Optimization
Stochastic Regret Guarantees for Online Zeroth- and First-Order Bilevel Optimization
Nazari, Parvin, Hou, Bojian, Tarzanagh, Davoud Ataee, Shen, Li, Michailidis, George
Online bilevel optimization (OBO) is a powerful framework for machine learning problems where both outer and inner objectives evolve over time, requiring dynamic updates. Current OBO approaches rely on deterministic \textit{window-smoothed} regret minimization, which may not accurately reflect system performance when functions change rapidly. In this work, we introduce a novel search direction and show that both first- and zeroth-order (ZO) stochastic OBO algorithms leveraging this direction achieve sublinear {stochastic bilevel regret without window smoothing}. Beyond these guarantees, our framework enhances efficiency by: (i) reducing oracle dependence in hypergradient estimation, (ii) updating inner and outer variables alongside the linear system solution, and (iii) employing ZO-based estimation of Hessians, Jacobians, and gradients. Experiments on online parametric loss tuning and black-box adversarial attacks validate our approach.
AquaROM: shape optimization pipeline for soft swimmers using parametric reduced order models
Dubied, Mathieu, Tiso, Paolo, Katzschmann, Robert K.
The efficient optimization of actuated soft structures, particularly under complex nonlinear forces, remains a critical challenge in advancing robotics. Simulations of nonlinear structures, such as soft-bodied robots modeled using the finite element method (FEM), often demand substantial computational resources, especially during optimization. To address this challenge, we propose a novel optimization algorithm based on a tensorial parametric reduced order model (PROM). Our algorithm leverages dimensionality reduction and solution approximation techniques to facilitate efficient solving of nonlinear constrained optimization problems. The well-structured tensorial approach enables the use of analytical gradients within a specifically chosen reduced order basis (ROB), significantly enhancing computational efficiency. To showcase the performance of our method, we apply it to optimizing soft robotic swimmer shapes. These actuated soft robots experience hydrodynamic forces, subjecting them to both internal and external nonlinear forces, which are incorporated into our optimization process using a data-free ROB for fast and accurate computations. This approach not only reduces computational complexity but also unlocks new opportunities to optimize complex nonlinear systems in soft robotics, paving the way for more efficient design and control.
SARIMAX-Based Power Outage Prediction During Extreme Weather Events
Ye, Haoran, Sun, Qiuzhuang, Yang, Yang
This study develops a SARIMAX-based prediction system for short-term power outage forecasting during extreme weather events. Using hourly data from Michigan counties with outage counts and comprehensive weather features, we implement a systematic two-stage feature engineering pipeline: data cleaning to remove zero-variance and unknown features, followed by correlation-based filtering to eliminate highly correlated predictors. The selected features are augmented with temporal embeddings, multi-scale lag features, and weather variables with their corresponding lags as exogenous inputs to the SARIMAX model. To address data irregularity and numerical instability, we apply standardization and implement a hierarchical fitting strategy with sequential optimization methods, automatic downgrading to ARIMA when convergence fails, and historical mean-based fallback predictions as a final safeguard. The model is optimized separately for short-term (24 hours) and medium-term (48 hours) forecast horizons using RMSE as the evaluation metric. Our approach achieves an RMSE of 177.2, representing an 8.4\% improvement over the baseline method (RMSE = 193.4), thereby validating the effectiveness of our feature engineering and robust optimization strategy for extreme weather-related outage prediction.
None To Optima in Few Shots: Bayesian Optimization with MDP Priors
Li, Diantong, Cho, Kyunghyun, Liu, Chong
Bayesian Optimization (BO) is an efficient tool for optimizing black-box functions, but its theoretical guarantees typically hold in the asymptotic regime. In many critical real-world applications such as drug discovery or materials design, where each evaluation can be very costly and time-consuming, BO becomes impractical for many evaluations. In this paper, we introduce the Procedure-inFormed BO (ProfBO) algorithm, which solves black-box optimization with remarkably few function evaluations. At the heart of our algorithmic design are Markov Decision Process (MDP) priors that model optimization trajectories from related source tasks, thereby capturing procedural knowledge on efficient optimization. We embed these MDP priors into a prior-fitted neural network and employ model-agnostic meta-learning for fast adaptation to new target tasks. Experiments on real-world Covid and Cancer benchmarks and hyperparameter tuning tasks demonstrate that ProfBO consistently outperforms state-of-the-art methods by achieving high-quality solutions with significantly fewer evaluations, making it ready for practical deployment.
KFCPO: Kronecker-Factored Approximated Constrained Policy Optimization
Lim, Joonyoung, Yoo, Younghwan
We propose KFCPO, a novel Safe Reinforcement Learning (Safe RL) algorithm that combines scalable Kronecker-Factored Approximate Curvature (K-FAC) based second-order policy optimization with safety-aware gradient manipulation. KFCPO leverages K-FAC to perform efficient and stable natural gradient updates by approximating the Fisher Information Matrix (FIM) in a layerwise, closed form manner, avoiding iterative approximation overheads. To address the tradeoff between reward maximization and constraint satisfaction, we introduce a margin aware gradient manipulation mechanism that adaptively adjusts the influence of reward and cost gradients based on the agent's proximity to safety boundaries. This method blends gradients using a direction sensitive projection, eliminating harmful interference and avoiding abrupt changes caused by fixed hard thresholds. Additionally, a minibatch level KL rollback strategy is adopted to ensure trust region compliance and to prevent destabilizing policy shifts. Experiments on Safety Gymnasium using OmniSafe show that KFCPO achieves 10.3% to 50.2% higher average return across environments compared to the best baseline that respected the safety constraint, demonstrating superior balance of safety and performance.
Logic-informed reinforcement learning for cross-domain optimization of large-scale cyber-physical systems
Wan, Guangxi, Zeng, Peng, Dong, Xiaoting, Song, Chunhe, Cui, Shijie, Li, Dong, Dong, Qingwei, Liu, Yiyang, Bai, Hongfei
Cyber-physical systems (CPS) require the joint optimization of discrete cyber actions and continuous physical parameters under stringent safety logic constraints. However, existing hierarchical approaches often compromise global optimality, whereas reinforcement learning (RL) in hybrid action spaces often relies on brittle reward penalties, masking, or shielding and struggles to guarantee constraint satisfaction. We present logic-informed reinforcement learning (LIRL), which equips standard policy-gradient algorithms with projection that maps a low-dimensional latent action onto the admissible hybrid manifold defined on-the-fly by first-order logic. This guarantees feasibility of every exploratory step without penalty tuning. Experimental evaluations have been conducted across multiple scenarios, including industrial manufacturing, electric vehicle charging stations, and traffic signal control, in all of which the proposed method outperforms existing hierarchical optimization approaches. Taking a robotic reducer assembly system in industrial manufacturing as an example, LIRL achieves a 36.47\% to 44.33\% reduction at most in the combined makespan-energy objective compared to conventional industrial hierarchical scheduling methods. Meanwhile, it consistently maintains zero constraint violations and significantly surpasses state-of-the-art hybrid-action reinforcement learning baselines. Thanks to its declarative logic-based constraint formulation, the framework can be seamlessly transferred to other domains such as smart transportation and smart grid, thereby paving the way for safe and real-time optimization in large-scale CPS.
AReaL-Hex: Accommodating Asynchronous RL Training over Heterogeneous GPUs
Yan, Ran, Jiang, Youhe, Wu, Tianyuan, Gao, Jiaxuan, Mei, Zhiyu, Fu, Wei, Mai, Haohui, Wang, Wei, Wu, Yi, Yuan, Binhang
Maximizing training throughput and cost-efficiency of RL for LLMs is essential to democratize this advanced technique. One promising but challenging approach is to deploy such a computational workflow over heterogeneous GPUs. Unlike conventional large-scale LLM pretraining, RL training generally decomposes into three coupled stages, i.e., rollout generation, reward computation, and policy/value updates, which exhibit markedly different compute intensities, memory footprints, and communication patterns. Recent research shows that fully asynchronous RL training can disaggregate these stages across disjoint hardware pools without sacrificing training stability, creating a great opportunity for real-world heterogeneous deployment. To this end, we present AReaL-Hex, a heterogeneity-aware asynchronous RL training system that effectively schedules how to execute rollout generation and policy model training over heterogeneous GPUs while enforcing data staleness bounds. Concretely, we use a two-phase scheduler: (i) a constrained search with MILP to select per-stage parallelization strategies and workload assignments given a resource budget, and (ii) a graph-partitioning step that allocates heterogeneous GPUs and interconnects to maximize end-to-end throughput. Built atop a fully asynchronous RL architecture, AReaL-Hex maps HBM-I/O-bound generation and compute-bound optimization to more cost-efficient resources and balances their producer-consumer interactions to avoid both idleness and stale rollout trajectories. On the mathematical reasoning task with various model scales (1.5B, 7B, and 14B), compared to homogeneous deployments of state-of-the-art asynchronous RL systems: (i) When maintaining the same total budgets, AReaL-Hex delivers up to 1.50x higher training throughput; (ii) When achieving the same training throughput, AReaL-Hex results in up to 1.46x reduction in training cost.
Trust Region-Based Bayesian Optimisation to Discover Diverse Solutions
Perera, Kokila Kasuni, Neumann, Frank, Neumann, Aneta
Bayesian optimisation (BO) is a surrogate-based optimisation technique that efficiently solves expensive black-box functions with small evaluation budgets. Recent studies consider trust regions to improve the scalability of BO approaches when the problem space scales to more dimensions. Motivated by this research, we explore the effectiveness of trust region-based BO algorithms for diversity optimisation in different dimensional black box problems. We propose diversity optimisation approaches extending TuRBO1, which is the first BO method that uses a trust region-based approach for scalability. We extend TuRBO1 as divTuRBO1, which finds an optimal solution while maintaining a given distance threshold relative to a reference solution set. We propose two approaches to find diverse solutions for black-box functions by combining divTuRBO1 runs in a sequential and an interleaving fashion. We conduct experimental investigations on the proposed algorithms and compare their performance with that of the baseline method, ROBOT (rank-ordered Bayesian optimisation with trust regions). We evaluate proposed algorithms on benchmark functions with dimensions 2 to 20. Experimental investigations demonstrate that the proposed methods perform well, particularly in larger dimensions, even with a limited evaluation budget.
Spatial Crowdsourcing-based Task Allocation for UAV-assisted Maritime Data Collection
Han, Xiaoling, Lin, Bin, Na, Zhenyu, Li, Bowen, Zhang, Chaoyue, Zhang, Ran
Abstract--Driven by the unceasing development of maritime services, tasks of unmanned aerial vehicle (UA V)-assisted maritime data collection (MDC) are becoming increasingly diverse, complex and personalized. As a result, effective task allocation for MDC is becoming increasingly critical. In this work, integrating the concept of spatial crowdsourcing (SC), we develop an SCbased MDC network model and investigate the task allocation problem for UA V-assisted MDC. In variable maritime service scenarios, tasks are allocated to UA Vs based on the spatial and temporal requirements of the tasks, as well as the mobility of the UA Vs. T o address this problem, we design an SCbased task allocation algorithm for the MDC (SC-MDC-T A). The quality estimation is utilized to assess and regulate task execution quality by evaluating signal to interference plus noise ratio and the UA V energy consumption. The reverse auction is employed to potentially reduce the task waiting time as much as possible while ensuring timely completion. Additionally, we establish typical task allocation scenarios based on maritime service requirements indicated by electronic navigational charts. Simulation results demonstrate that the proposed SC-MDC-T A algorithm effectively allocates tasks for various MDC scenarios. Furthermore, compared to the benchmark, the SC-MDC-T A algorithm can also reduce the task completion time and lower the UA V energy consumption. RIVEN by the continuous development of maritime services such as marine resources exploration, reconnaissance and surveillance, anti-submarine, marine tourism, marine transportation and emergency collection, tasks of unmanned aerial vehicle (UA V)-assisted maritime data collection (MDC) are becoming increasingly diverse, complex and personalized [1]-[3]. Personal use of this material is permitted.
FGO MythBusters: Explaining how Kalman Filter variants achieve the same performance as FGO in navigation applications
Song, Baoshan, Xu, Ruijie, Hsu, Li-Ta
Sliding window-factor graph optimization (SW-FGO) has gained more and more attention in navigation research due to its robust approximation to non-Gaussian noises and nonlinearity of measuring models. There are lots of works focusing on its application performance compared to extended Kalman filter (EKF) but there is still a myth at the theoretical relationship between the SW-FGO and EKF. In this paper, we find the necessarily fair condition to connect SW-FGO and Kalman filter variants (KFV) (e.g., EKF, iterative EKF (IEKF), robust EKF (REKF) and robust iterative EKF (RIEKF)). Based on the conditions, we propose a recursive FGO (Re-FGO) framework to represent KFV under SW-FGO formulation. Under explicit conditions (Markov assumption, Gaussian noise with L2 loss, and a one-state window), Re-FGO regenerates exactly to EKF/IEKF/REKF/RIEKF, while SW-FGO shows measurable benefits in nonlinear, non-Gaussian regimes at a predictable compute cost. Finally, after clarifying the connection between them, we highlight the unique advantages of SW-FGO in practical phases, especially on numerical estimation and deep learning integration. The code and data used in this work is open sourced at https://github.com/Baoshan-Song/KFV-FGO-Comparison.