Faster Predict-and-Optimize with Davis-Yin Splitting

In many applications, a combinatorial problem must be repeatedly solved with similar, but distinct parameters. Yet, the parameters $w$ are not directly observed; only contextual data $d$ that correlates with $w$ is available. It is tempting to use a neural network to predict $w$ given $d$, but training such a model requires reconciling the discrete nature of combinatorial optimization with the gradient-based frameworks used to train neural networks. When the problem in question is an Integer Linear Program (ILP), one approach to overcoming this issue is to consider a continuous relaxation of the combinatorial problem. While existing methods utilizing this approach have shown to be highly effective on small problems (10-100 variables), they do not scale well to large problems. In this work, we draw on ideas from modern convex optimization to design a network and training scheme which scales effortlessly to problems with thousands of variables

ViT-A*: Legged Robot Path Planning using Vision Transformer A*

Legged robots, particularly quadrupeds, offer promising navigation capabilities, especially in scenarios requiring traversal over diverse terrains and obstacle avoidance. This paper addresses the challenge of enabling legged robots to navigate complex environments effectively through the integration of data-driven path-planning methods. We propose an approach that utilizes differentiable planners, allowing the learning of end-to-end global plans via a neural network for commanding quadruped robots. The approach leverages 2D maps and obstacle specifications as inputs to generate a global path. To enhance the functionality of the developed neural network-based path planner, we use Vision Transformers (ViT) for map pre-processing, to enable the effective handling of larger maps. Experimental evaluations on two real robotic quadrupeds (Boston Dynamics Spot and Unitree Go1) demonstrate the effectiveness and versatility of the proposed approach in generating reliable path plans

Decision-Oriented Learning with Differentiable Submodular Maximization for Vehicle Routing Problem

We study the problem of learning a function that maps context observations (input) to parameters of a submodular function (output). Our motivating case study is a specific type of vehicle routing problem, in which a team of Unmanned Ground Vehicles (UGVs) can serve as mobile charging stations to recharge a team of Unmanned Ground Vehicles (UAVs) that execute persistent monitoring tasks. {We want to learn the mapping from observations of UAV task routes and wind field to the parameters of a submodular objective function, which describes the distribution of landing positions of the UAVs .} Traditionally, such a learning problem is solved independently as a prediction phase without considering the downstream task optimization phase. However, the loss function used in prediction may be misaligned with our final goal, i.e., a good routing decision. Good performance in the isolated prediction phase does not necessarily lead to good decisions in the downstream routing task. In this paper, we propose a framework that incorporates task optimization as a differentiable layer in the prediction phase. Our framework allows end-to-end training of the prediction model without using engineered intermediate loss that is targeted only at the prediction performance. In the proposed framework, task optimization (submodular maximization) is made differentiable by introducing stochastic perturbations into deterministic algorithms (i.e., stochastic smoothing). We demonstrate the efficacy of the proposed framework using synthetic data. Experimental results of the mobile charging station routing problem show that the proposed framework can result in better routing decisions, e.g. the average number of UAVs recharged increases, compared to the prediction-optimization separate approach.Comment: camera-ready version for IROS 202

Contrastive Losses and Solution Caching for Predict-and-Optimize

Many decision-making processes involve solving a combinatorial optimization problem with uncertain input that can be estimated from historic data. Recently, problems in this class have been successfully addressed via end-to-end learning approaches, which rely on solving one optimization problem for each training instance at every epoch. In this context, we provide two distinct contributions. First, we use a Noise Contrastive approach to motivate a family of surrogate loss functions, based on viewing non-optimal solutions as negative examples. Second, we address a major bottleneck of all predict-and-optimize approaches, i.e. the need to frequently recompute optimal solutions at training time. This is done via a solver-agnostic solution caching scheme, and by replacing optimization calls with a lookup in the solution cache. The method is formally based on an inner approximation of the feasible space and, combined with a cache lookup strategy, provides a controllable trade-off between training time and accuracy of the loss approximation. We empirically show that even a very slow growth rate is enough to match the quality of state-of-the-art methods, at a fraction of the computational cost.Comment: Accepted at IJCAI202

Understanding the Mechanics of SPIGOT: Surrogate Gradients for Latent Structure Learning

Latent structure models are a powerful tool for modeling language data: they can mitigate the error propagation and annotation bottleneck in pipeline systems, while simultaneously uncovering linguistic insights about the data. One challenge with end-to-end training of these models is the argmax operation, which has null gradient. In this paper, we focus on surrogate gradients, a popular strategy to deal with this problem. We explore latent structure learning through the angle of pulling back the downstream learning objective. In this paradigm, we discover a principled motivation for both the straight-through estimator (STE) as well as the recently-proposed SPIGOT - a variant of STE for structured models. Our perspective leads to new algorithms in the same family. We empirically compare the known and the novel pulled-back estimators against the popular alternatives, yielding new insight for practitioners and revealing intriguing failure cases.Comment: EMNLP 202