Hyper-parameter optimization is the black art of tuning a learner's control parameters. In software analytics, a repeated result is that such tuning can result in dramatic performance improvements. Despite this, hyper-parameter optimization is often applied rarely or poorly in software analytics--perhaps due to the CPU cost of exploring all those parameter options can be prohibitive. We theorize that learners generalize better when the loss landscape is ``smooth''. This theory is useful since the influence on ``smoothness'' of different hyper-parameter choices can be tested very quickly (e.g. for a deep learner, after just one epoch). To test this theory, this paper implements and tests SMOOTHIE, a novel hyper-parameter optimizer that guides its optimizations via considerations of ``smothness''. The experiments of this paper test SMOOTHIE on numerous SE tasks including (a) GitHub issue lifetime prediction; (b) detecting false alarms in static code warnings; (c) defect prediction, and (d) a set of standard ML datasets. In all these experiments, SMOOTHIE out-performed state-of-the-art optimizers. Better yet, SMOOTHIE ran 300% faster than the prior state-of-the art. We hence conclude that this theory (that hyper-parameter optimization is best viewed as a ``smoothing'' function for the decision landscape), is both theoretically interesting and practically very useful. To support open science and other researchers working in this area, all our scripts and datasets are available on-line at https://github.com/yrahul3910/smoothness-hpo/.

Two-timescale stochastic approximation (TTSA) is among the most general frameworks for iterative stochastic algorithms. This includes well-known stochastic optimization methods such as SGD variants and those designed for bilevel or minimax problems, as well as reinforcement learning like the family of gradient-based temporal difference (GTD) algorithms. In this paper, we conduct an in-depth asymptotic analysis of TTSA under controlled Markovian noise via central limit theorem (CLT), uncovering the coupled dynamics of TTSA influenced by the underlying Markov chain, which has not been addressed by previous CLT results of TTSA only with Martingale difference noise. Building upon our CLT, we expand its application horizon of efficient sampling strategies from vanilla SGD to a wider TTSA context in distributed learning, thus broadening the scope of Hu et al. (2022). In addition, we leverage our CLT result to deduce the statistical properties of GTD algorithms with nonlinear function approximation using Markovian samples and show their identical asymptotic performance, a perspective not evident from current finite-time bounds.

Traditional visual-inertial state estimation targets absolute camera poses and spatial landmark locations while first-order kinematics are typically resolved as an implicitly estimated sub-state. However, this poses a risk in velocity-based control scenarios, as the quality of the estimation of kinematics depends on the stability of absolute camera and landmark coordinates estimation. To address this issue, we propose a novel solution to tight visual-inertial fusion directly at the level of first-order kinematics by employing a dynamic vision sensor instead of a normal camera. More specifically, we leverage trifocal tensor geometry to establish an incidence relation that directly depends on events and camera velocity, and demonstrate how velocity estimates in highly dynamic situations can be obtained over short time intervals. Noise and outliers are dealt with using a nested two-layer RANSAC scheme. Additionally, smooth velocity signals are obtained from a tight fusion with pre-integrated inertial signals using a sliding window optimizer. Experiments on both simulated and real data demonstrate that the proposed tight event-inertial fusion leads to continuous and reliable velocity estimation in highly dynamic scenarios independently of absolute coordinates. Furthermore, in extreme cases, it achieves more stable and more accurate estimation of kinematics than traditional, point-position-based visual-inertial odometry.

We introduce a strict saddle property for $\ell_p$ regularized functions, and propose an iterative reweighted $\ell_1$ algorithm to solve the $\ell_p$ regularized problems. The algorithm is guaranteed to converge only to local minimizers when randomly initialized. The strict saddle property is shown generic on these sparse optimization problems. Those analyses as well as the proposed algorithm can be easily extended to general nonconvex regularized problems.

In this paper, we study the Multi-Objective Bi-Level Optimization (MOBLO) problem, where the upper-level subproblem is a multi-objective optimization problem and the lower-level subproblem is for scalar optimization. Existing gradient-based MOBLO algorithms need to compute the Hessian matrix, causing the computational inefficient problem. To address this, we propose an efficient first-order multi-gradient method for MOBLO, called FORUM. Specifically, we reformulate MOBLO problems as a constrained multi-objective optimization (MOO) problem via the value-function approach. Then we propose a novel multi-gradient aggregation method to solve the challenging constrained MOO problem. Theoretically, we provide the complexity analysis to show the efficiency of the proposed method and a non-asymptotic convergence result. Empirically, extensive experiments demonstrate the effectiveness and efficiency of the proposed FORUM method in different learning problems. In particular, it achieves state-of-the-art performance on three multi-task learning benchmark datasets.

This paper investigates a cooperative motion planning problem for large-scale connected autonomous vehicles (CAVs) under limited communications, which addresses the challenges of high communication and computing resource requirements. Our proposed methodology incorporates a parallel optimization algorithm with improved consensus ADMM considering a more realistic locally connected topology network, and time complexity of O(N) is achieved by exploiting the sparsity in the dual update process. To further enhance the computational efficiency, we employ a lightweight evolution strategy for the dynamic connectivity graph of CAVs, and each sub-problem split from the consensus ADMM only requires managing a small group of CAVs. The proposed method implemented with the receding horizon scheme is validated thoroughly, and comparisons with existing numerical solvers and approaches demonstrate the efficiency of our proposed algorithm. Also, simulations on large-scale cooperative driving tasks involving 80 vehicles are performed in the high-fidelity CARLA simulator, which highlights the remarkable computational efficiency, scalability, and effectiveness of our proposed development. Demonstration videos are available at https://henryhcliu.github.io/icadmm_cmp_carla.

In an era of digital ubiquity, efficient resource management and decision-making are paramount across numerous industries. To this end, we present a comprehensive study on the integration of machine learning (ML) techniques into Huawei Cloud's OptVerse AI Solver, which aims to mitigate the scarcity of real-world mathematical programming instances, and to surpass the capabilities of traditional optimization techniques. We showcase our methods for generating complex SAT and MILP instances utilizing generative models that mirror multifaceted structures of real-world problem. Furthermore, we introduce a training framework leveraging augmentation policies to maintain solvers' utility in dynamic environments. Besides the data generation and augmentation, our proposed approaches also include novel ML-driven policies for personalized solver strategies, with an emphasis on applications like graph convolutional networks for initial basis selection and reinforcement learning for advanced presolving and cut selection. Additionally, we detail the incorporation of state-of-the-art parameter tuning algorithms which markedly elevate solver performance. Compared with traditional solvers such as Cplex and SCIP, our ML-augmented OptVerse AI Solver demonstrates superior speed and precision across both established benchmarks and real-world scenarios, reinforcing the practical imperative and effectiveness of machine learning techniques in mathematical programming solvers.

Perching on the moving platforms is a promising solution to enhance the endurance and operational range of quadrotors, which could benefit the efficiency of a variety of air-ground cooperative tasks. To ensure robust perching, tracking with a steady relative state and reliable perception is a prerequisite. This paper presents an adaptive dynamic tracking and perching scheme for autonomous quadrotors to achieve tight integration with moving platforms. For reliable perception of dynamic targets, we introduce elastic visibility-aware planning to actively avoid occlusion and target loss. Additionally, we propose a flexible terminal adjustment method that adapts the changes in flight duration and the coupled terminal states, ensuring full-state synchronization with the time-varying perching surface at various angles. A relaxation strategy is developed by optimizing the tangential relative speed to address the dynamics and safety violations brought by hard boundary conditions. Moreover, we take SE(3) motion planning into account to ensure no collision between the quadrotor and the platform until the contact moment. Furthermore, we propose an efficient spatiotemporal trajectory optimization framework considering full state dynamics for tracking and perching. The proposed method is extensively tested through benchmark comparisons and ablation studies. To facilitate the application of academic research to industry and to validate the efficiency of our scheme under strictly limited computational resources, we deploy our system on a commercial drone (DJI-MAVIC3) with a full-size sport-utility vehicle (SUV). We conduct extensive real-world experiments, where the drone successfully tracks and perches at 30~km/h (8.3~m/s) on the top of the SUV, and at 3.5~m/s with 60{\deg} inclined into the trunk of the SUV.

Rules are widely used in Fintech institutions to make fraud prevention decisions, since rules are highly interpretable thanks to their intuitive if-then structure. In practice, a two-stage framework of fraud prevention decision rule set mining is usually employed in large Fintech institutions. This paper is concerned with finding high-quality rule subsets in a bi-objective space (such as precision and recall) from an initial pool of rules. To this end, we adopt the concept of Pareto optimality and aim to find a set of non-dominated rule subsets, which constitutes a Pareto front. We propose a heuristic-based framework called PORS and we identify that the core of PORS is the problem of solution selection on the front (SSF). We provide a systematic categorization of the SSF problem and a thorough empirical evaluation of various SSF methods on both public and proprietary datasets. We also introduce a novel variant of sequential covering algorithm called SpectralRules to encourage the diversity of the initial rule set and we empirically find that SpectralRules further improves the quality of the found Pareto front. On two real application scenarios within Alipay, we demonstrate the advantages of our proposed methodology compared to existing work.

Off-policy evaluation and learning are concerned with assessing a given policy and learning an optimal policy from offline data without direct interaction with the environment. Often, the environment in which the data are collected differs from the environment in which the learned policy is applied. To account for the effect of different environments during learning and execution, distributionally robust optimization (DRO) methods have been developed that compute worst-case bounds on the policy values assuming that the distribution of the new environment lies within an uncertainty set. Typically, this uncertainty set is defined based on the KL divergence around the empirical distribution computed from the logging dataset. However, the KL uncertainty set fails to encompass distributions with varying support and lacks awareness of the geometry of the distribution support. As a result, KL approaches fall short in addressing practical environment mismatches and lead to over-fitting to worst-case scenarios. To overcome these limitations, we propose a novel DRO approach that employs the Wasserstein distance instead. While Wasserstein DRO is generally computationally more expensive compared to KL DRO, we present a regularized method and a practical (biased) stochastic gradient descent method to optimize the policy efficiently. We also provide a theoretical analysis of the finite sample complexity and iteration complexity for our proposed method. We further validate our approach using a public dataset that was recorded in a randomized stoke trial.