Many U.S. metropolitan cities are notorious for their severe shortage of parking spots. To this end, we present a proactive prediction-driven optimization framework to dynamically adjust parking prices. We use state-of-the-art deep learning technologies such as neural ordinary differential equations (NODEs) to design our future parking occupancy rate prediction model given historical occupancy rates and price information. Owing to the continuous and bijective characteristics of NODEs, in addition, we design a one-shot price optimization method given a pre-trained prediction model, which requires only one iteration to find the optimal solution. In other words, we optimize the price input to the pre-trained prediction model to achieve targeted occupancy rates in the parking blocks. We conduct experiments with the data collected in San Francisco and Seattle for years. Our prediction model shows the best accuracy in comparison with various temporal or spatio-temporal forecasting models. Our one-shot optimization method greatly outperforms other black-box and white-box search methods in terms of the search time and always returns the optimal price solution.

Machine learning has become omnipresent with applications in various safety-critical domains such as medical, law, and transportation. In these domains, high-stake decisions provided by machine learning necessitate researchers to design interpretable models, where the prediction is understandable to a human. In interpretable machine learning, rule-based classifiers are particularly effective in representing the decision boundary through a set of rules comprising input features. Examples of such classifiers include decision trees, decision lists, and decision sets. The interpretability of rule-based classifiers is in general related to the size of the rules, where smaller rules are considered more interpretable. To learn such a classifier, the brute-force direct approach is to consider an optimization problem that tries to learn the smallest classification rule that has close to maximum accuracy. This optimization problem is computationally intractable due to its combinatorial nature and thus, the problem is not scalable in large datasets. To this end, in this paper we study the triangular relationship among the accuracy, interpretability, and scalability of learning rule-based classifiers. The contribution of this paper is an interpretable learning framework IMLI, that is based on maximum satisfiability (MaxSAT) for synthesizing classification rules expressible in proposition logic. IMLI considers a joint objective function to optimize the accuracy and the interpretability of classification rules and learns an optimal rule by solving an appropriately designed MaxSAT query. Despite the progress of MaxSAT solving in the last decade, the straightforward MaxSAT-based solution cannot scale to practical classification datasets containing thousands to millions of samples. Therefore, we incorporate an efficient incremental learning technique inside the MaxSAT formulation by integrating mini-batch learning and iterative rule-learning. The resulting framework learns a classifier by iteratively covering the training data, wherein in each iteration, it solves a sequence of smaller MaxSAT queries corresponding to each mini-batch. In our experiments, IMLI achieves the best balance among prediction accuracy, interpretability, and scalability. For instance, IMLI attains a competitive prediction accuracy and interpretability w.r.t. existing interpretable classifiers and demonstrates impressive scalability on large datasets where both interpretable and non-interpretable classifiers fail. As an application, we deploy IMLI in learning popular interpretable classifiers such as decision lists and decision sets. The source code is available at https://github.com/meelgroup/mlic.

Recent advances in multiagent learning have seen the introduction ofa family of algorithms that revolve around the population-based trainingmethod PSRO, showing convergence to Nash, correlated and coarse corre-lated equilibria. Notably, when the number of agents increases, learningbest-responses becomes exponentially more difficult, and as such ham-pers PSRO training methods. The paradigm of mean-field games pro-vides an asymptotic solution to this problem when the considered gamesare anonymous-symmetric. Unfortunately, the mean-field approximationintroduces non-linearities which prevent a straightforward adaptation ofPSRO. Building upon optimization and adversarial regret minimization,this paper sidesteps this issue and introduces mean-field PSRO, an adap-tation of PSRO which learns Nash, coarse correlated and correlated equi-libria in mean-field games. The key is to replace the exact distributioncomputation step by newly-defined mean-field no-adversarial-regret learn-ers, or by black-box optimization. We compare the asymptotic complexityof the approach to standard PSRO, greatly improve empirical bandit con-vergence speed by compressing temporal mixture weights, and ensure itis theoretically robust to payoff noise. Finally, we illustrate the speed andaccuracy of mean-field PSRO on several mean-field games, demonstratingconvergence to strong and weak equilibria.

The central object of this PhD thesis is known under different names in the fields of computer science and statistical mechanics. In computer science, it is called the Maximum Cut problem, one of the famous twenty-one Karp's original NP-hard problems, while the same object from Physics is called the Ising Spin Glass model. This model of a rich structure often appears as a reduction or reformulation of real-world problems from computer science, physics and engineering. However, solving this model exactly (finding the maximal cut or the ground state) is likely to stay an intractable problem (unless $\textit{P} = \textit{NP}$) and requires the development of ad-hoc heuristics for every particular family of instances. One of the bright and beautiful connections between discrete and continuous optimization is a Semidefinite Programming-based rounding scheme for Maximum Cut. This procedure allows us to find a provably near-optimal solution; moreover, this method is conjectured to be the best possible in polynomial time. In the first two chapters of this thesis, we investigate local non-convex heuristics intended to improve the rounding scheme. In the last chapter of this thesis, we make one step further and aim to control the solution of the problem we wanted to solve in previous chapters. We formulate a bi-level optimization problem over the Ising model where we want to tweak the interactions as little as possible so that the ground state of the resulting Ising model satisfies the desired criteria. This kind of problem arises in pandemic modeling. We show that when the interactions are non-negative, our bi-level optimization is solvable in polynomial time using convex programming.

Modern machine learning tasks often require considering not just one but multiple objectives. For example, besides the prediction quality, this could be the efficiency, robustness or fairness of the learned models, or any of their combinations. Multi-objective learning offers a natural framework for handling such problems without having to commit to early trade-offs. Surprisingly, statistical learning theory so far offers almost no insight into the generalization properties of multi-objective learning. In this work, we make first steps to fill this gap: we establish foundational generalization bounds for the multi-objective setting as well as generalization and excess bounds for learning with scalarizations. We also provide the first theoretical analysis of the relation between the Pareto-optimal sets of the true objectives and the Pareto-optimal sets of their empirical approximations from training data. In particular, we show a surprising asymmetry: all Pareto-optimal solutions can be approximated by empirically Pareto-optimal ones, but not vice versa.

While sample efficiency is the main motive for use of Bayesian optimisation when black-box functions are expensive to evaluate, the standard approach based on type II maximum likelihood (ML-II) may fail and result in disappointing performance in small-sample trials. The paper provides three compelling reasons to adopt fully Bayesian optimisation (FBO) as an alternative. First, failures of ML-II are more commonplace than implied by the existing studies using the contrived settings. Second, FBO is more robust than ML-II, and the price of robustness is almost trivial. Third, FBO has become simple to implement and fast enough to be practical. The paper supports the argument using relevant experiments, which reflect the current practice regarding models, algorithms, and software platforms. Since the benefits seem to outweigh the costs, researchers should consider adopting FBO for their applications so that they can guard against potential failures that end up wasting precious research resources.

We consider preference disaggregation in the context of multiple criteria sorting. The value function parameters and thresholds separating the classes are inferred from the Decision Maker's (DM's) assignment examples. Given the multiplicity of sorting models compatible with indirect preferences, selecting a single, representative one can be conducted differently. We review several procedures for this purpose, aiming to identify the most discriminant, average, central, benevolent, aggressive, parsimonious, or robust models. Also, we present three novel procedures that implement the robust assignment rule in practice. They exploit stochastic acceptabilities and maximize the support given to the resulting assignments by all feasible sorting models. The performance of sixteen procedures is verified on problem instances with different complexities. The results of an experimental study indicate the most efficient procedure in terms of classification accuracy, reproducing the DM's model, and delivering the most robust assignments. These include approaches identifying differently interpreted centers of the feasible polyhedron and robust methods introduced in this paper. Moreover, we discuss how the performance of all procedures is affected by different numbers of classes, criteria, characteristic points, and reference assignments. Finally, we illustrate the use of all approaches in a study concerning the assessment of the green performance of European cities.

Quantum state tomography (QST), the task of estimating an unknown quantum state given measurement outcomes, is essential to building reliable quantum computing devices. Whereas computing the maximum-likelihood (ML) estimate corresponds to solving a finite-sum convex optimization problem, the objective function is not smooth nor Lipschitz, so most existing convex optimization methods lack sample complexity guarantees; moreover, both the sample size and dimension grow exponentially with the number of qubits in a QST experiment, so a desired algorithm should be highly scalable with respect to the dimension and sample size, just like stochastic gradient descent. In this paper, we propose a stochastic first-order algorithm that computes an $\varepsilon$-approximate ML estimate in $O( ( D \log D ) / \varepsilon ^ 2 )$ iterations with $O( D^3 )$ per-iteration time complexity, where $D$ denotes the dimension of the unknown quantum state and $\varepsilon$ denotes the optimization error. Our algorithm is an extension of Soft-Bayes to the quantum setup.

Mixed integer convex and nonlinear programs, MICP and MINLP, are expressive but require long solving times. Recent work that combines data-driven methods on solver heuristics has shown potential to overcome this issue allowing for applications on larger scale practical problems. To solve mixed-integer bilinear programs online with data-driven methods, several formulations exist including mathematical programming with complementary constraints (MPCC), mixed-integer programming (MIP). In this work, we benchmark the performances of those data-driven schemes on a bookshelf organization problem that has discrete mode switch and collision avoidance constraints. The success rate, optimal cost and solving time are compared along with non-data-driven methods. Our proposed methods are demonstrated as a high level planner for a robotic arm for the bookshelf problem.

The advances in data science and machine learning have resulted in significant improvements regarding the modeling and simulation of nonlinear dynamical systems. It is nowadays possible to make accurate predictions of complex systems such as the weather, disease models or the stock market. Predictive methods are often advertised to be useful for control, but the specifics are frequently left unanswered due to the higher system complexity, the requirement of larger data sets and an increased modeling effort. In other words, surrogate modeling for autonomous systems is much easier than for control systems. In this paper we present the framework QuaSiModO (Quantization-Simulation-Modeling-Optimization) to transform arbitrary predictive models into control systems and thus render the tremendous advances in data-driven surrogate modeling accessible for control. Our main contribution is that we trade control efficiency by autonomizing the dynamics - which yields mixed-integer control problems - to gain access to arbitrary, ready-to-use autonomous surrogate modeling techniques. We then recover the complexity of the original problem by leveraging recent results from mixed-integer optimization. The advantages of QuaSiModO are a linear increase in data requirements with respect to the control dimension, performance guarantees that rely exclusively on the accuracy of the predictive model in use, and little prior knowledge requirements in control theory to solve complex control problems.