulation distribution by minimizing the variance of the target average treatment effect estimate, ensuring more precise treatment effect estimations. Notably, ROOT generates interpretable characteristics of the underrepresented population, aiding researchers in effective communication. Our approach demonstrates improved precision and interpretability compared to alternatives, as illustrated with synthetic data experiments. We apply our methodology to extend inferences from the Starting Treatment with Agonist Replacement Therapies (START) trial -- investigating the effectiveness of medication for opioid use disorder -- to the real-world population represented by the Treatment Episode Dataset: Admissions (TEDS-A). By refining target populations using ROOT, our framework offers a systematic approach to enhance decision-making accuracy and inform future trials in diverse populations.
Multi-relation Question Answering is a challenging task, due to the requirement of elaborated analysis on questions and reasoning over multiple fact triples in knowledge base. In this paper, we present a novel model called Interpretable Reasoning Network that employs an interpretable, hop-by-hop reasoning process for question answering. The model dynamically decides which part of an input question should be analyzed at each hop; predicts a relation that corresponds to the current parsed results; utilizes the predicted relation to update the question representation and the state of the reasoning process; and then drives the next-hop reasoning. Experiments show that our model yields state-of-the-art results on two datasets. More interestingly, the model can offer traceable and observable intermediate predictions for reasoning analysis and failure diagnosis, thereby allowing manual manipulation in predicting the final answer.