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Learning from Samples: Inverse Problems over measures via Sharpened Fenchel-Young Losses

arXiv.org Machine Learning

Estimating parameters from samples of an optimal probability distribution is essential in applications ranging from socio-economic modeling to biological system analysis. In these settings, the probability distribution arises as the solution to an optimization problem that captures either static interactions among agents or the dynamic evolution of a system over time. Our approach relies on minimizing a new class of loss functions, called sharpened Fenchel-Young losses, which measure the sub-optimality gap of the optimization problem over the space of measures. We study the stability of this estimation method when only a finite number of sample is available. The parameters to be estimated typically correspond to a cost function in static problems and to a potential function in dynamic problems. To analyze stability, we introduce a general methodology that leverages the strong convexity of the loss function together with the sample complexity of the forward optimization problem. Our analysis emphasizes two specific settings in the context of optimal transport, where our method provides explicit stability guarantees: The first is inverse unbalanced optimal transport (iUOT) with entropic regularization, where the parameters to estimate are cost functions that govern transport computations; this method has applications such as link prediction in machine learning. The second is inverse gradient flow (iJKO), where the objective is to recover a potential function that drives the evolution of a probability distribution via the Jordan-Kinderlehrer-Otto (JKO) time-discretization scheme; this is particularly relevant for understanding cell population dynamics in single-cell genomics. Finally, we validate our approach through numerical experiments on Gaussian distributions, where closed-form solutions are available, to demonstrate the practical performance of our methods


Stiffness-based Analytic Centre Method for Cable-Driven Parallel Robots

arXiv.org Artificial Intelligence

Nowadays, being fast and precise are key requirements in Robotics. This work introduces a novel methodology to tune the stiffness of Cable-Driven Parallel Robots (CDPRs) while simultaneously addressing the tension distribution problem. In particular, the approach relies on the Analytic-Centre method. Indeed, weighting the barrier functions makes natural the stiffness adaptation. The intrinsic ability to adjust the stiffness during the execution of the task enables the CDPRs to effectively meet above-mentioned requirements. The capabilities of the method are demonstrated through simulations by comparing it with the existing approach.


Direct Data Driven Control Using Noisy Measurements

arXiv.org Artificial Intelligence

XX, XXXX 2017 1 Direct Data Driven Control Using Noisy Measurements Ramin Esmzad, Gokul S. Sankar, T eawon Han, Hamidreza Modares, Senior, IEEE Abstract -- This paper presents a novel direct data-driven control framework for solving the linear quadratic regulator (LQR) under disturbances and noisy state measurements. The system dynamics are assumed unknown, and the LQR solution is learned using only a single trajectory of noisy input-output data while bypassing system identification. Our approach guarantees mean-square stability (MSS) and optimal performance by leveraging convex optimization techniques that incorporate noise statistics directly into the controller synthesis. First, we establish a theoretical result showing that the MSS of an uncertain data-driven system implies the MSS of the true closed-loop system. Building on this, we develop a robust stability condition using linear matrix inequalities (LMIs) that yields a stabilizing controller gain from noisy measurements. Finally, we formulate a data-driven LQR problem as a semidefinite program (SDP) that computes an optimal gain, minimizing the steady-state covariance. Extensive simulations on benchmark systems--including a rotary inverted pendulum and an active suspension system--demonstrate the superior robustness and accuracy of our method compared to existing data-driven LQR approaches. The proposed framework offers a practical and theoretically grounded solution for controller design in noise-corrupted environments where system identification is infeasible. I NTRODUCTION D IRECT data-driven control has recently gained a surge of interest due to its control-oriented approach to solving control design problems [1]-[3]. That is, controller parameters are learned directly using input-output or input-state trajectories, without explicitly constructing a predictive model of the system. Bypassing system identification allows for leveraging the collected data to achieve what is best for the control objectives rather than using the data to fit a predictive model.


Mixed-Integer Optimization for Responsible Machine Learning

arXiv.org Machine Learning

In the last few decades, Machine Learning (ML) has achieved significant success across domains ranging from healthcare, sustainability, and the social sciences, to criminal justice and finance. But its deployment in increasingly sophisticated, critical, and sensitive areas affecting individuals, the groups they belong to, and society as a whole raises critical concerns around fairness, transparency, robustness, and privacy, among others. As the complexity and scale of ML systems and of the settings in which they are deployed grow, so does the need for responsible ML methods that address these challenges while providing guaranteed performance in deployment. Mixed-integer optimization (MIO) offers a powerful framework for embedding responsible ML considerations directly into the learning process while maintaining performance. For example, it enables learning of inherently transparent models that can conveniently incorporate fairness or other domain specific constraints. This tutorial paper provides an accessible and comprehensive introduction to this topic discussing both theoretical and practical aspects. It outlines some of the core principles of responsible ML, their importance in applications, and the practical utility of MIO for building ML models that align with these principles. Through examples and mathematical formulations, it illustrates practical strategies and available tools for efficiently solving MIO problems for responsible ML. It concludes with a discussion on current limitations and open research questions, providing suggestions for future work.


FIC-TSC: Learning Time Series Classification with Fisher Information Constraint

arXiv.org Artificial Intelligence

Analyzing time series data is crucial to a wide spectrum of applications, including economics, online marketplaces, and human healthcare. In particular, time series classification plays an indispensable role in segmenting different phases in stock markets, predicting customer behavior, and classifying worker actions and engagement levels. These aspects contribute significantly to the advancement of automated decision-making and system optimization in real-world applications. However, there is a large consensus that time series data often suffers from domain shifts between training and test sets, which dramatically degrades the classification performance. Despite the success of (reversible) instance normalization in handling the domain shifts for time series regression tasks, its performance in classification is unsatisfactory. In this paper, we propose \textit{FIC-TSC}, a training framework for time series classification that leverages Fisher information as the constraint. We theoretically and empirically show this is an efficient and effective solution to guide the model converge toward flatter minima, which enhances its generalizability to distribution shifts. We rigorously evaluate our method on 30 UEA multivariate and 85 UCR univariate datasets. Our empirical results demonstrate the superiority of the proposed method over 14 recent state-of-the-art methods.


UniSymNet: A Unified Symbolic Network Guided by Transformer

arXiv.org Artificial Intelligence

Symbolic Regression (SR) is a powerful technique for automatically discovering mathematical expressions from input data. Mainstream SR algorithms search for the optimal symbolic tree in a vast function space, but the increasing complexity of the tree structure limits their performance. Inspired by neural networks, symbolic networks have emerged as a promising new paradigm. However, most existing symbolic networks still face certain challenges: binary nonlinear operators $\{\times, ÷\}$ cannot be naturally extended to multivariate operators, and training with fixed architecture often leads to higher complexity and overfitting. In this work, we propose a Unified Symbolic Network that unifies nonlinear binary operators into nested unary operators and define the conditions under which UniSymNet can reduce complexity. Moreover, we pre-train a Transformer model with a novel label encoding method to guide structural selection, and adopt objective-specific optimization strategies to learn the parameters of the symbolic network. UniSymNet shows high fitting accuracy, excellent symbolic solution rate, and relatively low expression complexity, achieving competitive performance on low-dimensional Standard Benchmarks and high-dimensional SRBench.


MxMoE: Mixed-precision Quantization for MoE with Accuracy and Performance Co-Design

arXiv.org Artificial Intelligence

Mixture-of-Experts (MoE) models face deployment challenges due to their large parameter counts and computational demands. We explore quantization for MoE models and highlight two key insights: 1) linear blocks exhibit varying quantization sensitivity, and 2) divergent expert activation frequencies create heterogeneous computational characteristics. Based on these observations, we introduce MxMoE, a mixed-precision optimization framework for MoE models that considers both algorithmic and system perspectives. MxMoE navigates the design space defined by parameter sensitivity, expert activation dynamics, and hardware resources to derive efficient mixed-precision configurations. Additionally, MxMoE automatically generates optimized mixed-precision GroupGEMM kernels, enabling parallel execution of GEMMs with different precisions. Evaluations show that MxMoE outperforms existing methods, achieving 2.4 lower Wikitext-2 perplexity than GPTQ at 2.25-bit and delivering up to 3.4x speedup over full precision, as well as up to 29.4% speedup over uniform quantization at equivalent accuracy with 5-bit weight-activation quantization. Our code is available at https://github.com/cat538/MxMoE.


On Corruption-Robustness in Performative Reinforcement Learning

arXiv.org Artificial Intelligence

In performative Reinforcement Learning (RL), an agent faces a policy-dependent environment: the reward and transition functions depend on the agent's policy. Prior work on performative RL has studied the convergence of repeated retraining approaches to a performatively stable policy. In the finite sample regime, these approaches repeatedly solve for a saddle point of a convex-concave objective, which estimates the Lagrangian of a regularized version of the reinforcement learning problem. In this paper, we aim to extend such repeated retraining approaches, enabling them to operate under corrupted data. More specifically, we consider Huber's $ε$-contamination model, where an $ε$ fraction of data points is corrupted by arbitrary adversarial noise. We propose a repeated retraining approach based on convex-concave optimization under corrupted gradients and a novel problem-specific robust mean estimator for the gradients. We prove that our approach exhibits last-iterate convergence to an approximately stable policy, with the approximation error linear in $\sqrtε$. We experimentally demonstrate the importance of accounting for corruption in performative RL.


RL-DAUNCE: Reinforcement Learning-Driven Data Assimilation with Uncertainty-Aware Constrained Ensembles

arXiv.org Artificial Intelligence

Machine learning has become a powerful tool for enhancing data assimilation. While supervised learning remains the standard method, reinforcement learning (RL) offers unique advantages through its sequential decision-making framework, which naturally fits the iterative nature of data assimilation by dynamically balancing model forecasts with observations. We develop RL-DAUNCE, a new RL-based method that enhances data assimilation with physical constraints through three key aspects. First, RL-DAUNCE inherits the computational efficiency of machine learning while it uniquely structures its agents to mirror ensemble members in conventional data assimilation methods. Second, RL-DAUNCE emphasizes uncertainty quantification by advancing multiple ensemble members, moving beyond simple mean-state optimization. Third, RL-DAUNCE's ensemble-as-agents design facilitates the enforcement of physical constraints during the assimilation process, which is crucial to improving the state estimation and subsequent forecasting. A primal-dual optimization strategy is developed to enforce constraints, which dynamically penalizes the reward function to ensure constraint satisfaction throughout the learning process. Also, state variable bounds are respected by constraining the RL action space. Together, these features ensure physical consistency without sacrificing efficiency. RL-DAUNCE is applied to the Madden-Julian Oscillation, an intermittent atmospheric phenomenon characterized by strongly non-Gaussian features and multiple physical constraints. RL-DAUNCE outperforms the standard ensemble Kalman filter (EnKF), which fails catastrophically due to the violation of physical constraints. Notably, RL-DAUNCE matches the performance of constrained EnKF, particularly in recovering intermittent signals, capturing extreme events, and quantifying uncertainties, while requiring substantially less computational effort.


DPQ-HD: Post-Training Compression for Ultra-Low Power Hyperdimensional Computing

arXiv.org Artificial Intelligence

Hyperdimensional Computing (HDC) is emerging as a promising approach for edge AI, offering a balance between accuracy and efficiency. However, current HDC-based applications often rely on high-precision models and/or encoding matrices to achieve competitive performance, which imposes significant computational and memory demands, especially for ultra-low power devices. While recent efforts use techniques like precision reduction and pruning to increase the efficiency, most require retraining to maintain performance, making them expensive and impractical. To address this issue, we propose a novel Post Training Compression algorithm, Decomposition-Pruning-Quantization (DPQ-HD), which aims at compressing the end-to-end HDC system, achieving near floating point performance without the need of retraining. DPQ-HD reduces computational and memory overhead by uniquely combining the above three compression techniques and efficiently adapts to hardware constraints. Additionally, we introduce an energy-efficient inference approach that progressively evaluates similarity scores such as cosine similarity and performs early exit to reduce the computation, accelerating prediction inference while maintaining accuracy. We demonstrate that DPQ-HD achieves up to 20-100x reduction in memory for image and graph classification tasks with only a 1-2% drop in accuracy compared to uncompressed workloads. Lastly, we show that DPQ-HD outperforms the existing post-training compression methods and performs better or at par with retraining-based state-of-the-art techniques, requiring significantly less overall optimization time (up to 100x) and faster inference (up to 56x) on a microcontroller