Information-Geometric Optimization Algorithms: A Unifying Picture via Invariance Principles

We present a canonical way to turn any smooth parametric family of probability distributions on an arbitrary search space $X$ into a continuous-time black-box optimization method on $X$, the \emph{information-geometric optimization} (IGO) method. Invariance as a design principle minimizes the number of arbitrary choices. The resulting \emph{IGO flow} conducts the natural gradient ascent of an adaptive, time-dependent, quantile-based transformation of the objective function. It makes no assumptions on the objective function to be optimized. The IGO method produces explicit IGO algorithms through time discretization. It naturally recovers versions of known algorithms and offers a systematic way to derive new ones. The cross-entropy method is recovered in a particular case, and can be extended into a smoothed, parametrization-independent maximum likelihood update (IGO-ML). For Gaussian distributions on $\mathbb{R}^d$, IGO is related to natural evolution strategies (NES) and recovers a version of the CMA-ES algorithm. For Bernoulli distributions on $\{0,1\}^d$, we recover the PBIL algorithm. From restricted Boltzmann machines, we obtain a novel algorithm for optimization on $\{0,1\}^d$. All these algorithms are unified under a single information-geometric optimization framework. Thanks to its intrinsic formulation, the IGO method achieves invariance under reparametrization of the search space $X$, under a change of parameters of the probability distributions, and under increasing transformations of the objective function. Theory strongly suggests that IGO algorithms have minimal loss in diversity during optimization, provided the initial diversity is high. First experiments using restricted Boltzmann machines confirm this insight. Thus IGO seems to provide, from information theory, an elegant way to spontaneously explore several valleys of a fitness landscape in a single run.Comment: Final published versio

On a Connection between Differential Games, Optimal Control, and Energy-based Models for Multi-Agent Interactions

Game theory offers an interpretable mathematical framework for modeling multi-agent interactions. However, its applicability in real-world robotics applications is hindered by several challenges, such as unknown agents' preferences and goals. To address these challenges, we show a connection between differential games, optimal control, and energy-based models and demonstrate how existing approaches can be unified under our proposed Energy-based Potential Game formulation. Building upon this formulation, this work introduces a new end-to-end learning application that combines neural networks for game-parameter inference with a differentiable game-theoretic optimization layer, acting as an inductive bias. The experiments using simulated mobile robot pedestrian interactions and real-world automated driving data provide empirical evidence that the game-theoretic layer improves the predictive performance of various neural network backbones.Comment: International Conference on Machine Learning, Workshop on New Frontiers in Learning, Control, and Dynamical Systems (ICML 2023 Frontiers4LCD

Mixing and non-mixing local minima of the entropy contrast for blind source separation

In this paper, both non-mixing and mixing local minima of the entropy are analyzed from the viewpoint of blind source separation (BSS); they correspond respectively to acceptable and spurious solutions of the BSS problem. The contribution of this work is twofold. First, a Taylor development is used to show that the \textit{exact} output entropy cost function has a non-mixing minimum when this output is proportional to \textit{any} of the non-Gaussian sources, and not only when the output is proportional to the lowest entropic source. Second, in order to prove that mixing entropy minima exist when the source densities are strongly multimodal, an entropy approximator is proposed. The latter has the major advantage that an error bound can be provided. Even if this approximator (and the associated bound) is used here in the BSS context, it can be applied for estimating the entropy of any random variable with multimodal density.Comment: 11 pages, 6 figures, To appear in IEEE Transactions on Information Theor

Procedural function-based modelling of volumetric microstructures

We propose a new approach to modelling heterogeneous objects containing internal volumetric structures with size of details orders of magnitude smaller than the overall size of the object. The proposed function-based procedural representation provides compact, precise, and arbitrarily parameterised models of coherent microstructures, which can undergo blending, deformations, and other geometric operations, and can be directly rendered and fabricated without generating any auxiliary representations (such as polygonal meshes and voxel arrays). In particular, modelling of regular lattices and cellular microstructures as well as irregular porous media is discussed and illustrated. We also present a method to estimate parameters of the given model by fitting it to microstructure data obtained with magnetic resonance imaging and other measurements of natural and artificial objects. Examples of rendering and digital fabrication of microstructure models are presented

Quantifying the Evolutionary Self Structuring of Embodied Cognitive Networks

We outline a possible theoretical framework for the quantitative modeling of networked embodied cognitive systems. We notice that: 1) information self structuring through sensory-motor coordination does not deterministically occur in Rn vector space, a generic multivariable space, but in SE(3), the group structure of the possible motions of a body in space; 2) it happens in a stochastic open ended environment. These observations may simplify, at the price of a certain abstraction, the modeling and the design of self organization processes based on the maximization of some informational measures, such as mutual information. Furthermore, by providing closed form or computationally lighter algorithms, it may significantly reduce the computational burden of their implementation. We propose a modeling framework which aims to give new tools for the design of networks of new artificial self organizing, embodied and intelligent agents and the reverse engineering of natural ones. At this point, it represents much a theoretical conjecture and it has still to be experimentally verified whether this model will be useful in practice.

Extraction of Audio Features Specific to Speech using Information Theory and Differential Evolution

We present a method that exploits an information theoretic framework to extract optimized audio features using the video information. A simple measure of mutual information (MI) between the resulting audio features and the video ones allows to detect the active speaker among different candidates. Our method involves the optimization of an MI-based objective function. No approximation is introduced to solve this optimization problem, neither concerning the estimation of the probability density functions (pdf) of the features, nor the cost function itself. The pdf are estimated from the samples using a non-parametric approach. As far as concern the optimization process itself, three different optimization methods (one local and two globals) are compared in this paper. The Differential Evolution algorithm is shown to be outstanding performant for our problem and is threrefore eventually retains. Two information theoretic optimization criteria are compared and their ability to extract audio features specific to speeh is discussed. As a result, our method achieves a speaker detection rate of 100% on our test sequences, and of 95% on a state-of-the-art sequence

Extraction of audio features specific to speech production for multimodal speaker detection

A method that exploits an information theoretic framework to extract optimized audio features using video information is presented. A simple measure of mutual information (MI) between the resulting audio and video features allows the detection of the active speaker among different candidates. This method involves the optimization of an MI-based objective function. No approximation is needed to solve this optimization problem, neither for the estimation of the probability density functions (pdf) of the features, nor for the cost function itself. The pdf are estimated from the samples using a non-parametric approach. The challenging optimization problem is solved using a global method: the Differential Evolution algorithm. Two information theoretic optimization criteria are compared and their ability to extract audio features specific to speech is discussed. Using these specific speech audio features, candidates video features are then classified as membership of the "speaker" or "non-speaker" class, resulting in a speaker detection scheme. As a result, our method achieves a speaker detection rate of 100% on home- grown test sequences, and of 85% on most commonly used sequences