arXiv subjects

Chao Qu

Publications and source records attributed to Chao Qu.

At least 55 records · Page 3Linked to original sources

arXiv2022

Bellman Meets Hawkes: Model-Based Reinforcement Learning via Temporal Point Processes

We consider a sequential decision making problem where the agent faces the environment characterized by the stochastic discrete events and seeks an optimal intervention policy such that its long-term reward is maximized. This problem exists ubiquitously in social media, finance and health informatics but is rarely investigated by the conventional research in reinforcement learning. To this end, we present a novel framework of the model-based reinforcement learning where the agent's actions and observations are asynchronous stochastic discrete events occurring in continuous-time. We model the dynamics of the environment by Hawkes process with external intervention control term and develop an algorithm to embed such process in the Bellman equation which guides the direction of the value gradient. We demonstrate the superiority of our method in both synthetic simulator and real-world problem.

cs.LG↗

arXiv2022

A Meta Reinforcement Learning Approach for Predictive Autoscaling in the Cloud

Predictive autoscaling (autoscaling with workload forecasting) is an important mechanism that supports autonomous adjustment of computing resources in accordance with fluctuating workload demands in the Cloud. In recent works, Reinforcement Learning (RL) has been introduced as a promising approach to learn the resource management policies to guide the scaling actions under the dynamic and uncertain cloud environment. However, RL methods face the following challenges in steering predictive autoscaling, such as lack of accuracy in decision-making, inefficient sampling and significant variability in workload patterns that may cause policies to fail at test time. To this end, we propose an end-to-end predictive meta model-based RL algorithm, aiming to optimally allocate resource to maintain a stable CPU utilization level, which incorporates a specially-designed deep periodic workload prediction model as the input and embeds the Neural Process to guide the learning of the optimal scaling actions over numerous application services in the Cloud. Our algorithm not only ensures the predictability and accuracy of the scaling strategy, but also enables the scaling decisions to adapt to the changing workloads with high sample efficiency. Our method has achieved significant performance improvement compared to the existing algorithms and has been deployed online at Alipay, supporting the autoscaling of applications for the world-leading payment platform.

cs.LG↗

arXiv2022

LLOL: Low-Latency Odometry for Spinning Lidars

In this paper, we present a low-latency odometry system designed for spinning lidars. Many existing lidar odometry methods wait for an entire sweep from the lidar before processing the data. This introduces a large delay between the first laser firing and its pose estimate. To reduce this latency, we treat the spinning lidar as a streaming sensor and process packets as they arrive. This effectively distributes expensive operations across time, resulting in a very fast and lightweight system with much higher throughput and lower latency. Our open-source implementation is available at \url{https://github.com/versatran01/llol}.

cs.RO↗

arXiv2022

DSOL: A Fast Direct Sparse Odometry Scheme

In this paper, we describe Direct Sparse Odometry Lite (DSOL), an improved version of Direct Sparse Odometry (DSO). We propose several algorithmic and implementation enhancements which speed up computation by a significant factor (on average 5x) even on resource constrained platforms. The increase in speed allows us to process images at higher frame rates, which in turn provides better results on rapid motions. Our open-source implementation is available at https://github.com/versatran01/dsol.

cs.RO↗

arXiv2022

Variational Policy Propagation for Multi-agent Reinforcement Learning

We propose a \emph{collaborative} multi-agent reinforcement learning algorithm named variational policy propagation (VPP) to learn a \emph{joint} policy through the interactions over agents. We prove that the joint policy is a Markov Random Field under some mild conditions, which in turn reduces the policy space effectively. We integrate the variational inference as special differentiable layers in policy such that the actions can be efficiently sampled from the Markov Random Field and the overall policy is differentiable. We evaluate our algorithm on several large scale challenging tasks and demonstrate that it outperforms previous state-of-the-arts.

cs.LG↗

arXiv2021

Bayesian Deep Basis Fitting for Depth Completion with Uncertainty

In this work we investigate the problem of uncertainty estimation for image-guided depth completion. We extend Deep Basis Fitting (DBF) for depth completion within a Bayesian evidence framework to provide calibrated per-pixel variance. The DBF approach frames the depth completion problem in terms of a network that produces a set of low-dimensional depth bases and a differentiable least squares fitting module that computes the basis weights using the sparse depths. By adopting a Bayesian treatment, our Bayesian Deep Basis Fitting (BDBF) approach is able to 1) predict high-quality uncertainty estimates and 2) enable depth completion with few or no sparse measurements. We conduct controlled experiments to compare BDBF against commonly used techniques for uncertainty estimation under various scenarios. Results show that our method produces better uncertainty estimates with accurate depth prediction.

cs.CV↗

arXiv2020

Model Embedding Model-Based Reinforcement Learning

Model-based reinforcement learning (MBRL) has shown its advantages in sample-efficiency over model-free reinforcement learning (MFRL). Despite the impressive results it achieves, it still faces a trade-off between the ease of data generation and model bias. In this paper, we propose a simple and elegant model-embedding model-based reinforcement learning (MEMB) algorithm in the framework of the probabilistic reinforcement learning. To balance the sample-efficiency and model bias, we exploit both real and imaginary data in the training. In particular, we embed the model in the policy update and learn $Q$ and $V$ functions from the real data set. We provide the theoretical analysis of MEMB with the Lipschitz continuity assumption on the model and policy. At last, we evaluate MEMB on several benchmarks and demonstrate our algorithm can achieve state-of-the-art performance.

cs.LG↗

arXiv2019

SLOAM: Semantic Lidar Odometry and Mapping for Forest Inventory

This paper describes an end-to-end pipeline for tree diameter estimation based on semantic segmentation and lidar odometry and mapping. Accurate mapping of this type of environment is challenging since the ground and the trees are surrounded by leaves, thorns and vines, and the sensor typically experiences extreme motion. We propose a semantic feature based pose optimization that simultaneously refines the tree models while estimating the robot pose. The pipeline utilizes a custom virtual reality tool for labeling 3D scans that is used to train a semantic segmentation network. The masked point cloud is used to compute a trellis graph that identifies individual instances and extracts relevant features that are used by the SLAM module. We show that traditional lidar and image based methods fail in the forest environment on both Unmanned Aerial Vehicle (UAV) and hand-carry systems, while our method is more robust, scalable, and automatically generates tree diameter estimations.

cs.RO↗

arXiv2019

Depth Completion via Deep Basis Fitting

In this paper we consider the task of image-guided depth completion where our system must infer the depth at every pixel of an input image based on the image content and a sparse set of depth measurements. We propose a novel approach that builds upon the strengths of modern deep learning techniques and classical optimization algorithms and significantly improves performance. The proposed method replaces the final $1\times 1$ convolutional layer employed in most depth completion networks with a least squares fitting module which computes weights by fitting the implicit depth bases to the given sparse depth measurements. In addition, we show how our proposed method can be naturally extended to a multi-scale formulation for improved self-supervised training. We demonstrate through extensive experiments on various datasets that our approach achieves consistent improvements over state-of-the-art baseline methods with small computational overhead.

cs.CV↗

arXiv2019

Value Propagation for Decentralized Networked Deep Multi-agent Reinforcement Learning

We consider the networked multi-agent reinforcement learning (MARL) problem in a fully decentralized setting, where agents learn to coordinate to achieve the joint success. This problem is widely encountered in many areas including traffic control, distributed control, and smart grids. We assume that the reward function for each agent can be different and observed only locally by the agent itself. Furthermore, each agent is located at a node of a communication network and can exchanges information only with its neighbors. Using softmax temporal consistency and a decentralized optimization method, we obtain a principled and data-efficient iterative algorithm. In the first step of each iteration, an agent computes its local policy and value gradients and then updates only policy parameters. In the second step, the agent propagates to its neighbors the messages based on its value function and then updates its own value function. Hence we name the algorithm value propagation. We prove a non-asymptotic convergence rate 1/T with the nonlinear function approximation. To the best of our knowledge, it is the first MARL algorithm with convergence guarantee in the control, off-policy and non-linear function approximation setting. We empirically demonstrate the effectiveness of our approach in experiments.

cs.LG↗

arXiv2019

Nonlinear Distributional Gradient Temporal-Difference Learning

We devise a distributional variant of gradient temporal-difference (TD) learning. Distributional reinforcement learning has been demonstrated to outperform the regular one in the recent study \citep{bellemare2017distributional}. In the policy evaluation setting, we design two new algorithms called distributional GTD2 and distributional TDC using the Cram{é}r distance on the distributional version of the Bellman error objective function, which inherits advantages of both the nonlinear gradient TD algorithms and the distributional RL approach. In the control setting, we propose the distributional Greedy-GQ using the similar derivation. We prove the asymptotic almost-sure convergence of distributional GTD2 and TDC to a local optimal solution for general smooth function approximators, which includes neural networks that have been widely used in recent study to solve the real-life RL problems. In each step, the computational complexities of above three algorithms are linear w.r.t.\ the number of the parameters of the function approximator, thus can be implemented efficiently for neural networks.

cs.LG↗

arXiv2018

Robust Fruit Counting: Combining Deep Learning, Tracking, and Structure from Motion

We present a novel fruit counting pipeline that combines deep segmentation, frame to frame tracking, and 3D localization to accurately count visible fruits across a sequence of images. Our pipeline works on image streams from a monocular camera, both in natural light, as well as with controlled illumination at night. We first train a Fully Convolutional Network (FCN) and segment video frame images into fruit and non-fruit pixels. We then track fruits across frames using the Hungarian Algorithm where the objective cost is determined from a Kalman Filter corrected Kanade-Lucas-Tomasi (KLT) Tracker. In order to correct the estimated count from tracking process, we combine tracking results with a Structure from Motion (SfM) algorithm to calculate relative 3D locations and size estimates to reject outliers and double counted fruit tracks. We evaluate our algorithm by comparing with ground-truth human-annotated visual counts. Our results demonstrate that our pipeline is able to accurately and reliably count fruits across image sequences, and the correction step can significantly improve the counting accuracy and robustness. Although discussed in the context of fruit counting, our work can extend to detection, tracking, and counting of a variety of other stationary features of interest such as leaf-spots, wilt, and blossom.

cs.CV↗

arXiv2018

Communication-Efficient Projection-Free Algorithm for Distributed Optimization

Distributed optimization has gained a surge of interest in recent years. In this paper we propose a distributed projection free algorithm named Distributed Conditional Gradient Sliding(DCGS). Compared to the state-of-the-art distributed Frank-Wolfe algorithm, our algorithm attains the same communication complexity under much more realistic assumptions. In contrast to the consensus based algorithm, DCGS is based on the primal-dual algorithm, yielding a modular analysis that can be exploited to improve linear oracle complexity whenever centralized Frank-Wolfe can be improved. We demonstrate this advantage and show that the linear oracle complexity can be reduced to almost the same order of magnitude as the communication complexity, when the feasible set is polyhedral. Finally we present experimental results on Lasso and matrix completion, demonstrating significant performance improvement compared to the existing distributed Frank-Wolfe algorithm.

math.OC↗

arXiv2018

Projection-Free Algorithms in Statistical Estimation

Frank-Wolfe algorithm (FW) and its variants have gained a surge of interests in machine learning community due to its projection-free property. Recently people have reduced the gradient evaluation complexity of FW algorithm to $\log(\frac{1}ε)$ for the smooth and strongly convex objective. This complexity result is especially significant in learning problem, as the overwhelming data size makes a single evluation of gradient computational expensive. However, in high-dimensional statistical estimation problems, the objective is typically not strongly convex, and sometimes even non-convex. In this paper, we extend the state-of-the-art FW type algorithms for the large-scale, high-dimensional estimation problem. We show that as long as the objective satisfies {\em restricted strong convexity}, and we are not optimizing over statistical limit of the model, the $\log(\frac{1}ε)$ gradient evaluation complexity could still be attained.

stat.ML↗

arXiv2018

Fast Global Convergence via Landscape of Empirical Loss

While optimizing convex objective (loss) functions has been a powerhouse for machine learning for at least two decades, non-convex loss functions have attracted fast growing interests recently, due to many desirable properties such as superior robustness and classification accuracy, compared with their convex counterparts. The main obstacle for non-convex estimators is that it is in general intractable to find the optimal solution. In this paper, we study the computational issues for some non-convex M-estimators. In particular, we show that the stochastic variance reduction methods converge to the global optimal with linear rate, by exploiting the statistical property of the population loss. En route, we improve the convergence analysis for the batch gradient method in \cite{mei2016landscape}.

stat.ML↗

arXiv2017

Fast, Autonomous Flight in GPS-Denied and Cluttered Environments

One of the most challenging tasks for a flying robot is to autonomously navigate between target locations quickly and reliably while avoiding obstacles in its path, and with little to no a-priori knowledge of the operating environment. This challenge is addressed in the present paper. We describe the system design and software architecture of our proposed solution, and showcase how all the distinct components can be integrated to enable smooth robot operation. We provide critical insight on hardware and software component selection and development, and present results from extensive experimental testing in real-world warehouse environments. Experimental testing reveals that our proposed solution can deliver fast and robust aerial robot autonomous navigation in cluttered, GPS-denied environments.

cs.RO↗

arXiv2017

Non-convex Conditional Gradient Sliding

We investigate a projection free method, namely conditional gradient sliding on batched, stochastic and finite-sum non-convex problem. CGS is a smart combination of Nesterov's accelerated gradient method and Frank-Wolfe (FW) method, and outperforms FW in the convex setting by saving gradient computations. However, the study of CGS in the non-convex setting is limited. In this paper, we propose the non-convex conditional gradient sliding (NCGS) which surpasses the non-convex Frank-Wolfe method in batched, stochastic and finite-sum setting.

math.OC↗

arXiv2017

Linear Convergence of SVRG in Statistical Estimation

SVRG and its variants are among the state of art optimization algorithms for large scale machine learning problems. It is well known that SVRG converges linearly when the objective function is strongly convex. However this setup can be restrictive, and does not include several important formulations such as Lasso, group Lasso, logistic regression, and some non-convex models including corrected Lasso and SCAD. In this paper, we prove that, for a class of statistical M-estimators covering examples mentioned above, SVRG solves the formulation with {\em a linear convergence rate} without strong convexity or even convexity. Our analysis makes use of {\em restricted strong convexity}, under which we show that SVRG converges linearly to the fundamental statistical precision of the model, i.e., the difference between true unknown parameter $θ^*$ and the optimal solution $\hatθ$ of the model.

stat.ML↗