This study presents an effective global optimization technique designed for multivariate functions that are H\"older continuous. Unlike traditional methods that construct lower bounding proxy functions, this algorithm employs a predetermined query creation rule that makes it computationally superior. The algorithm's performance is assessed using the average or cumulative regret, which also implies a bound for the simple regret and reflects the overall effectiveness of the approach. The results show that with appropriate parameters the algorithm attains an average regret bound of $O(T^{-\frac{\alpha}{n}})$ for optimizing a H\"older continuous target function with H\"older exponent $\alpha$ in an $n$-dimensional space within a given time horizon $T$. We demonstrate that this bound is minimax optimal.

A growing number of service providers are exploring methods to improve server utilization and reduce power consumption by co-scheduling high-priority latency-critical workloads with best-effort workloads. This practice requires strict resource allocation between workloads to reduce contention and maintain Quality-of-Service (QoS) guarantees. Prior work demonstrated promising opportunities to dynamically allocate resources based on workload demand, but may fail to meet QoS objectives in more stringent operating environments due to the presence of resource allocation cliffs, transient fluctuations in workload performance, and rapidly changing resource demand. We therefore propose PROMPT, a novel resource allocation framework using proactive QoS prediction to guide a reinforcement learning controller. PROMPT enables more precise resource optimization, more consistent handling of transient behaviors, and more robust generalization when co-scheduling new best-effort workloads not encountered during policy training. Evaluation shows that the proposed method incurs 4.2x fewer QoS violations, reduces severity of QoS violations by 12.7x, improves best-effort workload performance, and improves overall power efficiency over prior work.

We introduce ProxSkip -- a surprisingly simple and provably efficient method for minimizing the sum of a smooth ($f$) and an expensive nonsmooth proximable ($\psi$) function. The canonical approach to solving such problems is via the proximal gradient descent (ProxGD) algorithm, which is based on the evaluation of the gradient of $f$ and the prox operator of $\psi$ in each iteration. In this work we are specifically interested in the regime in which the evaluation of prox is costly relative to the evaluation of the gradient, which is the case in many applications. ProxSkip allows for the expensive prox operator to be skipped in most iterations: while its iteration complexity is $\mathcal{O}\left(\kappa \log \frac{1}{\varepsilon}\right)$, where $\kappa$ is the condition number of $f$, the number of prox evaluations is $\mathcal{O}\left(\sqrt{\kappa} \log \frac{1}{\varepsilon}\right)$ only. Our main motivation comes from federated learning, where evaluation of the gradient operator corresponds to taking a local GD step independently on all devices, and evaluation of prox corresponds to (expensive) communication in the form of gradient averaging. In this context, ProxSkip offers an effective acceleration of communication complexity. Unlike other local gradient-type methods, such as FedAvg, SCAFFOLD, S-Local-GD and FedLin, whose theoretical communication complexity is worse than, or at best matching, that of vanilla GD in the heterogeneous data regime, we obtain a provable and large improvement without any heterogeneity-bounding assumptions.

State-of-the-art order dispatching algorithms for ridesharing batch passenger requests and allocate them to a fleet of vehicles in a centralized manner, optimizing over the estimated values of each passenger-vehicle matching using integer linear programming (ILP). Using good estimates of future values, such ILP-based approaches are able to significantly increase the service rates (percentage of requests served) for a fixed fleet of vehicles. However, such approaches that focus solely on maximizing efficiency can lead to disparities for both drivers (e.g., income inequality) and passengers (e.g., inequality of service for different groups). Existing approaches that consider fairness only do it for naive assignment policies, require extensive training, or look at only single-sided fairness. We propose a simple incentive-based fairness scheme that can be implemented online as a part of this ILP formulation that allows us to improve fairness over a variety of fairness metrics. Deriving from a lens of variance minimization, we describe how these fairness incentives can be formulated for two distinct use cases for passenger groups and driver fairness. We show that under mild conditions, our approach can guarantee an improvement in the chosen metric for the worst-off individual. We also show empirically that our Simple Incentives approach significantly outperforms prior art, despite requiring no retraining; indeed, it often leads to a large improvement over the state-of-the-art fairness-aware approach in both overall service rate and fairness.

Anomaly detection is essential in many application domains, such as cyber security, law enforcement, medicine, and fraud protection. However, the decision-making of current deep learning approaches is notoriously hard to understand, which often limits their practical applicability. To overcome this limitation, we propose a framework for learning inherently interpretable anomaly detectors from sequential data. More specifically, we consider the task of learning a deterministic finite automaton (DFA) from a given multi-set of unlabeled sequences. We show that this problem is computationally hard and develop two learning algorithms based on constraint optimization. Moreover, we introduce novel regularization schemes for our optimization problems that improve the overall interpretability of our DFAs. Using a prototype implementation, we demonstrate that our approach shows promising results in terms of accuracy and F1 score.

We consider a class of structured fractional minimization problems, in which the numerator part of the objective is the sum of a differentiable convex function and a convex non-smooth function, while the denominator part is a convex or concave function. This problem is difficult to solve since it is non-convex. By exploiting the structure of the problem, we propose two Coordinate Descent (CD) methods for solving this problem. The proposed methods iteratively solve a one-dimensional subproblem \textit{globally}, and they are guaranteed to converge to coordinate-wise stationary points. In the case of a convex denominator, under a weak \textit{locally bounded non-convexity condition}, we prove that the optimality of coordinate-wise stationary point is stronger than that of the standard critical point and directional point. Under additional suitable conditions, CD methods converge Q-linearly to coordinate-wise stationary points. In the case of a concave denominator, we show that any critical point is a global minimum, and CD methods converge to the global minimum with a sublinear convergence rate. We demonstrate the applicability of the proposed methods to some machine learning and signal processing models. Our experiments on real-world data have shown that our method significantly and consistently outperforms existing methods in terms of accuracy.

Matrix Lie groups are an important class of manifolds commonly used in control and robotics, and the optimization of control policies on these manifolds is a fundamental problem. In this work, we propose a novel approach for trajectory optimization on matrix Lie groups using an augmented Lagrangian-based constrained discrete Differential Dynamic Programming. The method involves lifting the optimization problem to the Lie algebra in the backward pass and retracting back to the manifold in the forward pass. In contrast to previous approaches which only addressed constraint handling for specific classes of matrix Lie groups, the proposed method provides a general approach for nonlinear constraint handling for generic matrix Lie groups. We also demonstrate the effectiveness of the method in handling external disturbances through its application as a Lie-algebraic feedback control policy on SE(3). Experiments show that the approach is able to effectively handle configuration, velocity and input constraints and maintain stability in the presence of external disturbances.

Multiple patterning lithography (MPL) is regarded as one of the most promising ways of overcoming the resolution limitations of conventional optical lithography due to the delay of next-generation lithography technology. As the feature size continues to decrease, layout decomposition for multiple patterning lithography (MPLD) technology is becoming increasingly crucial for improving the manufacturability in advanced nodes. The decomposition process refers to assigning the layout features to different mask layers according to the design rules and density requirements. When the number of masks $k \geq 3$, the MPLD problems are NP-hard and thus may suffer from runtime overhead for practical designs. However, the number of layout patterns is increasing exponentially in industrial layouts, which hinders the runtime performance of MPLD models. In this research, we substitute the CPU's dance link data structure with parallel GPU matrix operations to accelerate the solution for exact cover-based MPLD algorithms. Experimental results demonstrate that our system is capable of full-scale, lightning-fast layout decomposition, which can achieve more than 10$\times$ speed-up without quality degradation compared to state-of-the-art layout decomposition methods.

An oft-cited challenge of federated learning is the presence of heterogeneity. \emph{Data heterogeneity} refers to the fact that data from different clients may follow very different distributions. \emph{System heterogeneity} refers to client devices having different system capabilities. A considerable number of federated optimization methods address this challenge. In the literature, empirical evaluations usually start federated training from random initialization. However, in many practical applications of federated learning, the server has access to proxy data for the training task that can be used to pre-train a model before starting federated training. Using four standard federated learning benchmark datasets, we empirically study the impact of starting from a pre-trained model in federated learning. Unsurprisingly, starting from a pre-trained model reduces the training time required to reach a target error rate and enables the training of more accurate models (up to 40\%) than is possible when starting from random initialization. Surprisingly, we also find that starting federated learning from a pre-trained initialization reduces the effect of both data and system heterogeneity. We recommend future work proposing and evaluating federated optimization methods to evaluate the performance when starting from random and pre-trained initializations. This study raises several questions for further work on understanding the role of heterogeneity in federated optimization. \footnote{Our code is available at: \url{https://github.com/facebookresearch/where_to_begin}}

This paper describes a hierarchical solution consisting of a multi-phase planner and a low-level safe controller to jointly solve the safe navigation problem in crowded, dynamic, and uncertain environments. The planner employs dynamic gap analysis and trajectory optimization to achieve collision avoidance with respect to the predicted trajectories of dynamic agents within the sensing and planning horizon and with robustness to agent uncertainty. To address uncertainty over the planning horizon and real-time safety, a fast reactive safe set algorithm (SSA) is adopted, which monitors and modifies the unsafe control during trajectory tracking. Compared to other existing methods, our approach offers theoretical guarantees of safety and achieves collision-free navigation with higher probability in uncertain environments, as demonstrated in scenarios with 20 and 50 dynamic agents. Project website: https://hychen-naza.github.io/projects/HDAGap/.