Trajectory optimization and posture generation are hard problems in robot locomotion, which can be non-convex and have multiple local optima. Progress on these problems is further hindered by a lack of open benchmarks, since comparisons of different solutions are difficult to make. In this paper we introduce a new benchmark for trajectory optimization and posture generation of legged robots, using a pre-defined scenario, robot and constraints, as well as evaluation criteria. We evaluate state-of-the-art trajectory optimization algorithms based on sequential quadratic programming (SQP) on the benchmark, as well as new stochastic and incremental optimization methods borrowed from the large-scale machine learning literature. Interestingly we show that some of these stochastic and incremental methods, which are based on stochastic gradient descent (SGD), achieve higher success rates than SQP on tough initializations. Inspired by this observation we also propose a new incremental variant of SQP which updates only a random subset of the costs and constraints at each iteration. The algorithm is the best performing in both success rate and convergence speed, improving over SQP by up to 30 in both criteria. The benchmark's resources and a solution evaluation script are made openly available.
We introduce Adam, an algorithm for first-order gradient-based optimization of stochastic objective functions, based on adaptive estimates of lower-order moments. The method is straightforward to implement, is computationally efficient, has little memory requirements, is invariant to diagonal rescaling of the gradients, and is well suited for problems that are large in terms of data and or parameters. The method is also appropriate for non-stationary objectives and problems with very noisy and or sparse gradients. The hyper-parameters have intuitive interpretations and typically require little tuning. Some connections to related algorithms, on which Adam was inspired, are discussed. We also analyze the theoretical convergence properties of the algorithm and provide a regret bound on the convergence rate that is comparable to the best known results under the online convex optimization framework. Empirical results demonstrate that Adam works well in practice and compares favorably to other stochastic optimization methods. Finally, we discuss AdaMax, a variant of Adam based on the infinity norm. Author(s): Anandkumar, A; Ge, R | Abstract: Local search heuristics for non-convex optimizations are popular in applied machine learning. However, in general it is hard to guarantee that such algorithms even converge to a local minimum, due to the existence of complicated saddle point structures in high dimensions. Many functions have degenerate saddle points such that the first and second order derivatives cannot distinguish them with local optima. In this paper we use higher order derivatives to escape these saddle points: we design the first efficient algorithm guaranteed to converge to a third order local optimum (while existing techniques are at most second order). We also show that it is NP-hard to extend this further to finding fourth order local optima. We present a new approach to motion planning using a stochastic trajectory optimization framework. The approach relies on generating noisy trajectories to explore the space around an initial (possibly infeasible) trajectory, which are then combined to produced an updated trajectory with lower cost. A cost function based on a combination of obstacle and smoothness cost is optimized in each iteration. No gradient information is required for the particular optimization algorithm that we use and so general costs for which derivatives may not be available (e.g. costs corresponding to constraints and motor torques) can be included in the cost function. We demonstrate the approach both in simulation and on a mobile manipulation system for unconstrained and constrained tasks. We experimentally show that the stochastic nature of STOMP allows it to overcome local minima that gradient-based methods like CHOMP can get stuck in. Deep feedforward and recurrent networks have achieved impressive results in many perception and language processing applications. Recently, more complex architectures such as Neural Turing Machines and Memory Networks have been proposed for tasks including question answering and general computation, creating a new set of optimization challenges. In this paper, we explore the low-overhead and easy-to-implement optimization technique of adding annealed Gaussian noise to the gradient, which we find surprisingly effective when training these very deep architectures. Unlike classical weight noise, gradient noise injection is complementary to advanced stochastic optimization algorithms such as Adam and AdaGrad. The technique not only helps to avoid overfitting, but also can result in lower training loss. We see consistent improvements in performance across an array of complex models, including state-of-the-art deep networks for question answering and algorithm learning. We observe that this optimization strategy allows a fully-connected 20-layer deep network to escape a bad initialization with standard stochastic gradient descent. We encourage further application of this technique to additional modern neural architectures. We propose the stochastic average gradient (SAG) method for optimizing the sum of a finite number of smooth convex functions. Like stochastic gradient (SG) methods, the SAG method's iteration cost is independent of the number of terms in the sum. However, by incorporating a memory of previous gradient values the SAG method achieves a faster convergence rate than black-box SG methods. The convergence rate is improved from O(1 k^ 1 2 ) to O(1 k) in general, and when the sum is strongly-convex the convergence rate is improved from the sub-linear O(1 k) to a linear convergence rate of the form O(p^k) for p 1. Further, in many cases the convergence rate of the new method is also faster than black-box deterministic gradient methods, in terms of the number of gradient evaluations. Numerical experiments indicate that the new algorithm often dramatically outperforms existing SG and deterministic gradient methods, and that the performance may be further improved through the use of non-uniform sampling strategies.