skip to main content
US FlagAn official website of the United States government
dot gov icon
Official websites use .gov
A .gov website belongs to an official government organization in the United States.
https lock icon
Secure .gov websites use HTTPS
A lock ( lock ) or https:// means you've safely connected to the .gov website. Share sensitive information only on official, secure websites.


Title: Improve Single-Point Zeroth-Order Optimization Using High-Pass and Low-Pass Filters
Single-point zeroth-order optimization (SZO) is useful in solving online black-box optimization and control problems in time-varying environments, as it queries the function value only once at each time step. However, the vanilla SZO method is known to suffer from a large estimation variance and slow convergence, which seriously limits its practical application. In this work, we borrow the idea of high-pass and low-pass filters from extremum seeking control (continuous-time version of SZO) and develop a novel SZO method called HLF-SZO by integrating these filters. It turns out that the high-pass filter coincides with the residual feedback method, and the low-pass filter can be interpreted as the momentum method. As a result, the proposed HLF-SZO achieves a much smaller variance and much faster convergence than the vanilla SZO method, and empirically outperforms the residual-feedback SZO method, which are verified via extensive numerical experiments.  more » « less
Award ID(s):
2003111
PAR ID:
10379019
Author(s) / Creator(s):
Date Published:
Journal Name:
Proceedings of the 39 th International Conference on Machine Learning
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
More Like this
  1. Engineered genetic circuits with tailored functions that mimic how cells process information in changing environments (e.g. cell fate decision, chemotaxis, immune response) have great applications in biomedicine and synthetic biology. Although there is a lot of progress toward the design of gene circuits yielding desired steady states (e.g. logic-based networks), building synthetic circuits for dynamic signal processing (e.g. filters, frequency modulation, and controllers) is still challenging. Here, we provide a model-based approach to build gene networks that can operate as band-pass filters by taking advantage of molecular sequestration. By suitably approximating the dynamics of molecular sequestration, we analyze an Incoherent Feed-Forward Loop (IFFL) and a Negative Feedback (NF) circuit and illustrate how they can achieve band-pass filter behavior. Computational analysis shows that a circuit that incorporates both IFFL and NF motifs improves the filter performance. Our approach facilitates the design of sequestration-based filters, and may support the synthesis of molecular controllers with desired specifications. 
    more » « less
  2. Abstract Through the implementation of a streaming filter, output of numerical ocean simulations can be band‐pass filtered at tidal frequencies while the model is running, yielding time series of sinusoidal motions consisting of tidal signals in the filter's target frequency band. The filtering algorithm is developed from a system of two ordinary differential equations that represents the motion of a damped harmonic oscillator. The filter's response to a broadband input signal is unity at its target frequency but vanishes toward the low and high frequency limits. The decay of the filter response is controlled by a dimensionless parameter, which determines the filter's bandwidth. As a result, the filter allows signals within a small frequency band around its target frequency to pass through, while blocking signals outside of its target frequency band. In this work, the filtering algorithm is implemented into the barotropic solver of the Modular Ocean Model version 6 (MOM6) for determining the instantaneous tidal velocities of the semi‐diurnal and diurnal tides. Utilizing the filters, the frequency‐dependent internal wave drag is applied to the semi‐diurnal and diurnal frequency bands separately. The simulation results suggest that the performance of the algorithm is consistent with the filter transfer function in Fourier space. Potential applications of the algorithm also include de‐tiding the model output for nested regional ocean models, especially those for the purpose of operational forecasting. 
    more » « less
  3. Abstract We describe a new way to apply a spatial filter to gridded data from models or observations, focusing on low‐pass filters. The new method is analogous to smoothing via diffusion, and its implementation requires only a discrete Laplacian operator appropriate to the data. The new method can approximate arbitrary filter shapes, including Gaussian filters, and can be extended to spatially varying and anisotropic filters. The new diffusion‐based smoother's properties are illustrated with examples from ocean model data and ocean observational products. An open‐source Python package implementing this algorithm, called gcm‐filters, is currently under development. 
    more » « less
  4. Acoustic feedback control continues to be a challenging prob- lem due to the emerging form factors in advanced hearing aids (HAs) and hearables. In this paper, we present a novel use of well-known all-pass filters in a network to perform frequency warping that we call “freping.” Freping helps in breaking the Nyquist stability criterion and improves adaptive feedback can- cellation (AFC). Based on informal subjective assessments, dis- tortions due to freping are fairly benign. While common ob- jective metrics like the perceptual evaluation of speech quality (PESQ) and the hearing-aid speech quality index (HASQI) may not adequately capture distortions due to freping and acoustic feedback artifacts from a perceptual perspective, they are still instructive in assessing the proposed method. We demonstrate quality improvements with freping for a basic AFC (PESQ: 2.56 to 3.52 and HASQI: 0.65 to 0.78) at a gain setting of 20; and an advanced AFC (PESQ: 2.75 to 3.17 and HASQI: 0.66 to 0.73) for a gain of 30. From our investigations, freping provides larger improvement for basic AFC, but still improves overall system performance for many AFC approaches. 
    more » « less
  5. Rain is often characterized using statistical approaches. Among the most common are temporal correlations and power (variance) spectra from time series measurements at a single location. Likewise, temporal observations over a network are used to deduce a radial distribution function and spatial power spectra. Often the spatial and temporal structures are treated as independent of each other. This assumption is no longer valid when the rain moves horizontally. Moreover, observations involve filtering of the data. In time, this may involve sampling over a sufficiently long period so as to increase statistical confidence in the measurement. The same is also true for spatial observations over a network which must contain a sufficient number of instruments for a reliable characterization of the spatial variability. This also usually includes some form of averaging over time as well. Temporal averaging amounts to a low pass filter that attenuates contributions from higher frequencies. In contrast, the finite dimension of a network acts as a high pass filter that tends to suppress the lower wavenumbers much larger than the dimension of the network. In this work the effects of both the advection of the rain and the observational filtering are considered for wide-sense statistically stationary and homogeneous rain along one-dimension for rain exponentially correlated in both space and time. It is found that advection and filtering can significantly shift the portrayal of the rain from the true structures. Consequently, rainfall characterizations from observations should not be over-generalized to other situations until the advection velocity is first taken into account using additional observations. 
    more » « less