Modern advanced manufacturing and advanced materials design often require searches of relatively high-dimensional process control parameter spaces for settings that result in optimal structure, property, and performance parameters. The mapping from the former to the latter must be determined from noisy experiments or from expensive simulations. We abstract this problem to a mathematical framework in which an unknown function from a control space to a design space must be ascertained by means of expensive noisy measurements, which locate optimal control settings generating desired design features within specified tolerances, with quantified uncertainty. We describe targeted adaptive design (TAD), a new algorithm that performs this sampling task efficiently. TAD creates a Gaussian process surrogate model of the unknown mapping at each iterative stage, proposing a new batch of control settings to sample experimentally and optimizing the updated log-predictive likelihood of the target design. TAD either stops upon locating a solution with uncertainties that fit inside the tolerance box or uses a measure of expected future information to determine that the search space has been exhausted with no solution. TAD thus embodies the exploration-exploitation tension in a manner that recalls, but is essentially different from, Bayesian optimization and optimal experimental design.

The current state-of-the-art in multi-objective optimization assumes either a given utility function, learns a utility function interactively or tries to determine the complete Pareto front, requiring a post elicitation of the preferred result. However, result elicitation in real world problems is often based on implicit and explicit expert knowledge, making it difficult to define a utility function, whereas interactive learning or post elicitation requires repeated and expensive expert involvement. To mitigate this, we learn a utility function offline, using expert knowledge by means of preference learning. In contrast to other works, we do not only use (pairwise) result preferences, but also coarse information about the utility function space. This enables us to improve the utility function estimate, especially when using very few results. Additionally, we model the occurring uncertainties in the utility function learning task and propagate them through the whole optimization chain. Our method to learn a utility function eliminates the need of repeated expert involvement while still leading to high-quality results. We show the sample efficiency and quality gains of the proposed method in 4 domains, especially in cases where the surrogate utility function is not able to exactly capture the true expert utility function. We also show that to obtain good results, it is important to consider the induced uncertainties and analyze the effect of biased samples, which is a common problem in real world domains.

Direct collocation methods are powerful tools to solve trajectory optimization problems in robotics. While their resulting trajectories tend to be dynamically accurate, they may also present large kinematic errors in the case of constrained mechanical systems, i.e., those whose state coordinates are subject to holonomic or nonholonomic constraints, like loop-closure or rolling-contact constraints. These constraints confine the robot trajectories to an implicitly-defined manifold, which complicates the computation of accurate solutions. Discretization errors inherent to the transcription of the problem easily make the trajectories drift away from this manifold, which results in physically inconsistent motions that are difficult to track with a controller. This paper reviews existing methods to deal with this problem and proposes new ones to overcome their limitations. Current approaches either disregard the kinematic constraints (which leads to drift accumulation) or modify the system dynamics to keep the trajectory close to the manifold (which adds artificial forces or energy dissipation to the system). The methods we propose, in contrast, achieve full drift elimination on the discrete trajectory, or even along the continuous one, without artificial modifications of the system dynamics. We illustrate and compare the methods using various examples of different complexity.

Typical algorithms for point cloud registration such as Iterative Closest Point (ICP) require a favorable initial transform estimate between two point clouds in order to perform a successful registration. State-of-the-art methods for choosing this starting condition rely on stochastic sampling or global optimization techniques such as branch and bound. In this work, we present a new method based on Bayesian optimization for finding the critical initial ICP transform. We provide three different configurations for our method which highlights the versatility of the algorithm to both find rapid results and refine them in situations where more runtime is available such as offline map building. Experiments are run on popular data sets and we show that our approach outperforms state-of-the-art methods when given similar computation time. Furthermore, it is compatible with other improvements to ICP, as it focuses solely on the selection of an initial transform, a starting point for all ICP-based methods.

The use of autonomous robots for delivery of goods to customers is an exciting new way to provide a reliable and sustainable service. However, in the real world, autonomous robots still require human supervision for safety reasons. We tackle the realworld problem of optimizing autonomous robot timings to maximize deliveries, while ensuring that there are never too many robots running simultaneously so that they can be monitored safely. We assess the use of a recent hybrid machine-learningoptimization approach COIL (constrained optimization in learned latent space) and compare it with a baseline genetic algorithm for the purposes of exploring variations of this problem. We also investigate new methods for improving the speed and efficiency of COIL. We show that only COIL can find valid solutions where appropriate numbers of robots run simultaneously for all problem variations tested. We also show that when COIL has learned its latent representation, it can optimize 10% faster than the GA, making it a good choice for daily re-optimization of robots where delivery requests for each day are allocated to robots while maintaining safe numbers of robots running at once.

Treatment planning for chronic diseases is a critical task in medical artificial intelligence, particularly in traditional Chinese medicine (TCM). However, generating optimized sequential treatment strategies for patients with chronic diseases in different clinical encounters remains a challenging issue that requires further exploration. In this study, we proposed a TCM herbal prescription planning framework based on deep reinforcement learning for chronic disease treatment (PrescDRL). PrescDRL is a sequential herbal prescription optimization model that focuses on long-term effectiveness rather than achieving maximum reward at every step, thereby ensuring better patient outcomes. We constructed a high-quality benchmark dataset for sequential diagnosis and treatment of diabetes and evaluated PrescDRL against this benchmark. Our results showed that PrescDRL achieved a higher curative effect, with the single-step reward improving by 117% and 153% compared to doctors. Furthermore, PrescDRL outperformed the benchmark in prescription prediction, with precision improving by 40.5% and recall improving by 63%. Overall, our study demonstrates the potential of using artificial intelligence to improve clinical intelligent diagnosis and treatment in TCM.

I introduce PRZI (Parameterised-Response Zero Intelligence), a new form of zero-intelligence trader intended for use in simulation studies of the dynamics of continuous double auction markets. Like Gode & Sunder's classic ZIC trader, PRZI generates quote-prices from a random distribution over some specified domain of allowable quote-prices. Unlike ZIC, which uses a uniform distribution to generate prices, the probability distribution in a PRZI trader is parameterised in such a way that its probability mass function (PMF) is determined by a real-valued control variable s in the range [-1.0, +1.0] that determines the _strategy_ for that trader. When s=0, a PRZI trader is identical to ZIC, with a uniform PMF; but when |s|=~1 the PRZI trader's PMF becomes maximally skewed to one extreme or the other of the price-range, thereby making its quote-prices more or less urgent, biasing the quote-price distribution toward or away from the trader's limit-price. To explore the co-evolutionary dynamics of populations of PRZI traders that dynamically adapt their strategies, I show results from long-term market experiments in which each trader uses a simple stochastic hill-climber algorithm to repeatedly evaluate alternative s-values and choose the most profitable at any given time. In these experiments the profitability of any particular s-value may be non-stationary because the profitability of one trader's strategy at any one time can depend on the mix of strategies being played by the other traders at that time, which are each themselves continuously adapting. Results from these market experiments demonstrate that the population of traders' strategies can exhibit rich dynamics, with periods of stability lasting over hundreds of thousands of trader interactions interspersed by occasional periods of change. Python source-code for the work reported here has been made publicly available on GitHub.

Federated learning (FL) demonstrates its advantages in integrating distributed infrastructure, communication, computing and learning in a privacy-preserving manner. However, the robustness and capabilities of existing FL methods are challenged by limited and dynamic data and conditions, complexities including heterogeneities and uncertainties, and analytical explainability. Bayesian federated learning (BFL) has emerged as a promising approach to address these issues. This survey presents a critical overview of BFL, including its basic concepts, its relations to Bayesian learning in the context of FL, and a taxonomy of BFL from both Bayesian and federated perspectives. We categorize and discuss client- and server-side and FL-based BFL methods and their pros and cons. The limitations of the existing BFL methods and the future directions of BFL research further address the intricate requirements of real-life FL applications.

In this paper we consider linearly constrained optimization problems and propose a loopless projection stochastic approximation (LPSA) algorithm. It performs the projection with probability $p_n$ at the $n$-th iteration to ensure feasibility. Considering a specific family of the probability $p_n$ and step size $\eta_n$, we analyze our algorithm from an asymptotic and continuous perspective. Using a novel jump diffusion approximation, we show that the trajectories connecting those properly rescaled last iterates weakly converge to the solution of specific stochastic differential equations (SDEs). By analyzing SDEs, we identify the asymptotic behaviors of LPSA for different choices of $(p_n, \eta_n)$. We find that the algorithm presents an intriguing asymptotic bias-variance trade-off and yields phase transition phenomenons, according to the relative magnitude of $p_n$ w.r.t. $\eta_n$. This finding provides insights on selecting appropriate ${(p_n, \eta_n)}_{n \geq 1}$ to minimize the projection cost. Additionally, we propose the Debiased LPSA (DLPSA) as a practical application of our jump diffusion approximation result. DLPSA is shown to effectively reduce projection complexity compared to vanilla LPSA.

In recent years, differential privacy has emerged as the de facto standard for sharing statistics of datasets while limiting the disclosure of private information about the involved individuals. This is achieved by randomly perturbing the statistics to be published, which in turn leads to a privacy-accuracy trade-off: larger perturbations provide stronger privacy guarantees, but they result in less accurate statistics that offer lower utility to the recipients. Of particular interest are therefore optimal mechanisms that provide the highest accuracy for a pre-selected level of privacy. To date, work in this area has focused on specifying families of perturbations a priori and subsequently proving their asymptotic and/or best-in-class optimality. In this paper, we develop a class of mechanisms that enjoy non-asymptotic and unconditional optimality guarantees. To this end, we formulate the mechanism design problem as an infinite-dimensional distributionally robust optimization problem. We show that the problem affords a strong dual, and we exploit this duality to develop converging hierarchies of finite-dimensional upper and lower bounding problems. Our upper (primal) bounds correspond to implementable perturbations whose suboptimality can be bounded by our lower (dual) bounds. Both bounding problems can be solved within seconds via cutting plane techniques that exploit the inherent problem structure. Our numerical experiments demonstrate that our perturbations can outperform the previously best results from the literature on artificial as well as standard benchmark problems.