Fairness-aware recommender systems that have a provider-side fairness concern seek to ensure that protected group(s) of providers have a fair opportunity to promote their items or products. There is a ``cost of fairness'' borne by the consumer side of the interaction when such a solution is implemented. This consumer-side cost raises its own questions of fairness, particularly when personalization is used to control the impact of the fairness constraint. In adopting a personalized approach to the fairness objective, researchers may be opening their systems up to strategic behavior on the part of users. This type of incentive has been studied in the computational social choice literature under the terminology of ``bossiness''. The concern is that a bossy user may be able to shift the cost of fairness to others, improving their own outcomes and worsening those for others. This position paper introduces the concept of bossiness, shows its application in fairness-aware recommendation and discusses strategies for reducing this strategic incentive.

Predict+Optimize is a recently proposed framework which combines machine learning and constrained optimization, tackling optimization problems that contain parameters that are unknown at solving time. The goal is to predict the unknown parameters and use the estimates to solve for an estimated optimal solution to the optimization problem. However, all prior works have focused on the case where unknown parameters appear only in the optimization objective and not the constraints, for the simple reason that if the constraints were not known exactly, the estimated optimal solution might not even be feasible under the true parameters. The contributions of this paper are two-fold. First, we propose a novel and practically relevant framework for the Predict+Optimize setting, but with unknown parameters in both the objective and the constraints. We introduce the notion of a correction function, and an additional penalty term in the loss function, modelling practical scenarios where an estimated optimal solution can be modified into a feasible solution after the true parameters are revealed, but at an additional cost. Second, we propose a corresponding algorithmic approach for our framework, which handles all packing and covering linear programs. Our approach is inspired by the prior work of Mandi and Guns, though with crucial modifications and re-derivations for our very different setting. Experimentation demonstrates the superior empirical performance of our method over classical approaches.

Deep learning models are state-of-the-art in compressive spectral imaging (CSI) recovery. These methods use a deep neural network (DNN) as an image generator to learn non-linear mapping from compressed measurements to the spectral image. For instance, the deep spectral prior approach uses a convolutional autoencoder network (CAE) in the optimization algorithm to recover the spectral image by using a non-linear representation. However, the CAE training is detached from the recovery problem, which does not guarantee optimal representation of the spectral images for the CSI problem. This work proposes a joint non-linear representation and recovery network (JR2net), linking the representation and recovery task into a single optimization problem. JR2net consists of an optimization-inspired network following an ADMM formulation that learns a non-linear low-dimensional representation and simultaneously performs the spectral image recovery, trained via the end-to-end approach. Experimental results show the superiority of the proposed method with improvements up to 2.57 dB in PSNR and performance around 2000 times faster than state-of-the-art methods.

We propose a novel Stochastic Frank-Wolfe (a.k.a. conditional gradient) algorithm for constrained smooth finite-sum minimization with a generalized linear prediction/structure. This class of problems includes empirical risk minimization with sparse, low-rank, or other structured constraints. The proposed method is simple to implement, does not require step-size tuning, and has a constant per-iteration cost that is independent of the dataset size. Furthermore, as a byproduct of the method we obtain a stochastic estimator of the Frank-Wolfe gap that can be used as a stopping criterion. Depending on the setting, the proposed method matches or improves on the best computational guarantees for Stochastic Frank-Wolfe algorithms. Benchmarks on several datasets highlight different regimes in which the proposed method exhibits a faster empirical convergence than related methods. Finally, we provide an implementation of all considered methods in an open-source package.

Unmanned surface vessels (USVs) are widely used in ocean exploration and environmental protection fields. To ensure that USV can successfully perform its mission, trajectory planning and motion tracking are the two most critical technologies. In this paper, we propose a novel trajectory generation and tracking method for USV based on optimization theory. Specifically, the USV dynamic model is described with differential flatness, so that the trajectory can be generated by dynamic RRT* in a linear invariant system expression form under the objective of optimal boundary value. To reduce the sample number and improve efficiency, we adjust the trajectory through local optimization. The dynamic constraints are considered in the optimization process so that the generated trajectory conforms to the kinematic characteristics of the under-actuated hull, and makes it easier to be tracked. Finally, motion tracking is added with model predictive control under a sequential quadratic programming problem. Experimental results show the planned trajectory is more in line with the kinematic characteristics of USV, and the tracking accuracy remains a higher level.

We propose a two-phase systematical framework for approximation algorithm design and analysis via Lyapunov function. The first phase consists of using Lyapunov function as an input and outputs a continuous-time approximation algorithm with a provable approximation ratio. The second phase then converts this continuous-time algorithm to a discrete-time algorithm with almost the same approximation ratio along with provable time complexity. One distinctive feature of our framework is that we only need to know the parametric form of the Lyapunov function whose complete specification will not be decided until the end of the first phase by maximizing the approximation ratio of the continuous-time algorithm. Some immediate benefits of the Lyapunov function approach include: (i) unifying many existing algorithms; (ii) providing a guideline to design and analyze new algorithms; and (iii) offering new perspectives to potentially improve existing algorithms. We use various submodular maximization problems as running examples to illustrate our framework.

Riemannian optimization is a principled framework for solving optimization problems where the desired optimum is constrained to a smooth manifold $\mathcal{M}$. Algorithms designed in this framework usually require some geometrical description of the manifold, which typically includes tangent spaces, retractions, and gradients of the cost function. However, in many cases, only a subset (or none at all) of these elements can be accessed due to lack of information or intractability. In this paper, we propose a novel approach that can perform approximate Riemannian optimization in such cases, where the constraining manifold is a submanifold of $\R^{D}$. At the bare minimum, our method requires only a noiseless sample set of the cost function $(\x_{i}, y_{i})\in {\mathcal{M}} \times \mathbb{R}$ and the intrinsic dimension of the manifold $\mathcal{M}$. Using the samples, and utilizing the Manifold-MLS framework (Sober and Levin 2020), we construct approximations of the missing components entertaining provable guarantees and analyze their computational costs. In case some of the components are given analytically (e.g., if the cost function and its gradient are given explicitly, or if the tangent spaces can be computed), the algorithm can be easily adapted to use the accurate expressions instead of the approximations. We analyze the global convergence of Riemannian gradient-based methods using our approach, and we demonstrate empirically the strength of this method, together with a conjugate-gradients type method based upon similar principles.

For performing robotic manipulation tasks, the core problem is determining suitable trajectories that fulfill the task requirements. Various approaches to compute such trajectories exist, being learning and optimization the main driving techniques. Our work builds on the learning-from-demonstration (LfD) paradigm, where an expert demonstrates motions, and the robot learns to imitate them. However, expert demonstrations are not sufficient to capture all sorts of task specifications, such as the timing to grasp an object. In this paper, we propose a new method that considers formal task specifications within LfD skills. Precisely, we leverage Signal Temporal Logic (STL), an expressive form of temporal properties of systems, to formulate task specifications and use black-box optimization (BBO) to adapt an LfD skill accordingly. We demonstrate our approach in simulation and on a real industrial setting using several tasks that showcase how our approach addresses the LfD limitations using STL and BBO.

In the problem of quantum channel discrimination, one distinguishes between a given number of quantum channels, which is done by sending an input state through a channel and measuring the output state. This work studies applications of variational quantum circuits and machine learning techniques for discriminating such channels. In particular, we explore (i) the practical implementation of embedding this task into the framework of variational quantum computing, (ii) training a quantum classifier based on variational quantum circuits, and (iii) applying the quantum kernel estimation technique. For testing these three channel discrimination approaches, we considered a pair of entanglement-breaking channels and the depolarizing channel with two different depolarization factors. For the approach (i), we address solving the quantum channel discrimination problem using widely discussed parallel and sequential strategies. We show the advantage of the latter in terms of better convergence with less quantum resources. Quantum channel discrimination with a variational quantum classifier (ii) allows one to operate even with random and mixed input states and simple variational circuits. The kernel-based classification approach (iii) is also found effective as it allows one to discriminate depolarizing channels associated not with just fixed values of the depolarization factor, but with ranges of it. Additionally, we discovered that a simple modification of one of the commonly used kernels significantly increases the efficiency of this approach. Finally, our numerical findings reveal that the performance of variational methods of channel discrimination depends on the trace of the product of the output states. These findings demonstrate that quantum machine learning can be used to discriminate channels, such as those representing physical noise processes.

We describe a light-weight yet performant system for hyper-parameter optimization that approximately minimizes an overall scalar cost function that is obtained by combining multiple performance objectives using a target-priority-limit scalarizer. It also supports a trade-off mode, where the goal is to find an appropriate trade-off among objectives by interacting with the user. We focus on the common scenario where there are on the order of tens of hyper-parameters, each with various attributes such as a range of continuous values, or a finite list of values, and whether it should be treated on a linear or logarithmic scale. The system supports multiple asynchronous simulations and is robust to simulation stragglers and failures. While the algorithm we describe will work in principle for any value of n, our focus is on the case where n is modest (e.g., < 10). Each of these objectives has a sense, which means that we either want the objective to be large (i.e., to maximize it) or small (i.e., to minimize it).