Monitoring machine learning systems post deployment is critical to ensure the reliability of the systems. Particularly importance is the problem of monitoring the performance of machine learning systems across all the data subgroups (subpopulations). In practice, this process could be prohibitively expensive as the number of data subgroups grows exponentially with the number of input features, and the process of labelling data to evaluate each subgroup's performance is costly. In this paper, we propose an efficient framework for monitoring subgroup performance of machine learning systems. Specifically, we aim to find the data subgroup with the worst performance using a limited number of labeled data. We mathematically formulate this problem as an optimization problem with an expensive black-box objective function, and then suggest to use Bayesian optimization to solve this problem. Our experimental results on various real-world datasets and machine learning systems show that our proposed framework can retrieve the worst-performing data subgroup effectively and efficiently.

Outlier-robust estimation is a fundamental problem and has been extensively investigated by statisticians and practitioners. The last few years have seen a convergence across research fields towards "algorithmic robust statistics", which focuses on developing tractable outlier-robust techniques for high-dimensional estimation problems. Despite this convergence, research efforts across fields have been mostly disconnected from one another. This monograph bridges recent work on certifiable outlier-robust estimation for geometric perception in robotics and computer vision with parallel work in robust statistics. In particular, we adapt and extend recent results on robust linear regression (applicable to the low-outlier regime with << 50% outliers) and list-decodable regression (applicable to the high-outlier regime with >> 50% outliers) to the setup commonly found in robotics and vision, where (i) variables (e.g., rotations, poses) belong to a non-convex domain, (ii) measurements are vector-valued, and (iii) the number of outliers is not known a priori. The emphasis here is on performance guarantees: rather than proposing radically new algorithms, we provide conditions on the input measurements under which modern estimation algorithms (possibly after small modifications) are guaranteed to recover an estimate close to the ground truth in the presence of outliers. These conditions are what we call an "estimation contract". Besides the proposed extensions of existing results, we believe the main contributions of this monograph are (i) to unify parallel research lines by pointing out commonalities and differences, (ii) to introduce advanced material (e.g., sum-of-squares proofs) in an accessible and self-contained presentation for the practitioner, and (iii) to point out a few immediate opportunities and open questions in outlier-robust geometric perception.

In order for automated mobile vehicles to navigate in the real world with minimal collision risks, it is necessary for their planning algorithms to consider uncertainties from measurements and environmental disturbances. In this paper, we consider analytical solutions for a conservative approximation of the mutual probability of collision between two robotic vehicles in the presence of such uncertainties. Therein, we present two methods, which we call unitary scaling and principal axes rotation, for decoupling the bivariate integral required for efficient approximation of the probability of collision between two vehicles including orientation effects. We compare the conservatism of these methods analytically and numerically. By closing a control loop through a model predictive guidance scheme, we observe through Monte-Carlo simulations that directly implementing collision avoidance constraints from the conservative approximations remains infeasible for real-time planning. We then propose and implement a convexification approach based on the tightened collision constraints that significantly improves the computational efficiency and robustness of the predictive guidance scheme.

In the last years, there has been a great interest in machine-learning-based heuristics for solving NP-hard combinatorial optimization problems. The developed methods have shown potential on many optimization problems. In this paper, we present a learned heuristic for the reoptimization of a problem after a minor change in its data. We focus on the case of the capacited vehicle routing problem with static clients (i.e., same client locations) and changed demands. Given the edges of an original solution, the goal is to predict and fix the ones that have a high chance of remaining in an optimal solution after a change of client demands. This partial prediction of the solution reduces the complexity of the problem and speeds up its resolution, while yielding a good quality solution. The proposed approach resulted in solutions with an optimality gap ranging from 0\% to 1.7\% on different benchmark instances within a reasonable computing time.

Cross-Entropy Method (CEM) is commonly used for planning in model-based reinforcement learning (MBRL) where a centralized approach is typically utilized to update the sampling distribution based on only the top-$k$ operation's results on samples. In this paper, we show that such a centralized approach makes CEM vulnerable to local optima, thus impairing its sample efficiency. To tackle this issue, we propose Decentralized CEM (DecentCEM), a simple but effective improvement over classical CEM, by using an ensemble of CEM instances running independently from one another, and each performing a local improvement of its own sampling distribution. We provide both theoretical and empirical analysis to demonstrate the effectiveness of this simple decentralized approach. We empirically show that, compared to the classical centralized approach using either a single or even a mixture of Gaussian distributions, our DecentCEM finds the global optimum much more consistently thus improves the sample efficiency. Furthermore, we plug in our DecentCEM in the planning problem of MBRL, and evaluate our approach in several continuous control environments, with comparison to the state-of-art CEM based MBRL approaches (PETS and POPLIN). Results show sample efficiency improvement by simply replacing the classical CEM module with our DecentCEM module, while only sacrificing a reasonable amount of computational cost. Lastly, we conduct ablation studies for more in-depth analysis. Code is available at https://github.com/vincentzhang/decentCEM

Singular value decomposition (SVD) is one of the most popular compression methods that approximate a target matrix with smaller matrices. However, standard SVD treats the parameters within the matrix with equal importance, which is a simple but unrealistic assumption. The parameters of a trained neural network model may affect task performance unevenly, which suggests non-equal importance among the parameters. Compared to SVD, the decomposition method aware of parameter importance is the more practical choice in real cases. Unlike standard SVD, weighted value decomposition is a non-convex optimization problem that lacks a closed-form solution. We systematically investigated multiple optimization strategies to tackle the problem and examined our method by compressing Transformer-based language models. Further, we designed a metric to predict when the SVD may introduce a significant performance drop, for which our method can be a rescue strategy. The extensive evaluations demonstrate that our method can perform better than current SOTA methods in compressing Transformer-based language models.

Designing powerful adversarial attacks is of paramount importance for the evaluation of $\ell_p$-bounded adversarial defenses. Projected Gradient Descent (PGD) is one of the most effective and conceptually simple algorithms to generate such adversaries. The search space of PGD is dictated by the steepest ascent directions of an objective. Despite the plethora of objective function choices, there is no universally superior option and robustness overestimation may arise from ill-suited objective selection. Driven by this observation, we postulate that the combination of different objectives through a simple loss alternating scheme renders PGD more robust towards design choices. We experimentally verify this assertion on a synthetic-data example and by evaluating our proposed method across 25 different $\ell_{\infty}$-robust models and 3 datasets. The performance improvement is consistent, when compared to the single loss counterparts. In the CIFAR-10 dataset, our strongest adversarial attack outperforms all of the white-box components of AutoAttack (AA) ensemble, as well as the most powerful attacks existing on the literature, achieving state-of-the-art results in the computational budget of our study ($T=100$, no restarts).

As modern data pipelines continue to collect, produce, and store a variety of data formats, extracting and combining value from traditional and context-rich sources such as strings, text, video, audio, and logs becomes a manual process where such formats are unsuitable for RDBMS. To tap into the dark data, domain experts analyze and extract insights and integrate them into the data repositories. This process can involve out-of-DBMS, ad-hoc analysis, and processing resulting in ETL, engineering effort, and suboptimal performance. While AI systems based on ML models can automate the analysis process, they often further generate context-rich answers. Using multiple sources of truth, for either training the models or in the form of knowledge bases, further exacerbates the problem of consolidating the data of interest. We envision an analytical engine co-optimized with components that enable context-rich analysis. Firstly, as the data from different sources or resulting from model answering cannot be cleaned ahead of time, we propose using online data integration via model-assisted similarity operations. Secondly, we aim for a holistic pipeline cost- and rule-based optimization across relational and model-based operators. Thirdly, with increasingly heterogeneous hardware and equally heterogeneous workloads ranging from traditional relational analytics to generative model inference, we envision a system that just-in-time adapts to the complex analytical query requirements. To solve increasingly complex analytical problems, ML offers attractive solutions that must be combined with traditional analytical processing and benefit from decades of database community research to achieve scalability and performance effortless for the end user.

The paper addresses the problem of time offset synchronization in the presence of temperature variations, which lead to a non-Gaussian environment. In this context, regular Kalman filtering reveals to be suboptimal. A functional optimization approach is developed in order to approximate optimal estimation of the clock offset between master and slave. A numerical approximation is provided to this aim, based on regular neural network training. Other heuristics are provided as well, based on spline regression. An extensive performance evaluation highlights the benefits of the proposed techniques, which can be easily generalized to several clock synchronization protocols and operating environments.

Privacy protection and nonconvexity are two challenging problems in decentralized optimization and learning involving sensitive data. Despite some recent advances addressing each of the two problems separately, no results have been reported that have theoretical guarantees on both privacy protection and saddle/maximum avoidance in decentralized nonconvex optimization. We propose a new algorithm for decentralized nonconvex optimization that can enable both rigorous differential privacy and saddle/maximum avoiding performance. The new algorithm allows the incorporation of persistent additive noise to enable rigorous differential privacy for data samples, gradients, and intermediate optimization variables without losing provable convergence, and thus circumventing the dilemma of trading accuracy for privacy in differential privacy design. More interestingly, the algorithm is theoretically proven to be able to efficiently { guarantee accuracy by avoiding} convergence to local maxima and saddle points, which has not been reported before in the literature on decentralized nonconvex optimization. The algorithm is efficient in both communication (it only shares one variable in each iteration) and computation (it is encryption-free), and hence is promising for large-scale nonconvex optimization and learning involving high-dimensional optimization parameters. Numerical experiments for both a decentralized estimation problem and an Independent Component Analysis (ICA) problem confirm the effectiveness of the proposed approach.