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 Optimization


PSEO: Optimizing Post-hoc Stacking Ensemble Through Hyperparameter Tuning

arXiv.org Artificial Intelligence

The Combined Algorithm Selection and Hyperparameter Optimization (CASH) problem is fundamental in Automated Machine Learning (AutoML). Inspired by the success of ensemble learning, recent AutoML systems construct post-hoc ensembles for final predictions rather than relying on the best single model. However, while most CASH methods conduct extensive searches for the optimal single model, they typically employ fixed strategies during the ensemble phase that fail to adapt to specific task characteristics. To tackle this issue, we propose PSEO, a framework for post-hoc stacking ensemble optimization. First, we conduct base model selection through binary quadratic programming, with a trade-off between diversity and performance. Furthermore, we introduce two mechanisms to fully realize the potential of multi-layer stacking. Finally, PSEO builds a hyperparameter space and searches for the optimal post-hoc ensemble strategy within it. Empirical results on 80 public datasets show that PSEO achieves the best average test rank (2.96) among 16 methods, including post-hoc designs in recent AutoML systems and state-of-the-art ensemble learning methods.


PyLO: Towards Accessible Learned Optimizers in PyTorch

arXiv.org Artificial Intelligence

Learned optimizers have been an active research topic over the past decade, with increasing progress toward practical, general-purpose optimizers that can serve as drop-in replacements for widely used methods like Adam. However, recent advances -- such as VeLO, which was meta-trained for 4000 TPU-months -- remain largely inaccessible to the broader community, in part due to their reliance on JAX and the absence of user-friendly packages for applying the optimizers after meta-training. To address this gap, we introduce PyLO, a PyTorch-based library that brings learned optimizers to the broader machine learning community through familiar, widely adopted workflows. Unlike prior work focused on synthetic or convex tasks, our emphasis is on applying learned optimization to real-world large-scale pre-training tasks. Our release includes a CUDA-accelerated version of the small_fc_lopt learned optimizer architecture from (Metz et al., 2022a), delivering substantial speedups -- from 39.36 to 205.59 samples/sec throughput for training ViT B/16 with batch size 32. PyLO also allows us to easily combine learned optimizers with existing optimization tools such as learning rate schedules and weight decay. When doing so, we find that learned optimizers can substantially benefit. Our code is available at https://github.com/Belilovsky-Lab/pylo


IoT-based Fresh Produce Supply Chain Under Uncertainty: An Adaptive Optimization Framework

arXiv.org Artificial Intelligence

Fruits and vegetables form a vital component of the global economy; however, their distribution poses complex logistical challenges due to high perishability, supply fluctuations, strict quality and safety standards, and environmental sensitivity. In this paper, we propose an adaptive optimization model that accounts for delays, travel time, and associated temperature changes impacting produce shelf life, and compare it against traditional approaches such as Robust Optimization, Distributionally Robust Optimization, and Stochastic Programming. Additionally, we conduct a series of computational experiments using Internet of Things (IoT) sensor data to evaluate the performance of our proposed model. Our study demonstrates that the proposed adaptive model achieves a higher shelf life, extending it by over 18\% compared to traditional optimization models, by dynamically mitigating temperature deviations through a temperature feedback mechanism. The promising results demonstrate the potential of this approach to improve both the freshness and efficiency of logistics systems an aspect often neglected in previous works.


Fair and Safe: A Real-Time Hierarchical Control Framework for Intersections

arXiv.org Artificial Intelligence

Abstract--Ensuring fairness in the coordination of connected and automated vehicles at intersections is essential for equitable access, social acceptance, and long-term system efficiency, yet it remains underexplored in safety-critical, real-time traffic control. This paper proposes a fairness-aware hierarchical control framework that explicitly integrates inequity aversion into intersection management. At the top layer, a centralized allocation module assigns control authority (i.e., selects a single vehicle to execute its trajectory) by maximizing a utility that accounts for waiting time, urgency, control history, and velocity deviation. At the bottom layer, the authorized vehicle executes a precomputed trajectory using a Linear Quadratic Regulator (LQR) and applies a high-order Control Barrier Function (HOCBF)-based safety filter for real-time collision avoidance. Simulation results across varying traffic demands and demand distributions demonstrate that the proposed framework achieves near-perfect fairness, eliminates collisions, reduces average delay, and maintains real-time feasibility. These results highlight that fairness can be systematically incorporated without sacrificing safety or performance, enabling scalable and equitable coordination for future autonomous traffic systems. Fairness is an increasingly critical aspect of modern transportation systems [1]-[3], particularly with the emergence of connected and automated vehicles (CA Vs) [4]. In conventional traffic environments, fairness--defined as the equitable allocation of road resources [5]--is often implicitly managed through social norms, established traffic rules [6], and informal human interactions.


Beyond the Lower Bound: Bridging Regret Minimization and Best Arm Identification in Lexicographic Bandits

arXiv.org Artificial Intelligence

In multi-objective decision-making with hierarchical preferences, lexicographic bandits provide a natural framework for optimizing multiple objectives in a prioritized order. In this setting, a learner repeatedly selects arms and observes reward vectors, aiming to maximize the reward for the highest-priority objective, then the next, and so on. While previous studies have primarily focused on regret minimization, this work bridges the gap between \textit{regret minimization} and \textit{best arm identification} under lexicographic preferences. We propose two elimination-based algorithms to address this joint objective. The first algorithm eliminates suboptimal arms sequentially, layer by layer, in accordance with the objective priorities, and achieves sample complexity and regret bounds comparable to those of the best single-objective algorithms. The second algorithm simultaneously leverages reward information from all objectives in each round, effectively exploiting cross-objective dependencies. Remarkably, it outperforms the known lower bound for the single-objective bandit problem, highlighting the benefit of cross-objective information sharing in the multi-objective setting. Empirical results further validate their superior performance over baselines.


Distillation-Accelerated Uncertainty Modeling for Multi-Objective RTA Interception

arXiv.org Artificial Intelligence

Department of Applied Mathematics Harbin Institute of T echnology, W eihai Weihai, China gaoxiang.zhao@stu.hit.edu.cn Abstract--Real-Time Auction (RT A) Interception aims to filter out invalid or irrelevant traffic to enhance the integrity and reliability of downstream data. However, two key challenges remain: (i) the need for accurate estimation of traffic quality together with sufficiently high confidence in the model's predictions--typically addressed through uncertainty modeling--and (ii) the efficiency bottlenecks that such uncertainty modeling introduces in real-time applications due to repeated inference. T o address these challenges, we propose DAUM, a joint modeling framework that integrates multi-objective learning with uncertainty modeling, yielding both traffic quality predictions and reliable confidence estimates. Building on DAUM, we further apply knowledge distillation to reduce the computational overhead of uncertainty modeling, while largely preserving predictive accuracy and retaining the benefits of uncertainty estimation. Experiments on the JD advertisement dataset demonstrate that DAUM consistently improves predictive performance, with the distilled model delivering a tenfold increase in inference speed. In online advertising, RT A mechanisms play a central role in determining which traffic are exposed to downstream systems. Since not all incoming traffic contributes equally to campaign performance, an effective interception process is needed to filter out unproductive requests while preserving those that align with predefined objectives. Achieving this goal is particularly challenging because it requires not only the accurate prediction of multiple user-behavior metrics but also dependable estimates of prediction confidence under highly dynamic conditions. A natural way to address these requirements is to combine multi-objective optimization with uncertainty modeling.


Solving bilevel optimization via sequential minimax optimization

arXiv.org Machine Learning

In this paper we propose a sequential minimax optimization (SMO) method for solving a class of constrained bilevel optimization problems in which the lower-level part is a possibly nonsmooth convex optimization problem, while the upper-level part is a possibly nonconvex optimization problem. Specifically, SMO applies a first-order method to solve a sequence of minimax subproblems, which are obtained by employing a hybrid of modified augmented Lagrangian and penalty schemes on the bilevel optimization problems. Under suitable assumptions, we establish an operation complexity of $O(\varepsilon^{-7}\log\varepsilon^{-1})$ and $O(\varepsilon^{-6}\log\varepsilon^{-1})$, measured in terms of fundamental operations, for SMO in finding an $\varepsilon$-KKT solution of the bilevel optimization problems with merely convex and strongly convex lower-level objective functions, respectively. The latter result improves the previous best-known operation complexity by a factor of $\varepsilon^{-1}$. Preliminary numerical results demonstrate significantly superior computational performance compared to the recently developed first-order penalty method.


Robust Causal Discovery under Imperfect Structural Constraints

arXiv.org Machine Learning

Robust causal discovery from observational data under imperfect prior knowledge remains a significant and largely unresolved challenge. Existing methods typically presuppose perfect priors or can only handle specific, pre-identified error types. And their performance degrades substantially when confronted with flawed constraints of unknown location and type. This decline arises because most of them rely on inflexible and biased thresholding strategies that may conflict with the data distribution. To overcome these limitations, we propose to harmonizes knowledge and data through prior alignment and conflict resolution. First, we assess the credibility of imperfect structural constraints through a surrogate model, which then guides a sparse penalization term measuring the loss between the learned and constrained adjacency matrices. We theoretically prove that, under ideal assumption, the knowledge-driven objective aligns with the data-driven objective. Furthermore, to resolve conflicts when this assumption is violated, we introduce a multi-task learning framework optimized via multi-gradient descent, jointly minimizing both objectives. Our proposed method is robust to both linear and nonlinear settings. Extensive experiments, conducted under diverse noise conditions and structural equation model types, demonstrate the effectiveness and efficiency of our method under imperfect structural constraints.


Consecutive Preferential Bayesian Optimization

arXiv.org Artificial Intelligence

Preferential Bayesian optimization allows optimization of objectives that are either expensive or difficult to measure directly, by relying on a minimal number of comparative evaluations done by a human expert. Generating candidate solutions for evaluation is also often expensive, but this cost is ignored by existing methods. We generalize preference-based optimization to explicitly account for production and evaluation costs with Consecutive Preferential Bayesian Optimization, reducing production cost by constraining comparisons to involve previously generated candidates. We also account for the perceptual ambiguity of the oracle providing the feedback by incorporating a Just-Noticeable Difference threshold into a probabilistic preference model to capture indifference to small utility differences. We adapt an information-theoretic acquisition strategy to this setting, selecting new configurations that are most informative about the unknown optimum under a preference model accounting for the perceptual ambiguity. We empirically demonstrate a notable increase in accuracy in setups with high production costs or with indifference feedback.


Sample Complexity of Distributionally Robust Off-Dynamics Reinforcement Learning with Online Interaction

arXiv.org Machine Learning

Off-dynamics reinforcement learning (RL), where training and deployment transition dynamics are different, can be formulated as learning in a robust Markov decision process (RMDP) where uncertainties in transition dynamics are imposed. Existing literature mostly assumes access to generative models allowing arbitrary state-action queries or pre-collected datasets with a good state coverage of the deployment environment, bypassing the challenge of exploration. In this work, we study a more realistic and challenging setting where the agent is limited to online interaction with the training environment. To capture the intrinsic difficulty of exploration in online RMDPs, we introduce the supremal visitation ratio, a novel quantity that measures the mismatch between the training dynamics and the deployment dynamics. We show that if this ratio is unbounded, online learning becomes exponentially hard. We propose the first computationally efficient algorithm that achieves sublinear regret in online RMDPs with $f$-divergence based transition uncertainties. We also establish matching regret lower bounds, demonstrating that our algorithm achieves optimal dependence on both the supremal visitation ratio and the number of interaction episodes. Finally, we validate our theoretical results through comprehensive numerical experiments.