arXiv subjects

Rafael Oliveira

Publications and source records attributed to Rafael Oliveira.

At least 37 records · Page 2Linked to original sources

arXiv2023

Path Signatures for Diversity in Probabilistic Trajectory Optimisation

Motion planning can be cast as a trajectory optimisation problem where a cost is minimised as a function of the trajectory being generated. In complex environments with several obstacles and complicated geometry, this optimisation problem is usually difficult to solve and prone to local minima. However, recent advancements in computing hardware allow for parallel trajectory optimisation where multiple solutions are obtained simultaneously, each initialised from a different starting point. Unfortunately, without a strategy preventing two solutions to collapse on each other, naive parallel optimisation can suffer from mode collapse diminishing the efficiency of the approach and the likelihood of finding a global solution. In this paper we leverage on recent advances in the theory of rough paths to devise an algorithm for parallel trajectory optimisation that promotes diversity over the range of solutions, therefore avoiding mode collapses and achieving better global properties. Our approach builds on path signatures and Hilbert space representations of trajectories, and connects parallel variational inference for trajectory estimation with diversity promoting kernels. We empirically demonstrate that this strategy achieves lower average costs than competing alternatives on a range of problems, from 2D navigation to robotic manipulators operating in cluttered environments.

cs.RO↗

arXiv2022

Batch Bayesian optimisation via density-ratio estimation with guarantees

Bayesian optimisation (BO) algorithms have shown remarkable success in applications involving expensive black-box functions. Traditionally BO has been set as a sequential decision-making process which estimates the utility of query points via an acquisition function and a prior over functions, such as a Gaussian process. Recently, however, a reformulation of BO via density-ratio estimation (BORE) allowed reinterpreting the acquisition function as a probabilistic binary classifier, removing the need for an explicit prior over functions and increasing scalability. In this paper, we present a theoretical analysis of BORE's regret and an extension of the algorithm with improved uncertainty estimates. We also show that BORE can be naturally extended to a batch optimisation setting by recasting the problem as approximate Bayesian inference. The resulting algorithms come equipped with theoretical performance guarantees and are assessed against other batch and sequential BO baselines in a series of experiments.

cs.LG↗

arXiv2022

Value Function Approximations via Kernel Embeddings for No-Regret Reinforcement Learning

We consider the regret minimization problem in reinforcement learning (RL) in the episodic setting. In many real-world RL environments, the state and action spaces are continuous or very large. Existing approaches establish regret guarantees by either a low-dimensional representation of the stochastic transition model or an approximation of the $Q$-functions. However, the understanding of function approximation schemes for state-value functions largely remains missing. In this paper, we propose an online model-based RL algorithm, namely the CME-RL, that learns representations of transition distributions as embeddings in a reproducing kernel Hilbert space while carefully balancing the exploitation-exploration tradeoff. We demonstrate the efficiency of our algorithm by proving a frequentist (worst-case) regret bound that is of order $\tilde{O}\big(Hγ_N\sqrt{N}\big)$\footnote{ $\tilde{O}(\cdot)$ hides only absolute constant and poly-logarithmic factors.}, where $H$ is the episode length, $N$ is the total number of time steps and $γ_N$ is an information theoretic quantity relating the effective dimension of the state-action feature space. Our method bypasses the need for estimating transition probabilities and applies to any domain on which kernels can be defined. It also brings new insights into the general theory of kernel methods for approximate inference and RL regret minimization.

cs.LG↗

arXiv2022

Bayesian Optimisation for Robust Model Predictive Control under Model Parameter Uncertainty

We propose an adaptive optimisation approach for tuning stochastic model predictive control (MPC) hyper-parameters while jointly estimating probability distributions of the transition model parameters based on performance rewards. In particular, we develop a Bayesian optimisation (BO) algorithm with a heteroscedastic noise model to deal with varying noise across the MPC hyper-parameter and dynamics model parameter spaces. Typical homoscedastic noise models are unrealistic for tuning MPC since stochastic controllers are inherently noisy, and the level of noise is affected by their hyper-parameter settings. We evaluate the proposed optimisation algorithm in simulated control and robotics tasks where we jointly infer control and dynamics parameters. Experimental results demonstrate that our approach leads to higher cumulative rewards and more stable controllers.

cs.RO↗

arXiv2022

Adaptive Model Predictive Control by Learning Classifiers

Stochastic model predictive control has been a successful and robust control framework for many robotics tasks where the system dynamics model is slightly inaccurate or in the presence of environment disturbances. Despite the successes, it is still unclear how to best adjust control parameters to the current task in the presence of model parameter uncertainty and heteroscedastic noise. In this paper, we propose an adaptive MPC variant that automatically estimates control and model parameters by leveraging ideas from Bayesian optimisation (BO) and the classical expected improvement acquisition function. We leverage recent results showing that BO can be reformulated via density ratio estimation, which can be efficiently approximated by simply learning a classifier. This is then integrated into a model predictive path integral control framework yielding robust controllers for a variety of challenging robotics tasks. We demonstrate the approach on classical control problems under model uncertainty and robotics manipulation tasks.

cs.RO↗

arXiv2022

Robust Radical Sylvester-Gallai Theorem for Quadratics

We prove a robust generalization of a Sylvester-Gallai type theorem for quadratic polynomials, generalizing the result in [S'20]. More precisely, given a parameter $0 < δ\leq 1$ and a finite collection $\mathcal{F}$ of irreducible and pairwise independent polynomials of degree at most 2, we say that $\mathcal{F}$ is a $(δ, 2)$-radical Sylvester-Gallai configuration if for any polynomial $F_i \in \mathcal{F}$, there exist $δ(|\mathcal{F}| -1)$ polynomials $F_j$ such that $|\mathrm{rad}(F_i, F_j) \cap \mathcal{F}| \geq 3$, that is, the radical of $F_i, F_j$ contains a third polynomial in the set. In this work, we prove that any $(δ, 2)$-radical Sylvester-Gallai configuration $\mathcal{F}$ must be of low dimension: that is $$\dim \mathrm{span}(\mathcal{F}) = \mathrm{poly}(1/δ).$$

cs.DM↗

arXiv2021

Towards a theory of non-commutative optimization: geodesic first and second order methods for moment maps and polytopes

This paper initiates a systematic development of a theory of non-commutative optimization. It aims to unify and generalize a growing body of work from the past few years which developed and analyzed algorithms for natural geodesically convex optimization problems on Riemannian manifolds that arise from the symmetries of non-commutative groups. These algorithms minimize the moment map (a non-commutative notion of the usual gradient) and test membership in null cones and moment polytopes (a vast class of polytopes, typically of exponential vertex and facet complexity, which arise from this a priori non-convex, non-linear setting). This setting captures a diverse set of problems in different areas of computer science, mathematics, and physics. Several of them were solved efficiently for the first time using non-commutative methods; the corresponding algorithms also lead to solutions of purely structural problems and to many new connections between disparate fields. In the spirit of standard convex optimization, we develop two general methods in the geodesic setting, a first order and a second order method, which respectively receive first and second order information on the "derivatives" of the function to be optimized. These in particular subsume all past results. The main technical work goes into identifying the key parameters of the underlying group actions which control convergence to the optimum in each of these methods. These non-commutative analogues of "smoothness" are far more complex and require significant algebraic and analytic machinery. Despite this complexity, the way in which these parameters control convergence in both methods is quite simple and elegant. We show how to bound these parameters and hence obtain efficient algorithms for null cone membership in several concrete situations. Our work points to intriguing open problems and suggests further research directions.

math.OC↗

arXiv2021

Dual Online Stein Variational Inference for Control and Dynamics

Model predictive control (MPC) schemes have a proven track record for delivering aggressive and robust performance in many challenging control tasks, coping with nonlinear system dynamics, constraints, and observational noise. Despite their success, these methods often rely on simple control distributions, which can limit their performance in highly uncertain and complex environments. MPC frameworks must be able to accommodate changing distributions over system parameters, based on the most recent measurements. In this paper, we devise an implicit variational inference algorithm able to estimate distributions over model parameters and control inputs on-the-fly. The method incorporates Stein Variational gradient descent to approximate the target distributions as a collection of particles, and performs updates based on a Bayesian formulation. This enables the approximation of complex multi-modal posterior distributions, typically occurring in challenging and realistic robot navigation tasks. We demonstrate our approach on both simulated and real-world experiments requiring real-time execution in the face of dynamically changing environments.

cs.RO↗

arXiv2020

Sparse Spectrum Warped Input Measures for Nonstationary Kernel Learning

We establish a general form of explicit, input-dependent, measure-valued warpings for learning nonstationary kernels. While stationary kernels are ubiquitous and simple to use, they struggle to adapt to functions that vary in smoothness with respect to the input. The proposed learning algorithm warps inputs as conditional Gaussian measures that control the smoothness of a standard stationary kernel. This construction allows us to capture non-stationary patterns in the data and provides intuitive inductive bias. The resulting method is based on sparse spectrum Gaussian processes, enabling closed-form solutions, and is extensible to a stacked construction to capture more complex patterns. The method is extensively validated alongside related algorithms on synthetic and real world datasets. We demonstrate a remarkable efficiency in the number of parameters of the warping functions in learning problems with both small and large data regimes.

cs.LG↗

arXiv2020

Heteroscedastic Bayesian Optimisation for Stochastic Model Predictive Control

Model predictive control (MPC) has been successful in applications involving the control of complex physical systems. This class of controllers leverages the information provided by an approximate model of the system's dynamics to simulate the effect of control actions. MPC methods also present a few hyper-parameters which may require a relatively expensive tuning process by demanding interactions with the physical system. Therefore, we investigate fine-tuning MPC methods in the context of stochastic MPC, which presents extra challenges due to the randomness of the controller's actions. In these scenarios, performance outcomes present noise, which is not homogeneous across the domain of possible hyper-parameter settings, but which varies in an input-dependent way. To address these issues, we propose a Bayesian optimisation framework that accounts for heteroscedastic noise to tune hyper-parameters in control problems. Empirical results on benchmark continuous control tasks and a physical robot support the proposed framework's suitability relative to baselines, which do not take heteroscedasticity into account.

cs.LG↗

arXiv2020

DISCO: Double Likelihood-free Inference Stochastic Control

Accurate simulation of complex physical systems enables the development, testing, and certification of control strategies before they are deployed into the real systems. As simulators become more advanced, the analytical tractability of the differential equations and associated numerical solvers incorporated in the simulations diminishes, making them difficult to analyse. A potential solution is the use of probabilistic inference to assess the uncertainty of the simulation parameters given real observations of the system. Unfortunately the likelihood function required for inference is generally expensive to compute or totally intractable. In this paper we propose to leverage the power of modern simulators and recent techniques in Bayesian statistics for likelihood-free inference to design a control framework that is efficient and robust with respect to the uncertainty over simulation parameters. The posterior distribution over simulation parameters is propagated through a potentially non-analytical model of the system with the unscented transform, and a variant of the information theoretical model predictive control. This approach provides a more efficient way to evaluate trajectory roll outs than Monte Carlo sampling, reducing the online computation burden. Experiments show that the controller proposed attained superior performance and robustness on classical control and robotics tasks when compared to models not accounting for the uncertainty over model parameters.

cs.RO↗

arXiv2020

Search problems in algebraic complexity, GCT, and hardness of generator for invariant rings

We consider the problem of computing succinct encodings of lists of generators for invariant rings for group actions. Mulmuley conjectured that there are always polynomial sized such encodings for invariant rings of $\SL_n(\C)$-representations. We provide simple examples that disprove this conjecture (under standard complexity assumptions). We develop a general framework, denoted \emph{algebraic circuit search problems}, that captures many important problems in algebraic complexity and computational invariant theory. This framework encompasses various proof systems in proof complexity and some of the central problems in invariant theory as exposed by the Geometric Complexity Theory (GCT) program, including the aforementioned problem of computing succinct encodings for generators for invariant rings.

cs.CC↗

arXiv2019

More barriers for rank methods, via a "numeric to symbolic" transfer

We prove new barrier results in arithmetic complexity theory, showing severe limitations of natural lifting (aka escalation) techniques. For example, we prove that even optimal rank lower bounds on $k$-tensors cannot yield non-trivial lower bounds on the rank of $d$-tensors, for any constant $d>k$. This significantly extends recent barrier results on the limits of (matrix) rank methods by Efremenko, Garg, Oliveira and Wigderson, which handles the (very important) case $k=2$. Our generalization requires the development of new technical tools and results in algebraic geometry, which are interesting in their own right and possibly applicable elsewhere. The basic issue they probe is the relation between numeric and symbolic rank of tensors, essential in the proofs of previous and current barriers. Our main technical result implies that for every symbolic $k$-tensor (namely one whose entries are polynomials in some set of variables), if the tensor rank is small for every evaluation of the variables, then it is small symbolically. This statement is obvious for $k=2$. To prove an analogous statement for $k>2$ we develop a "numeric to symbolic" transfer of algebraic relations to algebraic functions, somewhat in the spirit of the implicit function theorem. It applies in the general setting of inclusion of images of polynomial maps, in the form appearing in Raz's elusive functions approach to proving VP $\neq$ VNP. We give a toy application showing how our transfer theorem may be useful in pursuing this approach to prove arithmetic complexity lower bounds.

cs.CC↗

arXiv2019

Bayesian optimisation under uncertain inputs

Bayesian optimisation (BO) has been a successful approach to optimise functions which are expensive to evaluate and whose observations are noisy. Classical BO algorithms, however, do not account for errors about the location where observations are taken, which is a common issue in problems with physical components. In these cases, the estimation of the actual query location is also subject to uncertainty. In this context, we propose an upper confidence bound (UCB) algorithm for BO problems where both the outcome of a query and the true query location are uncertain. The algorithm employs a Gaussian process model that takes probability distributions as inputs. Theoretical results are provided for both the proposed algorithm and a conventional UCB approach within the uncertain-inputs setting. Finally, we evaluate each method's performance experimentally, comparing them to other input noise aware BO approaches on simulated scenarios involving synthetic and real data.

cs.LG↗

arXiv2019

Towards Optimal Depth Reductions for Syntactically Multilinear Circuits

We show that any $n$-variate polynomial computable by a syntactically multilinear circuit of size $\operatorname{poly}(n)$ can be computed by a depth-$4$ syntactically multilinear ($ΣΠΣΠ$) circuit of size at most $\exp\left({O\left(\sqrt{n\log n}\right)}\right)$. For degree $d = ω(n/\log n)$, this improves upon the upper bound of $\exp\left({O(\sqrt{d}\log n)}\right)$ obtained by Tavenas~\cite{T15} for general circuits, and is known to be asymptotically optimal in the exponent when $d < n^ε$ for a small enough constant $ε$. Our upper bound matches the lower bound of $\exp\left({Ω\left(\sqrt{n\log n}\right)}\right)$ proved by Raz and Yehudayoff~\cite{RY09}, and thus cannot be improved further in the exponent. Our results hold over all fields and also generalize to circuits of small individual degree. More generally, we show that an $n$-variate polynomial computable by a syntactically multilinear circuit of size $\operatorname{poly}(n)$ can be computed by a syntactically multilinear circuit of product-depth $Δ$ of size at most $\exp\left(O\left(Δ\cdot (n/\log n)^{1/Δ} \cdot \log n\right)\right)$. It follows from the lower bounds of Raz and Yehudayoff (CC 2009) that in general, for constant $Δ$, the exponent in this upper bound is tight and cannot be improved to $o\left(\left(n/\log n\right)^{1/Δ}\cdot \log n\right)$.

cs.CC↗

arXiv2019

Operator scaling: theory and applications

In this paper we present a deterministic polynomial time algorithm for testing if a symbolic matrix in non-commuting variables over $\mathbb{Q}$ is invertible or not. The analogous question for commuting variables is the celebrated polynomial identity testing (PIT) for symbolic determinants. In contrast to the commutative case, which has an efficient probabilistic algorithm, the best previous algorithm for the non-commutative setting required exponential time (whether or not randomization is allowed). The algorithm efficiently solves the "word problem" for the free skew field, and the identity testing problem for arithmetic formulae with division over non-commuting variables, two problems which had only exponential-time algorithms prior to this work. The main contribution of this paper is a complexity analysis of an existing algorithm due to Gurvits, who proved it was polynomial time for certain classes of inputs. We prove it always runs in polynomial time. The main component of our analysis is a simple (given the necessary known tools) lower bound on central notion of capacity of operators (introduced by Gurvits). We extend the algorithm to actually approximate capacity to any accuracy in polynomial time, and use this analysis to give quantitative bounds on the continuity of capacity (the latter is used in a subsequent paper on Brascamp-Lieb inequalities). Symbolic matrices in non-commuting variables, and the related structural and algorithmic questions, have a remarkable number of diverse origins and motivations. They arise independently in (commutative) invariant theory and representation theory, linear algebra, optimization, linear system theory, quantum information theory, approximation of the permanent and naturally in non-commutative algebra. We provide a detailed account of some of these sources and their interconnections.

cs.CC↗

arXiv2018

Recent progress on scaling algorithms and applications

Scaling problems have a rich and diverse history, and thereby have found numerous applications in several fields of science and engineering. For instance, the matrix scaling problem has had applications ranging from theoretical computer science to telephone forecasting, economics, statistics, optimization, among many other fields. Recently, a generalization of matrix scaling known as operator scaling has found applications in non-commutative algebra, invariant theory, combinatorics and algebraic complexity; and a further generalization (tensor scaling) has found more applications in quantum information theory, geometric complexity theory and invariant theory. In this survey, we will describe in detail the scaling problems mentioned above, showing how alternating minimization algorithms naturally arise in this setting, and we shall present a general framework to rigorously analyze such algorithms. These simple problems and algorithms are not just applicable to diverse mathematical and CS areas, but also serve to bring out deep connections between them. As this framework makes extensive use of concepts from invariant theory, we also provide a very gentle introduction to basic concepts of invariant theory and how they are used to analyze alternating minimization algorithms for the scaling problems. This survey is intended for a general computer science audience, and the only background required is basic knowledge of calculus and linear algebra, thereby making it accessible to graduate students and even to advanced undergraduates.

cs.DS↗

arXiv2018

Efficient algorithms for tensor scaling, quantum marginals and moment polytopes

We present a polynomial time algorithm to approximately scale tensors of any format to arbitrary prescribed marginals (whenever possible). This unifies and generalizes a sequence of past works on matrix, operator and tensor scaling. Our algorithm provides an efficient weak membership oracle for the associated moment polytopes, an important family of implicitly-defined convex polytopes with exponentially many facets and a wide range of applications. These include the entanglement polytopes from quantum information theory (in particular, we obtain an efficient solution to the notorious one-body quantum marginal problem) and the Kronecker polytopes from representation theory (which capture the asymptotic support of Kronecker coefficients). Our algorithm can be applied to succinct descriptions of the input tensor whenever the marginals can be efficiently computed, as in the important case of matrix product states or tensor-train decompositions, widely used in computational physics and numerical mathematics. We strengthen and generalize the alternating minimization approach of previous papers by introducing the theory of highest weight vectors from representation theory into the numerical optimization framework. We show that highest weight vectors are natural potential functions for scaling algorithms and prove new bounds on their evaluations to obtain polynomial-time convergence. Our techniques are general and we believe that they will be instrumental to obtain efficient algorithms for moment polytopes beyond the ones consider here, and more broadly, for other optimization problems possessing natural symmetries.

cs.DS↗