27033

Theseus: A Library for Differentiable Nonlinear Optimization

Luis Pineda, Taosha Fan, Maurizio Monge, Shobha Venkataraman, Paloma Sodhi, Ricky Chen, Joseph Ortiz, Daniel DeTone, Austin Wang, Stuart Anderson, Jing Dong, Brandon Amos, Mustafa Mukadam
Meta AI
arXiv:2207.09442 [cs.RO], (19 Jul 2022)

@misc{https://doi.org/10.48550/arxiv.2207.09442,

   doi={10.48550/ARXIV.2207.09442},

   url={https://arxiv.org/abs/2207.09442},

   author={Pineda, Luis and Fan, Taosha and Monge, Maurizio and Venkataraman, Shobha and Sodhi, Paloma and Chen, Ricky and Ortiz, Joseph and DeTone, Daniel and Wang, Austin and Anderson, Stuart and Dong, Jing and Amos, Brandon and Mukadam, Mustafa},

   keywords={Robotics (cs.RO), Computer Vision and Pattern Recognition (cs.CV), Machine Learning (cs.LG), Optimization and Control (math.OC), FOS: Computer and information sciences, FOS: Computer and information sciences, FOS: Mathematics, FOS: Mathematics},

   title={Theseus: A Library for Differentiable Nonlinear Optimization},

   publisher={arXiv},

   year={2022},

   copyright={arXiv.org perpetual, non-exclusive license}

}

We present Theseus, an efficient application-agnostic open source library for differentiable nonlinear least squares (DNLS) optimization built on PyTorch, providing a common framework for end-to-end structured learning in robotics and vision. Existing DNLS implementations are application specific and do not always incorporate many ingredients important for efficiency. Theseus is application-agnostic, as we illustrate with several example applications that are built using the same underlying differentiable components, such as second-order optimizers, standard costs functions, and Lie groups. For efficiency, Theseus incorporates support for sparse solvers, automatic vectorization, batching, GPU acceleration, and gradient computation with implicit differentiation and direct loss minimization. We do extensive performance evaluation in a set of applications, demonstrating significant efficiency gains and better scalability when these features are incorporated.
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