论文标题
在不确定的目标和约束下安全学习
Safe Learning under Uncertain Objectives and Constraints
论文作者
论文摘要
在本文中,我们考虑了\ textit {unknown}下的非凸优化问题,但至关重要的约束。这些问题自然出现在包括机器人技术,制造和医疗程序在内的各种领域中,在这些领域,不可避免地知道或识别所有约束。因此,应以保守的方式探索参数空间,以确保一旦我们从安全的初始化点开始,在优化过程中均未违反任何约束。为此,我们开发了一种称为可靠的Frank-Wolfe(可靠FW)的算法。鉴于一般的非凸函数和未知的多层约束,可靠的fw同时了解了目标函数的景观和安全性多层的边界。 More precisely, by assuming that Reliable-FW has access to a (stochastic) gradient oracle of the objective function and a noisy feasibility oracle of the safety polytope, it finds an $ε$-approximate first-order stationary point with the optimal ${\mathcal{O}}({1}/{ε^2})$ gradient oracle complexity (resp. $ \ tilde {\ Mathcal {o}}({1}/{ε^3})$(也是最佳)在随机梯度设置中),同时确保所有迭代的安全性。令人惊讶的是,可靠的fw仅使$ \ tilde {\ Mathcal {o}}}((({d^2}/{ε^2})) 1/δ)$在随机梯度设置中),其中$ d $是尺寸,$δ$是可靠性参数,即使是为了安全地最小化凸功能,也会拧紧现有边界。我们进一步将目标函数是凸的情况。我们分析的关键组成部分是在安全优化的背景下引入并应用一种称为几何收缩的技术。
In this paper, we consider non-convex optimization problems under \textit{unknown} yet safety-critical constraints. Such problems naturally arise in a variety of domains including robotics, manufacturing, and medical procedures, where it is infeasible to know or identify all the constraints. Therefore, the parameter space should be explored in a conservative way to ensure that none of the constraints are violated during the optimization process once we start from a safe initialization point. To this end, we develop an algorithm called Reliable Frank-Wolfe (Reliable-FW). Given a general non-convex function and an unknown polytope constraint, Reliable-FW simultaneously learns the landscape of the objective function and the boundary of the safety polytope. More precisely, by assuming that Reliable-FW has access to a (stochastic) gradient oracle of the objective function and a noisy feasibility oracle of the safety polytope, it finds an $ε$-approximate first-order stationary point with the optimal ${\mathcal{O}}({1}/{ε^2})$ gradient oracle complexity (resp. $\tilde{\mathcal{O}}({1}/{ε^3})$ (also optimal) in the stochastic gradient setting), while ensuring the safety of all the iterates. Rather surprisingly, Reliable-FW only makes $\tilde{\mathcal{O}}(({d^2}/{ε^2})\log 1/δ)$ queries to the noisy feasibility oracle (resp. $\tilde{\mathcal{O}}(({d^2}/{ε^4})\log 1/δ)$ in the stochastic gradient setting) where $d$ is the dimension and $δ$ is the reliability parameter, tightening the existing bounds even for safe minimization of convex functions. We further specialize our results to the case that the objective function is convex. A crucial component of our analysis is to introduce and apply a technique called geometric shrinkage in the context of safe optimization.