Stochastic first-order methods are standard for training large-scale machine learning models. Random behavior may cause a particular run of an algorithm to result in a highly suboptimal objective value, whereas theoretical guarantees are usually proved for the expectation of the objective value. Thus, it is essential to theoretically guarantee that algorithms provide small objective residual with high probability. Existing methods for non-smooth stochastic convex optimization have complexity bounds with the dependence on the confidence level that is either negative-power or logarithmic but under an additional assumption of sub-Gaussian (light-tailed) noise distribution that may not hold in practice. In our paper, we resolve this issue and derive the first high-probability convergence results with logarithmic dependence on the confidence level for non-smooth convex stochastic optimization problems with non-sub-Gaussian (heavy-tailed) noise. To derive our results, we propose novel stepsize rules for two stochastic methods with gradient clipping. Moreover, our analysis works for generalized smooth objectives with H\"older-continuous gradients, and for both methods, we provide an extension for strongly convex problems. Finally, our results imply that the first (accelerated) method we consider also has optimal iteration and oracle complexity in all the regimes, and the second one is optimal in the non-smooth setting.

Independent component analysis (ICA) is a widely used method in various applications of signal processing and feature extraction. It extends principal component analysis (PCA) and can extract important and complicated components with small variances. One of the major problems of ICA is that the uniqueness of the solution is not guaranteed, unlike PCA. That is because there are many local optima in optimizing the objective function of ICA. It has been shown previously that the unique global optimum of ICA can be estimated from many random initializations by handcrafted thread computation. In this paper, the unique estimation of ICA is highly accelerated by reformulating the algorithm in matrix representation and reducing redundant calculations. Experimental results on artificial datasets and EEG data verified the efficiency of the proposed method.

Bayesian optimization is a sample-efficient method for solving expensive, black-box optimization problems. Stochastic programming concerns optimization under uncertainty where, typically, average performance is the quantity of interest. In the first stage of a two-stage problem, here-and-now decisions must be made in the face of this uncertainty, while in the second stage, wait-and-see decisions are made after the uncertainty has been resolved. Many methods in stochastic programming assume that the objective is cheap to evaluate and linear or convex. In this work, we apply Bayesian optimization to solve non-convex, two-stage stochastic programs which are expensive to evaluate. We formulate a knowledge-gradient-based acquisition function to jointly optimize the first- and second-stage variables, establish a guarantee of asymptotic consistency and provide a computationally efficient approximation. We demonstrate comparable empirical results to an alternative we formulate which alternates its focus between the two variable types, and superior empirical results over the standard, naive, two-step benchmark. We show that differences in the dimension and length scales between the variable types can lead to inefficiencies of the two-step algorithm, while the joint and alternating acquisition functions perform well in all problems tested. Experiments are conducted on both synthetic and real-world examples.

Public transportation systems are experiencing an increase in commuter traffic. This increase underscores the need for resilience strategies to manage unexpected service disruptions, ensuring rapid and effective responses that minimize adverse effects on stakeholders and enhance the system's ability to maintain essential functions and recover quickly. This study aims to explore the management of public transport disruptions through resilience as a service (RaaS) strategies, developing an optimization model to effectively allocate resources and minimize the cost for operators and passengers. The proposed model includes multiple transportation options, such as buses, taxis, and automated vans, and evaluates them as bridging alternatives to rail-disrupted services based on factors such as their availability, capacity, speed, and proximity to the disrupted station. This ensures that the most suitable vehicles are deployed to maintain service continuity. Applied to a case study in the Ile de France region, Paris and suburbs, complemented by a microscopic simulation, the model is compared to existing solutions such as bus bridging and reserve fleets. The results highlight the model's performance in minimizing costs and enhancing stakeholder satisfaction, optimizing transport management during disruptions.

This paper examines the issue of fairness in the estimation of graphical models (GMs), particularly Gaussian, Covariance, and Ising models. These models play a vital role in understanding complex relationships in high-dimensional data. However, standard GMs can result in biased outcomes, especially when the underlying data involves sensitive characteristics or protected groups. To address this, we introduce a comprehensive framework designed to reduce bias in the estimation of GMs related to protected attributes. Our approach involves the integration of the pairwise graph disparity error and a tailored loss function into a nonsmooth multi-objective optimization problem, striving to achieve fairness across different sensitive groups while maintaining the effectiveness of the GMs. Experimental evaluations on synthetic and real-world datasets demonstrate that our framework effectively mitigates bias without undermining GMs' performance.

In the realm of cyber-security, detecting Advanced Persistent Threats (APTs) remains a formidable challenge due to their stealthy and sophisticated nature. This research paper presents an innovative approach that leverages Convolutional Neural Networks (CNNs) with a 2D baseline model, enhanced by the cutting-edge Cat Swarm Optimization (CSO) algorithm, to significantly improve APT detection accuracy. By seamlessly integrating the 2D-CNN baseline model with CSO, we unlock the potential for unprecedented accuracy and efficiency in APT detection. The results unveil an impressive accuracy score of $98.4\%$, marking a significant enhancement in APT detection across various attack stages, illuminating a path forward in combating these relentless and sophisticated threats.

Controller tuning and optimization have been among the most fundamental problems in robotics and mechatronic systems. The traditional methodology is usually model-based, but its performance heavily relies on an accurate mathematical model of the system. In control applications with complex dynamics, obtaining a precise model is often challenging, leading us towards a data-driven approach. While optimizing a single controller has been explored by various researchers, it remains a challenge to obtain the optimal controller parameters safely and efficiently when multiple controllers are involved. In this paper, we propose a high-dimensional safe Bayesian optimization method based on additive Gaussian processes to optimize multiple controllers simultaneously and safely. Additive Gaussian kernels replace the traditional squared-exponential kernels or Mat\'ern kernels, enhancing the efficiency with which Gaussian processes update information on unknown functions. Experimental results on a permanent magnet synchronous motor (PMSM) demonstrate that compared to existing safe Bayesian optimization algorithms, our method can obtain optimal parameters more efficiently while ensuring safety.

Optical proximity correction (OPC) is crucial for pushing the boundaries of semiconductor manufacturing and enabling the continued scaling of integrated circuits. While pixel-based OPC, termed as inverse lithography technology (ILT), has gained research interest due to its flexibility and precision. Its complexity and intricate features can lead to challenges in mask writing, increased defects, and higher costs, hence hindering widespread industrial adoption. In this paper, we propose DiffOPC, a differentiable OPC framework that enjoys the virtue of both edge-based OPC and ILT. By employing a mask rule-aware gradient-based optimization approach, DiffOPC efficiently guides mask edge segment movement during mask optimization, minimizing wafer error by propagating true gradients from the cost function back to the mask edges. Our approach achieves lower edge placement error while reducing manufacturing cost by half compared to state-of-the-art OPC techniques, bridging the gap between the high accuracy of pixel-based OPC and the practicality required for industrial adoption, thus offering a promising solution for advanced semiconductor manufacturing.

In real-world applications, users often favor structurally diverse design choices over one high-quality solution. It is hence important to consider more solutions that decision-makers can compare and further explore based on additional criteria. Alongside the existing approaches of evolutionary diversity optimization, quality diversity, and multimodal optimization, this paper presents a fresh perspective on this challenge by considering the problem of identifying a fixed number of solutions with a pairwise distance above a specified threshold while maximizing their average quality. We obtain first insight into these objectives by performing a subset selection on the search trajectories of different well-established search heuristics, whether specifically designed with diversity in mind or not. We emphasize that the main goal of our work is not to present a new algorithm but to look at the problem in a more fundamental and theoretically tractable way by asking the question: What trade-off exists between the minimum distance within batches of solutions and the average quality of their fitness? These insights also provide us with a way of making general claims concerning the properties of optimization problems that shall be useful in turn for benchmarking algorithms of the approaches enumerated above. A possibly surprising outcome of our empirical study is the observation that naive uniform random sampling establishes a very strong baseline for our problem, hardly ever outperformed by the search trajectories of the considered heuristics. We interpret these results as a motivation to develop algorithms tailored to produce diverse solutions of high average quality.

Federated Learning (FL) can be coordinated under the orchestration of a central server to collaboratively build a privacy-preserving model without the need for data exchange. However, participant data heterogeneity leads to local optima divergence, subsequently affecting convergence outcomes. Recent research has focused on global sharpness-aware minimization (SAM) and dynamic regularization techniques to enhance consistency between global and local generalization and optimization objectives. Nonetheless, the estimation of global SAM introduces additional computational and memory overhead, while dynamic regularization suffers from bias in the local and global dual variables due to training isolation. In this paper, we propose a novel FL algorithm, FedTOGA, designed to consider optimization and generalization objectives while maintaining minimal uplink communication overhead. By linking local perturbations to global updates, global generalization consistency is improved. Additionally, global updates are used to correct local dynamic regularizers, reducing dual variables bias and enhancing optimization consistency. Global updates are passively received by clients, reducing overhead. We also propose neighborhood perturbation to approximate local perturbation, analyzing its strengths and limitations. Theoretical analysis shows FedTOGA achieves faster convergence $O(1/T)$ under non-convex functions. Empirical studies demonstrate that FedTOGA outperforms state-of-the-art algorithms, with a 1\% accuracy increase and 30\% faster convergence, achieving state-of-the-art.