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 Optimization


Consequences of Kernel Regularity for Bandit Optimization

arXiv.org Machine Learning

In this work we investigate the relationship between kernel regularity and algorithmic performance in the bandit optimization of RKHS functions. While reproducing kernel Hilbert space (RKHS) methods traditionally rely on global kernel regressors, it is also common to use a smoothness-based approach that exploits local approximations. We show that these perspectives are deeply connected through the spectral properties of isotropic kernels. In particular, we characterize the Fourier spectra of the Matérn, square-exponential, rational-quadratic, $γ$-exponential, piecewise-polynomial, and Dirichlet kernels, and show that the decay rate determines asymptotic regret from both viewpoints. For kernelized bandit algorithms, spectral decay yields upper bounds on the maximum information gain, governing worst-case regret, while for smoothness-based methods, the same decay rates establish Hölder space embeddings and Besov space norm-equivalences, enabling local continuity analysis. These connections show that kernel-based and locally adaptive algorithms can be analyzed within a unified framework. This allows us to derive explicit regret bounds for each kernel family, obtaining novel results in several cases and providing improved analysis for others. Furthermore, we analyze LP-GP-UCB, an algorithm that combines both approaches, augmenting global Gaussian process surrogates with local polynomial estimators. While the hybrid approach does not uniformly dominate specialized methods, it achieves order-optimality across multiple kernel families.


Designing an Optimal Sensor Network via Minimizing Information Loss

arXiv.org Machine Learning

Optimal experimental design is a classic topic in statistics, with many well-studied problems, applications, and solutions. The design problem we study is the placement of sensors to monitor spatiotemporal processes, explicitly accounting for the temporal dimension in our modeling and optimization. We observe that recent advancements in computational sciences often yield large datasets based on physics-based simulations, which are rarely leveraged in experimental design. We introduce a novel model-based sensor placement criterion, along with a highly-efficient optimization algorithm, which integrates physics-based simulations and Bayesian experimental design principles to identify sensor networks that "minimize information loss" from simulated data. Our technique relies on sparse variational inference and (separable) Gauss-Markov priors, and thus may adapt many techniques from Bayesian experimental design. We validate our method through a case study monitoring air temperature in Phoenix, Arizona, using state-of-the-art physics-based simulations. Our results show our framework to be superior to random or quasi-random sampling, particularly with a limited number of sensors. We conclude by discussing practical considerations and implications of our framework, including more complex modeling tools and real-world deployments.


On the Bayes Inconsistency of Disagreement Discrepancy Surrogates

arXiv.org Machine Learning

Deep neural networks often fail when deployed in real-world contexts due to distribution shift, a critical barrier to building safe and reliable systems. An emerging approach to address this problem relies on \emph{disagreement discrepancy} -- a measure of how the disagreement between two models changes under a shifting distribution. The process of maximizing this measure has seen applications in bounding error under shifts, testing for harmful shifts, and training more robust models. However, this optimization involves the non-differentiable zero-one loss, necessitating the use of practical surrogate losses. We prove that existing surrogates for disagreement discrepancy are not Bayes consistent, revealing a fundamental flaw: maximizing these surrogates can fail to maximize the true disagreement discrepancy. To address this, we introduce new theoretical results providing both upper and lower bounds on the optimality gap for such surrogates. Guided by this theory, we propose a novel disagreement loss that, when paired with cross-entropy, yields a provably consistent surrogate for disagreement discrepancy. Empirical evaluations across diverse benchmarks demonstrate that our method provides more accurate and robust estimates of disagreement discrepancy than existing approaches, particularly under challenging adversarial conditions.


Over-the-Air Semantic Alignment with Stacked Intelligent Metasurfaces

arXiv.org Machine Learning

Abstract--Semantic communication systems aim to transmit task-relevant information between devices capable of artificial intelligence, but their performance can degrade when heterogeneous transmitter-receiver models produce misaligned latent representations. Existing semantic alignment methods typically rely on additional digital processing at the transmitter or receiver, increasing overall device complexity. In this work, we introduce the first over-the-air semantic alignment framework based on stacked intelligent metasurfaces (SIM), which enables latent-space alignment directly in the wave domain, reducing substantially the computational burden at the device level. T o realize these operators physically, we develop a gradient-based optimization procedure that tailors the metasurface transfer function to a desired semantic mapping. Experiments with heterogeneous vision transformer (ViT) encoders show that SIMs can accurately reproduce both supervised and zero-shot semantic equalizers, achieving up to 90% task accuracy in regimes with high signal-to-noise ratio (SNR), while maintaining strong robustness even at low SNR values.


Variational Quantum Rainbow Deep Q-Network for Optimizing Resource Allocation Problem

arXiv.org Artificial Intelligence

Resource allocation remains NP-hard due to combinatorial complexity. While deep reinforcement learning (DRL) methods, such as the Rainbow Deep Q-Network (DQN), improve scalability through prioritized replay and distributional heads, classical function approximators limit their representational power. We introduce Variational Quantum Rainbow DQN (VQR-DQN), which integrates ring-topology variational quantum circuits with Rainbow DQN to leverage quantum superposition and entanglement. We frame the human resource allocation problem (HRAP) as a Markov decision process (MDP) with combinatorial action spaces based on officer capabilities, event schedules, and transition times. On four HRAP benchmarks, VQR-DQN achieves 26.8% normalized makespan reduction versus random baselines and outperforms Double DQN and classical Rainbow DQN by 4.9-13.4%. These gains align with theoretical connections between circuit expressibility, entanglement, and policy quality, demonstrating the potential of quantum-enhanced DRL for large-scale resource allocation. Our implementation is available at: https://github.com/Analytics-Everywhere-Lab/qtrl/.


Approximation of Box Decomposition Algorithm for Fast Hypervolume-Based Multi-Objective Optimization

arXiv.org Artificial Intelligence

Hypervolume (HV)-based Bayesian optimization (BO) is one of the standard approaches for multi-objective decision-making. However, the computational cost of optimizing the acquisition function remains a significant bottleneck, primarily due to the expense of HV improvement calculations. While HV box-decomposition offers an efficient way to cope with the frequent exact improvement calculations, it suffers from super-polynomial memory complexity $O(MN^{\lfloor \frac{M + 1}{2} \rfloor})$ in the worst case as proposed by Lacour et al. (2017). To tackle this problem, Couckuyt et al. (2012) employed an approximation algorithm. However, a rigorous algorithmic description is currently absent from the literature. This paper bridges this gap by providing comprehensive mathematical and algorithmic details of this approximation algorithm.


On Dynamic Programming Theory for Leader-Follower Stochastic Games

arXiv.org Artificial Intelligence

Leader-follower general-sum stochastic games (LF-GSSGs) model sequential decision-making under asymmetric commitment, where a leader commits to a policy and a follower best responds, yielding a strong Stackelberg equilibrium (SSE) with leader-favourable tie-breaking. This paper introduces a dynamic programming (DP) framework that applies Bellman recursion over credible sets-state abstractions formally representing all rational follower best responses under partial leader commitments-to compute SSEs. We first prove that any LF-GSSG admits a lossless reduction to a Markov decision process (MDP) over credible sets. We further establish that synthesising an optimal memoryless deterministic leader policy is NP-hard, motivating the development of ε-optimal DP algorithms with provable guarantees on leader exploitability. Experiments on standard mixed-motive benchmarks-including security games, resource allocation, and adversarial planning-demonstrate empirical gains in leader value and runtime scalability over state-of-the-art methods.


Non-Convex Federated Optimization under Cost-Aware Client Selection

arXiv.org Artificial Intelligence

Different federated optimization algorithms typically employ distinct client-selection strategies: some methods communicate only with a randomly sampled subset of clients at each round, while others need to periodically communicate with all clients or use a hybrid scheme that combines both strategies. However, existing metrics for comparing optimization methods typically do not distinguish between these strategies, which often incur different communication costs in practice. To address this disparity, we introduce a simple and natural model of federated optimization that quantifies communication and local computation complexities. This new model allows for several commonly used client-selection strategies and explicitly associates each with a distinct cost. Within this setting, we propose a new algorithm that achieves the best-known communication and local complexities among existing federated optimization methods for non-convex optimization. This algorithm is based on the inexact composite gradient method with a carefully constructed gradient estimator and a special procedure for solving the auxiliary subproblem at each iteration. The gradient estimator is based on SAGA, a popular variance-reduced gradient estimator. We first derive a new variance bound for it, showing that SAGA can exploit functional similarity. We then introduce the Recursive-Gradient technique as a general way to potentially improve the error bound of a given conditionally unbiased gradient estimator, including both SAGA and SVRG. By applying this technique to SAGA, we obtain a new estimator, RG-SAGA, which has an improved error bound compared to the original one.


Search at Scale: Improving Numerical Conditioning of Ergodic Coverage Optimization for Multi-Scale Domains

arXiv.org Artificial Intelligence

Recent methods in ergodic coverage planning have shown promise as tools that can adapt to a wide range of geometric coverage problems with general constraints, but are highly sensitive to the numerical scaling of the problem space. The underlying challenge is that the optimization formulation becomes brittle and numerically unstable with changing scales, especially under potentially nonlinear constraints that impose dynamic restrictions, due to the kernel-based formulation. This paper proposes to address this problem via the development of a scale-agnostic and adaptive ergodic coverage optimization method based on the maximum mean discrepancy metric (MMD). Our approach allows the optimizer to solve for the scale of differential constraints while annealing the hyperparameters to best suit the problem domain and ensure physical consistency. We also derive a variation of the ergodic metric in the log space, providing additional numerical conditioning without loss of performance. We compare our approach with existing coverage planning methods and demonstrate the utility of our approach on a wide range of coverage problems.


KNARsack: Teaching Neural Algorithmic Reasoners to Solve Pseudo-Polynomial Problems

arXiv.org Artificial Intelligence

Neural algorithmic reasoning (NAR) is a growing field that aims to embed algorithmic logic into neural networks by imitating classical algorithms. In this extended abstract, we detail our attempt to build a neural algorithmic reasoner that can solve Knapsack, a pseudo-polynomial problem bridging classical algorithms and combinatorial optimisation, but omitted in standard NAR benchmarks. Our neural algorithmic reasoner is designed to closely follow the two-phase pipeline for the Knapsack problem, which involves first constructing the dynamic programming table and then reconstructing the solution from it. The approach, which models intermediate states through dynamic programming supervision, achieves better generalization to larger problem instances than a direct-prediction baseline that attempts to select the optimal subset only from the problem inputs.