Optimization
Online AUC Optimization Based on Second-order Surrogate Loss
Luo, JunRu, Cheng, Difei, Zhang, Bo
The Area Under the Curve (AUC) is an important performance metric for classification tasks, particularly in class-imbalanced scenarios. However, minimizing the AUC presents significant challenges due to the non-convex and discontinuous nature of pairwise 0/1 losses, which are difficult to optimize, as well as the substantial memory cost of instance-wise storage, which creates bottlenecks in large-scale applications. To overcome these challenges, we propose a novel second-order surrogate loss based on the pairwise hinge loss, and develop an efficient online algorithm. Unlike conventional approaches that approximate each individual pairwise 0/1 loss term with an instance-wise surrogate function, our approach introduces a new paradigm that directly substitutes the entire aggregated pairwise loss with a surrogate loss function constructed from the first- and second-order statistics of the training data. Theoretically, while existing online AUC optimization algorithms typically achieve an $\mathcal{O}(\sqrt{T})$ regret bound, our method attains a tighter $\mathcal{O}(\ln T)$ bound. Furthermore, we extend the proposed framework to nonlinear settings through a kernel-based formulation. Extensive experiments on multiple benchmark datasets demonstrate the superior efficiency and effectiveness of the proposed second-order surrogate loss in optimizing online AUC performance.
Scalable Principal-Agent Contract Design via Gradient-Based Optimization
Galanti, Tomer, Bookseller, Aarya, Ray, Korok
We study a bilevel \emph{max-max} optimization framework for principal-agent contract design, in which a principal chooses incentives to maximize utility while anticipating the agent's best response. This problem, central to moral hazard and contract theory, underlies applications ranging from market design to delegated portfolio management, hedge fund fee structures, and executive compensation. While linear-quadratic models such as Holmstr"om-Milgrom admit closed-form solutions, realistic environments with nonlinear utilities, stochastic dynamics, or high-dimensional actions generally do not. We introduce a generic algorithmic framework that removes this reliance on closed forms. Our method adapts modern machine learning techniques for bilevel optimization -- using implicit differentiation with conjugate gradients (CG) -- to compute hypergradients efficiently through Hessian-vector products, without ever forming or inverting Hessians. In benchmark CARA-Normal (Constant Absolute Risk Aversion with Gaussian distribution of uncertainty) environments, the approach recovers known analytical optima and converges reliably from random initialization. More broadly, because it is matrix-free, variance-reduced, and problem-agnostic, the framework extends naturally to complex nonlinear contracts where closed-form solutions are unavailable, such as sigmoidal wage schedules (logistic pay), relative-performance/tournament compensation with common shocks, multi-task contracts with vector actions and heterogeneous noise, and CARA-Poisson count models with $\mathbb{E}[X\mid a]=e^{a}$. This provides a new computational tool for contract design, enabling systematic study of models that have remained analytically intractable.
Cloud-Fog-Edge Collaborative Computing for Sequential MIoT Workflow: A Two-Tier DDPG-Based Scheduling Framework
Fu, Yuhao, Zhang, Yinghao, Liu, Yalin, Tao, Bishenghui, Ruan, Junhong
The Medical Internet of Things (MIoT) demands stringent end-to-end latency guarantees for sequential healthcare workflows deployed over heterogeneous cloud-fog-edge infrastructures. Scheduling these sequential workflows to minimize makespan is an NP-hard problem. To tackle this challenge, we propose a Two-tier DDPG-based scheduling framework that decomposes the scheduling decision into a hierarchical process: a global controller performs layer selection (edge, fog, or cloud), while specialized local controllers handle node assignment within the chosen layer. The primary optimization objective is the minimization of the workflow makespan. Experiments results validate our approach, demonstrating increasingly superior performance over baselines as workflow complexity rises. This trend highlights the frameworks ability to learn effective long-term strategies, which is critical for complex, large-scale MIoT scheduling scenarios.
SolarBoost: Distributed Photovoltaic Power Forecasting Amid Time-varying Grid Capacity
Geng, Linyuan, Yang, Linxiao, Gu, Xinyue, Sun, Liang
This paper presents SolarBoost, a novel approach for forecasting power output in distributed photovoltaic (DPV) systems. While existing centralized photovoltaic (CPV) methods are able to precisely model output dependencies due to uniformity, it is difficult to apply such techniques to DPV systems, as DPVs face challenges such as missing grid-level data, temporal shifts in installed capacity, geographic variability, and panel diversity. SolarBoost overcomes these challenges by modeling aggregated power output as a composite of output from small grids, where each grid output is modeled using a unit output function multiplied by its capacity. This approach decouples the homogeneous unit output function from dynamic capacity for accurate prediction. Efficient algorithms over an upper-bound approximation are proposed to overcome computational bottlenecks in loss functions. We demonstrate the superiority of grid-level modeling via theoretical analysis and experiments. SolarBoost has been validated through deployment across various cities in China, significantly reducing potential losses and provides valuable insights for the operation of power grids. The code for this work is available at https://github.com/DAMO-DI-ML/SolarBoost.
Enhanced Evolutionary Multi-Objective Deep Reinforcement Learning for Reliable and Efficient Wireless Rechargeable Sensor Networks
Tong, Bowei, Kang, Hui, Li, Jiahui, Sun, Geng, Wang, Jiacheng, Yang, Yaoqi, Xu, Bo, Niyato, Dusit
Abstract--Despite rapid advancements in sensor networks, conventional battery-powered sensor networks suffer from limited operational lifespans and frequent maintenance requirements that severely constrain their deployment in remote and inaccessible environments. As such, wireless rechargeable sensor networks (WRSNs) with mobile charging capabilities offer a promising solution to extend network lifetime. In this paper, we investigate a typical scenario where mobile chargers move and charge the sensor, thereby maintaining the network connectivity while minimizing the energy waste. Specifically, we formulate a multi-objective optimization problem that simultaneously maximizes the network node survival rate and mobile charger energy usage efficiency across multiple time slots, which presents NP-hard computational complexity with long-term temporal dependencies that make traditional optimization approaches ineffective. T o address these challenges, we propose an enhanced evolutionary multi-objective deep reinforcement learning algorithm, which integrates a long short-term memory (LSTM)-based policy network for temporal pattern recognition, a multilayer perceptron-based prospective increment model for future state prediction, and a time-varying Pareto policy evaluation method for dynamic preference adaptation. Extensive simulation results demonstrate that the proposed algorithm significantly outperforms existing approaches in balancing node survival rate and energy efficiency while generating diverse Pareto-optimal solutions. Moreover, we reveal that the LSTM-enhanced policy network achieves 25% faster convergence compared to conventional neural networks, and the time-varying evaluation method adapts effectively to changing network conditions with improved long-term performance stability. Bowei Tong, Hui Kang, and Jiahui Li are with the College of Computer Science and Technology, Jilin University, Changchun 130012, China (e-mails: tongbw25@mails.jlu.edu.cn; Geng Sun is with the College of Computer Science and Technology, Key Laboratory of Symbolic Computation and Knowledge Engineering of Ministry of Education, Jilin University, Changchun 130012, China, and also with the College of Computing and Data Science, Nanyang Technological University, Singapore 639798 (e-mail: sungeng@jlu.edu.cn). Jiacheng Wang and Dusit Niyato are with the College of Computing and Data Science, Nanyang Technological University, Singapore 639798 (e-mail: jiacheng.wang@ntu.edu.sg; Bo Xu is with the School of Information and Communication Engineering, Hainan University, Haikou 570228, China (e-mail: 996458@hainanu.edu.cn).
Distributionally Robust Feature Selection
Swaroop, Maitreyi, Krishnamurti, Tamar, Wilder, Bryan
We study the problem of selecting limited features to observe such that models trained on them can perform well simultaneously across multiple subpopulations. This problem has applications in settings where collecting each feature is costly, e.g. requiring adding survey questions or physical sensors, and we must be able to use the selected features to create high-quality downstream models for different populations. Our method frames the problem as a continuous relaxation of traditional variable selection using a noising mechanism, without requiring backpropagation through model training processes. By optimizing over the variance of a Bayes-optimal predictor, we develop a model-agnostic framework that balances overall performance of downstream prediction across populations. We validate our approach through experiments on both synthetic datasets and real-world data.
Iso-Riemannian Optimization on Learned Data Manifolds
Diepeveen, Willem, Weber, Melanie
High-dimensional data that exhibit an intrinsic low-dimensional structure are ubiquitous in machine learning and data science. While various approaches allow for learning the corresponding data manifold from finite samples, performing downstream tasks such as optimization directly on these learned manifolds presents a significant challenge. This work introduces a principled framework for optimization on learned data manifolds using iso-Riemannian geometry. Our approach addresses key limitations of classical Riemannian optimization in this setting, specifically, that the Levi-Civita connection fails to yield constant-speed geodesics, and that geodesic convexity assumptions break down under the learned pullback constructions commonly used in practice. To overcome these challenges, we propose new notions of monotonicity and Lipschitz continuity tailored to the iso-Riemannian setting and propose iso-Riemannian descent algorithms for which we provide a detailed convergence analysis. We demonstrate the practical effectiveness of those algorithms on both synthetic and real datasets, including MNIST under a learned pullback structure. Our approach yields interpretable barycentres, improved clustering, and provably efficient solutions to inverse problems, even in high-dimensional settings. These results establish that optimization under iso-Riemannian geometry can overcome distortions inherent to learned manifold mappings.
HRT1: One-Shot Human-to-Robot Trajectory Transfer for Mobile Manipulation
Allu, Sai Haneesh, P, Jishnu Jaykumar, Khargonkar, Ninad, Summers, Tyler, Yao, Jian, Xiang, Yu
Illustrations of several tasks that our system enables a mobile robot to perform. Abstract-- We introduce a novel system for human-to-robot trajectory transfer that enables robots to manipulate objects by learning from human demonstration videos. The system consists of four modules. The first module is a data collection module that is designed to collect human demonstration videos from the point of view of a robot using an AR headset. The second module is a video understanding module that detects objects and extracts 3D human-hand trajectories from demonstration videos. The third module transfers a human-hand trajectory into a reference trajectory of a robot end-effector in 3D space. The last module utilizes a trajectory optimization algorithm to solve a trajectory in the robot configuration space that can follow the end-effector trajectory transferred from the human demonstration. Consequently, these modules enable a robot to watch a human demonstration video once and then repeat the same mobile manipulation task in different environments, even when objects are placed differently from the demonstrations. Building autonomous robots that can help people perform various tasks is the dream of every roboticist. To achieve this goal, we need to enable robots to manipulate objects. Traditionally, roboticists built manipulation systems by integrating perception, planning, and control.
Adaptive Algorithms with Sharp Convergence Rates for Stochastic Hierarchical Optimization
Gong, Xiaochuan, Hao, Jie, Liu, Mingrui
Hierarchical optimization refers to problems with interdependent decision variables and objectives, such as minimax and bilevel formulations. While various algorithms have been proposed, existing methods and analyses lack adaptivity in stochastic optimization settings: they cannot achieve optimal convergence rates across a wide spectrum of gradient noise levels without prior knowledge of the noise magnitude. In this paper, we propose novel adaptive algorithms for two important classes of stochastic hierarchical optimization problems: nonconvex-strongly-concave minimax optimization and nonconvex-strongly-convex bilevel optimization. Our algorithms achieve sharp convergence rates of $\widetilde{O}(1/\sqrt{T} + \sqrt{\barσ}/T^{1/4})$ in $T$ iterations for the gradient norm, where $\barσ$ is an upper bound on the stochastic gradient noise. Notably, these rates are obtained without prior knowledge of the noise level, thereby enabling automatic adaptivity in both low and high-noise regimes. To our knowledge, this work provides the first adaptive and sharp convergence guarantees for stochastic hierarchical optimization. Our algorithm design combines the momentum normalization technique with novel adaptive parameter choices. Extensive experiments on synthetic and deep learning tasks demonstrate the effectiveness of our proposed algorithms.
Better Together: Leveraging Multiple Digital Twins for Deployment Optimization of Airborne Base Stations
Belgiovine, Mauro, Dick, Chris, Chowdhury, Kaushik
Abstract--Airborne Base Stations (ABSs) allow for flexible geographical allocation of network resources with dynamically changing load as well as rapid deployment of alternate connectivity solutions during natural disasters. Since the radio infrastructure is carried by unmanned aerial vehicles (UA Vs) with limited flight time, it is important to establish the best location for the ABS without exhaustive field trials. This paper proposes a digital twin (DT)-guided approach to achieve this goal through the following key contributions: (i) Implementation of an interactive software bridge between two open-source DTs such that the same scene is evaluated with high fidelity across NVIDIA's Sionna and Aerial Omniverse Digital Twin (AODT), highlighting the unique features of each of these platforms for this allocation problem, (ii) Design of a back-propagation-based algorithm in Sionna for rapidly converging on the physical location of the UA Vs, orientation of the antennas and transmit power to ensure efficient coverage across the swarm of the UA Vs, and (iii) numerical evaluation in AODT for large network scenarios (50 UEs, 10 ABS) that identifies the environmental conditions in which there is agreement or divergence of performance results between these twins. Finally, (iv) we propose a resilience mechanism to provide consistent coverage to mission-critical devices and demonstrate a use case for bi-directional flow of information between the two DTs. Unmanned Aerial V ehicle (UA V)-mounted Base Stations, or Airborne Base Stations (ABSs), have gained significant attention as a complement to ground-based cellular networks [1]. As UA Vs become more accessible, their ability to navigate 3-dimensional (3D) space provides flexibility in adapting to dynamic network demands [2], [3], enabling line-of-sight links to mission-critical units [4] and enhancing user tracking [5]. However, ABS-enabled connectivity introduces challenges such as collision avoidance, coordinated coverage, and optimal placement, considering limited flight times of 20 to 100 minutes [6]. These challenges are highly dependent on the RF propagation environment, making prior channel knowledge essential for effective network planning. Motivation for Digital Twins: Optimal placement of Base Stations (BSs) is traditionally handled by telecom operators relying on domain knowledge and best practices. Digital Twins (DTs) and, specifically, Digital Twins for Networking (DTNs) [7], have emerged as strategic tools for network simulation, performance analysis, and "what-if" scenarios.