The classical Model Predictive Path Integral (MPPI) control framework lacks reliable safety guarantees since it relies on a risk-neutral trajectory evaluation technique, which can present challenges for safety-critical applications such as autonomous driving. Additionally, if the majority of MPPI sampled trajectories concentrate in high-cost regions, it may generate an infeasible control sequence. To address this challenge, we propose the U-MPPI control strategy, a novel methodology that can effectively manage system uncertainties while integrating a more efficient trajectory sampling strategy. The core concept is to leverage the Unscented Transform (UT) to propagate not only the mean but also the covariance of the system dynamics, going beyond the traditional MPPI method. As a result, it introduces a novel and more efficient trajectory sampling strategy, significantly enhancing state-space exploration and ultimately reducing the risk of being trapped in local minima. Furthermore, by leveraging the uncertainty information provided by UT, we incorporate a risk-sensitive cost function that explicitly accounts for risk or uncertainty throughout the trajectory evaluation process, resulting in a more resilient control system capable of handling uncertain conditions. By conducting extensive simulations of 2D aggressive autonomous navigation in both known and unknown cluttered environments, we verify the efficiency and robustness of our proposed U-MPPI control strategy compared to the baseline MPPI. We further validate the practicality of U-MPPI through real-world demonstrations in unknown cluttered environments, showcasing its superior ability to incorporate both the UT and local costmap into the optimization problem without introducing additional complexity.

While hyperparameter tuning shows theoretical promise, its practical efficacy is not universally superior, as evidenced in Figure 4. The results thus offer a balanced perspective that marries theoretical rigor with empirical validation, fulfilling both academic and practical requirements. Implications for the Field of Machine Learning and Predictive Modeling Robustness and Generalization: The ensemble and stacking methods offer a mathematically substantiated pathway to improve the generalization capabilities of predictive models. Interpretability: The feature integration techniques not only improve model performance but also offer better interpretability by highlighting important features through mathematical formulations. Optimization: The proven convergence of Bayesian Optimization to the global optimum has far-reaching implications for hyperparameter tuning in models, as formalized by the EI equation. Unified Framework: This research provides a unified, mathematically rigorous framework for integrating Bayesian and non-Bayesian approaches, thereby setting a new benchmark for hybrid predictive systems. Future Research Directions Scalability: Investigating the scalability of the proposed methods, particularly in the context of the ensemble and Bayesian optimization equations, for larger datasets and more models. Real-world Applications: Extending this research to specific domains like healthcare, finance, and natural language processing to assess the practical utility of the proposed methods. Advanced Optimization Techniques: Exploring other optimization techniques that could further improve the efficiency and effectiveness of the proposed hybrid models, perhaps by introducing new mathematical formulations.

Multi-level optimization has gained increasing attention in recent years, as it provides a powerful framework for solving complex optimization problems that arise in many fields, such as meta-learning, multi-player games, reinforcement learning, and nested composition optimization. In this paper, we study the problem of distributed multi-level optimization over a network, where agents can only communicate with their immediate neighbors. This setting is motivated by the need for distributed optimization in large-scale systems, where centralized optimization may not be practical or feasible. To address this problem, we propose a novel gossip-based distributed multi-level optimization algorithm that enables networked agents to solve optimization problems at different levels in a single timescale and share information through network propagation. Our algorithm achieves optimal sample complexity, scaling linearly with the network size, and demonstrates state-of-the-art performance on various applications, including hyper-parameter tuning, decentralized reinforcement learning, and risk-averse optimization.

A key challenge in machine learning is to design interpretable models that can reduce their inputs to the best subset for making transparent predictions, especially in the clinical domain. In this work, we propose a certifiably optimal feature selection procedure for logistic regression from a mixed-integer conic optimization perspective that can take an auxiliary cost to obtain features into account. Based on an extensive review of the literature, we carefully create a synthetic dataset generator for clinical prognostic model research. This allows us to systematically evaluate different heuristic and optimal cardinality- and budget-constrained feature selection procedures. The analysis shows key limitations of the methods for the low-data regime and when confronted with label noise. Our paper not only provides empirical recommendations for suitable methods and dataset designs, but also paves the way for future research in the area of meta-learning.

To determine the effectiveness of metaheuristic Differential Evolution optimization strategy for inventory management (IM) in the context of stochastic demand, this empirical study undertakes a thorough investigation. The primary objective is to discern the most effective strategy for minimizing inventory costs within the context of uncertain demand patterns. Inventory costs refer to the expenses associated with holding and managing inventory within a business. The approach combines a continuous review of IM policies with a Monte Carlo Simulation (MCS). To find the optimal solution, the study focuses on meta-heuristic approaches and compares multiple algorithms. The outcomes reveal that the Differential Evolution (DE) algorithm outperforms its counterparts in optimizing IM. To fine-tune the parameters, the study employs the Latin Hypercube Sampling (LHS) statistical method. To determine the final solution, a method is employed in this study which combines the outcomes of multiple independent DE optimizations, each initiated with different random initial conditions. This approach introduces a novel and promising dimension to the field of inventory management, offering potential enhancements in performance and cost efficiency, especially in the presence of stochastic demand patterns.

We introduce the Projected Push-Pull algorithm that enables multiple agents to solve a distributed constrained optimization problem with private cost functions and global constraints, in a collaborative manner. Our algorithm employs projected gradient descent to deal with constraints and a lazy update rule to control the trade-off between the consensus and optimization steps in the protocol. We prove that our algorithm achieves geometric convergence over time-varying directed graphs while ensuring that the decision variable always stays within the constraint set. We derive explicit bounds for step sizes that guarantee geometric convergence based on the strong-convexity and smoothness of cost functions, and graph properties. Moreover, we provide additional theoretical results on the usefulness of lazy updates, revealing the challenges in the analysis of any gradient tracking method that uses projection operators in a distributed constrained optimization setting. We validate our theoretical results with numerical studies over different graph types, showing that our algorithm achieves geometric convergence empirically.

This work proposes a safety-critical local reactive controller that enables the robot to navigate in unknown and cluttered environments. In particular, the trajectory tracking task is formulated as a constrained polynomial optimization problem. Then, safety constraints are imposed on the control variables invoking the notion of polynomial positivity certificates in conjunction with their Sum-of-Squares (SOS) approximation, thereby confining the robot motion inside the locally extracted convex free region. It is noteworthy that, in the process of devising the proposed safety constraints, the geometry of the robot can be approximated using any shape that can be characterized with a set of polynomial functions. The optimization problem is further convexified into a semidefinite program (SDP) leveraging truncated multi-sequences (tms) and moment relaxation, which favorably facilitates the effective use of off-the-shelf conic programming solvers, such that real-time performance is attainable. Various robot navigation tasks are investigated to demonstrate the effectiveness of the proposed approach in terms of safety and tracking performance.

The task-specific optimization of robotic systems has long been divided into the optimization of the robot and the optimization of the environment. In this letter, we argue that these two problems are interdependent and should be treated as such. To this end, we present a unified problem formulation that enables for the simultaneous optimization of both the robot kinematics and the environment. We demonstrate the effectiveness of our approach by jointly optimizing a robotic milling system. To compare our approach to the state of the art we also optimize the robot kinematics and environment separately. The results show that our approach outperforms the state of the art and that simultaneous optimization leads to a much better solution.

Acceleration of gradient-based optimization methods is an issue of significant practical and theoretical interest, particularly in machine learning applications. Most research has focused on optimization over Euclidean spaces, but given the need to optimize over spaces of probability measures in many machine learning problems, it is of interest to investigate accelerated gradient methods in this context too. To this end, we introduce a Hamiltonian-flow approach that is analogous to moment-based approaches in Euclidean space. We demonstrate that algorithms based on this approach can achieve convergence rates of arbitrarily high order. Numerical examples illustrate our claim.

Human expectations stem from their knowledge about the others and the world. Where human-AI interaction is concerned, such knowledge may be inconsistent with the ground truth, resulting in the AI agent not meeting its expectations and degraded team performance. Explicable planning was previously introduced as a novel planning approach to reconciling human expectations and the agent's optimal behavior for more interpretable decision-making. One critical issue that remains unaddressed is safety in explicable planning since it can lead to explicable behaviors that are unsafe. We propose Safe Explicable Planning (SEP) to extend the prior work to support the specification of a safety bound. The objective of SEP is to search for behaviors that are close to the human's expectations while satisfying the bound on the agent's return, the safety criterion chosen in this work. We show that the problem generalizes multi-objective optimization and our formulation introduces a Pareto set. Under such a formulation, we propose a novel exact method that returns the Pareto set of safe explicable policies, a more efficient greedy method that returns one of the Pareto optimal policies, and approximate solutions for them based on the aggregation of states to further scalability. Formal proofs are provided to validate the desired theoretical properties of the exact and greedy methods. We evaluate our methods both in simulation and with physical robot experiments. Results confirm the validity and efficacy of our methods for safe explicable planning.