Coordination of radars can be performed in various ways. To be more resilient radar networks can be coordinated in a decentralized way. In this paper, we introduce a highly resilient algorithm for radar coordination based on decentralized and collaborative bundle auctions. We first formalize our problem as a constrained optimization problem and apply a market-based algorithm to provide an approximate solution. Our approach allows to track simultaneously multiple targets, and to use up to two radars tracking the same target to improve accuracy. We show that our approach performs sensibly as well as a centralized approach relying on a MIP solver, and depending on the situations, may outperform it or be outperformed.

Causal Inference plays an significant role in explaining the decisions taken by statistical models and artificial intelligence models. Of late, this field started attracting the attention of researchers and practitioners alike. This paper presents a comprehensive survey of 37 papers published during 1992-2023 and concerning the application of causal inference to banking, finance, and insurance. The papers are categorized according to the following families of domains: (i) Banking, (ii) Finance and its subdomains such as corporate finance, governance finance including financial risk and financial policy, financial economics, and Behavioral finance, and (iii) Insurance. Further, the paper covers the primary ingredients of causal inference namely, statistical methods such as Bayesian Causal Network, Granger Causality and jargon used thereof such as counterfactuals. The review also recommends some important directions for future research. In conclusion, we observed that the application of causal inference in the banking and insurance sectors is still in its infancy, and thus more research is possible to turn it into a viable method.

A useful capability is that of classifying some agent's behavior using data from a sequence, or trace, of sensor measurements. The sensor selection problem involves choosing a subset of available sensors to ensure that, when generated, observation traces will contain enough information to determine whether the agent's activities match some pattern. In generalizing prior work, this paper studies a formulation in which multiple behavioral itineraries may be supplied, with sensors selected to distinguish between behaviors. This allows one to pose fine-grained questions, e.g., to position the agent's activity on a spectrum. In addition, with multiple itineraries, one can also ask about choices of sensors where some behavior is always plausibly concealed by (or mistaken for) another. Using sensor ambiguity to limit the acquisition of knowledge is a strong privacy guarantee, a form of guarantee which some earlier work examined under formulations distinct from our inter-itinerary conflation approach. By concretely formulating privacy requirements for sensor selection, this paper connects both lines of work in a novel fashion: privacy-where there is a bound from above, and behavior verification-where sensors choices are bounded from below. We examine the worst-case computational complexity that results from both types of bounds, proving that upper bounds are more challenging under standard computational complexity assumptions. The problem is intractable in general, but we introduce an approach to solving this problem that can exploit interrelationships between constraints, and identify opportunities for optimizations. Case studies are presented to demonstrate the usefulness and scalability of our proposed solution, and to assess the impact of the optimizations.

Sums-of-squares (SOS) optimization is a promising tool to synthesize certifiable controllers for nonlinear dynamical systems. Building upon prior works, we demonstrate that SOS can synthesize dynamic controllers with bounded suboptimal performance for various underactuated robotic systems by finding good approximations of the value function. We summarize a unified SOS framework to synthesize both under- and over- approximations of the value function for continuous-time, control-affine systems, use these approximations to generate approximate optimal controllers, and perform regional analysis on the closed-loop system driven by these controllers. We then extend the formulation to handle hybrid systems with contacts. We demonstrate that our method can generate tight under- and over- approximations of the value function with low-degree polynomials, which are used to provide stabilizing controllers for continuous-time systems including the inverted pendulum, the cart-pole, and the quadrotor as well as a hybrid system, the planar pusher. To the best of our knowledge, this is the first time that a SOS-based time-invariant controller can swing up and stabilize a cart-pole, and push the planar slider to the desired pose.

We introduce DiffOpt.jl, a Julia library to differentiate through the solution of optimization problems with respect to arbitrary parameters present in the objective and/or constraints. The library builds upon MathOptInterface, thus leveraging the rich ecosystem of solvers and composing well with modeling languages like JuMP. DiffOpt offers both forward and reverse differentiation modes, enabling multiple use cases from hyperparameter optimization to backpropagation and sensitivity analysis, bridging constrained optimization with end-to-end differentiable programming. DiffOpt is built on two known rules for differentiating quadratic programming and conic programming standard forms. However, thanks ability to differentiate through model transformation, the user is not limited to these forms and can differentiate with respect to the parameters of any model that can be reformulated into these standard forms. This notably includes programs mixing affine conic constraints and convex quadratic constraints or objective function.

This paper proposes the Doubly Compressed Momentum-assisted stochastic gradient tracking algorithm $\texttt{DoCoM}$ for communication-efficient decentralized optimization. The algorithm features two main ingredients to achieve a near-optimal sample complexity while allowing for communication compression. First, the algorithm tracks both the averaged iterate and stochastic gradient using compressed gossiping consensus. Second, a momentum step is incorporated for adaptive variance reduction with the local gradient estimates. We show that $\texttt{DoCoM}$ finds a near-stationary solution at all participating agents satisfying $\mathbb{E}[ \| \nabla f( \theta ) \|^2 ] = \mathcal{O}( 1 / T^{2/3} )$ in $T$ iterations, where $f(\theta)$ is a smooth (possibly non-convex) objective function. Notice that the proof is achieved via analytically designing a new potential function that tightly tracks the one-iteration progress of $\texttt{DoCoM}$. As a corollary, our analysis also established the linear convergence of $\texttt{DoCoM}$ to a global optimal solution for objective functions with the Polyak-{\L}ojasiewicz condition. Numerical experiments demonstrate that our algorithm outperforms several state-of-the-art algorithms in practice.

Operational constraint violations may occur when deep reinforcement learning (DRL) agents interact with real-world active distribution systems to learn their optimal policies during training. This letter presents a universal distributionally robust safety filter (DRSF) using which any DRL agent can reduce the constraint violations of distribution systems significantly during training while maintaining near-optimal solutions. The DRSF is formulated as a distributionally robust optimization problem with chance constraints of operational limits. This problem aims to compute near-optimal actions that are minimally modified from the optimal actions of DRL-based Volt/VAr control by leveraging the distribution system model, thereby providing constraint satisfaction guarantee with a probability level under the model uncertainty. The performance of the proposed DRSF is verified using the IEEE 33-bus and 123-bus systems.

Adaptive optimization has achieved notable success for distributed learning while extending adaptive optimizer to federated Learning (FL) suffers from severe inefficiency, including (i) rugged convergence due to inaccurate gradient estimation in global adaptive optimizer; (ii) client drifts exacerbated by local over-fitting with the local adaptive optimizer. In this work, we propose a novel momentum-based algorithm via utilizing the global gradient descent and locally adaptive amended optimizer to tackle these difficulties. Specifically, we incorporate a locally amended technique to the adaptive optimizer, named Federated Local ADaptive Amended optimizer (\textit{FedLADA}), which estimates the global average offset in the previous communication round and corrects the local offset through a momentum-like term to further improve the empirical training speed and mitigate the heterogeneous over-fitting. Theoretically, we establish the convergence rate of \textit{FedLADA} with a linear speedup property on the non-convex case under the partial participation settings. Moreover, we conduct extensive experiments on the real-world dataset to demonstrate the efficacy of our proposed \textit{FedLADA}, which could greatly reduce the communication rounds and achieves higher accuracy than several baselines.

Deep learning models have demonstrated impressive performance in various domains. However, the prolonged training time of these models remains a critical problem. Manually designed parallel training strategies could enhance efficiency but require considerable time and deliver little flexibility. Hence, automatic parallelism is proposed to automate the parallel strategy searching process. Even so, existing approaches suffer from sub-optimal strategy space because they treat automatic parallelism as two independent stages, namely inter- and intra-layer parallelism. To address this issue, we propose UniAP, which utilizes mixed integer quadratic programming to unify inter- and intra-layer automatic parallelism. To the best of our knowledge, UniAP is the first work to unify these two categories to search for a globally optimal strategy. The experimental results show that UniAP outperforms state-of-the-art methods by up to 1.70$\times$ in throughput and reduces strategy searching time by up to 16$\times$ across four Transformer-like models.

We consider a general optimization problem of minimizing a composite objective functional defined over a class of probability distributions. The objective is composed of two functionals: one is assumed to possess the variational representation and the other is expressed in terms of the expectation operator of a possibly nonsmooth convex regularizer function. Such a regularized distributional optimization problem widely appears in machine learning and statistics, such as proximal Monte-Carlo sampling, Bayesian inference and generative modeling, for regularized estimation and generation. We propose a novel method, dubbed as Moreau-Yoshida Variational Transport (MYVT), for solving the regularized distributional optimization problem. First, as the name suggests, our method employs the Moreau-Yoshida envelope for a smooth approximation of the nonsmooth function in the objective. Second, we reformulate the approximate problem as a concave-convex saddle point problem by leveraging the variational representation, and then develope an efficient primal-dual algorithm to approximate the saddle point. Furthermore, we provide theoretical analyses and report experimental results to demonstrate the effectiveness of the proposed method.