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 Optimization


Non-equilibrium Annealed Adjoint Sampler

arXiv.org Artificial Intelligence

Recently, there has been significant progress in learning-based diffusion samplers, which aim to sample from a given unnormalized density. Many of these approaches formulate the sampling task as a stochastic optimal control (SOC) problem using a canonical uninformative reference process, which limits their ability to efficiently guide trajectories toward the target distribution. In this work, we propose the Non-Equilibrium Annealed Adjoint Sampler (NAAS), a novel SOC-based diffusion framework that employs annealed reference dynamics as a non-stationary base SDE. This annealing structure provides a natural progression toward the target distribution and generates informative reference trajectories, thereby enhancing the stability and efficiency of learning the control. Owing to our SOC formulation, our framework can incorporate a variety of SOC solvers, thereby offering high flexibility in algorithmic design. As one instantiation, we employ a lean adjoint system inspired by adjoint matching, enabling efficient and scalable training. We demonstrate the effectiveness of NAAS across a range of tasks, including sampling from classical energy landscapes and molecular Boltzmann distributions.


Local Entropy Search over Descent Sequences for Bayesian Optimization

arXiv.org Machine Learning

Searching large and complex design spaces for a global optimum can be infeasible and unnecessary. A practical alternative is to iteratively refine the neighborhood of an initial design using local optimization methods such as gradient descent. We propose local entropy search (LES), a Bayesian optimization paradigm that explicitly targets the solutions reachable by the descent sequences of iterative optimizers. The algorithm propagates the posterior belief over the objective through the optimizer, resulting in a probability distribution over descent sequences. It then selects the next evaluation by maximizing mutual information with that distribution, using a combination of analytic entropy calculations and Monte-Carlo sampling of descent sequences. Empirical results on high-complexity synthetic objectives and benchmark problems show that LES achieves strong sample efficiency compared to existing local and global Bayesian optimization methods.


Structured Matching via Cost-Regularized Unbalanced Optimal Transport

arXiv.org Machine Learning

Unbalanced optimal transport (UOT) provides a flexible way to match or compare nonnegative finite Radon measures. However, UOT requires a predefined ground transport cost, which may misrepresent the data's underlying geometry. Choosing such a cost is particularly challenging when datasets live in heterogeneous spaces, often motivating practitioners to adopt Gromov-Wasserstein formulations. To address this challenge, we introduce cost-regularized unbalanced optimal transport (CR-UOT), a framework that allows the ground cost to vary while allowing mass creation and removal. We show that CR-UOT incorporates unbalanced Gromov-Wasserstein type problems through families of inner-product costs parameterized by linear transformations, enabling the matching of measures or point clouds across Euclidean spaces. We develop algorithms for such CR-UOT problems using entropic regularization and demonstrate that this approach improves the alignment of heterogeneous single-cell omics profiles, especially when many cells lack direct matches.


A joint optimization approach to identifying sparse dynamics using least squares kernel collocation

arXiv.org Machine Learning

The identification of ordinary differential equations (ODEs) and dynamical systems is a fundamental problem in control [32, 59, 60], data assimilation [42, 84], and more recently in scientific machine learning (ML) [11, 72, 74]. While algorithms such as Sparse Identification of Nonlinear Dynamics (SINDy) and its variants [46] are widely used by practitioners, they often fail in scenarios where observations of the state of the system are scarce, indirect, and noisy. In such scenarios modifications to SINDy-type methods are required to enforce additional constraints on the recovered equations to make them consistent with the observational data. Put simply, traditional SINDy-type methods work in two steps: (1) the data is used to filter the state of the system and estimate the derivatives, and (2) the filtered state is used to learn the underlying dynamics. In the regime of scarce, noisy and incomplete data, step 1 is inaccurate, which can propagate to poor results in the subsequent step 2. In this paper, we propose an all-at-once approach to filtering and equation learning based on collocation in a reproducing kernel Hilbert space (RKHS) which we term Joint SINDy (JSINDy), and shows that the issues above can be mitigated by performing both steps together. This joins a broader class of dynamics-informed methods that integrate the governing equations directly into the learning objective, either as hard constraints or as least-squares relaxations, which couples the problems of state estimation and model discovery. Representative examples include physics-informed and sparse-regression frameworks based on neural networks, splines, kernels, finite differences, and adjoint methods [21, 27, 39, 41, 72, 73, 88].


Matching correlated VAR time series

arXiv.org Machine Learning

We study the problem of matching correlated VAR time series databases, where a multivariate time series is observed along with a perturbed and permuted version, and the goal is to recover the unknown matching between them. To model this, we introduce a probabilistic framework in which two time series $(x_t)_{t\in[T]},(x^\#_t)_{t\in[T]}$ are jointly generated, such that $x^\#_t=x_{ฯ€^*(t)}+ฯƒ\tilde{x}_{ฯ€^*(t)}$, where $(x_t)_{t\in[T]},(\tilde{x}_t)_{t\in[T]}$ are independent and identically distributed vector autoregressive (VAR) time series of order $1$ with Gaussian increments, for a hidden $ฯ€^*$. The objective is to recover $ฯ€^*$, from the observation of $(x_t)_{t\in[T]},(x^\#_t)_{t\in[T]}$. This generalizes the classical problem of matching independent point clouds to the time series setting. We derive the maximum likelihood estimator (MLE), leading to a quadratic optimization over permutations, and theoretically analyze an estimator based on linear assignment. For the latter approach, we establish recovery guarantees, identifying thresholds for $ฯƒ$ that allow for perfect or partial recovery. Additionally, we propose solving the MLE by considering convex relaxations of the set of permutation matrices (e.g., over the Birkhoff polytope). This allows for efficient estimation of $ฯ€^*$ and the VAR parameters via alternating minimization. Empirically, we find that linear assignment often matches or outperforms MLE relaxation based approaches.


Efficient Large-Scale Learning of Minimax Risk Classifiers

arXiv.org Machine Learning

Supervised learning with large-scale data usually leads to complex optimization problems, especially for classification tasks with multiple classes. Stochastic subgradient methods can enable efficient learning with a large number of samples for classification techniques that minimize the average loss over the training samples. However, recent techniques, such as minimax risk classifiers (MRCs), minimize the maximum expected loss and are not amenable to stochastic subgradient methods. In this paper, we present a learning algorithm based on the combination of constraint and column generation that enables efficient learning of MRCs with large-scale data for classification tasks with multiple classes. Experiments on multiple benchmark datasets show that the proposed algorithm provides upto a 10x speedup for general large-scale data and around a 100x speedup with a sizeable number of classes.


Efficient Optimization of a Permanent Magnet Array for a Stable 2D Trap

arXiv.org Artificial Intelligence

Untethered magnetic manipulation of biomedical millirobots has a high potential for minimally invasive surgical applications. However, it is still challenging to exert high actuation forces on the small robots over a large distance. Permanent magnets offer stronger magnetic torques and forces than electromagnetic coils, however, feedback control is more difficult. As proven by Earnshaw's theorem, it is not possible to achieve a stable magnetic trap in 3D by static permanent magnets. Here, we report a stable 2D magnetic force trap by an array of permanent magnets to control a millirobot. The trap is located in an open space with a tunable distance to the magnet array in the range of 20 - 120mm, which is relevant to human anatomical scales. The design is achieved by a novel GPU-accelerated optimization algorithm that uses mean squared error (MSE) and Adam optimizer to efficiently compute the optimal angles for any number of magnets in the array. The algorithm is verified using numerical simulation and physical experiments with an array of two magnets. A millirobot is successfully trapped and controlled to follow a complex trajectory. The algorithm demonstrates high scalability by optimizing the angles for 100 magnets in under three seconds. Moreover, the optimization workflow can be adapted to optimize a permanent magnet array to achieve the desired force vector fields.


Large Language Model-Assisted Planning of Electric Vehicle Charging Infrastructure with Real-World Case Study

arXiv.org Artificial Intelligence

The growing demand for electric vehicle (EV) charging infrastructure presents significant planning challenges, requiring efficient strategies for investment and operation to deliver cost-effective charging services. However, the potential benefits of EV charging assignment, particularly in response to varying spatial-temporal patterns of charging demand, remain under-explored in infrastructure planning. This paper proposes an integrated approach that jointly optimizes investment decisions and charging assignments while accounting for spatial-temporal demand dynamics and their interdependencies. To support efficient model development, we leverage a large language model (LLM) to assist in generating and refining the mathematical formulation from structured natural-language descriptions, significantly reducing the modeling burden. The resulting optimization model enables optimal joint decision-making for investment and operation. Additionally, we propose a distributed optimization algorithm based on the Alternating Direction Method of Multipliers (ADMM) to address computational complexity in high-dimensional scenarios, which can be executed on standard computing platforms. We validate our approach through a case study using 1.5 million real-world travel records from Chengdu, China, demonstrating a 30% reduction in total cost compared to a baseline without EV assignment.


VADE: Variance-Aware Dynamic Sampling via Online Sample-Level Difficulty Estimation for Multimodal RL

arXiv.org Artificial Intelligence

Group-based policy optimization methods like GRPO and GSPO have become standard for training multimodal models, leveraging group-wise rollouts and relative advantage estimation. However, they suffer from a critical \emph{gradient vanishing} problem when all responses within a group receive identical rewards, causing advantage estimates to collapse and training signals to diminish. Existing attempts to mitigate this issue fall into two paradigms: filtering-based and sampling-based methods. Filtering-based methods first generate rollouts broadly and then retroactively filter out uninformative groups, leading to substantial computational overhead. Sampling-based methods proactively select effective samples before rollout but rely on static criteria or prior dataset knowledge, lacking real-time adaptability. To address these issues, we propose \textbf{VADE}, a \textbf{V}ariance-\textbf{A}ware \textbf{D}ynamic sampling framework via online sample-level difficulty \textbf{E}stimation. Our framework integrates three key components: online sample-level difficulty estimation using Beta distributions, a Thompson sampler that maximizes information gain through the estimated correctness probability, and a two-scale prior decay mechanism that maintains robust estimation under policy evolution. This three components design enables VADE to dynamically select the most informative samples, thereby amplifying training signals while eliminating extra rollout costs. Extensive experiments on multimodal reasoning benchmarks show that VADE consistently outperforms strong baselines in both performance and sample efficiency, while achieving a dramatic reduction in computational overhead. More importantly, our framework can serves as a plug-and-play component to be seamlessly integrated into existing group-based RL algorithms. Code and models are available at https://VADE-RL.github.io.


Enhancing UAV Search under Occlusion using Next Best View Planning

arXiv.org Artificial Intelligence

Search and rescue missions are often critical following sudden natural disasters or in high-risk environmental situations. The most challenging search and rescue missions involve difficult-to-access terrains, such as dense forests with high occlusion. Deploying unmanned aerial vehicles for exploration can significantly enhance search effectiveness, facilitate access to challenging environments, and reduce search time. However, in dense forests, the effectiveness of unmanned aerial vehicles depends on their ability to capture clear views of the ground, necessitating a robust search strategy to optimize camera positioning and perspective. This work presents an optimized planning strategy and an efficient algorithm for the next best view problem in occluded environments. Two novel optimization heuristics, a geometry heuristic, and a visibility heuristic, are proposed to enhance search performance by selecting optimal camera viewpoints. Comparative evaluations in both simulated and real-world settings reveal that the visibility heuristic achieves greater performance, identifying over 90% of hidden objects in simulated forests and offering 10% better detection rates than the geometry heuristic. Additionally, real-world experiments demonstrate that the visibility heuristic provides better coverage under the canopy, highlighting its potential for improving search and rescue missions in occluded environments.