Synthetic time series are often used in practical applications to augment the historical time series dataset for better performance of machine learning algorithms, amplify the occurrence of rare events, and also create counterfactual scenarios described by the time series. Distributional-similarity (which we refer to as realism) as well as the satisfaction of certain numerical constraints are common requirements in counterfactual time series scenario generation requests. For instance, the US Federal Reserve publishes synthetic market stress scenarios given by the constrained time series for financial institutions to assess their performance in hypothetical recessions. Existing approaches for generating constrained time series usually penalize training loss to enforce constraints, and reject non-conforming samples. However, these approaches would require re-training if we change constraints, and rejection sampling can be computationally expensive, or impractical for complex constraints. In this paper, we propose a novel set of methods to tackle the constrained time series generation problem and provide efficient sampling while ensuring the realism of generated time series. In particular, we frame the problem using a constrained optimization framework and then we propose a set of generative methods including "GuidedDiffTime", a guided diffusion model to generate realistic time series. Empirically, we evaluate our work on several datasets for financial and energy data, where incorporating constraints is critical. We show that our approaches outperform existing work both qualitatively and quantitatively. Most importantly, we show that our "GuidedDiffTime" model is the only solution where re-training is not necessary for new constraints, resulting in a significant carbon footprint reduction, up to 92% w.r.t. existing deep learning methods.

Inferential decision-making algorithms typically assume that an underlying probabilistic model of decision alternatives and outcomes may be learned a priori or online. Furthermore, when applied to robots in real-world settings they often perform unsatisfactorily or fail to accomplish the necessary tasks because this assumption is violated and/or they experience unanticipated external pressures and constraints. Cognitive studies presented in this and other papers show that humans cope with complex and unknown settings by modulating between near-optimal and satisficing solutions, including heuristics, by leveraging information value of available environmental cues that are possibly redundant. Using the benchmark inferential decision problem known as ``treasure hunt", this paper develops a general approach for investigating and modeling active perception solutions under pressure. By simulating treasure hunt problems in virtual worlds, our approach learns generalizable strategies from high performers that, when applied to robots, allow them to modulate between optimal and heuristic solutions on the basis of external pressures and probabilistic models, if and when available. The result is a suite of active perception algorithms for camera-equipped robots that outperform treasure-hunt solutions obtained via cell decomposition, information roadmap, and information potential algorithms, in both high-fidelity numerical simulations and physical experiments. The effectiveness of the new active perception strategies is demonstrated under a broad range of unanticipated conditions that cause existing algorithms to fail to complete the search for treasures, such as unmodelled time constraints, resource constraints, and adverse weather (fog).

Dominance breaking is a powerful technique in improving the solving efficiency of Constraint Optimization Problems (COPs) by removing provably suboptimal solutions with additional constraints. While dominance breaking is effective in a range of practical problems, it is usually problem specific and requires human insights into problem structures to come up with correct dominance breaking constraints. Recently, a framework is proposed to generate nogood constraints automatically for dominance breaking, which formulates nogood generation as solving auxiliary Constraint Satisfaction Problems (CSPs). However, the framework uses a pattern matching approach to synthesize the auxiliary generation CSPs from the specific forms of objectives and constraints in target COPs, and is only applicable to a limited class of COPs. This paper proposes a novel rewriting system to derive constraints for the auxiliary generation CSPs automatically from COPs with nested function calls, significantly generalizing the original framework. In particular, the rewriting system exploits functional constraints flattened from nested functions in a high-level modeling language. To generate more effective dominance breaking nogoods and derive more relaxed constraints in generation CSPs, we further characterize how to extend the system with rewriting rules exploiting function properties, such as monotonicity, commutativity, and associativity, for specific functional constraints. Experimentation shows significant runtime speedup using the dominance breaking nogoods generated by our proposed method. Studying patterns of generated nogoods also demonstrates that our proposal can reveal dominance relations in the literature and discover new dominance relations on problems with ineffective or no known dominance breaking constraints.

The travelling salesman problem (TSP) is one of the well-studied NP-hard problems in the literature. The state-of-the art inexact TSP solvers are the Lin-Kernighan-Helsgaun (LKH) heuristic and Edge Assembly crossover (EAX). A recent study suggests that EAX with restart mechanisms perform well on a wide range of TSP instances. However, this study is limited to 2,000 city problems. We study for problems ranging from 2,000 to 85,900. We see that the performance of the solver varies with the type of the problem. However, combining these solvers in an ensemble setup, we are able to outperform the individual solver's performance. We see the ensemble setup as an efficient way to make use of the abundance of compute resources. In addition to EAX and LKH, we use several versions of the hybrid of EAX and Mixing Genetic Algorithm (MGA). A hybrid of MGA and EAX is known to solve some hard problems. We see that the ensemble of the hybrid version outperforms the state-of-the-art solvers on problems larger than 10,000 cities.

Real-world systems are often characterized by high-dimensional nonlinear dynamics, making them challenging to control in real time. While reduced-order models (ROMs) are frequently employed in model-based control schemes, dimensionality reduction introduces model uncertainty which can potentially compromise the stability and safety of the original high-dimensional system. In this work, we propose a novel reduced-order model predictive control (ROMPC) scheme to solve constrained optimal control problems for nonlinear, high-dimensional systems. To address the challenges of using ROMs in predictive control schemes, we derive an error bounding system that dynamically accounts for model reduction error. Using these bounds, we design a robust MPC scheme that ensures robust constraint satisfaction, recursive feasibility, and asymptotic stability. We demonstrate the effectiveness of our proposed method in simulations on a high-dimensional soft robot with nearly 10,000 states.

This article presents MAPS$^2$ : a distributed algorithm that allows multi-robot systems to deliver coupled tasks expressed as Signal Temporal Logic (STL) constraints. Classical control theoretical tools addressing STL constraints either adopt a limited fragment of the STL formula or require approximations of min/max operators, whereas works maximising robustness through optimisation-based methods often suffer from local minima, relaxing any completeness arguments due to the NP-hard nature of the problem. Endowed with probabilistic guarantees, MAPS$^2$ provides an anytime algorithm that iteratively improves the robots' trajectories. The algorithm selectively imposes spatial constraints by taking advantage of the temporal properties of the STL. The algorithm is distributed, in the sense that each robot calculates its trajectory by communicating only with its immediate neighbours as defined via a communication graph. We illustrate the efficiency of MAPS$^2$ by conducting extensive simulation and experimental studies, verifying the generation of STL satisfying trajectories.

Large machine learning models trained on diverse data have recently seen unprecedented success. Federated learning enables training on private data that may otherwise be inaccessible, such as domain-specific datasets decentralized across many clients. However, federated learning can be difficult to scale to large models when clients have limited resources. This challenge often results in a trade-off between model size and access to diverse data. To mitigate this issue and facilitate training of large models on edge devices, we introduce a simple yet effective strategy, Federated Layer-wise Learning, to simultaneously reduce per-client memory, computation, and communication costs. Clients train just a single layer each round, reducing resource costs considerably with minimal performance degradation. We also introduce Federated Depth Dropout, a complementary technique that randomly drops frozen layers during training, to further reduce resource usage. Coupling these two techniques enables us to effectively train significantly larger models on edge devices. Specifically, we reduce training memory usage by 5x or more in federated self-supervised representation learning and demonstrate that performance in downstream tasks is comparable to conventional federated self-supervised learning.

This paper studies safety guarantees for systems with time-varying control bounds. It has been shown that optimizing quadratic costs subject to state and control constraints can be reduced to a sequence of Quadratic Programs (QPs) using Control Barrier Functions (CBFs). One of the main challenges in this method is that the CBF-based QP could easily become infeasible under tight control bounds, especially when the control bounds are time-varying. The recently proposed adaptive CBFs have addressed such infeasibility issues, but require extensive and non-trivial hyperparameter tuning for the CBF-based QP and may introduce overshooting control near the boundaries of safe sets. To address these issues, we propose a new type of adaptive CBFs called Auxiliary-Variable Adaptive CBFs (AVCBFs). Specifically, we introduce an auxiliary variable that multiplies each CBF itself, and define dynamics for the auxiliary variable to adapt it in constructing the corresponding CBF constraint. In this way, we can improve the feasibility of the CBF-based QP while avoiding extensive parameter tuning with non-overshooting control since the formulation is identical to classical CBF methods. We demonstrate the advantages of using AVCBFs and compare them with existing techniques on an Adaptive Cruise Control (ACC) problem with time-varying control bounds.

This paper introduces an approach for learning to solve continuous constraint satisfaction problems (CCSP) in robotic reasoning and planning. Previous methods primarily rely on hand-engineering or learning generators for specific constraint types and then rejecting the value assignments when other constraints are violated. By contrast, our model, the compositional diffusion continuous constraint solver (Diffusion-CCSP) derives global solutions to CCSPs by representing them as factor graphs and combining the energies of diffusion models trained to sample for individual constraint types. Diffusion-CCSP exhibits strong generalization to novel combinations of known constraints, and it can be integrated into a task and motion planner to devise long-horizon plans that include actions with both discrete and continuous parameters. Project site: https://diffusion-ccsp.github.io/

Score-based and diffusion models have emerged as effective approaches for both conditional and unconditional generation. Still conditional generation is based on either a specific training of a conditional model or classifier guidance, which requires training a noise-dependent classifier, even when the classifier for uncorrupted data is given. We propose an approach to sample from unconditional score-based generative models enforcing arbitrary logical constraints, without any additional training. Firstly, we show how to manipulate the learned score in order to sample from an un-normalized distribution conditional on a user-defined constraint. Then, we define a flexible and numerically stable neuro-symbolic framework for encoding soft logical constraints. Combining these two ingredients we obtain a general, but approximate, conditional sampling algorithm. We further developed effective heuristics aimed at improving the approximation. Finally, we show the effectiveness of our approach for various types of constraints and data: tabular data, images and time series.