We study a stochastic bandit problem with a general unknown reward function and a general unknown constraint function. Both functions can be non-linear (even non-convex) and are assumed to lie in a reproducing kernel Hilbert space (RKHS) with a bounded norm. In contrast to safety-type hard constraints studied in prior works, we consider soft constraints that may be violated in any round as long as the cumulative violations are small. Our ultimate goal is to study how to utilize the nature of soft constraints to attain a finer complexity-regret-constraint trade-off in the kernelized bandit setting. To this end, leveraging primal-dual optimization, we propose a general framework for both algorithm design and performance analysis. This framework builds upon a novel sufficient condition, which not only is satisfied under general exploration strategies, including upper confidence bound (UCB), Thompson sampling (TS), and new ones based on random exploration, but also enables a unified analysis for showing both sublinear regret and sublinear or even zero constraint violation. We demonstrate the superior performance of our proposed algorithms via numerical experiments based on both synthetic and real-world datasets. Along the way, we also make the first detailed comparison between two popular methods for analyzing constrained bandits and Markov decision processes (MDPs) by discussing the key difference and some subtleties in the analysis, which could be of independent interest to the communities.

It is desirable in many multi-objective machine learning applications, such as multi-task learning with conflicting objectives and multi-objective reinforcement learning, to find a Pareto solution that can match a given preference of a decision maker. These problems are often large-scale with available gradient information but cannot be handled very well by the existing algorithms. To tackle this critical issue, this paper proposes a novel predict-and-correct framework for locating a Pareto solution that fits the preference of a decision maker. In the proposed framework, a constraint function is introduced in the search progress to align the solution with a user-specific preference, which can be optimized simultaneously with multiple objective functions. Experimental results show that our proposed method can efficiently find a particular Pareto solution under the demand of a decision maker for standard multiobjective benchmark, multi-task learning, and multi-objective reinforcement learning problems with more than thousands of decision variables. Code is available at: https://github.com/xzhang2523/pmgda. Our code is current provided in the pgmda.rar attached file and will be open-sourced after publication.}

Neglecting complex aerodynamic effects hinders high-speed yet high-precision multirotor autonomy. In this paper, we present a computationally efficient learning-based model predictive controller that simultaneously optimizes a trajectory that can be tracked within the physical limits (on thrust and orientation) of the multirotor system despite unknown aerodynamic forces and adapts the control input. To do this, we leverage the well-known differential flatness property of multirotors, which allows us to transform their nonlinear dynamics into a linear model. The main limitation of current flatness-based planning and control approaches is that they often neglect dynamic feasibility. This is because these constraints are nonlinear as a result of the mapping between the input, i.e., multirotor thrust, and the flat state. In our approach, we learn a novel representation of the drag forces by learning the mapping from the flat state to the multirotor thrust vector (in a world frame) as a Gaussian Process (GP). Our proposed approach leverages the properties of GPs to develop a convex optimal controller that can be iteratively solved as a second-order cone program (SOCP). In simulation experiments, our proposed approach outperforms related model predictive controllers that do not account for aerodynamic effects on trajectory feasibility, leading to a reduction of up to 55% in absolute tracking error.

The role of a market maker is to simultaneously offer to buy and sell quantities of goods, often a financial asset such as a share, at specified prices. An automated market maker (AMM) is a mechanism that offers to trade according to some predetermined schedule; the best choice of this schedule depends on the market maker's goals. The literature on the design of AMMs has mainly focused on prediction markets with the goal of information elicitation. More recent work motivated by DeFi has focused instead on the goal of profit maximization, but considering only a single type of good (traded with a numeraire), including under adverse selection (Milionis et al. 2022). Optimal market making in the presence of multiple goods, including the possibility of complex bundling behavior, is not well understood. In this paper, we show that finding an optimal market maker is dual to an optimal transport problem, with specific geometric constraints on the transport plan in the dual. We show that optimal mechanisms for multiple goods and under adverse selection can take advantage of bundling, both improved prices for bundled purchases and sales as well as sometimes accepting payment "in kind." We present conjectures of optimal mechanisms in additional settings which show further complex behavior. From a methodological perspective, we make essential use of the tools of differentiable economics to generate conjectures of optimal mechanisms, and give a proof-of-concept for the use of such tools in guiding theoretical investigations.

The Multi-Agent Path Finding (MAPF) problem entails finding collision-free paths for a set of agents, guiding them from their start to goal locations. However, MAPF does not account for several practical task-related constraints. For example, agents may need to perform actions at goal locations with specific execution times, adhering to predetermined orders and timeframes. Moreover, goal assignments may not be predefined for agents, and the optimization objective may lack an explicit definition. To incorporate task assignment, path planning, and a user-defined objective into a coherent framework, this paper examines the Task Assignment and Path Finding with Precedence and Temporal Constraints (TAPF-PTC) problem. We augment Conflict-Based Search (CBS) to simultaneously generate task assignments and collision-free paths that adhere to precedence and temporal constraints, maximizing an objective quantified by the return from a user-defined reward function in reinforcement learning (RL). Experimentally, we demonstrate that our algorithm, CBS-TA-PTC, can solve highly challenging bomb-defusing tasks with precedence and temporal constraints efficiently relative to MARL and adapted Target Assignment and Path Finding (TAPF) methods.

We consider the setting of online convex optimization with adversarial time-varying constraints in which actions must be feasible w.r.t. a fixed constraint set, and are also required on average to approximately satisfy additional time-varying constraints. Motivated by scenarios in which the fixed feasible set (hard constraint) is difficult to project on, we consider projection-free algorithms that access this set only through a linear optimization oracle (LOO). We present an algorithm that, on a sequence of length $T$ and using overall $T$ calls to the LOO, guarantees $\tilde{O}(T^{3/4})$ regret w.r.t. the losses and $O(T^{7/8})$ constraints violation (ignoring all quantities except for $T$) . In particular, these bounds hold w.r.t. any interval of the sequence. We also present a more efficient algorithm that requires only first-order oracle access to the soft constraints and achieves similar bounds w.r.t. the entire sequence. We extend the latter to the setting of bandit feedback and obtain similar bounds (as a function of $T$) in expectation.

The fifth generation (5G) cellular network technology is mature and increasingly utilized in many industrial and robotics applications, while an important functionality is the advanced Quality of Service (QoS) features. Despite the prevalence of 5G QoS discussions in the related literature, there is a notable absence of real-life implementations and studies concerning their application in time-critical robotics scenarios. This article considers the operation of time-critical applications for 5G-enabled unmanned aerial vehicles (UAVs) and how their operation can be improved by the possibility to dynamically switch between QoS data flows with different priorities. As such, we introduce a robotics oriented analysis on the impact of the 5G QoS functionality on the performance of 5G-enabled UAVs. Furthermore, we introduce a novel framework for the dynamic selection of distinct 5G QoS data flows that is autonomously managed by the 5G-enabled UAV. This problem is addressed in a novel feedback loop fashion utilizing a probabilistic finite state machine (PFSM). Finally, the efficacy of the proposed scheme is experimentally validated with a 5G-enabled UAV in a real-world 5G stand-alone (SA) network.

The core is a central solution concept in cooperative game theory, defined as the set of feasible allocations or payments such that no subset of agents has incentive to break away and form their own subgroup or coalition. However, it has long been known that the core (and approximations, such as the least-core) are hard to compute. This limits our ability to analyze cooperative games in general, and to fully embrace cooperative game theory contributions in domains such as explainable AI (XAI), where the core can complement the Shapley values to identify influential features or instances supporting predictions by black-box models. We propose novel iterative algorithms for computing variants of the core, which avoid the computational bottleneck of many other approaches; namely solving large linear programs. As such, they scale better to very large problems as we demonstrate across different classes of cooperative games, including weighted voting games, induced subgraph games, and marginal contribution networks. We also explore our algorithms in the context of XAI, providing further evidence of the power of the core for such applications.

Diffusion models are a class of generative models that function by progressively introducing noise into data and then methodically demonising it [17, 11]. They have revolutionized high-fidelity creation of complex data, and their applications have rapidly expanded beyond mere image synthesis, finding relevance in areas such as engineering [22, 24], automation [3, 13], chemistry [1, 12], and scientific research [2, 6]. Although diffusion models excel at generating content that is coherent and aligns closely with the original data distribution, their direct application in scenarios requiring stringent adherence to predefined criteria poses significant challenges. Particularly in domains where the generated data needs to not only resemble real-world examples but also rigorously comply with established specifications, physical laws, or engineering principles, conventional diffusion models are unable to ensure this level of precision. Given these limitations, one may consider an alternative approach: training a diffusion model on a data distribution that already aligns with these constraints.

Semantic understanding plays a crucial role in Dense Simultaneous Localization and Mapping (SLAM), facilitating comprehensive scene interpretation. Recent advancements that integrate Gaussian Splatting into SLAM systems have demonstrated its effectiveness in generating high-quality renderings through the use of explicit 3D Gaussian representations. Building on this progress, we propose SGS-SLAM, the first semantic dense visual SLAM system grounded in 3D Gaussians, which provides precise 3D semantic segmentation alongside high-fidelity reconstructions. Specifically, we propose to employ multi-channel optimization during the mapping process, integrating appearance, geometric, and semantic constraints with key-frame optimization to enhance reconstruction quality. Extensive experiments demonstrate that SGS-SLAM delivers state-of-the-art performance in camera pose estimation, map reconstruction, and semantic segmentation, outperforming existing methods meanwhile preserving real-time rendering ability.