Distributed online learning is gaining increased traction due to its unique ability to process large-scale datasets and streaming data. To address the growing public awareness and concern on privacy protection, plenty of private distributed online learning algorithms have been proposed, mostly based on differential privacy which has emerged as the ``gold standard" for privacy protection. However, these algorithms often face the dilemma of trading learning accuracy for privacy. By exploiting the unique characteristics of online learning, this paper proposes an approach that tackles the dilemma and ensures both differential privacy and learning accuracy in distributed online learning. More specifically, while ensuring a diminishing expected instantaneous regret, the approach can simultaneously ensure a finite cumulative privacy budget, even on the infinite time horizon. To cater for the fully distributed setting, we adopt the local differential-privacy framework which avoids the reliance on a trusted data curator, and hence, provides stronger protection than the classic ``centralized" (global) differential privacy. To the best of our knowledge, this is the first algorithm that successfully ensures both rigorous local differential privacy and learning accuracy. The effectiveness of the proposed algorithm is evaluated using machine learning tasks, including logistic regression on the ``Mushrooms" and ``Covtype" datasets and CNN based image classification on the ``MNIST" and ``CIFAR-10" datasets.

Federated learning collaboratively trains a neural network on privately owned data held by several participating clients. The gradient descent algorithm, a well-known and popular iterative optimization procedure, is run to train the neural network. Every client uses its local data to compute partial gradients and sends it to the federator which aggregates the results. Privacy of the clients' data is a major concern. In fact, observing the partial gradients can be enough to reveal the clients' data. Private aggregation schemes have been investigated to tackle the privacy problem in federated learning where all the users are connected to each other and to the federator. In this paper, we consider a wireless system architecture where clients are only connected to the federator via base stations. We derive fundamental limits on the communication cost when information-theoretic privacy is required, and introduce and analyze a private aggregation scheme tailored for this setting.

Demand response (DR) has been demonstrated to be an effective method for reducing peak load and mitigating uncertainties on both the supply and demand sides of the electricity market. One critical question for DR research is how to appropriately adjust electricity prices in order to shift electrical load from peak to off-peak hours. In recent years, reinforcement learning (RL) has been used to address the price-based DR problem because it is a model-free technique that does not necessitate the identification of models for end-use customers. However, the majority of RL methods cannot guarantee the stability and optimality of the learned pricing policy, which is undesirable in safety-critical power systems and may result in high customer bills. In this paper, we propose an innovative nonparametric constrained policy optimization approach that improves optimality while ensuring stability of the policy update, by removing the restrictive assumption on policy representation that the majority of the RL literature adopts: the policy must be parameterized or fall into a certain distribution class. We derive a closed-form expression of optimal policy update for each iteration and develop an efficient on-policy actor-critic algorithm to address the proposed constrained policy optimization problem. The experiments on two DR cases show the superior performance of our proposed nonparametric constrained policy optimization method compared with state-of-the-art RL algorithms.

This paper is concerned with a finite-horizon inverse control problem, which has the goal of inferring, from observations, the possibly non-convex and non-stationary cost driving the actions of an agent. In this context, we present a result that enables cost estimation by solving an optimization problem that is convex even when the agent cost is not and when the underlying dynamics is nonlinear, non-stationary and stochastic. To obtain this result, we also study a finite-horizon forward control problem that has randomized policies as decision variables. For this problem, we give an explicit expression for the optimal solution. Moreover, we turn our findings into algorithmic procedures and we show the effectiveness of our approach via both in-silico and experimental validations with real hardware. All the experiments confirm the effectiveness of our approach.

This work concerns developing communication- and computation-efficient methods for large-scale multiple testing over networks, which is of interest to many practical applications. We take an asymptotic approach and propose two methods, proportion-matching and greedy aggregation, tailored to distributed settings. The proportion-matching method achieves the global BH performance yet only requires a one-shot communication of the (estimated) proportion of true null hypotheses as well as the number of p-values at each node. By focusing on the asymptotic optimal power, we go beyond the BH procedure by providing an explicit characterization of the asymptotic optimal solution. This leads to the greedy aggregation method that effectively approximates the optimal rejection regions at each node, while computation efficiency comes from the greedy-type approach naturally. Moreover, for both methods, we provide the rate of convergence for both the FDR and power. Extensive numerical results over a variety of challenging settings are provided to support our theoretical findings.

Controller tuning and parameter optimization are crucial in system design to improve both the controller and underlying system performance. Bayesian optimization has been established as an efficient model-free method for controller tuning and adaptation. Standard methods, however, are not enough for high-precision systems to be robust with respect to unknown input-dependent noise and stable under safety constraints. In this work, we present a novel data-driven approach, RaGoOSE, for safe controller tuning in the presence of heteroscedastic noise, combining safe learning with risk-averse Bayesian optimization. We demonstrate the method for synthetic benchmark and compare its performance to established BO-based tuning methods. We further evaluate RaGoOSE performance on a real precision-motion system utilized in semiconductor industry applications and compare it to the built-in auto-tuning routine.

Machine Learning (ML) algorithms are vulnerable to poisoning attacks, where a fraction of the training data is manipulated to deliberately degrade the algorithms' performance. Optimal attacks can be formulated as bilevel optimization problems and help to assess their robustness in worst-case scenarios. We show that current approaches, which typically assume that hyperparameters remain constant, lead to an overly pessimistic view of the algorithms' robustness and of the impact of regularization. We propose a novel optimal attack formulation that considers the effect of the attack on the hyperparameters and models the attack as a multiobjective bilevel optimization problem. This allows to formulate optimal attacks, learn hyperparameters and evaluate robustness under worst-case conditions. We apply this attack formulation to several ML classifiers using $L_2$ and $L_1$ regularization. Our evaluation on multiple datasets confirms the limitations of previous strategies and evidences the benefits of using $L_2$ and $L_1$ regularization to dampen the effect of poisoning attacks.

Tomographic imaging systems are expected to work with a wide range of samples that house complex structures and challenging material compositions, which can influence image quality in a bad way. Complex samples increase total measurement duration and may introduce beam-hardening artifacts that lead to poor reconstruction image quality. This work presents an online trajectory optimization method for an X-ray computed tomography system with a robotic sample holder. The proposed method reduces measurement time and increases reconstruction image quality by generating an optimized spherical trajectory for the given sample without prior knowledge. The trajectory is generated successively at runtime based on intermediate sample measurements. We present experimental results with the robotic sample holder where two sample measurements using an optimized spherical trajectory achieve improved reconstruction quality compared to a conventional spherical trajectory. Our results demonstrate the ability of our system to increase reconstruction image quality and avoid artifacts at runtime when no prior information about the sample is provided.

As mathematical, statistical, and machine learning algorithms leverage increasingly powerful computational hardware to perform elaborate tasks, simulation has grown to play a key role in fields such as materials science, operations research, industrial engineering, aerodynamics, pharmaceuticals, image processing, and many others. In particular, a key use of these simulations is to serve as a surrogate for the eventual implementation and/or manufacturing during the design optimization; running a computational simulation is likely much cheaper than actually conducting a physical experiment or fabrication (Forrester et al. 2008; Negoescu et al. 2011; Molesky et al. 2018; Haghanifar et al. 2020). Computational simulations can, however, easily run for hours or days, making simulation itself an often costly proposition. The high cost of a single simulation is compounded by the frequent need to simulate many different systems to search for a set of desirable outcomes. This is the motivating force behind simulation optimization, which seeks to identify suitable system parameters to achieve a satisfactory system or effective simulation in a sample-efficient fashion, i.e., with as few simulations conducted as possible. In practical situations, simulations almost always have multiple competing objectives which define success, and thus it is important for users to understand trade-offs between these competing objectives in order to make an informed design decision. Multiobjective optimization tackles this problem by identifying the Pareto frontier, which is the manifold in objective space such that improving one objective cannot occur without harming another. Unfortunately, using the Pareto frontier as the measurement of success may be limiting in engineering and design applications.

Given harsh operating conditions and physical constraints in reactors, nuclear applications cannot afford to equip the physical asset with a large array of sensors. Therefore, it is crucial to carefully determine the placement of sensors within the given spatial limitations, enabling the reconstruction of reactor flow fields and the creation of nuclear digital twins. Various design considerations are imposed, such as predetermined sensor locations, restricted areas within the reactor, a fixed number of sensors allocated to a specific region, or sensors positioned at a designated distance from one another. We develop a data-driven technique that integrates constraints into an optimization procedure for sensor placement, aiming to minimize reconstruction errors. Our approach employs a greedy algorithm that can optimize sensor locations on a grid, adhering to user-defined constraints. We demonstrate the near optimality of our algorithm by computing all possible configurations for selecting a certain number of sensors for a randomly generated state space system. In this work, the algorithm is demonstrated on the Out-of-Pile Testing and Instrumentation Transient Water Irradiation System (OPTI-TWIST) prototype vessel, which is electrically heated to mimic the neutronics effect of the Transient Reactor Test facility (TREAT) at Idaho National Laboratory (INL). The resulting sensor-based reconstruction of temperature within the OPTI-TWIST minimizes error, provides probabilistic bounds for noise-induced uncertainty and will finally be used for communication between the digital twin and experimental facility.