Optimization
Similarity-based fuzzy clustering scientific articles: potentials and challenges from mathematical and computational perspectives
Huong, Vu Thi, Litzel, Ida, Koch, Thorsten
Fuzzy clustering, which allows an article to belong to multiple clusters with soft membership degrees, plays a vital role in analyzing publication data. This problem can be formulated as a constrained optimization model, where the goal is to minimize the discrepancy between the similarity observed from data and the similarity derived from a predicted distribution. While this approach benefits from leveraging state-of-the-art optimization algorithms, tailoring them to work with real, massive databases like OpenAlex or Web of Science - containing about 70 million articles and a billion citations - poses significant challenges. We analyze potentials and challenges of the approach from both mathematical and computational perspectives. Among other things, second-order optimality conditions are established, providing new theoretical insights, and practical solution methods are proposed by exploiting the structure of the problem. Specifically, we accelerate the gradient projection method using GPU-based parallel computing to efficiently handle large-scale data.
JointSplat: Probabilistic Joint Flow-Depth Optimization for Sparse-View Gaussian Splatting
Xiao, Yang, Xu, Guoan, Wu, Qiang, Jia, Wenjing
Reconstructing 3D scenes from sparse viewpoints is a long-standing challenge with wide applications. Recent advances in feed-forward 3D Gaussian sparse-view reconstruction methods provide an efficient solution for real-time novel view synthesis by leveraging geometric priors learned from large-scale multi-view datasets and computing 3D Gaussian centers via back-projection. Despite offering strong geometric cues, both feed-forward multi-view depth estimation and flow-depth joint estimation face key limitations: the former suffers from mislocation and artifact issues in low-texture or repetitive regions, while the latter is prone to local noise and global inconsistency due to unreliable matches when ground-truth flow supervision is unavailable. To overcome this, we propose JointSplat, a unified framework that leverages the complementarity between optical flow and depth via a novel probabilistic optimization mechanism. Specifically, this pixel-level mechanism scales the information fusion between depth and flow based on the matching probability of optical flow during training. Building upon the above mechanism, we further propose a novel multi-view depth-consistency loss to leverage the reliability of supervision while suppressing misleading gradients in uncertain areas. Evaluated on RealEstate10K and ACID, JointSplat consistently outperforms state-of-the-art (SOTA) methods, demonstrating the effectiveness and robustness of our proposed probabilistic joint flow-depth optimization approach for high-fidelity sparse-view 3D reconstruction.
Graph Neural Networks for Resource Allocation in Multi-Channel Wireless Networks
Chen, Lili, She, Changyang, Zhu, Jingge, Evans, Jamie
As the number of mobile devices continues to grow, interference has become a major bottleneck in improving data rates in wireless networks. Efficient joint channel and power allocation (JCPA) is crucial for managing interference. In this paper, we first propose an enhanced WMMSE (eWMMSE) algorithm to solve the JCPA problem in multi-channel wireless networks. To reduce the computational complexity of iterative optimization, we further introduce JCPGNN-M, a graph neural network-based solution that enables simultaneous multi-channel allocation for each user. We reformulate the problem as a Lagrangian function, which allows us to enforce the total power constraints systematically. Our solution involves combining this Lagrangian framework with GNNs and iteratively updating the Lagrange multipliers and resource allocation scheme. Unlike existing GNN-based methods that limit each user to a single channel, JCPGNN-M supports efficient spectrum reuse and scales well in dense network scenarios. Simulation results show that JCPGNN-M achieves better data rate compared to eWMMSE. Meanwhile, the inference time of JCPGNN-M is much lower than eWMMS, and it can generalize well to larger networks.
PPO in the Fisher-Rao geometry
Lascu, Razvan-Andrei, Šiška, David, Szpruch, Łukasz
Proximal Policy Optimization (PPO) has become a widely adopted algorithm for reinforcement learning, offering a practical policy gradient method with strong empirical performance. Despite its popularity, PPO lacks formal theoretical guarantees for policy improvement and convergence. PPO is motivated by Trust Region Policy Optimization (TRPO) that utilizes a surrogate loss with a KL divergence penalty, which arises from linearizing the value function within a flat geometric space. In this paper, we derive a tighter surrogate in the Fisher-Rao (FR) geometry, yielding a novel variant, Fisher-Rao PPO (FR-PPO). Our proposed scheme provides strong theoretical guarantees, including monotonic policy improvement. Furthermore, in the tabular setting, we demonstrate that FR-PPO achieves sub-linear convergence without any dependence on the dimensionality of the action or state spaces, marking a significant step toward establishing formal convergence results for PPO-based algorithms.
Asymptotically Optimal Linear Best Feasible Arm Identification with Fixed Budget
The challenge of identifying the best feasible arm within a fixed budget has attracted considerable interest in recent years. However, a notable gap remains in the literature: the exact exponential rate at which the error probability approaches zero has yet to be established, even in the relatively simple setting of $K$-armed bandits with Gaussian noise. In this paper, we address this gap by examining the problem within the context of linear bandits. We introduce a novel algorithm for best feasible arm identification that guarantees an exponential decay in the error probability. Remarkably, the decay rate -- characterized by the exponent -- matches the theoretical lower bound derived using information-theoretic principles. Our approach leverages a posterior sampling framework embedded within a game-based sampling rule involving a min-learner and a max-learner. This strategy shares its foundations with Thompson sampling, but is specifically tailored to optimize the identification process under fixed-budget constraints. Furthermore, we validate the effectiveness of our algorithm through comprehensive empirical evaluations across various problem instances with different levels of complexity. The results corroborate our theoretical findings and demonstrate that our method outperforms several benchmark algorithms in terms of both accuracy and efficiency.
FAuNO: Semi-Asynchronous Federated Reinforcement Learning Framework for Task Offloading in Edge Systems
Metelo, Frederico, Oliveira, Alexandre, Racković, Stevo, Costa, Pedro Ákos, Soares, Cláudia
Edge computing addresses the growing data demands of connected-device networks by placing computational resources closer to end users through decentralized infrastructures. This decentralization challenges traditional, fully centralized orchestration, which suffers from latency and resource bottlenecks. We present \textbf{FAuNO} -- \emph{Federated Asynchronous Network Orchestrator} -- a buffered, asynchronous \emph{federated reinforcement-learning} (FRL) framework for decentralized task offloading in edge systems. FAuNO adopts an actor-critic architecture in which local actors learn node-specific dynamics and peer interactions, while a federated critic aggregates experience across agents to encourage efficient cooperation and improve overall system performance. Experiments in the \emph{PeersimGym} environment show that FAuNO consistently matches or exceeds heuristic and federated multi-agent RL baselines in reducing task loss and latency, underscoring its adaptability to dynamic edge-computing scenarios.
Quantization-based Bounds on the Wasserstein Metric
Bobrutsky, Jonathan, Moscovich, Amit
The Wasserstein metric has become increasingly important in many machine learning applications such as generative modeling, image retrieval and domain adaptation. Despite its appeal, it is often too costly to compute. This has motivated approximation methods like entropy-regularized optimal transport, downsampling, and subsampling, which trade accuracy for computational efficiency. In this paper, we consider the challenge of computing efficient approximations to the Wasserstein metric that also serve as strict upper or lower bounds. Focusing on discrete measures on regular grids, our approach involves formulating and exactly solving a Kantorovich problem on a coarse grid using a quantized measure and specially designed cost matrix, followed by an upscaling and correction stage. This is done either in the primal or dual space to obtain valid upper and lower bounds on the Wasserstein metric of the full-resolution inputs. We evaluate our methods on the DOTmark optimal transport images benchmark, demonstrating a 10x-100x speedup compared to entropy-regularized OT while keeping the approximation error below 2%.
Temporal Causal-based Simulation for Realistic Time-series Generation
Gkorgkolis, Nikolaos, Kougioulis, Nikolaos, Wang, MingXue, Caglayan, Bora, Tonon, Andrea, Simionato, Dario, Tsamardinos, Ioannis
Causal Discovery plays a pivotal role in revealing relationships among observed variables, particularly in the temporal setup. While the majority of CD methods rely on synthetic data for evaluation, and recently for training, these fall short in accurately mirroring real-world scenarios; an effect even more evident in temporal data. Generation techniques depending on simplified assumptions on causal structure, effects and time, limit the quality and diversity of the simulated data. In this work, we introduce Temporal Causal-based Simulation (TCS), a robust framework for generating realistic time-series data and their associated temporal causal graphs. The approach is structured in three phases: estimating the true lagged causal structure of the data, approximating the functional dependencies between variables and learning the noise distribution of the corresponding causal model, each part of which can be explicitly tailored based on data assumptions and characteristics. Through an extensive evaluation process, we highlight that single detection methods for generated data discrimination prove inadequate, accentuating it as a multifaceted challenge. For this, we detail a Min-max optimization phase that draws on AutoML techniques. Our contributions include a flexible, model-agnostic pipeline for generating realistic temporal causal data, a thorough evaluation setup which enhances the validity of the generated datasets and insights into the challenges posed by realistic data generation. Through experiments involving not only real but also semi-synthetic and purely synthetic datasets, we demonstrate that while sampling realistic causal data remains a complex task, our method enriches the domain of generating sensible causal-based temporal data.
Multi-Metric Adaptive Experimental Design under Fixed Budget with Validation
Zhang, Qining, Fiez, Tanner, Liu, Yi, Liu, Wenyang
Standard A/B tests in online experiments face statistical power challenges when testing multiple candidates simultaneously, while adaptive experimental designs (AED) alone fall short in inferring experiment statistics such as the average treatment effect, especially with many metrics (e.g., revenue, safety) and heterogeneous variances. This paper proposes a fixed-budget multi-metric AED framework with a two-phase structure: an adaptive exploration phase to identify the best treatment, and a validation phase with an A/B test to verify the treatment's quality and infer statistics. We propose SHRVar, which generalizes sequential halving (SH) (Karnin et al., 2013) with a novel relative-variance-based sampling and an elimination strategy built on reward z-values. It achieves a provable error probability that decreases exponentially, where the exponent generalizes the complexity measure for SH (Karnin et al., 2013) and SHVar (Lalitha et al., 2023) with homogeneous and heterogeneous variances, respectively. Numerical experiments verify our analysis and demonstrate the superior performance of this new framework.
Provable Reinforcement Learning from Human Feedback with an Unknown Link Function
Link functions, which characterize how human preferences are generated from the value function of an RL problem, are a crucial component in designing RLHF algorithms. Almost all RLHF algorithms, including state-of-the-art ones in empirical studies such as DPO and PPO, assume the link function is known to the agent (e.g., a logistic function according to the Bradley-Terry model), which is arguably unrealistic considering the complex nature of human preferences. To avoid link function mis-specification, this paper studies general RLHF problems with unknown link functions. We propose a novel policy optimization algorithm called ZSPO based on a new zeroth-order policy optimization method, where the key is to use human preference to construct a parameter update direction that is positively correlated with the true policy gradient direction. ZSPO achieves it by estimating the sign of the value function difference instead of estimating the gradient from the value function difference, so it does not require knowing the link function. Under mild conditions, ZSPO converges to a stationary policy with a polynomial convergence rate depending on the number of policy iterations and trajectories per iteration. Numerical results also show the superiority of ZSPO under link function mismatch.