In classical canonical correlation analysis (CCA), the goal is to determine the linear transformations of two random vectors into two new random variables that are most strongly correlated. Canonical variables are pairs of these new random variables, while canonical correlations are correlations between these pairs. In this paper, we propose and study two generalizations of this classical method: (1) Instead of two random vectors we study more complex data structures that appear in important applications. In these structures, there are $L$ features, each described by $p_l$ scalars, $1 \le l \le L$. We observe $n$ such objects over $T$ time points. We derive a suitable analog of the CCA for such data. Our approach relies on embeddings into Reproducing Kernel Hilbert Spaces, and covers several related data structures as well. (2) We develop an analogous approach for multidimensional random processes. In this case, the experimental units are multivariate continuous, square-integrable functions over a given interval. These functions are modeled as elements of a Hilbert space, so in this case, we define the multiple functional canonical correlation analysis, MFCCA. We justify our approaches by their application to two data sets and suitable large sample theory. We derive consistency rates for the related transformation and correlation estimators, and show that it is possible to relax two common assumptions on the compactness of the underlying cross-covariance operators and the independence of the data.

The Weak form Estimation of Nonlinear Dynamics (WENDy) method is a recently proposed class of parameter estimation algorithms that exhibits notable noise robustness and computational efficiency. This work examines the coverage and bias properties of the original WENDy-IRLS algorithm's parameter and state estimators in the context of the following differential equations: Logistic, Lotka-Volterra, FitzHugh-Nagumo, Hindmarsh-Rose, and a Protein Transduction Benchmark. The estimators' performance was studied in simulated data examples, under four different noise distributions (normal, log-normal, additive censored normal, and additive truncated normal), and a wide range of noise, reaching levels much higher than previously tested for this algorithm.

We address the problem of robust permissive controller synthesis for robots operating under uncertain dynamics, modeled as Interval Markov Decision Processes (IMDPs). IMDPs generalize standard MDPs by allowing transition probabilities to vary within intervals, capturing epistemic uncertainty from sensing noise, actuation imprecision, and coarse system abstractions-common in robotics. Traditional controller synthesis typically yields a single deterministic strategy, limiting adaptability. In contrast, permissive controllers (multi-strategies) allow multiple actions per state, enabling runtime flexibility and resilience. However, prior work on permissive controller synthesis generally assumes exact transition probabilities, which is unrealistic in many robotic applications. We present the first framework for robust permissive controller synthesis on IMDPs, guaranteeing that all strategies compliant with the synthesized multi-strategy satisfy reachability or reward-based specifications under all admissible transitions. We formulate the problem as mixed-integer linear programs (MILPs) and propose two encodings: a baseline vertex-enumeration method and a scalable duality-based method that avoids explicit enumeration. Experiments on four benchmark domains show that both methods synthesize robust, maximally permissive controllers and scale to large IMDPs with up to hundreds of thousands of states.

We study optimizing a destination-to-chutes task mapping to improve throughput in Robotic Sorting Systems (RSS), where a team of robots sort packages on a sortation floor by transporting them from induct workstations to eject chutes based on their shipping destinations (e.g. Los Angeles or Pittsburgh). The destination-to-chutes task mapping is used to determine which chutes a robot can drop its package. Finding a high-quality task mapping is challenging because of the complexity of a real-world RSS. First, optimizing task mapping is interdependent with robot target assignment and path planning. Second, chutes will be CLOSED for a period of time once they receive sufficient packages to allow for downstream processing. Third, task mapping quality directly impacts the downstream processing, as scattered chutes for the same destination increase package handling time. In this paper, we first formally define task mappings and the problem of Task Mapping Optimization (TMO). We then present a simulator of RSS to evaluate task mappings. We then present a simple TMO method based on the Evolutionary Algorithm and Mixed Integer Linear Programming, demonstrating the advantage of our optimized task mappings over the greedily generated ones in various RSS setups with different map sizes, numbers of chutes, and destinations. Finally, we use Quality Diversity algorithms to analyze the throughput of a diverse set of task mappings. Our code is available online at https://github.com/lunjohnzhang/tmo_public.

A recent breakthrough in nonconvex optimization is the online-to-nonconvex conversion framework of [Cutkosky et al., 2023], which reformulates the task of finding an $\varepsilon$-first-order stationary point as an online learning problem. When both the gradient and the Hessian are Lipschitz continuous, instantiating this framework with two different online learners achieves a complexity of $O(\varepsilon^{-1.75}\log(1/\varepsilon))$ in the deterministic case and a complexity of $O(\varepsilon^{-3.5})$ in the stochastic case. However, this approach suffers from several limitations: (i) the deterministic method relies on a complex double-loop scheme that solves a fixed-point equation to construct hint vectors for an optimistic online learner, introducing an extra logarithmic factor; (ii) the stochastic method assumes a bounded second-order moment of the stochastic gradient, which is stronger than standard variance bounds; and (iii) different online learning algorithms are used in the two settings. In this paper, we address these issues by introducing an online optimistic gradient method based on a novel doubly optimistic hint function. Specifically, we use the gradient at an extrapolated point as the hint, motivated by two optimistic assumptions: that the difference between the hint and the target gradient remains near constant, and that consecutive update directions change slowly due to smoothness. Our method eliminates the need for a double loop and removes the logarithmic factor. Furthermore, by simply replacing full gradients with stochastic gradients and under the standard assumption that their variance is bounded by $σ^2$, we obtain a unified algorithm with complexity $O(\varepsilon^{-1.75} + σ^2 \varepsilon^{-3.5})$, smoothly interpolating between the best-known deterministic rate and the optimal stochastic rate.

As renewable energy integration increases supply variability, battery energy storage systems (BESS) present a viable solution for balancing supply and demand. This paper proposes a novel approach for optimizing battery BESS participation in multiple electricity markets. We develop a joint bidding strategy that combines participation in the primary frequency reserve market with continuous trading in the intraday market, addressing a gap in the extant literature which typically considers these markets in isolation or simplifies the continuous nature of intraday trading. Our approach utilizes a mixed integer linear programming implementation of the rolling intrinsic algorithm for intraday decisions and state of charge recovery, alongside a learned classifier strategy (LCS) that determines optimal capacity allocation between markets. A comprehensive out-of-sample backtest over more than one year of historical German market data validates our approach: The LCS increases overall profits by over 4% compared to the best-performing static strategy and by more than 3% over a naive dynamic benchmark. Crucially, our method closes the gap to a theoretical perfect foresight strategy to just 4%, demonstrating the effectiveness of dynamic, learning-based allocation in a complex, multi-market environment.

This paper studies the use of kernel density estimation (KDE) for linear algebraic tasks involving the kernel matrix of a collection of $n$ data points in $\mathbb R^d$. In particular, we improve upon existing algorithms for computing the following up to $(1+\varepsilon)$ relative error: matrix-vector products, matrix-matrix products, the spectral norm, and sum of all entries. The runtimes of our algorithms depend on the dimension $d$, the number of points $n$, and the target error $\varepsilon$. Importantly, the dependence on $n$ in each case is far lower when accessing the kernel matrix through KDE queries as opposed to reading individual entries. Our improvements over existing best algorithms (particularly those of Backurs, Indyk, Musco, and Wagner '21) for these tasks reduce the polynomial dependence on $\varepsilon$, and additionally decreases the dependence on $n$ in the case of computing the sum of all entries of the kernel matrix. We complement our upper bounds with several lower bounds for related problems, which provide (conditional) quadratic time hardness results and additionally hint at the limits of KDE based approaches for the problems we study.

Meta-learning, or 'learning to learn' [ However, it can be any useful knowledge which can be learned in the meta-training stage. This setting is intuitive and theoretically sound.

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