The ongoing trend of hardware specialization has led to a growing use of custom data formats when processing sparse workloads, which are typically memory-bound. These formats facilitate optimized software/hardware implementations by utilizing sparsity pattern- or target-aware data structures and layouts to enhance memory access latency and bandwidth utilization. However, existing sparse tensor programming models and compilers offer little or no support for productively customizing the sparse formats. Additionally, because these frameworks represent formats using a limited set of per-dimension attributes, they lack the flexibility to accommodate numerous new variations of custom sparse data structures and layouts. To overcome this deficiency, we propose UniSparse, an intermediate language that provides a unified abstraction for representing and customizing sparse formats. Unlike the existing attribute-based frameworks, UniSparse decouples the logical representation of the sparse tensor (i.e., the data structure) from its low-level memory layout, enabling the customization of both. As a result, a rich set of format customizations can be succinctly expressed in a small set of well-defined query, mutation, and layout primitives. We also develop a compiler leveraging the MLIR infrastructure, which supports adaptive customization of formats, and automatic code generation of format conversion and compute operations for heterogeneous architectures. We demonstrate the efficacy of our approach through experiments running commonly-used sparse linear algebra operations with specialized formats on multiple different hardware targets, including an Intel CPU, an NVIDIA GPU, an AMD Xilinx FPGA, and a simulated processing-in-memory (PIM) device.

Evidence theory is widely used in decision-making and reasoning systems. In previous research, Transferable Belief Model (TBM) is a commonly used evidential decision making model, but TBM is a non-preference model. In order to better fit the decision making goals, the Evidence Pattern Reasoning Model (EPRM) is proposed. By defining pattern operators and decision making operators, corresponding preferences can be set for different tasks. Random Permutation Set (RPS) expands order information for evidence theory. It is hard for RPS to characterize the complex relationship between samples such as cycling, paralleling relationships. Therefore, Random Graph Set (RGS) were proposed to model complex relationships and represent more event types. In order to illustrate the significance of RGS and EPRM, an experiment of aircraft velocity ranking was designed and 10,000 cases were simulated. The implementation of EPRM called Conflict Resolution Decision optimized 18.17\% of the cases compared to Mean Velocity Decision, effectively improving the aircraft velocity ranking. EPRM provides a unified solution for evidence-based decision making.

In environments like offices, the duration of a robot's navigation between two locations may vary over time. For instance, reaching a kitchen may take more time during lunchtime since the corridors are crowded with people heading the same way. In this work, we address the problem of routing in such environments with tasks expressed in Metric Interval Temporal Logic (MITL) - a rich robot task specification language that allows us to capture explicit time requirements. Our objective is to find a strategy that maximizes the temporal robustness of the robot's MITL task. As the first step towards a solution, we define a Mixed-integer linear programming approach to solving the task planning problem over a Varying Weighted Transition System, where navigation durations are deterministic but vary depending on the time of day. Then, we apply this planner to optimize for MITL temporal robustness in Markov Decision Processes, where the navigation durations between physical locations are uncertain, but the time-dependent distribution over possible delays is known. Finally, we develop a receding horizon planner for Markov Decision Processes that preserves guarantees over MITL temporal robustness. We show the scalability of our planning algorithms in simulations of robotic tasks.

We consider \emph{random linear programs} (rlps) as a subclass of \emph{random optimization problems} (rops) and study their typical behavior. Our particular focus is on appropriate linear objectives which connect the rlps to the mean widths of random polyhedrons/polytopes. Utilizing the powerful machinery of \emph{random duality theory} (RDT) \cite{StojnicRegRndDlt10}, we obtain, in a large dimensional context, the exact characterizations of the program's objectives. In particular, for any $\alpha=\lim_{n\rightarrow\infty}\frac{m}{n}\in(0,\infty)$, any unit vector $\mathbf{c}\in{\mathbb R}^n$, any fixed $\mathbf{a}\in{\mathbb R}^n$, and $A\in {\mathbb R}^{m\times n}$ with iid standard normal entries, we have \begin{eqnarray*} \lim_{n\rightarrow\infty}{\mathbb P}_{A} \left ( (1-\epsilon) \xi_{opt}(\alpha;\mathbf{a}) \leq \min_{A\mathbf{x}\leq \mathbf{a}}\mathbf{c}^T\mathbf{x} \leq (1+\epsilon) \xi_{opt}(\alpha;\mathbf{a}) \right ) \longrightarrow 1, \end{eqnarray*} where \begin{equation*} \xi_{opt}(\alpha;\mathbf{a}) \triangleq \min_{x>0} \sqrt{x^2- x^2 \lim_{n\rightarrow\infty} \frac{\sum_{i=1}^{m} \left ( \frac{1}{2} \left (\left ( \frac{\mathbf{a}_i}{x}\right )^2 + 1\right ) \mbox{erfc}\left( \frac{\mathbf{a}_i}{x\sqrt{2}}\right ) - \frac{\mathbf{a}_i}{x} \frac{e^{-\frac{\mathbf{a}_i^2}{2x^2}}}{\sqrt{2\pi}} \right ) }{n} }. \end{equation*} For example, for $\mathbf{a}=\mathbf{1}$, one uncovers \begin{equation*} \xi_{opt}(\alpha) = \min_{x>0} \sqrt{x^2- x^2 \alpha \left ( \frac{1}{2} \left ( \frac{1}{x^2} + 1\right ) \mbox{erfc} \left ( \frac{1}{x\sqrt{2}}\right ) - \frac{1}{x} \frac{e^{-\frac{1}{2x^2}}}{\sqrt{2\pi}} \right ) }. \end{equation*} Moreover, $2 \xi_{opt}(\alpha)$ is precisely the concentrating point of the mean width of the polyhedron $\{\mathbf{x}|A\mathbf{x} \leq \mathbf{1}\}$.

Injecting heavy-tailed noise to the iterates of stochastic gradient descent (SGD) has received increasing attention over the past few years. While various theoretical properties of the resulting algorithm have been analyzed mainly from learning theory and optimization perspectives, their privacy preservation properties have not yet been established. Aiming to bridge this gap, we provide differential privacy (DP) guarantees for noisy SGD, when the injected noise follows an $\alpha$-stable distribution, which includes a spectrum of heavy-tailed distributions (with infinite variance) as well as the Gaussian distribution. Considering the $(\epsilon, \delta)$-DP framework, we show that SGD with heavy-tailed perturbations achieves $(0, \tilde{\mathcal{O}}(1/n))$-DP for a broad class of loss functions which can be non-convex, where $n$ is the number of data points. As a remarkable byproduct, contrary to prior work that necessitates bounded sensitivity for the gradients or clipping the iterates, our theory reveals that under mild assumptions, such a projection step is not actually necessary. We illustrate that the heavy-tailed noising mechanism achieves similar DP guarantees compared to the Gaussian case, which suggests that it can be a viable alternative to its light-tailed counterparts.

We introduce an amortized variational inference algorithm and structured variational approximation for state-space models with nonlinear dynamics driven by Gaussian noise. Importantly, the proposed framework allows for efficient evaluation of the ELBO and low-variance stochastic gradient estimates without resorting to diagonal Gaussian approximations by exploiting (i) the low-rank structure of Monte-Carlo approximations to marginalize the latent state through the dynamics (ii) an inference network that approximates the update step with low-rank precision matrix updates (iii) encoding current and future observations into pseudo observations -- transforming the approximate smoothing problem into an (easier) approximate filtering problem. Overall, the necessary statistics and ELBO can be computed in $O(TL(Sr + S^2 + r^2))$ time where $T$ is the series length, $L$ is the state-space dimensionality, $S$ are the number of samples used to approximate the predict step statistics, and $r$ is the rank of the approximate precision matrix update in the update step (which can be made of much lower dimension than $L$).

A common network inference problem, arising from real-world data constraints, is how to infer a dynamic network from its time-aggregated adjacency matrix and time-varying marginals (i.e., row and column sums). Prior approaches to this problem have repurposed the classic iterative proportional fitting (IPF) procedure, also known as Sinkhorn's algorithm, with promising empirical results. However, the statistical foundation for using IPF has not been well understood: under what settings does IPF provide principled estimation of a dynamic network from its marginals, and how well does it estimate the network? In this work, we establish such a setting, by identifying a generative network model whose maximum likelihood estimates are recovered by IPF. Our model both reveals implicit assumptions on the use of IPF in such settings and enables new analyses, such as structure-dependent error bounds on IPF's parameter estimates. When IPF fails to converge on sparse network data, we introduce a principled algorithm that guarantees IPF converges under minimal changes to the network structure. Finally, we conduct experiments with synthetic and real-world data, which demonstrate the practical value of our theoretical and algorithmic contributions.

We introduce the first probabilistic framework tailored for sequential random projection, an approach rooted in the challenges of sequential decision-making under uncertainty. The analysis is complicated by the sequential dependence and high-dimensional nature of random variables, a byproduct of the adaptive mechanisms inherent in sequential decision processes. Our work features a novel construction of a stopped process, facilitating the analysis of a sequence of concentration events that are interconnected in a sequential manner. By employing the method of mixtures within a self-normalized process, derived from the stopped process, we achieve a desired non-asymptotic probability bound. This bound represents a non-trivial martingale extension of the Johnson-Lindenstrauss (JL) lemma, marking a pioneering contribution to the literature on random projection and sequential analysis.

We explore the sampling problem within the framework where parallel evaluations of the gradient of the log-density are feasible. Our investigation focuses on target distributions characterized by smooth and strongly log-concave densities. We revisit the parallelized randomized midpoint method and employ proof techniques recently developed for analyzing its purely sequential version. Leveraging these techniques, we derive upper bounds on the Wasserstein distance between the sampling and target densities. These bounds quantify the runtime improvement achieved by utilizing parallel processing units, which can be considerable.

The pursuit of direct model equation discovery has been an ongoing and significant area of interest in scientific machine learning. The popular sparse identification of nonlinear dynamics (SINDy) framework [1] offers a promising approach to extract parsimonious equations directly from data. SINDy's promotion of parsimony by sparse regression allows for the identification of an interpretable model that balances accuracy with generalizability, while its simplicity leads to a relatively efficient and fast learning process compared to other machine learning techniques. The framework has been successfully applied in a variety of applications, such as model idenficiation in plasma physics [2], control engineering [3, 4], biological transport problems [5], socio-cognitive systems [6], epidemiology [7, 8] and turbulence modelling [9]. Furthermore, its remarkable extendibility has attracted a range of modifications, including the adaptation to discover partial differential equations [10], the extension to libraries of rational functions [11], the integration of ensembling techniques to improve data efficiency [12] and the use of weak formulations [13, 14] to avoid noise amplification when computing derivatives from discrete data. One major difficulty in using scientific machine learning methods in fields such as biophysics, ecology, and microbiology, is that measured data from these fields is often noisy and scarce.