Optimization
Near-Optimal Sample Complexity Bounds for Constrained Average-Reward MDPs
Wei, Yukuan, Li, Xudong, Yang, Lin F.
Recent advances have significantly improved our understanding of the sample complexity of learning in average-reward Markov decision processes (AMDPs) under the generative model. However, much less is known about the constrained average-reward MDP (CAMDP), where policies must satisfy long-run average constraints. In this work, we address this gap by studying the sample complexity of learning an $ε$-optimal policy in CAMDPs under a generative model. We propose a model-based algorithm that operates under two settings: (i) relaxed feasibility, which allows small constraint violations, and (ii) strict feasibility, where the output policy satisfies the constraint. We show that our algorithm achieves sample complexities of $\tilde{O}\left(\frac{S A (B+H)}{ ε^2}\right)$ and $\tilde{O} \left(\frac{S A (B+H)}{ε^2 ζ^2} \right)$ under the relaxed and strict feasibility settings, respectively. Here, $ζ$ is the Slater constant indicating the size of the feasible region, $H$ is the span bound of the bias function, and $B$ is the transient time bound. Moreover, a matching lower bound of $\tildeΩ\left(\frac{S A (B+H)}{ ε^2ζ^2}\right)$ for the strict feasibility case is established, thus providing the first minimax-optimal bounds for CAMDPs. Our results close the theoretical gap in understanding the complexity of constrained average-reward MDPs.
Power-Dominance in Estimation Theory: A Third Pathological Axis
Bulusu, Sri Satish Krishna Chaitanya, Sillanpää, Mikko
This paper introduces a novel framework for estimation theory by introducing a second-order diagnostic for estimator design. While classical analysis focuses on the bias-variance trade-off, we present a more foundational constraint. This result is model-agnostic, domain-agnostic, and is valid for both parametric and non-parametric problems, Bayesian and frequentist frameworks. We propose to classify the estimators into three primary power regimes. We theoretically establish that any estimator operating in the `power-dominant regime' incurs an unavoidable mean-squared error penalty, making it structurally prone to sub-optimal performance. We propose a `safe-zone law' and make this diagnostic intuitive through two safe-zone maps. One map is a geometric visualization analogous to a receiver operating characteristic curve for estimators, and the other map shows that the safe-zone corresponds to a bounded optimization problem, while the forbidden `power-dominant zone' represents an unbounded optimization landscape. This framework reframes estimator design as a path optimization problem, providing new theoretical underpinnings for regularization and inspiring novel design philosophies.
On the Detection of Internal Defects in Structured Media
Ong, Bryl Nico M., Borker, Aarush, Egarguin, Neil Jerome A., Onofrei, Daniel
A critical issue that affects engineers trying to assess the structural integrity of various infrastructures, such as metal rods or acoustic ducts, is the challenge of detecting internal fractures (defects). Traditionally, engineers depend on audible and visual aids to identify these fractures, as they do not physically dissect the object in question into multiple pieces to check for inconsistencies. This research introduces ideas towards the development of a robust strategy to image such defects using only a small set of minimal, non-invasive measurements. Assuming a one dimensional model (e.g. longitudinal waves in long and thin rods/acoustic ducts or transverse vibrations of strings), we make use of the continuous one-dimensional wave equation to model these physical phenomena and then employ specialized mathematical analysis tools (the Laplace transform and optimization) to introduce our defect imaging ideas. In particular, we will focus on the case of a long bar which is homogeneous throughout except in a small area where a defect in its Young's modulus is present. We will first demonstrate how the problem is equivalent to a spring-mass vibrational system, and then show how our imaging strategy makes use of the Laplace domain analytic map between the characteristics of the respective defect and the measurement data. More explicitly, we will utilize MATLAB (a platform for numerical computations) to collect synthetic data (computational alternative to real world measurements) for several scenarios with one defect of arbitrary location and stiffness. Subsequently, we will use this data along with our analytically developed map (between defect characteristics and measurements) to construct a residual function which, once optimized, will reveal the location and magnitude of the stiffness defect.
Rectified Robust Policy Optimization for Model-Uncertain Constrained Reinforcement Learning without Strong Duality
Ma, Shaocong, Chen, Ziyi, Zhou, Yi, Huang, Heng
The goal of robust constrained reinforcement learning (RL) is to optimize an agent's performance under the worst-case model uncertainty while satisfying safety or resource constraints. In this paper, we demonstrate that strong duality does not generally hold in robust constrained RL, indicating that traditional primal-dual methods may fail to find optimal feasible policies. To overcome this limitation, we propose a novel primal-only algorithm called Rectified Robust Policy Optimization (RRPO), which operates directly on the primal problem without relying on dual formulations. We provide theoretical convergence guarantees under mild regularity assumptions, showing convergence to an approximately optimal feasible policy with iteration complexity matching the best-known lower bound when the uncertainty set diameter is controlled in a specific level. Empirical results in a grid-world environment validate the effectiveness of our approach, demonstrating that RRPO achieves robust and safe performance under model uncertainties while the non-robust method can violate the worst-case safety constraints.
Learning to Rank with Top-$K$ Fairness
Zhang, Boyang, Hu, Quanqi, Sun, Mingxuan, Lin, Qihang, Yang, Tianbao
Fairness in ranking models is crucial, as disparities in exposure can disproportionately affect protected groups. Most fairness-aware ranking systems focus on ensuring comparable average exposure for groups across the entire ranked list, which may not fully address real-world concerns. For example, when a ranking model is used for allocating resources among candidates or disaster hotspots, decision-makers often prioritize only the top-$K$ ranked items, while the ranking beyond top-$K$ becomes less relevant. In this paper, we propose a list-wise learning-to-rank framework that addresses the issues of inequalities in top-$K$ rankings at training time. Specifically, we propose a top-$K$ exposure disparity measure that extends the classic exposure disparity metric in a ranked list. We then learn a ranker to balance relevance and fairness in top-$K$ rankings. Since direct top-$K$ selection is computationally expensive for a large number of items, we transform the non-differentiable selection process into a differentiable objective function and develop efficient stochastic optimization algorithms to achieve both high accuracy and sufficient fairness. Extensive experiments demonstrate that our method outperforms existing methods.
Towards Seeing Bones at Radio Frequency
Song, Yiwen, Li, Hongyang, Yuan, Kuang, Bi, Ran, Kumar, Swarun
Wireless sensing literature has long aspired to achieve X-ray-like vision at radio frequencies. Yet, state-of-the-art wireless sensing literature has yet to generate the archetypal X-ray image: one of the bones beneath flesh. In this paper, we explore MCT, a penetration-based RF-imaging system for imaging bones at mm-resolution, one that significantly exceeds prior penetration-based RF imaging literature. Indeed the long wavelength, significant attenuation and complex diffraction that occur as RF propagates through flesh, have long limited imaging resolution (to several centimeters at best). We address these concerns through a novel penetration-based synthetic aperture algorithm, coupled with a learning-based pipeline to correct for diffraction-induced artifacts. A detailed evaluation of meat models demonstrates a resolution improvement from sub-decimeter to sub-centimeter over prior art in RF penetrative imaging.
EigenSafe: A Spectral Framework for Learning-Based Stochastic Safety Filtering
Jang, Inkyu, Park, Jonghae, Mballo, Chams E., Cho, Sihyun, Tomlin, Claire J., Kim, H. Jin
In many robotic systems where dynamics are best modeled as stochastic systems due to factors such as sensing noise and environmental disturbances, it is challenging for conventional methods such as Hamilton-Jacobi reachability and control barrier functions to provide a holistic measure of safety. We derive a linear operator governing the dynamic programming principle for safety probability, and find that its dominant eigenpair provides information about safety for both individual states and the overall closed-loop system. The proposed learning framework, called EigenSafe, jointly learns this dominant eigenpair and a safe backup policy in an offline manner. The learned eigenfunction is then used to construct a safety filter that detects potentially unsafe situations and falls back to the backup policy. The framework is validated in three simulated stochastic safety-critical control tasks.
A non-smooth regularization framework for learning over multitask graphs
Zgheib, Yara, Calatroni, Luca, Antonini, Marc, Nassif, Roula
In this work, we consider learning over multitask graphs, where each agent aims to estimate its own parameter vector. Although agents seek distinct objectives, collaboration among them can be beneficial in scenarios where relationships between tasks exist. Among the various approaches to promoting relationships between tasks and, consequently, enhancing collaboration between agents, one notable method is regularization. While previous multitask learning studies have focused on smooth regularization to enforce graph smoothness, this work explores non-smooth regularization techniques that promote sparsity, making them particularly effective in encouraging piecewise constant transitions on the graph. We begin by formulating a global regularized optimization problem, which involves minimizing the aggregate sum of individual costs, regularized by a general non-smooth term designed to promote piecewise-constant relationships between the tasks of neighboring agents. Based on the forward-backward splitting strategy, we propose a decentralized learning approach that enables efficient solutions to the regularized optimization problem. Then, under convexity assumptions on the cost functions and co-regularization, we establish that the proposed approach converges in the mean-square-error sense within $O(μ)$ of the optimal solution of the globally regularized cost. For broader applicability and improved computational efficiency, we also derive closed-form expressions for commonly used non-smooth (and, possibly, non-convex) regularizers, such as the weighted sum of the $\ell_0$-norm, $\ell_1$-norm, and elastic net regularization. Finally, we illustrate both the theoretical findings and the effectiveness of the approach through simulations.
Learning and Optimization with 3D Orientations
Ntagkas, Alexandros, Tsakonas, Constantinos, Kiourt, Chairi, Chatzilygeroudis, Konstantinos
There exist numerous ways of representing 3D orientations. Each representation has both limitations and unique features. Choosing the best representation for one task is often a difficult chore, and there exist conflicting opinions on which representation is better suited for a set of family of tasks. Even worse, when dealing with scenarios where we need to learn or optimize functions with orientations as inputs and/or outputs, the set of possibilities (representations, loss functions, etc.) is even larger and it is not easy to decide what is best for each scenario. In this paper, we attempt to a) present clearly, concisely and with unified notation all available representations, and "tricks" related to 3D orientations (including Lie Group algebra), and b) benchmark them in representative scenarios. The first part feels like it is missing from the robotics literature as one has to read many different textbooks and papers in order have a concise and clear understanding of all possibilities, while the benchmark is necessary in order to come up with recommendations based on empirical evidence. More precisely, we experiment with the following settings that attempt to cover most widely used scenarios in robotics: 1) direct optimization, 2) imitation/supervised learning with a neural network controller, 3) reinforcement learning, and 4) trajectory optimization using differential dynamic programming. We finally provide guidelines depending on the scenario, and make available a reference implementation of all the orientation math described.
Certifiably Optimal Doppler Positioning using Opportunistic LEO Satellites
Song, Baoshan, Wen, Weisong, Zhang, Qi, Xu, Bing, Hsu, Li-Ta
To provide backup and augmentation to global navigation satellite system (GNSS), Doppler shift from Low Earth Orbit (LEO) satellites can be employed as signals of opportunity (SOP) for position, navigation and timing (PNT). Since the Doppler positioning problem is non-convex, local searching methods may produce two types of estimates: a global optimum without notice or a local optimum given an inexact initial estimate. As exact initialization is unavailable in some unknown environments, a guaranteed global optimization method in no need of initialization becomes necessary. To achieve this goal, we propose a certifiably optimal LEO Doppler positioning method by utilizing convex optimization. In this paper, the certifiable positioning method is implemented through a graduated weight approximation (GWA) algorithm and semidefinite programming (SDP) relaxation. To guarantee the optimality, we derive the necessary conditions for optimality in ideal noiseless cases and sufficient noise bounds conditions in noisy cases. Simulation and real tests are conducted to evaluate the effectiveness and robustness of the proposed method. Specially, the real test using Iridium-NEXT satellites shows that the proposed method estimates an certifiably optimal solution with an 3D positioning error of 140 m without initial estimates while Gauss-Newton and Dog-Leg are trapped in local optima when the initial point is equal or larger than 1000 km away from the ground truth. Moreover, the certifiable estimation can also be used as initialization in local searching methods to lower down the 3D positioning error to 130 m.