arXiv subjects

Ziye Ma

Publications and source records attributed to Ziye Ma.

23 records · Page 2Linked to original sources

arXiv2023

Over-parametrization via Lifting for Low-rank Matrix Sensing: Conversion of Spurious Solutions to Strict Saddle Points

This paper studies the role of over-parametrization in solving non-convex optimization problems. The focus is on the important class of low-rank matrix sensing, where we propose an infinite hierarchy of non-convex problems via the lifting technique and the Burer-Monteiro factorization. This contrasts with the existing over-parametrization technique where the search rank is limited by the dimension of the matrix and it does not allow a rich over-parametrization of an arbitrary degree. We show that although the spurious solutions of the problem remain stationary points through the hierarchy, they will be transformed into strict saddle points (under some technical conditions) and can be escaped via local search methods. This is the first result in the literature showing that over-parametrization creates a negative curvature for escaping spurious solutions. We also derive a bound on how much over-parametrization is requited to enable the elimination of spurious solutions.

math.OC↗

arXiv2022

Semidefinite Programming versus Burer-Monteiro Factorization for Matrix Sensing

Many fundamental low-rank optimization problems, such as matrix completion, phase synchronization/retrieval, power system state estimation, and robust PCA, can be formulated as the matrix sensing problem. Two main approaches for solving matrix sensing are based on semidefinite programming (SDP) and Burer-Monteiro (B-M) factorization. The SDP method suffers from high computational and space complexities, whereas the B-M method may return a spurious solution due to the non-convexity of the problem. The existing theoretical guarantees for the success of these methods have led to similar conservative conditions, which may wrongly imply that these methods have comparable performances. In this paper, we shed light on some major differences between these two methods. First, we present a class of structured matrix completion problems for which the B-M methods fail with an overwhelming probability, while the SDP method works correctly. Second, we identify a class of highly sparse matrix completion problems for which the B-M method works and the SDP method fails. Third, we prove that although the B-M method exhibits the same performance independent of the rank of the unknown solution, the success of the SDP method is correlated to the rank of the solution and improves as the rank increases. Unlike the existing literature that has mainly focused on those instances of matrix sensing for which both SDP and B-M work, this paper offers the first result on the unique merit of each method over the alternative approach.

math.OC↗

arXiv2021

A Sequential Framework Towards an Exact SDP Verification of Neural Networks

Although neural networks have been applied to several systems in recent years, they still cannot be used in safety-critical systems due to the lack of efficient techniques to certify their robustness. A number of techniques based on convex optimization have been proposed in the literature to study the robustness of neural networks, and the semidefinite programming (SDP) approach has emerged as a leading contender for the robust certification of neural networks. The major challenge to the SDP approach is that it is prone to a large relaxation gap. In this work, we address this issue by developing a sequential framework to shrink this gap to zero by adding non-convex cuts to the optimization problem via disjunctive programming. We analyze the performance of this sequential SDP method both theoretically and empirically, and show that it bridges the gap as the number of cuts increases.

cs.LG↗

arXiv2020

Certifiably Globally Optimal Extrinsic Calibration from Per-Sensor Egomotion

We present a certifiably globally optimal algorithm for determining the extrinsic calibration between two sensors that are capable of producing independent egomotion estimates. This problem has been previously solved using a variety of techniques, including local optimization approaches that have no formal global optimality guarantees. We use a quadratic objective function to formulate calibration as a quadratically constrained quadratic program (QCQP). By leveraging recent advances in the optimization of QCQPs, we are able to use existing semidefinite program (SDP) solvers to obtain a certifiably global optimum via the Lagrangian dual problem. Our problem formulation can be globally optimized by existing general-purpose solvers in less than a second, regardless of the number of measurements available and the noise level. This enables a variety of robotic platforms to rapidly and robustly compute and certify a globally optimal set of calibration parameters without a prior estimate or operator intervention. We compare the performance of our approach with a local solver on extensive simulations and multiple real datasets. Finally, we present necessary observability conditions that connect our approach to recent theoretical results and analytically support the empirical performance of our system.

cs.RO↗

arXiv2020

Tightened Convex Relaxations for Neural Network Robustness Certification

In this paper, we consider the problem of certifying the robustness of neural networks to perturbed and adversarial input data. Such certification is imperative for the application of neural networks in safety-critical decision-making and control systems. Certification techniques using convex optimization have been proposed, but they often suffer from relaxation errors that void the certificate. Our work exploits the structure of ReLU networks to improve relaxation errors through a novel partition-based certification procedure. The proposed method is proven to tighten existing linear programming relaxations, and asymptotically achieves zero relaxation error as the partition is made finer. We develop a finite partition that attains zero relaxation error and use the result to derive a tractable partitioning scheme that minimizes the worst-case relaxation error. Experiments using real data show that the partitioning procedure is able to issue robustness certificates in cases where prior methods fail. Consequently, partition-based certification procedures are found to provide an intuitive, effective, and theoretically justified method for tightening existing convex relaxation techniques.

cs.LG↗