Multi-Agent Reinforcement Learning (MARL) has become a powerful framework for numerous real-world applications, modeling distributed decision-making and learning from interactions with complex environments. Resource Allocation Optimization (RAO) benefits significantly from MARL's ability to tackle dynamic and decentralized contexts. MARL-based approaches are increasingly applied to RAO challenges across sectors playing pivotal roles to Industry 4.0 developments. This survey provides a comprehensive review of recent MARL algorithms for RAO, encompassing core concepts, classifications, and a structured taxonomy. By outlining the current research landscape and identifying primary challenges and future directions, this survey aims to support researchers and practitioners in leveraging MARL's potential to advance resource allocation solutions.

We develop and analyze a method for stochastic simulation optimization relying on Gaussian process models within a trust-region framework. We are interested in the case when the variance of the objective function is large. We propose to rely on replication and local modeling to cope with this high-throughput regime, where the number of evaluations may become large to get accurate results while still keeping good performance. We propose several schemes to encourage replication, from the choice of the acquisition function to setup evaluation costs. Compared with existing methods, our results indicate good scaling, in terms of both accuracy (several orders of magnitude better than existing methods) and speed (taking into account evaluation costs).

Causal effect estimation has been widely used in marketing optimization. The framework of an uplift model followed by a constrained optimization algorithm is popular in practice. To enhance performance in the online environment, the framework needs to be improved to address the complexities caused by temporal dataset shift. This paper focuses on capturing the dataset shift from user behavior and domain distribution changing over time. We propose an Incremental Causal Effect with Proxy Knowledge Distillation (ICE-PKD) framework to tackle this challenge. The ICE-PKD framework includes two components: (i) a multi-treatment uplift network that eliminates confounding bias using counterfactual regression; (ii) an incremental training strategy that adapts to the temporal dataset shift by updating with the latest data and protects generalization via replay-based knowledge distillation. We also revisit the uplift modeling metrics and introduce a novel metric for more precise online evaluation in multiple treatment scenarios. Extensive experiments on both simulated and online datasets show that the proposed framework achieves better performance. The ICE-PKD framework has been deployed in the marketing system of Huaxiaozhu, a ride-hailing platform in China.

This work presents a methodology to estimate tire parameters and their uncertainty using a Bayesian optimization approach. The literature mainly considers the estimation of tire parameters but lacks an evaluation of the parameter identification quality and the required slip ratios for an adequate model fit. Therefore, we examine the use of Stochastical Variational Inference as a methodology to estimate both - the parameters and their uncertainties. We evaluate the method compared to a state-of-the-art Nelder-Mead algorithm for theoretical and real-world application. The theoretical study considers parameter fitting at different slip ratios to evaluate the required excitation for an adequate fitting of each parameter. The results are compared to a sensitivity analysis for a Pacejka Magic Formula tire model. We show the application of the algorithm on real-world data acquired during the Abu Dhabi Autonomous Racing League and highlight the uncertainties in identifying the curvature and shape parameters due to insufficient excitation. The gathered insights can help assess the acquired data's limitations and instead utilize standardized parameters until higher slip ratios are captured. We show that our proposed method can be used to assess the mean values and the uncertainties of tire model parameters in real-world conditions and derive actions for the tire modeling based on our simulative study.

In recent years, the use of prompts to guide the output of Large Language Models have increased dramatically. However, even the best of experts struggle to choose the correct words to stitch up a prompt for the desired task. To solve this, LLM driven prompt optimization emerged as an important problem. Existing prompt optimization methods optimize a prompt globally, where in all the prompt tokens have to be optimized over a large vocabulary while solving a complex task. The large optimization space (tokens) leads to insufficient guidance for a better prompt. In this work, we introduce Local Prompt Optimization (LPO) that integrates with any general automatic prompt engineering method. We identify the optimization tokens in a prompt and nudge the LLM to focus only on those tokens in its optimization step. We observe remarkable performance improvements on Math Reasoning (GSM8k and MultiArith) and BIG-bench Hard benchmarks across various automatic prompt engineering methods. Further, we show that LPO converges to the optimal prompt faster than global methods.

Bayesian optimization is a powerful technique for optimizing expensive-to-evaluate black-box functions, consisting of two main components: a surrogate model and an acquisition function. In recent years, myopic acquisition functions have been widely adopted for their simplicity and effectiveness. However, their lack of look-ahead capability limits their performance. To address this limitation, we propose FigBO, a generalized acquisition function that incorporates the future impact of candidate points on global information gain. FigBO is a plug-and-play method that can integrate seamlessly with most existing myopic acquisition functions. Theoretically, we analyze the regret bound and convergence rate of FigBO when combined with the myopic base acquisition function expected improvement (EI), comparing them to those of standard EI. Empirically, extensive experimental results across diverse tasks demonstrate that FigBO achieves state-of-the-art performance and significantly faster convergence compared to existing methods.

Many model selection algorithms rely on sparse dictionary learning to provide interpretable and physics-based governing equations. The optimization algorithms typically use a hard thresholding process to enforce sparse activations in the model coefficients by removing library elements from consideration. By introducing an annealing scheme that reactivates a fraction of the removed terms with a cooling schedule, we are able to improve the performance of these sparse learning algorithms. We concentrate on two approaches to the optimization, SINDy, and an alternative using hard thresholding pursuit. We see in both cases that annealing can improve model accuracy. The effectiveness of annealing is demonstrated through comparisons on several nonlinear systems pulled from convective flows, excitable systems, and population dynamics. Finally we apply these algorithms to experimental data for projectile motion.

First-order optimization methods remain the standard for training deep neural networks (DNNs). Optimizers like Adam incorporate limited curvature information by preconditioning the stochastic gradient with a diagonal matrix. Despite the widespread adoption of first-order methods, second-order optimization algorithms often exhibit superior convergence compared to methods like Adam and SGD. However, their practicality in training DNNs is still limited by a significantly higher per-iteration computational cost compared to first-order methods. In this thesis, we present AdaFisher, a novel adaptive second-order optimizer that leverages a diagonal block-Kronecker approximation of the Fisher information matrix to adaptively precondition gradients. AdaFisher aims to bridge the gap between the improved convergence and generalization of second-order methods and the computational efficiency needed for training DNNs. Despite the traditionally slower speed of second-order optimizers, AdaFisher is effective for tasks such as image classification and language modeling, exhibiting remarkable stability and robustness during hyperparameter tuning. We demonstrate that AdaFisher outperforms state-of-the-art optimizers in both accuracy and convergence speed. The code is available from https://github.com/AtlasAnalyticsLab/AdaFisher.

Genomics is playing an important role in transforming healthcare. Genetic data, however, is being produced at a rate that far outpaces Moore's Law. Many efforts have been made to accelerate genomics kernels on modern commodity hardware, such as CPUs and GPUs, as well as custom accelerators (ASICs) for specific genomics kernels. While ASICs provide higher performance and energy efficiency than general-purpose hardware, they incur a high hardware-design cost. Moreover, to extract the best performance, ASICs tend to have significantly different architectures for different kernels.

State estimation and control are often addressed separately, leading to unsafe execution due to sensing noise, execution errors, and discrepancies between the planning model and reality. Simultaneous control and trajectory estimation using probabilistic graphical models has been proposed as a unified solution to these challenges. Previous work, however, relies heavily on appropriate Gaussian priors and is limited to holonomic robots with linear time-varying models. The current research extends graphical optimization methods to vehicles with arbitrary dynamical models via Simultaneous Trajectory Estimation and Local Adaptation (STELA). The overall approach initializes feasible trajectories using a kinodynamic, sampling-based motion planner. Then, it simultaneously: (i) estimates the past trajectory based on noisy observations, and (ii) adapts the controls to be executed to minimize deviations from the planned, feasible trajectory, while avoiding collisions. The proposed factor graph representation of trajectories in STELA can be applied for any dynamical system given access to first or second-order state update equations, and introduces the duration of execution between two states in the trajectory discretization as an optimization variable. These features provide both generalization and flexibility in trajectory following. In addition to targeting computational efficiency, the proposed strategy performs incremental updates of the factor graph using the iSAM algorithm and introduces a time-window mechanism. This mechanism allows the factor graph to be dynamically updated to operate over a limited history and forward horizon of the planned trajectory. This enables online updates of controls at a minimum of 10Hz. Experiments demonstrate that STELA achieves at least comparable performance to previous frameworks on idealized vehicles with linear dynamics.[...]