Multi-objective optimization is a type of decision making problems where multiple conflicting objectives are optimized. We study offline optimization of multi-objective policies from data collected by an existing policy. We propose a pessimistic estimator for the multi-objective policy values that can be easily plugged into existing formulas for hypervolume computation and optimized. The estimator is based on inverse propensity scores (IPS), and improves upon a naive IPS estimator in both theory and experiments. Our analysis is general, and applies beyond our IPS estimators and methods for optimizing them. The pessimistic estimator can be optimized by policy gradients and performs well in all of our experiments.

The Wasserstein distance from optimal mass transport (OMT) is a powerful mathematical tool with numerous applications that provides a natural measure of the distance between two probability distributions. Several methods to incorporate OMT into widely used probabilistic models, such as Gaussian or Gaussian mixture, have been developed to enhance the capability of modeling complex multimodal densities of real datasets. However, very few studies have explored the OMT problems in a reproducing kernel Hilbert space (RKHS), wherein the kernel trick is utilized to avoid the need to explicitly map input data into a high-dimensional feature space. In the current study, we propose a Wasserstein-type metric to compute the distance between two Gaussian mixtures in a RKHS via the kernel trick, i.e., kernel Gaussian mixture models.

Continuous optimization based motion planners require deciding on a maneuver homotopy before optimizing the trajectory. Under uncertainty, maneuver intentions of other participants can be unclear, and the vehicle might not be able to decide on the most suitable maneuver. This work introduces a method that incorporates multiple maneuver preferences in planning. It optimizes the trajectory by considering weighted maneuver preferences together with uncertainties ranging from perception to prediction while ensuring the feasibility of a chance-constrained fallback option. Evaluations in both driving experiments and simulation studies show enhanced interaction capabilities and comfort levels compared to conventional planners, which consider only a single maneuver.

Reproducing kernel Hilbert spaces (RKHSs) are very important function spaces, playing an important role in machine learning, statistics, numerical analysis and pure mathematics. Since Lipschitz and H\"older continuity are important regularity properties, with many applications in interpolation, approximation and optimization problems, in this work we investigate these continuity notion in RKHSs. We provide several sufficient conditions as well as an in depth investigation of reproducing kernels inducing prescribed Lipschitz or H\"older continuity. Apart from new results, we also collect related known results from the literature, making the present work also a convenient reference on this topic.

This manuscript introduces a new optimization framework for machine learning and AI, named {\bf empirical X-risk minimization (EXM)}. X-risk is a term introduced to represent a family of compositional measures or objectives, in which each data point is compared with a large number of items explicitly or implicitly for defining a risk function. It includes surrogate objectives of many widely used measures and non-decomposable losses, e.g., AUROC, AUPRC, partial AUROC, NDCG, MAP, precision/recall at top $K$ positions, precision at a certain recall level, listwise losses, p-norm push, top push, global contrastive losses, etc. While these non-decomposable objectives and their optimization algorithms have been studied in the literature of machine learning, computer vision, information retrieval, and etc, optimizing these objectives has encountered some unique challenges for deep learning. In this paper, we present recent rigorous efforts for EXM with a focus on its algorithmic foundations and its applications. We introduce a class of algorithmic techniques for solving EXM with smooth non-convex objectives. We formulate EXM into three special families of non-convex optimization problems belonging to non-convex compositional optimization, non-convex min-max optimization and non-convex bilevel optimization, respectively. For each family of problems, we present some strong baseline algorithms and their complexities, which will motivate further research for improving the existing results. Discussions about the presented results and future studies are given at the end. Efficient algorithms for optimizing a variety of X-risks are implemented in the LibAUC library at \url{www.libauc.org}.

The study of robustness has received much attention due to its inevitability in data-driven settings where many systems face uncertainty. One such example of concern is Bayesian Optimization (BO), where uncertainty is multi-faceted, yet there only exists a limited number of works dedicated to this direction. In particular, there is the work of Kirschner et al. (2020), which bridges the existing literature of Distributionally Robust Optimization (DRO) by casting the BO problem from the lens of DRO. While this work is pioneering, it admittedly suffers from various practical shortcomings such as finite contexts assumptions, leaving behind the main question Can one devise a computationally tractable algorithm for solving this DRO-BO problem? In this work, we tackle this question to a large degree of generality by considering robustness against data-shift in $\varphi$-divergences, which subsumes many popular choices, such as the $\chi^2$-divergence, Total Variation, and the extant Kullback-Leibler (KL) divergence. We show that the DRO-BO problem in this setting is equivalent to a finite-dimensional optimization problem which, even in the continuous context setting, can be easily implemented with provable sublinear regret bounds. We then show experimentally that our method surpasses existing methods, attesting to the theoretical results.

We introduce contextual stochastic bilevel optimization (CSBO) -- a stochastic bilevel optimization framework with the lower-level problem minimizing an expectation conditioned on some contextual information and the upper-level decision variable. This framework extends classical stochastic bilevel optimization when the lower-level decision maker responds optimally not only to the decision of the upper-level decision maker but also to some side information and when there are multiple or even infinite many followers. It captures important applications such as meta-learning, personalized federated learning, end-to-end learning, and Wasserstein distributionally robust optimization with side information (WDRO-SI). Due to the presence of contextual information, existing single-loop methods for classical stochastic bilevel optimization are unable to converge. To overcome this challenge, we introduce an efficient double-loop gradient method based on the Multilevel Monte-Carlo (MLMC) technique and establish its sample and computational complexities. When specialized to stochastic nonconvex optimization, our method matches existing lower bounds. For meta-learning, the complexity of our method does not depend on the number of tasks. Numerical experiments further validate our theoretical results.

The ability to implement effective autonomous hypersonic strikes against an adversary can potentially change the balance of power for our forces located in proximity to a powerful adversary, significantly extending the depth of our defense. Hypersonic weapons have an advantage over slower missiles in that they both reduce the response time of a strike and are more difficult to intercept. The fastest response time for weapons deployed at large distances from the theater of operations would be achieved by boost-glide hypersonic strike weapons (HSW) or maneuverable ballistic re-entry vehicles (MBRV) launched on a depressed trajectory. Both approaches could be made more economical by launching multiple HSW or MBRV from a single rocket, similar to our approach with our nuclear deterrent. Hypersonic cruise missiles launched from strategic bombers would have slower response times, but may be more economical.

Existing graph matching methods typically assume that there are similar structures between graphs and they are matchable. However, these assumptions do not align with real-world applications. This work addresses a more realistic scenario where graphs exhibit diverse modes, requiring graph grouping before or along with matching, a task termed mixture graph matching and clustering. We introduce Minorize-Maximization Matching and Clustering (M3C), a learning-free algorithm that guarantees theoretical convergence through the Minorize-Maximization framework and offers enhanced flexibility via relaxed clustering. Building on M3C, we develop UM3C, an unsupervised model that incorporates novel edge-wise affinity learning and pseudo label selection. Extensive experimental results on public benchmarks demonstrate that our method outperforms state-of-the-art graph matching and mixture graph matching and clustering approaches in both accuracy and efficiency. Source code will be made publicly available.

We propose a framework for optimizing a planar parallel-jaw gripper for use with multiple objects. While optimizing general-purpose grippers and contact locations for grasps are both well studied, co-optimizing grasps and the gripper geometry to execute them receives less attention. As such, our framework synthesizes grippers optimized to stably grasp sets of polygonal objects. Given a fixed number of contacts and their assignments to object faces and gripper jaws, our framework optimizes contact locations along these faces, gripper pose for each grasp, and gripper shape. Our key insights are to pose shape and contact constraints in frames fixed to the gripper jaws, and to leverage the linearity of constraints in our grasp stability and gripper shape models via an augmented Lagrangian formulation. Together, these enable a tractable nonlinear program implementation. We apply our method to several examples. The first illustrative problem shows the discovery of a geometrically simple solution where possible. In another, space is constrained, forcing multiple objects to be contacted by the same features as each other. Finally a toolset-grasping example shows that our framework applies to complex, real-world objects. We provide a physical experiment of the toolset grasps.