Improving Feasibility via Fast Autoencoder-Based ProjectionsMaria Chzhen, Priya L. Donti
Enforcing complex (e.g., nonconvex) operational constraints is a critical challenge in real-world learning and control systems. However, existing methods struggle to efficiently enforce general classes of constraints. To address this, we propose a novel data-driven amortized approach that uses a trained autoencoder as an approximate projector to provide fast corrections to infeasible predictions. Specifically, we train an autoencoder using an adversarial objective to learn a structured, convex latent representation of the feasible set. This enables rapid correction of neural network outputs by projecting their associated latent representations onto a simple convex shape before decoding into the original feasible set. We test our approach on a diverse suite of constrained optimization and reinforcement learning problems with challenging nonconvex constraints. Results show that our method effectively enforces constraints at a low computational cost, offering a practical alternative to expensive feasibility correction techniques based on traditional solvers.
2.5AIDec 27, 2022
Proceedings of AAAI 2022 Fall Symposium: The Role of AI in Responding to Climate ChallengesFeras A. Batarseh, Priya L. Donti, Ján Drgoňa et al.
Climate change is one of the most pressing challenges of our time, requiring rapid action across society. As artificial intelligence tools (AI) are rapidly deployed, it is therefore crucial to understand how they will impact climate action. On the one hand, AI can support applications in climate change mitigation (reducing or preventing greenhouse gas emissions), adaptation (preparing for the effects of a changing climate), and climate science. These applications have implications in areas ranging as widely as energy, agriculture, and finance. At the same time, AI is used in many ways that hinder climate action (e.g., by accelerating the use of greenhouse gas-emitting fossil fuels). In addition, AI technologies have a carbon and energy footprint themselves. This symposium brought together participants from across academia, industry, government, and civil society to explore these intersections of AI with climate change, as well as how each of these sectors can contribute to solutions.
21.6LGMar 26, 2024
Application-Driven Innovation in Machine LearningDavid Rolnick, Alan Aspuru-Guzik, Sara Beery et al. · mit
As applications of machine learning proliferate, innovative algorithms inspired by specific real-world challenges have become increasingly important. Such work offers the potential for significant impact not merely in domains of application but also in machine learning itself. In this paper, we describe the paradigm of application-driven research in machine learning, contrasting it with the more standard paradigm of methods-driven research. We illustrate the benefits of application-driven machine learning and how this approach can productively synergize with methods-driven work. Despite these benefits, we find that reviewing, hiring, and teaching practices in machine learning often hold back application-driven innovation. We outline how these processes may be improved.
22.6LGMay 31, 2025
FSNet: Feasibility-Seeking Neural Network for Constrained Optimization with GuaranteesHoang T. Nguyen, Priya L. Donti
Efficiently solving constrained optimization problems is crucial for numerous real-world applications, yet traditional solvers are often computationally prohibitive for real-time use. Machine learning-based approaches have emerged as a promising alternative to provide approximate solutions at faster speeds, but they struggle to strictly enforce constraints, leading to infeasible solutions in practice. To address this, we propose the Feasibility-Seeking Neural Network (FSNet), which integrates a feasibility-seeking step directly into its solution procedure to ensure constraint satisfaction. This feasibility-seeking step solves an unconstrained optimization problem that minimizes constraint violations in a differentiable manner, enabling end-to-end training and providing guarantees on feasibility and convergence. Our experiments across a range of different optimization problems, including both smooth/nonsmooth and convex/nonconvex problems, demonstrate that FSNet can provide feasible solutions with solution quality comparable to (or in some cases better than) traditional solvers, at significantly faster speeds.
1.4LGMar 5
Cheap Thrills: Effective Amortized Optimization Using Inexpensive LabelsKhai Nguyen, Petros Ellinas, Anvita Bhagavathula et al.
To scale the solution of optimization and simulation problems, prior work has explored machine-learning surrogates that inexpensively map problem parameters to corresponding solutions. Commonly used approaches, including supervised and self-supervised learning with either soft or hard feasibility enforcement, face inherent challenges such as reliance on expensive, high-quality labels or difficult optimization landscapes. To address their trade-offs, we propose a novel framework that first collects "cheap" imperfect labels, then performs supervised pretraining, and finally refines the model through self-supervised learning to improve overall performance. Our theoretical analysis and merit-based criterion show that labeled data need only place the model within a basin of attraction, confirming that only modest numbers of inexact labels and training epochs are required. We empirically validate our simple three-stage strategy across challenging domains, including nonconvex constrained optimization, power-grid operation, and stiff dynamical systems, and show that it yields faster convergence; improved accuracy, feasibility, and optimality; and up to 59x reductions in total offline cost.
7.0OCNov 12, 2021
Adversarially Robust Learning for Security-Constrained Optimal Power FlowPriya L. Donti, Aayushya Agarwal, Neeraj Vijay Bedmutha et al.
In recent years, the ML community has seen surges of interest in both adversarially robust learning and implicit layers, but connections between these two areas have seldom been explored. In this work, we combine innovations from these areas to tackle the problem of N-k security-constrained optimal power flow (SCOPF). N-k SCOPF is a core problem for the operation of electrical grids, and aims to schedule power generation in a manner that is robust to potentially k simultaneous equipment outages. Inspired by methods in adversarially robust training, we frame N-k SCOPF as a minimax optimization problem - viewing power generation settings as adjustable parameters and equipment outages as (adversarial) attacks - and solve this problem via gradient-based techniques. The loss function of this minimax problem involves resolving implicit equations representing grid physics and operational decisions, which we differentiate through via the implicit function theorem. We demonstrate the efficacy of our framework in solving N-3 SCOPF, which has traditionally been considered as prohibitively expensive to solve given that the problem size depends combinatorially on the number of potential outages.
Enforcing Policy Feasibility Constraints through Differentiable Projection for Energy OptimizationBingqing Chen, Priya Donti, Kyri Baker et al.
While reinforcement learning (RL) is gaining popularity in energy systems control, its real-world applications are limited due to the fact that the actions from learned policies may not satisfy functional requirements or be feasible for the underlying physical system. In this work, we propose PROjected Feasibility (PROF), a method to enforce convex operational constraints within neural policies. Specifically, we incorporate a differentiable projection layer within a neural network-based policy to enforce that all learned actions are feasible. We then update the policy end-to-end by propagating gradients through this differentiable projection layer, making the policy cognizant of the operational constraints. We demonstrate our method on two applications: energy-efficient building operation and inverter control. In the building operation setting, we show that PROF maintains thermal comfort requirements while improving energy efficiency by 4% over state-of-the-art methods. In the inverter control setting, PROF perfectly satisfies voltage constraints on the IEEE 37-bus feeder system, as it learns to curtail as little renewable energy as possible within its safety set.
DC3: A learning method for optimization with hard constraintsPriya L. Donti, David Rolnick, J. Zico Kolter
Large optimization problems with hard constraints arise in many settings, yet classical solvers are often prohibitively slow, motivating the use of deep networks as cheap "approximate solvers." Unfortunately, naive deep learning approaches typically cannot enforce the hard constraints of such problems, leading to infeasible solutions. In this work, we present Deep Constraint Completion and Correction (DC3), an algorithm to address this challenge. Specifically, this method enforces feasibility via a differentiable procedure, which implicitly completes partial solutions to satisfy equality constraints and unrolls gradient-based corrections to satisfy inequality constraints. We demonstrate the effectiveness of DC3 in both synthetic optimization tasks and the real-world setting of AC optimal power flow, where hard constraints encode the physics of the electrical grid. In both cases, DC3 achieves near-optimal objective values while preserving feasibility.
Enforcing robust control guarantees within neural network policiesPriya L. Donti, Melrose Roderick, Mahyar Fazlyab et al.
When designing controllers for safety-critical systems, practitioners often face a challenging tradeoff between robustness and performance. While robust control methods provide rigorous guarantees on system stability under certain worst-case disturbances, they often yield simple controllers that perform poorly in the average (non-worst) case. In contrast, nonlinear control methods trained using deep learning have achieved state-of-the-art performance on many control tasks, but often lack robustness guarantees. In this paper, we propose a technique that combines the strengths of these two approaches: constructing a generic nonlinear control policy class, parameterized by neural networks, that nonetheless enforces the same provable robustness criteria as robust control. Specifically, our approach entails integrating custom convex-optimization-based projection layers into a neural network-based policy. We demonstrate the power of this approach on several domains, improving in average-case performance over existing robust control methods and in worst-case stability over (non-robust) deep RL methods.
41.2CYJun 10, 2019
Tackling Climate Change with Machine LearningDavid Rolnick, Priya L. Donti, Lynn H. Kaack et al.
Climate change is one of the greatest challenges facing humanity, and we, as machine learning experts, may wonder how we can help. Here we describe how machine learning can be a powerful tool in reducing greenhouse gas emissions and helping society adapt to a changing climate. From smart grids to disaster management, we identify high impact problems where existing gaps can be filled by machine learning, in collaboration with other fields. Our recommendations encompass exciting research questions as well as promising business opportunities. We call on the machine learning community to join the global effort against climate change.
SATNet: Bridging deep learning and logical reasoning using a differentiable satisfiability solverPo-Wei Wang, Priya L. Donti, Bryan Wilder et al.
Integrating logical reasoning within deep learning architectures has been a major goal of modern AI systems. In this paper, we propose a new direction toward this goal by introducing a differentiable (smoothed) maximum satisfiability (MAXSAT) solver that can be integrated into the loop of larger deep learning systems. Our (approximate) solver is based upon a fast coordinate descent approach to solving the semidefinite program (SDP) associated with the MAXSAT problem. We show how to analytically differentiate through the solution to this SDP and efficiently solve the associated backward pass. We demonstrate that by integrating this solver into end-to-end learning systems, we can learn the logical structure of challenging problems in a minimally supervised fashion. In particular, we show that we can learn the parity function using single-bit supervision (a traditionally hard task for deep networks) and learn how to play 9x9 Sudoku solely from examples. We also solve a "visual Sudok" problem that maps images of Sudoku puzzles to their associated logical solutions by combining our MAXSAT solver with a traditional convolutional architecture. Our approach thus shows promise in integrating logical structures within deep learning.
Task-based End-to-end Model Learning in Stochastic OptimizationPriya L. Donti, Brandon Amos, J. Zico Kolter
With the increasing popularity of machine learning techniques, it has become common to see prediction algorithms operating within some larger process. However, the criteria by which we train these algorithms often differ from the ultimate criteria on which we evaluate them. This paper proposes an end-to-end approach for learning probabilistic machine learning models in a manner that directly captures the ultimate task-based objective for which they will be used, within the context of stochastic programming. We present three experimental evaluations of the proposed approach: a classical inventory stock problem, a real-world electrical grid scheduling task, and a real-world energy storage arbitrage task. We show that the proposed approach can outperform both traditional modeling and purely black-box policy optimization approaches in these applications.