arXiv subjects

Alireza Zolanvari

Publications and source records attributed to Alireza Zolanvari.

6 recordsLinked to original sources

arXiv2026

Comparing Classifiers: A Case Study Using PyCM

Selecting an optimal classification model requires a robust and comprehensive understanding of the performance of the model. This paper provides a tutorial on the PyCM library, demonstrating its utility in conducting deep-dive evaluations of multi-class classifiers. By examining two different case scenarios, we illustrate how the choice of evaluation metrics can fundamentally shift the interpretation of a model's efficacy. Our findings emphasize that a multi-dimensional evaluation framework is essential for uncovering small but important differences in model performance. However, standard metrics may miss these subtle performance trade-offs.

cs.LG↗

arXiv2024

PyMilo: A Python Library for ML I/O

PyMilo is an open-source Python package that addresses the limitations of existing Machine Learning (ML) model storage formats by providing a transparent, reliable, and safe method for exporting and deploying trained models. Current formats, such as pickle and other binary formats, have significant problems, such as reliability, safety, and transparency issues. In contrast, PyMilo serializes ML models in a transparent non-executable format, enabling straightforward and safe model exchange, while also facilitating the deserialization and deployment of exported models in production environments. This package aims to provide a seamless, end-to-end solution for the exportation and importation of pre-trained ML models, which simplifies the model development and deployment pipeline.

cs.LG↗

arXiv2023

Wasserstein distributionally robust risk-constrained iterative MPC for motion planning: computationally efficient approximations

This paper considers a risk-constrained motion planning problem and aims to find the solution combining the concepts of iterative model predictive control (MPC) and data-driven distributionally robust (DR) risk-constrained optimization. In the iterative MPC, at each iteration, safe states visited and stored in the previous iterations are imposed as terminal constraints. Furthermore, samples collected during the iteration are used in the subsequent iterations to tune the ambiguity set of the DR constraints employed in the MPC. In this method, the MPC problem becomes computationally burdensome when the iteration number goes high. To overcome this challenge, the emphasis of this paper is to reduce the real-time computational effort using two approximations. First one involves clustering of data at the beginning of each iteration and modifying the ambiguity set for the MPC scheme so that safety guarantees still holds. The second approximation considers determining DR-safe regions at the start of iteration and constraining the state in the MPC scheme to such safe sets. We analyze the computational tractability of these approximations and present a simulation example that considers path planning in the presence of randomly moving obstacle.

math.OC↗

arXiv2023

Iterative risk-constrained model predictive control: A data-driven distributionally robust approach

This paper proposes an iterative distributionally robust model predictive control (MPC) scheme to solve a risk-constrained infinite-horizon optimal control problem. In each iteration, the algorithm generates a trajectory from the starting point to the target equilibrium state with the aim of respecting risk constraints with high probability (that encodes safe operation of the system) and improving the cost of the trajectory as compared to previous iterations. At the end of each iteration, the visited states and observed samples of the uncertainty are stored and accumulated with the previous observations. For each iteration, the states stored previously are considered as terminal constraints of the MPC scheme, and samples obtained thus far are used to construct distributionally robust risk constraints. As iterations progress, more data is obtained and the environment is explored progressively to ensure better safety and cost optimality. We prove that the MPC scheme in each iteration is recursively feasible and the resulting trajectories converge asymptotically to the target while ensuring safety with high probability. We identify conditions under which the cost-to-go reduces as iterations progress. For systems with locally one-step reachable target, we specify scenarios that ensure finite-time convergence of iterations. We provide computationally tractable reformulations of the risk constraints for total variation and Wasserstein distance-based ambiguity sets. A simulation example illustrates the application of our results in finding a risk-constrained path for two mobile robots facing an uncertain obstacle.

math.OC↗

arXiv2022

Data-driven distributionally robust optimization over a network via distributed semi-infinite programming

This paper focuses on solving a data-driven distributionally robust optimization problem over a network of agents. The agents aim to minimize the worst-case expected cost computed over a Wasserstein ambiguity set that is centered at the empirical distribution. The samples of the uncertainty are distributed across the agents. Our approach consists of reformulating the problem as a semi-infinite program and then designing a distributed algorithm that solves a generic semi-infinite problem that has the same information structure as the reformulated problem. In particular, the decision variables consist of both local ones that agents are free to optimize over and global ones where they need to agree on. Our distributed algorithm is an iterative procedure that combines the notions of distributed ADMM and the cutting-surface method. We show that the iterates converge asymptotically to a solution of the distributionally robust problem to any pre-specified accuracy. Simulations illustrate our results.

math.OC↗

arXiv2021

Data-driven distributionally robust iterative risk-constrained model predictive control

This paper considers a risk-constrained infinite-horizon optimal control problem and proposes to solve it in an iterative manner. Each iteration of the algorithm generates a trajectory from the starting point to the target equilibrium state by implementing a distributionally robust risk-constrained model predictive control (MPC) scheme. At each iteration, a set of safe states (that satisfy the risk-constraint with high probability) and a certain number of independent and identically distributed samples of the uncertainty governing the risk constraint are available. These states and samples are accumulated in previous iterations. The safe states are used as terminal constraint in the MPC scheme and samples are used to construct a set of distributions, termed ambiguity set, such that it contains the underlying distribution of the uncertainty with high probability. The risk-constraint in each iteration is required to hold for all distributions in the ambiguity set. We establish that the trajectories generated by our iterative procedure are feasible, safe, and converge asymptotically to the equilibrium. Simulation example illustrates our results for the case of finding a risk-constrained path for a mobile robot in the presence of an uncertain obstacle.

math.OC↗