arXiv:2504.18790cs.RO2025-04被引 4

通过复用历史计算信息,快速估算函数导数,提升计算效率。

Coherence-based Approximate Derivatives via Web of Affine Spaces Optimization

  • 利用前后导数的相似性,构建仿射空间网络复用信息。
  • 每步仅需2次前向传播,无论输入输出规模大小。
  • 适合小中规模函数及机器人优化场景,代码开源可查。

导数计算在计算机科学及相关领域至关重要,它提供了函数局部最陡上升或下降方向的刻画。本文注意到,导数常以序列形式连续计算,前后计算结果具有较强相关性。为此,我们提出一种基于相干性的加速策略,首次实现该思路的方法——仿射空间网(WASP)优化。该方法能高效近似序列中当前输入下的函数导数(如梯度、雅可比矩阵等),且每个导数仅需约两次前向传播,与输入输出维度无关。我们在基准函数上对比多种导数计算方法,验证了该方法在输入输出总和少于500的小中规模函数上的显著性能提升。此外,该方法成功应用于机器人优化场景。论文附有开源代码、可视化演示及视频说明。

原文摘要 · Abstract (English)

Computing derivatives is a crucial subroutine in computer science and related fields as it provides a local characterization of a function's steepest directions of ascent or descent. In this work, we recognize that derivatives are often not computed in isolation; conversely, it is quite common to compute a \textit{sequence} of derivatives, each one somewhat related to the last. Thus, we propose accelerating derivative computation by reusing information from previous, related calculations-a general strategy known as \textit{coherence}. We introduce the first instantiation of this strategy through a novel approach called the Web of Affine Spaces (WASP) Optimization. This approach provides an accurate approximation of a function's derivative object (i.e. gradient, Jacobian matrix, etc.) at the current input within a sequence. Each derivative within the sequence only requires a small number of forward passes through the function (typically two), regardless of the number of function inputs and outputs. We demonstrate the efficacy of our approach through several numerical experiments, comparing it with alternative derivative computation methods on benchmark functions. We show that our method significantly improves the performance of derivative computation on small to medium-sized functions, i.e., functions with approximately fewer than 500 combined inputs and outputs. Furthermore, we show that this method can be effectively applied in a robotics optimization context. We conclude with a discussion of the limitations and implications of our work. Open-source code, visual explanations, and videos are located at the paper website: \href{https://apollo-lab-yale.github.io/25-RSS-WASP-website/}{https://apollo-lab-yale.github.io/25-RSS-WASP-website/}.

导数计算优化算法仿射空间

Thank you to arXiv for use of its open access interoperability. PaperDance 不是 arXiv 官方产品;中文卡片由大模型生成,请以原文为准。