Laplacian regularized stratified models (LRSM) are models that utilize the explicit or implicit network structure of the sub-problems as defined by the categorical features called strata (e.g., age, region, time, forecast horizon, etc.), and draw upon data from neighboring strata to enhance the parameter learning of each sub-problem. They have been widely applied in machine learning and signal processing problems, including but not limited to time series forecasting, representation learning, graph clustering, max-margin classification, and general few-shot learning. Nevertheless, existing works on LRSM have either assumed a known graph or are restricted to specific applications. In this paper, we start by showing the importance and sensitivity of graph weights in LRSM, and provably show that the sensitivity can be arbitrarily large when the parameter scales and sample sizes are heavily imbalanced across nodes. We then propose a generic approach to jointly learn the graph while fitting the model parameters by solving a single optimization problem. We interpret the proposed formulation from both a graph connectivity viewpoint and an end-to-end Bayesian perspective, and propose an efficient algorithm to solve the problem. Convergence guarantees of the proposed optimization algorithm is also provided despite the lack of global strongly smoothness of the Laplacian regularization term typically required in the existing literature, which may be of independent interest. Finally, we illustrate the efficiency of our approach compared to existing methods by various real-world numerical examples.

In this paper, we focus on the solution of online optimization problems that arise often in signal processing and machine learning, in which we have access to streaming sources of data. We discuss algorithms for online optimization based on the prediction-correction paradigm, both in the primal and dual space. In particular, we leverage the typical regularized least-squares structure appearing in many signal processing problems to propose a novel and tailored prediction strategy, which we call extrapolation-based. By using tools from operator theory, we then analyze the convergence of the proposed methods as applied both to primal and dual problems, deriving an explicit bound for the tracking error, that is, the distance from the time-varying optimal solution. We further discuss the empirical performance of the algorithm when applied to signal processing, machine learning, and robotics problems.

We study landmark-based SLAM with unknown data association: our robot navigates in a completely unknown environment and has to simultaneously reason over its own trajectory, the positions of an unknown number of landmarks in the environment, and potential data associations between measurements and landmarks. This setup is interesting since: (i) it arises when recovering from data association failures or from SLAM with information-poor sensors, (ii) it sheds light on fundamental limits (and hardness) of landmark-based SLAM problems irrespective of the front-end data association method, and (iii) it generalizes existing approaches where data association is assumed to be known or partially known. We approach the problem by splitting it into an inner problem of estimating the trajectory, landmark positions and data associations and an outer problem of estimating the number of landmarks. Our approach creates useful and novel connections with existing techniques from discrete-continuous optimization (e.g., k-means clustering), which has the potential to trigger novel research. We demonstrate the proposed approaches in extensive simulations and on real datasets and show that the proposed techniques outperform typical data association baselines and are even competitive against an "oracle" baseline which has access to the number of landmarks and an initial guess for each landmark.

This work introduces interpretable regional descriptors, or IRDs, for local, model-agnostic interpretations. IRDs are hyperboxes that describe how an observation's feature values can be changed without affecting its prediction. They justify a prediction by providing a set of "even if" arguments (semi-factual explanations), and they indicate which features affect a prediction and whether pointwise biases or implausibilities exist. A concrete use case shows that this is valuable for both machine learning modelers and persons subject to a decision. We formalize the search for IRDs as an optimization problem and introduce a unifying framework for computing IRDs that covers desiderata, initialization techniques, and a post-processing method. We show how existing hyperbox methods can be adapted to fit into this unified framework. A benchmark study compares the methods based on several quality measures and identifies two strategies to improve IRDs.

We study the computational scalability of a Gaussian process (GP) framework for solving general nonlinear partial differential equations (PDEs). This framework transforms solving PDEs to solving quadratic optimization problem with nonlinear constraints. Its complexity bottleneck lies in computing with dense kernel matrices obtained from pointwise evaluations of the covariance kernel of the GP and its partial derivatives at collocation points. We present a sparse Cholesky factorization algorithm for such kernel matrices based on the near-sparsity of the Cholesky factor under a new ordering of Diracs and derivative measurements. We rigorously identify the sparsity pattern and quantify the exponentially convergent accuracy of the corresponding Vecchia approximation of the GP, which is optimal in the Kullback-Leibler divergence. This enables us to compute $\epsilon$-approximate inverse Cholesky factors of the kernel matrices with complexity $O(N\log^d(N/\epsilon))$ in space and $O(N\log^{2d}(N/\epsilon))$ in time. With the sparse factors, gradient-based optimization methods become scalable. Furthermore, we can use the oftentimes more efficient Gauss-Newton method, for which we apply the conjugate gradient algorithm with the sparse factor of a reduced kernel matrix as a preconditioner to solve the linear system. We numerically illustrate our algorithm's near-linear space/time complexity for a broad class of nonlinear PDEs such as the nonlinear elliptic, Burgers, and Monge-Amp\`ere equations. In summary, we provide a fast, scalable, and accurate method for solving general PDEs with GPs.

We propose an extension of the input-output feedback linearization for a class of multivariate systems that are not input-output linearizable in a classical manner. The key observation is that the usual input-output linearization problem can be interpreted as the problem of solving simultaneous linear equations associated with the input gain matrix: thus, even at points where the input gain matrix becomes singular, it is still possible to solve a part of linear equations, by which a subset of input-output relations is made linear or close to be linear. Based on this observation, we adopt the task priority-based approach in the input-output linearization problem. First, we generalize the classical Byrnes-Isidori normal form to a prioritized normal form having a triangular structure, so that the singularity of a subblock of the input gain matrix related to lower-priority tasks does not directly propagate to higher-priority tasks. Next, we present a prioritized input-output linearization via the multi-objective optimization with the lexicographical ordering, resulting in a prioritized semilinear form that establishes input output relations whose subset with higher priority is linear or close to be linear. Finally, Lyapunov analysis on ultimate boundedness and task achievement is provided, particularly when the proposed prioritized input-output linearization is applied to the output tracking problem. This work introduces a new control framework for complex systems having critical and noncritical control issues, by assigning higher priority to the critical ones.

Precise calibration is the basis for the vision-guided robot system to achieve high-precision operations. Systems with multiple eyes (cameras) and multiple hands (robots) are particularly sensitive to calibration errors, such as micro-assembly systems. Most existing methods focus on the calibration of a single unit of the whole system, such as poses between hand and eye, or between two hands. These methods can be used to determine the relative pose between each unit, but the serialized incremental calibration strategy cannot avoid the problem of error accumulation in a large-scale system. Instead of focusing on a single unit, this paper models the multi-eye and multi-hand system calibration problem as a graph and proposes a method based on the minimum spanning tree and graph optimization. This method can automatically plan the serialized optimal calibration strategy in accordance with the system settings to get coarse calibration results initially. Then, with these initial values, the closed-loop constraints are introduced to carry out global optimization. Simulation experiments demonstrate the performance of the proposed algorithm under different noises and various hand-eye configurations. In addition, experiments on real robot systems are presented to further verify the proposed method.

Metaheuristics are widely recognized gradient-free solvers to hard problems that do not meet the rigorous mathematical assumptions of conventional solvers. The automated design of metaheuristic algorithms provides an attractive path to relieve manual design effort and gain enhanced performance beyond human-made algorithms. However, the specific algorithm prototype and linear algorithm representation in the current automated design pipeline restrict the design within a fixed algorithm structure, which hinders discovering novelties and diversity across the metaheuristic family. To address this challenge, this paper proposes a general framework, AutoOpt, for automatically designing metaheuristic algorithms with diverse structures. AutoOpt contains three innovations: (i) A general algorithm prototype dedicated to covering the metaheuristic family as widely as possible. It promotes high-quality automated design on different problems by fully discovering potentials and novelties across the family. (ii) A directed acyclic graph algorithm representation to fit the proposed prototype. Its flexibility and evolvability enable discovering various algorithm structures in a single run of design, thus boosting the possibility of finding high-performance algorithms. (iii) A graph representation embedding method offering an alternative compact form of the graph to be manipulated, which ensures AutoOpt's generality. Experiments on numeral functions and real applications validate AutoOpt's efficiency and practicability.

Assortment optimization has received active explorations in the past few decades due to its practical importance. Despite the extensive literature dealing with optimization algorithms and latent score estimation, uncertainty quantification for the optimal assortment still needs to be explored and is of great practical significance. Instead of estimating and recovering the complete optimal offer set, decision-makers may only be interested in testing whether a given property holds true for the optimal assortment, such as whether they should include several products of interest in the optimal set, or how many categories of products the optimal set should include. This paper proposes a novel inferential framework for testing such properties. We consider the widely adopted multinomial logit (MNL) model, where we assume that each customer will purchase an item within the offered products with a probability proportional to the underlying preference score associated with the product. We reduce inferring a general optimal assortment property to quantifying the uncertainty associated with the sign change point detection of the marginal revenue gaps. We show the asymptotic normality of the marginal revenue gap estimator, and construct a maximum statistic via the gap estimators to detect the sign change point. By approximating the distribution of the maximum statistic with multiplier bootstrap techniques, we propose a valid testing procedure. We also conduct numerical experiments to assess the performance of our method.

Accurately estimating the probability of failure for safety-critical systems is important for certification. Estimation is often challenging due to high-dimensional input spaces, dangerous test scenarios, and computationally expensive simulators; thus, efficient estimation techniques are important to study. This work reframes the problem of black-box safety validation as a Bayesian optimization problem and introduces an algorithm, Bayesian safety validation, that iteratively fits a probabilistic surrogate model to efficiently predict failures. The algorithm is designed to search for failures, compute the most-likely failure, and estimate the failure probability over an operating domain using importance sampling. We introduce a set of three acquisition functions that focus on reducing uncertainty by covering the design space, optimizing the analytically derived failure boundaries, and sampling the predicted failure regions. Mainly concerned with systems that only output a binary indication of failure, we show that our method also works well in cases where more output information is available. Results show that Bayesian safety validation achieves a better estimate of the probability of failure using orders of magnitude fewer samples and performs well across various safety validation metrics. We demonstrate the algorithm on three test problems with access to ground truth and on a real-world safety-critical subsystem common in autonomous flight: a neural network-based runway detection system. This work is open sourced and currently being used to supplement the FAA certification process of the machine learning components for an autonomous cargo aircraft.