We study fair machine learning (ML) under predictive uncertainty to enable reliable and trustworthy decision-making. The seminal work of ``equalized coverage'' proposed an uncertainty-aware fairness notion. However, it does not guarantee equal coverage rates across more fine-grained groups (e.g., low-income females) conditioning on the true label and is biased in the assessment of uncertainty. To tackle these limitations, we propose a new uncertainty-aware fairness -- Equal Opportunity of Coverage (EOC) -- that aims to achieve two properties: (1) coverage rates for different groups with similar outcomes are close, and (2) the coverage rate for the entire population remains at a predetermined level. Further, the prediction intervals should be narrow to be informative. We propose Binned Fair Quantile Regression (BFQR), a distribution-free post-processing method to improve EOC with reasonable width for any trained ML models. It first calibrates a hold-out set to bound deviation from EOC, then leverages conformal prediction to maintain EOC on a test set, meanwhile optimizing prediction interval width. Experimental results demonstrate the effectiveness of our method in improving EOC. Our code is publicly available at https://github.com/fangxin-wang/bfqr .

Bayesian Optimization (BO) is a technique for sample-efficient black-box optimization that employs probabilistic models to identify promising input locations for evaluation. When dealing with composite-structured functions, such as f=g o h, evaluating a specific location x yields observations of both the final outcome f(x) = g(h(x)) as well as the intermediate output(s) h(x). Previous research has shown that integrating information from these intermediate outputs can enhance BO performance substantially. However, existing methods struggle if the outputs h(x) are high-dimensional. Many relevant problems fall into this setting, including in the context of generative AI, molecular design, or robotics. To effectively tackle these challenges, we introduce Joint Composite Latent Space Bayesian Optimization (JoCo), a novel framework that jointly trains neural network encoders and probabilistic models to adaptively compress high-dimensional input and output spaces into manageable latent representations. This enables viable BO on these compressed representations, allowing JoCo to outperform other state-of-the-art methods in high-dimensional BO on a wide variety of simulated and real-world problems.

Clustering of time series is a well-studied problem, with applications ranging from quantitative, personalized models of metabolism obtained from metabolite concentrations to state discrimination in quantum information theory. We consider a variant, where given a set of trajectories and a number of parts, we jointly partition the set of trajectories and learn linear dynamical system (LDS) models for each part, so as to minimize the maximum error across all the models. We present globally convergent methods and EM heuristics, accompanied by promising computational results.

Hierarchical federated learning (HFL) shows great advantages over conventional two-layer federated learning (FL) in reducing network overhead and interaction latency while still retaining the data privacy of distributed FL clients. However, the communication and energy overhead still pose a bottleneck for HFL performance, especially as the number of clients raises dramatically. To tackle this issue, we propose a non-orthogonal multiple access (NOMA) enabled HFL system under semi-synchronous cloud model aggregation in this paper, aiming to minimize the total cost of time and energy at each HFL global round. Specifically, we first propose a novel fuzzy logic based client orchestration policy considering client heterogenerity in multiple aspects, including channel quality, data quantity and model staleness. Subsequently, given the fuzzy based client-edge association, a joint edge server scheduling and resource allocation problem is formulated. Utilizing problem decomposition, we firstly derive the closed-form solution for the edge server scheduling subproblem via the penalty dual decomposition (PDD) method. Next, a deep deterministic policy gradient (DDPG) based algorithm is proposed to tackle the resource allocation subproblem considering time-varying environments. Finally, extensive simulations demonstrate that the proposed scheme outperforms the considered benchmarks regarding HFL performance improvement and total cost reduction.

We consider the problem of designing a sequential decision making agent to maximize an unknown time-varying function which switches with time. At each step, the agent receives an observation of the function's value at a point decided by the agent. The observation could be corrupted by noise. The agent is also constrained to take safe decisions with high probability, i.e., the chosen points should have a function value greater than a threshold. For this switching environment, we propose a policy called Adaptive-SafeOpt and evaluate its performance via simulations. The policy incorporates Bayesian optimization and change point detection for the safe sequential optimization problem. We observe that a major challenge in adapting to the switching change is to identify safe decisions when the change point is detected and prevent attraction to local optima.

We consider unconstrained minimization of smooth convex functions. We propose a novel variational perspective using forced Euler-Lagrange equation that allows for studying high-resolution ODEs. Through this, we obtain a faster convergence rate for gradient norm minimization using Nesterov's accelerated gradient method. Additionally, we show that Nesterov's method can be interpreted as a rate-matching discretization of an appropriately chosen high-resolution ODE. Finally, using the results from the new variational perspective, we propose a stochastic method for noisy gradients. Several numerical experiments compare and illustrate our stochastic algorithm with state of the art methods.

Varying dynamics parameters in simulation is a popular Domain Randomization (DR) approach for overcoming the reality gap in Reinforcement Learning (RL). Nevertheless, DR heavily hinges on the choice of the sampling distribution of the dynamics parameters, since high variability is crucial to regularize the agent's behavior but notoriously leads to overly conservative policies when randomizing excessively. In this paper, we propose a novel approach to address sim-to-real transfer, which automatically shapes dynamics distributions during training in simulation without requiring real-world data. We introduce DOmain RAndomization via Entropy MaximizatiON (DORAEMON), a constrained optimization problem that directly maximizes the entropy of the training distribution while retaining generalization capabilities. In achieving this, DORAEMON gradually increases the diversity of sampled dynamics parameters as long as the probability of success of the current policy is sufficiently high. We empirically validate the consistent benefits of DORAEMON in obtaining highly adaptive and generalizable policies, i.e. solving the task at hand across the widest range of dynamics parameters, as opposed to representative baselines from the DR literature. Notably, we also demonstrate the Sim2Real applicability of DORAEMON through its successful zero-shot transfer in a robotic manipulation setup under unknown real-world parameters.

Many approaches for addressing Global Optimization problems typically rely on relaxations of nonlinear constraints over specific mathematical primitives. This is restricting in applications with constraints that are black-box, implicit or consist of more general primitives. Trying to address such limitations, Bertsimas and Ozturk (2023) proposed OCTHaGOn as a way of solving black-box global optimization problems by approximating the nonlinear constraints using hyperplane-based Decision-Trees and then using those trees to construct a unified mixed integer optimization (MIO) approximation of the original problem. We provide extensions to this approach, by (i) approximating the original problem using other MIO-representable ML models besides Decision Trees, such as Gradient Boosted Trees, Multi Layer Perceptrons and Suport Vector Machines, (ii) proposing adaptive sampling procedures for more accurate machine learning-based constraint approximations, (iii) utilizing robust optimization to account for the uncertainty of the sample-dependent training of the ML models, and (iv) leveraging a family of relaxations to address the infeasibilities of the final MIO approximation. We then test the enhanced framework in 81 Global Optimization instances. We show improvements in solution feasibility and optimality in the majority of instances. We also compare against BARON, showing improved optimality gaps or solution times in 11 instances.

Deformable robots are notoriously difficult to model or control due to its high-dimensional configuration spaces. Direct trajectory optimization suffers from the curse-of-dimensionality and incurs a high computational cost, while learning-based controller optimization methods are sensitive to hyper-parameter tuning. To overcome these limitations, we hypothesize that high fidelity soft robots can be both simulated and controlled by restricting to low-dimensional spaces. Under such assumption, we propose a two-stage algorithm to identify such simulation- and control-spaces. Our method first identifies the so-called simulation-space that captures the salient deformation modes, to which the robot's governing equation is restricted. We then identify the control-space, to which control signals are restricted. We propose a multi-fidelity Riemannian Bayesian bilevel optimization to identify task-specific control spaces. We show that the dimension of control-space can be less than $10$ for a high-DOF soft robot to accomplish walking and swimming tasks, allowing low-dimensional MPC controllers to be applied to soft robots with tractable computational complexity.

Finding robot poses and trajectories represents a foundational aspect of robot motion planning. Despite decades of research, efficiently and robustly addressing these challenges is still difficult. Existing approaches are often plagued by various limitations, such as intricate geometric approximations, violations of collision constraints, or slow first-order convergence. In this paper, we introduce two novel optimization formulations that offer provable robustness, achieving second-order convergence while requiring only a convex approximation of the robot's links and obstacles. Our first method, known as the Explicit Collision Barrier (ECB) method, employs a barrier function to guarantee separation between convex objects. ECB uses an efficient matrix factorization technique, enabling a second-order Newton's method with an iterative complexity linear in the number of separating planes. Our second method, referred to as the Implicit Collision Barrier (ICB) method, further transforms the separating planes into implicit functions of robot poses. We show such an implicit objective function is twice-differentiable, with derivatives evaluated at a linear complexity. To assess the effectiveness of our approaches, we conduct a comparative study with a first-order baseline algorithm across six testing scenarios. Our results unequivocally justify that our method exhibits significantly faster convergence rates compared to the baseline algorithm.