A common theme in causal inference is learning causal relationships between observed variables, also known as causal discovery. This is usually a daunting task, given the large number of candidate causal graphs and the combinatorial nature of the search space. Perhaps for this reason, most research has so far focused on relatively small causal graphs, with up to hundreds of nodes. However, recent advances in fields like biology enable generating experimental data sets with thousands of interventions followed by rich profiling of thousands of variables, raising the opportunity and urgent need for large causal graph models. Here, we introduce the notion of factor directed acyclic graphs (f-DAGs) as a way to restrict the search space to non-linear low-rank causal interaction models. Combining this novel structural assumption with recent advances that bridge the gap between causal discovery and continuous optimization, we achieve causal discovery on thousands of variables. Additionally, as a model for the impact of statistical noise on this estimation procedure, we study a model of edge perturbations of the f-DAG skeleton based on random graphs and quantify the effect of such perturbations on the f-DAG rank. This theoretical analysis suggests that the set of candidate f-DAGs is much smaller than the whole DAG space and thus may be more suitable as a search space in the high-dimensional regime where the underlying skeleton is hard to assess. We propose Differentiable Causal Discovery of Factor Graphs (DCD-FG), a scalable implementation of -DAG constrained causal discovery for high-dimensional interventional data. DCD-FG uses a Gaussian non-linear low-rank structural equation model and shows significant improvements compared to state-of-the-art methods in both simulations as well as a recent large-scale single-cell RNA sequencing data set with hundreds of genetic interventions.

Many real-world problems can be phrased as a multi-objective optimization problem, where the goal is to identify the best set of compromises between the competing objectives. Multi-objective Bayesian optimization (BO) is a sample efficient strategy that can be deployed to solve these vector-valued optimization problems where access is limited to a number of noisy objective function evaluations. In this paper, we propose a novel information-theoretic acquisition function for BO called Joint Entropy Search (JES), which considers the joint information gain for the optimal set of inputs and outputs. We present several analytical approximations to the JES acquisition function and also introduce an extension to the batch setting.

We propose a generalized framework for block-structured nonconvex optimization, which can be applied to structured subgraph detection in interdependent networks, such as multi-layer networks, temporal networks, networks of networks, and many others. Specifically, we design an effective, efficient, and parallelizable projection algorithm, namely Graph Block-structured Gradient Projection (GBGP), to optimize a general non-linear function subject to graph-structured constraints. We prove that our algorithm: 1) runs in nearly-linear time on the network size; 2) enjoys a theoretical approximation guarantee. Moreover, we demonstrate how our framework can be applied to two very practical applications and conduct comprehensive experiments to show the effectiveness and efficiency of our proposed algorithm.

We design general-purpose algorithms for addressing fairness issues There are many facets to fairness. An algorithm may be considered and mode collapse in generative modeling. More precisely, to design to be fair if its results are independent of some variables, particularly fair algorithms for as many sensitive variables as possible, including for sensitive variables. Fairness [18] can be measured in terms of variables we might not be aware of, we assume no prior knowledge separation, i.e., whether the probability of a given prediction, given of sensitive variables: our algorithms use unsupervised fairness the actual value, is the same for all values of a sensitive variable.

In this work, we present a framework that enables a vehicle to autonomously localize a target based on noisy range measurements computed from RSSI data. To achieve the mission objectives, we develop a control scheme composed of two main parts: an estimator and a motion planner. At each time step, new estimates of the target's position are computed and used to generate and update distribution functions using Bernstein polynomials. A metric of the efficiency of the estimator is derived based on the Fisher Information Matrix. Finally, the motion planning problem is formulated to react in real time to new information about the target and improve the estimator's performance.

The process of robot design is a complex task and the majority of design decisions are still based on human intuition or tedious manual tuning. A more informed way of facing this task is computational design methods where design parameters are concurrently optimized with corresponding controllers. Existing approaches, however, are strongly influenced by predefined control rules or motion templates and cannot provide end-to-end solutions. In this paper, we present a design optimization framework using model-free meta reinforcement learning, and its application to the optimizing kinematics and actuator parameters of quadrupedal robots. We use meta reinforcement learning to train a locomotion policy that can quickly adapt to different designs. This policy is used to evaluate each design instance during the design optimization. We demonstrate that the policy can control robots of different designs to track random velocity commands over various rough terrains. With controlled experiments, we show that the meta policy achieves close-to-optimal performance for each design instance after adaptation. Lastly, we compare our results against a model-based baseline and show that our approach allows higher performance while not being constrained by predefined motions or gait patterns.

To achieve peak predictive performance, hyperparameter optimization (HPO) is a crucial component of machine learning and its applications. Over the last years, the number of efficient algorithms and tools for HPO grew substantially. At the same time, the community is still lacking realistic, diverse, computationally cheap, and standardized benchmarks. This is especially the case for multi-fidelity HPO methods. To close this gap, we propose HPOBench, which includes 7 existing and 5 new benchmark families, with a total of more than 100 multi-fidelity benchmark problems. HPOBench allows to run this extendable set of multi-fidelity HPO benchmarks in a reproducible way by isolating and packaging the individual benchmarks in containers. It also provides surrogate and tabular benchmarks for computationally affordable yet statistically sound evaluations. To demonstrate HPOBench's broad compatibility with various optimization tools, as well as its usefulness, we conduct an exemplary large-scale study evaluating 13 optimizers from 6 optimization tools. We provide HPOBench here: https://github.com/automl/HPOBench.

The acquisition function, a critical component in Bayesian optimization (BO), can often be written as the expectation of a utility function under a surrogate model. However, to ensure that acquisition functions are tractable to optimize, restrictions must be placed on the surrogate model and utility function. To extend BO to a broader class of models and utilities, we propose likelihood-free BO (LFBO), an approach based on likelihood-free inference. LFBO directly models the acquisition function without having to separately perform inference with a probabilistic surrogate model. We show that computing the acquisition function in LFBO can be reduced to optimizing a weighted classification problem, where the weights correspond to the utility being chosen. By choosing the utility function for expected improvement (EI), LFBO outperforms various state-of-the-art black-box optimization methods on several real-world optimization problems. LFBO can also effectively leverage composite structures of the objective function, which further improves its regret by several orders of magnitude.

We propose a general formulation of a univariate estimation-of-distribution algorithm (EDA). It naturally incorporates the three classic univariate EDAs \emph{compact genetic algorithm}, \emph{univariate marginal distribution algorithm} and \emph{population-based incremental learning} as well as the \emph{max-min ant system} with iteration-best update. Our unified description of the existing algorithms allows a unified analysis of these; we demonstrate this by providing an analysis of genetic drift that immediately gives the existing results proven separately for the four algorithms named above. Our general model also includes EDAs that are more efficient than the existing ones and these may not be difficult to find as we demonstrate for the OneMax and LeadingOnes benchmarks.

We consider a mission framework in which two unmanned vehicles (UVs), a leader and a wingmate, are required to provide cooperative coverage of an environment while being within a short communication range. This framework finds applications in underwater and/or military domains, where certain constraints are imposed on communication by either the application or the environment. An important objective of missions within this framework is to minimize the total travel and communication costs of the leader-wingmate duo. In this paper, we propose and formulate the problem of finding routes for the UVs that minimize the sum of their travel and communication costs as a network optimization problem of the form of a binary program (BP). The BP is computationally expensive, with the time required to compute optimal solutions increasing rapidly with the problem size. To address this challenge, here, we propose two algorithms, an approximation algorithm and a heuristic algorithm, to solve large-scale instances of the problem swiftly. We demonstrate the effectiveness and the scalability of these algorithms through an analysis of extensive numerical simulations performed over 500 instances, with the number of targets in the instances ranging from 6 to 100.