Learning to optimize is a rapidly growing area that aims to solve optimization problems or improve existing optimization algorithms using machine learning (ML). In particular, the graph neural network (GNN) is considered a suitable ML model for optimization problems whose variables and constraints are permutation--invariant, for example, the linear program (LP). While the literature has reported encouraging numerical results, this paper establishes the theoretical foundation of applying GNNs to solving LPs. Given any size limit of LPs, we construct a GNN that maps different LPs to different outputs. We show that properly built GNNs can reliably predict feasibility, boundedness, and an optimal solution for each LP in a broad class. Our proofs are based upon the recently--discovered connections between the Weisfeiler--Lehman isomorphism test and the GNN. To validate our results, we train a simple GNN and present its accuracy in mapping LPs to their feasibilities and solutions.

Laser-plasma physics has developed rapidly over the past few decades as high-power lasers have become both increasingly powerful and more widely available. Early experimental and numerical research in this field was restricted to single-shot experiments with limited parameter exploration. However, recent technological improvements make it possible to gather an increasing amount of data, both in experiments and simulations. This has sparked interest in using advanced techniques from mathematics, statistics and computer science to deal with, and benefit from, big data. At the same time, sophisticated modeling techniques also provide new ways for researchers to effectively deal with situations in which still only sparse amounts of data are available. This paper aims to present an overview of relevant machine learning methods with focus on applicability to laser-plasma physics, including its important sub-fields of laser-plasma acceleration and inertial confinement fusion.

Distributed model predictive control (DMPC) is a flexible and scalable feedback control method applicable to a wide range of systems. While the stability analysis of DMPC is quite well understood, there exist only limited implementation results for realistic applications involving distributed computation and networked communication. This article approaches formation control of mobile robots via a cooperative DMPC scheme. We discuss the implementation via decentralized optimization algorithms. To this end, we combine the alternating direction method of multipliers with decentralized sequential quadratic programming to solve the underlying optimal control problem in a decentralized fashion with nominal convergence guarantees. Our approach only requires coupled subsystems to communicate and does not rely on a central coordinator. Our experimental results showcase the efficacy of DMPC for formation control and they demonstrate the real-time feasibility of the considered algorithms.

The great behavioral heterogeneity observed between individuals with the same psychiatric disorder and even within one individual over time complicates both clinical practice and biomedical research. However, modern technologies are an exciting opportunity to improve behavioral characterization. Existing psychiatry methods that are qualitative or unscalable, such as patient surveys or clinical interviews, can now be collected at a greater capacity and analyzed to produce new quantitative measures. Furthermore, recent capabilities for continuous collection of passive sensor streams, such as phone GPS or smartwatch accelerometer, open avenues of novel questioning that were previously entirely unrealistic. Their temporally dense nature enables a cohesive study of real-time neural and behavioral signals. To develop comprehensive neurobiological models of psychiatric disease, it will be critical to first develop strong methods for behavioral quantification. There is huge potential in what can theoretically be captured by current technologies, but this in itself presents a large computational challenge -- one that will necessitate new data processing tools, new machine learning techniques, and ultimately a shift in how interdisciplinary work is conducted. In my thesis, I detail research projects that take different perspectives on digital psychiatry, subsequently tying ideas together with a concluding discussion on the future of the field. I also provide software infrastructure where relevant, with extensive documentation. Major contributions include scientific arguments and proof of concept results for daily free-form audio journals as an underappreciated psychiatry research datatype, as well as novel stability theorems and pilot empirical success for a proposed multi-area recurrent neural network architecture.

Federated learning (FL) approaches for saddle point problems (SPP) have recently gained in popularity due to the critical role they play in machine learning (ML). Existing works mostly target smooth unconstrained objectives in Euclidean space, whereas ML problems often involve constraints or non-smooth regularization, which results in a need for composite optimization. Addressing these issues, we propose Federated Dual Extrapolation (FeDualEx), an extra-step primal-dual algorithm, which is the first of its kind that encompasses both saddle point optimization and composite objectives under the FL paradigm. Both the convergence analysis and the empirical evaluation demonstrate the effectiveness of FeDualEx in these challenging settings. In addition, even for the sequential version of FeDualEx, we provide rates for the stochastic composite saddle point setting which, to our knowledge, are not found in prior literature.

Tree ensembles are powerful models that achieve excellent predictive performances, but can grow to unwieldy sizes. These ensembles are often post-processed (pruned) to reduce memory footprint and improve interpretability. We present ForestPrune, a novel optimization framework to post-process tree ensembles by pruning depth layers from individual trees. Since the number of nodes in a decision tree increases exponentially with tree depth, pruning deep trees drastically compactifies ensembles. We develop a specialized optimization algorithm to efficiently obtain high-quality solutions to problems under ForestPrune. Our algorithm typically reaches good solutions in seconds for medium-size datasets and ensembles, with 10000s of rows and 100s of trees, resulting in significant speedups over existing approaches. Our experiments demonstrate that ForestPrune produces parsimonious models that outperform models extracted by existing post-processing algorithms.

Federated learning is a distributed learning paradigm in which a set of agents aim to collaboratively train a global statistical model. Due to privacy considerations, rather than sharing local training data, agents are incentivized to communicate either their local models or gradient information to their network. Yet, communication efficiency is a crucial factor to consider, as the network could potentially incur latency, congestion, and failures. A growing body of work, e.g., [Lian et al., 2015, McMahan et al., 2016, Li et al., 2020] has deployed a server in the network to facilitate reaching consensus among the agents, which despite its efficiency, creates a communication bottleneck at the server. On the other hand, another line of work that traces back to decentralized optimization [Nedic and Ozdaglar, 2009, Wei and Ozdaglar, 2012, Wu et al., 2017] has been investigated to design federated learning frameworks without a central server, compromising communication efficiency and convergence rates [Vanhaesebrouck et al., 2017, Liu et al., 2022a,b]. Indeed, the two categories have been enriched by the advances in iterative optimization algorithms and, in particular, stochastic gradient descent (SGD) and its variants. While learning frameworks have significantly benefited from well-crafted optimization algorithms, the converse has also been made possible due to algorithm unrolling [Chen et al., 2021b, Monga et al., 2021].

In this paper, we study an optimal online resource reservation problem in a simple communication network. The network is composed of two compute nodes linked by a local communication link. The system operates in discrete time; at each time slot, the administrator reserves resources for servers before the actual job requests are known. A cost is incurred for the reservations made. Then, after the client requests are observed, jobs may be transferred from one server to the other to best accommodate the demands by incurring an additional transport cost. If certain job requests cannot be satisfied, there is a violation that engenders a cost to pay for each of the blocked jobs. The goal is to minimize the overall reservation cost over finite horizons while maintaining the cumulative violation and transport costs under a certain budget limit. To study this problem, we first formalize it as a repeated game against nature where the reservations are drawn randomly according to a sequence of probability distributions that are derived from an online optimization problem over the space of allowable reservations. We then propose an online saddle-point algorithm for which we present an upper bound for the associated K-benchmark regret together with an upper bound for the cumulative constraint violations. Finally, we present numerical experiments where we compare the performance of our algorithm with those of simple deterministic resource allocation policies.

We propose an algorithm to solve a class of Stackelberg games (possibly with multiple followers) in a follower agnostic manner. Particularly, unlike other contemporary works, our algorithm does not require the use of an oracle estimator for the gradient of the leader's objective or knowledge about the follower's utility function or strategy space. Instead, we design two-loop algorithm where the leader updates its strategies using specially constructed gradient estimator obtained by probing followers with specially designed strategies. Upon receiving the followers engage in an adaptation rule such that the joint strategy of followers converges near equilibrium which is the only information observed by leader to construct the aforementioned gradient estimator. We provide non-asymptotic convergence rates to stationary points of the leader's objective in the absence of convexity of the closed-loop function and further show asymptotic convergence to a local minima of the leader's objective.

Recently, diffusion models have been successfully applied to improving adversarial robustness of image classifiers by purifying the adversarial noises or generating realistic data for adversarial training. However, the diffusion-based purification can be evaded by stronger adaptive attacks while adversarial training does not perform well under unseen threats, exhibiting inevitable limitations of these methods. To better harness the expressive power of diffusion models, in this paper we propose Robust Diffusion Classifier (RDC), a generative classifier that is constructed from a pre-trained diffusion model to be adversarially robust. Our method first maximizes the data likelihood of a given input and then predicts the class probabilities of the optimized input using the conditional likelihood of the diffusion model through Bayes' theorem. Since our method does not require training on particular adversarial attacks, we demonstrate that it is more generalizable to defend against multiple unseen threats. In particular, RDC achieves $73.24\%$ robust accuracy against $\ell_\infty$ norm-bounded perturbations with $\epsilon_\infty=8/255$ on CIFAR-10, surpassing the previous state-of-the-art adversarial training models by $+2.34\%$. The findings highlight the potential of generative classifiers by employing diffusion models for adversarial robustness compared with the commonly studied discriminative classifiers.