The increasing complexity of modern very-large-scale integration (VLSI) design highlights the significance of Electronic Design Automation (EDA) technologies. Chip placement is a critical step in the EDA workflow, which positions chip modules on the canvas with the goal of optimizing performance, power, and area (PPA) metrics of final chip designs. Recent advances have demonstrated the great potential of AI-based algorithms in enhancing chip placement. However, due to the lengthy workflow of chip design, the evaluations of these algorithms often focus on intermediate surrogate metrics, which are easy to compute but frequently reveal a substantial misalignment with the end-to-end performance (i.e., the final design PPA). To address this challenge, we introduce ChiPBench, which can effectively facilitate research in chip placement within the AI community. ChiPBench is a comprehensive benchmark specifically designed to evaluate the effectiveness of existing AI-based chip placement algorithms in improving final design PPA metrics. Specifically, we have gathered 20 circuits from various domains (e.g., CPU, GPU, and microcontrollers). These designs are compiled by executing the workflow from the verilog source code, which preserves necessary physical implementation kits, enabling evaluations for the placement algorithms on their impacts on the final design PPA. We executed six state-of-the-art AI-based chip placement algorithms on these designs and plugged the results of each single-point algorithm into the physical implementation workflow to obtain the final PPA results. Experimental results show that even if intermediate metric of a single-point algorithm is dominant, while the final PPA results are unsatisfactory. We believe that our benchmark will serve as an effective evaluation framework to bridge the gap between academia and industry.

Lead optimization is a pivotal task in the drug design phase within the drug discovery lifecycle. The primary objective is to refine the lead compound to meet specific molecular properties for progression to the subsequent phase of development. In this work, we present an innovative approach, Latent Evolutionary Optimization for Molecule Generation (LEOMol), a generative modeling framework for the efficient generation of optimized molecules. LEOMol leverages Evolutionary Algorithms, such as Genetic Algorithm and Differential Evolution, to search the latent space of a Variational AutoEncoder (VAE). This search facilitates the identification of the target molecule distribution within the latent space. Our approach consistently demonstrates superior performance compared to previous state-of-the-art models across a range of constrained molecule generation tasks, outperforming existing models in all four sub-tasks related to property targeting. Additionally, we suggest the importance of including toxicity in the evaluation of generative models. Furthermore, an ablation study underscores the improvements that our approach provides over gradient-based latent space optimization methods. This underscores the effectiveness and superiority of LEOMol in addressing the inherent challenges in constrained molecule generation while emphasizing its potential to propel advancements in drug discovery.

We propose the generalized Newton's method (GeN) -- a Hessian-informed approach that applies to any optimizer such as SGD and Adam, and covers the Newton-Raphson method as a sub-case. Our method automatically and dynamically selects the learning rate that accelerates the convergence, without the intensive tuning of the learning rate scheduler. In practice, out method is easily implementable, since it only requires additional forward passes with almost zero computational overhead (in terms of training time and memory cost), if the overhead is amortized over many iterations. We present extensive experiments on language and vision tasks (e.g. GPT and ResNet) to showcase that GeN optimizers match the state-of-the-art performance, which was achieved with carefully tuned learning rate schedulers. Code to be released at \url{https://github.com/ShiyunXu/AutoGeN}.

This paper considers a trajectory planning problem for a robot navigating complex terrains, which arises in applications ranging from autonomous mining vehicles to planetary rovers. The problem seeks to find a low-cost dynamically feasible trajectory for the robot. The problem is challenging as it requires solving a non-linear optimization problem that often has many local minima due to the complex terrain. To address the challenge, we propose a method called Pareto-optimal Warm-started Trajectory Optimization (PWTO) that attempts to combine the benefits of graph search and trajectory optimization, two very different approaches to planning. PWTO first creates a state lattice using simplified dynamics of the robot and leverages a multi-objective graph search method to obtain a set of paths. Each of the paths is then used to warm-start a local trajectory optimization process, so that different local minima are explored to find a globally low-cost solution. In our tests, the solution cost computed by PWTO is often less than half of the costs computed by the baselines. In addition, we verify the trajectories generated by PWTO in Gazebo simulation in complex terrains with both wheeled and quadruped robots. The code of this paper is open sourced and can be found at https://github.com/rap-lab-org/public_pwto.

GPR models can also incorporate prior knowledge through selecting an appropriate kernel function. GPR commonly assumes a homoscedastic Gaussian distribution for observation noise because this yields an analytical form for the posterior predictive prediction. However, Bayesian inference based on Gaussian noise distributions is known to be sensitive to outliers which are defined as observations that strongly deviate from model assumptions. In regression, outliers can arise from relevant inputs being absent from the model, measurement error, and other unknown sources. These outliers are associated with unconsidered sources of variation that affect the target variable sporadically. In this case, the observation model is unable to distinguish between random noise and systematic effects not captured by the model. In the context of GPR under Gaussian noise, outliers can heavily influence the posterior predictive distribution, resulting in a biased estimate of the mean function and overly confident prediction intervals. Therefore, robust observation models are desired in the presence of potential outliers.

The agency problem emerges in today's large scale machine learning tasks, where the learners are unable to direct content creation or enforce data collection. In this work, we propose a theoretical framework for aligning economic interests of different stakeholders in the online learning problems through contract design. The problem, termed \emph{contractual reinforcement learning}, naturally arises from the classic model of Markov decision processes, where a learning principal seeks to optimally influence the agent's action policy for their common interests through a set of payment rules contingent on the realization of next state. For the planning problem, we design an efficient dynamic programming algorithm to determine the optimal contracts against the far-sighted agent. For the learning problem, we introduce a generic design of no-regret learning algorithms to untangle the challenges from robust design of contracts to the balance of exploration and exploitation, reducing the complexity analysis to the construction of efficient search algorithms. For several natural classes of problems, we design tailored search algorithms that provably achieve $\tilde{O}(\sqrt{T})$ regret. We also present an algorithm with $\tilde{O}(T^{2/3})$ for the general problem that improves the existing analysis in online contract design with mild technical assumptions.

To efficiently find an optimum parameter combination in a large-scale problem, it is a key to convert the parameters into available variables in actual machines. Specifically, quadratic unconstrained binary optimization problems are solved with the help of machine learning, e.g., factorization machines with annealing, which convert a raw parameter to binary variables. This work investigates the dependence of the convergence speed and the accuracy on binary labeling method, which can influence the cost function shape and thus the probability of being captured at a local minimum solution. By exemplifying traveling salesman problem, we propose and evaluate Gray labeling, which correlates the Hamming distance in binary labels with the traveling distance. Through numerical simulation of traveling salesman problem up to 15 cities at a limited number of iterations, the Gray labeling shows less local minima percentages and shorter traveling distances compared with natural labeling.

While Online Gradient Descent and other no-regret learning procedures are known to efficiently converge to a coarse correlated equilibrium in games where each agent's utility is concave in their own strategy, this is not the case when utilities are non-concave -- a common scenario in machine learning applications involving strategies parameterized by deep neural networks, or when agents' utilities are computed by neural networks, or both. Non-concave games introduce significant game-theoretic and optimization challenges: (i) Nash equilibria may not exist; (ii) local Nash equilibria, though existing, are intractable; and (iii) mixed Nash, correlated, and coarse correlated equilibria generally have infinite support and are intractable. To sidestep these challenges, we revisit the classical solution concept of $\Phi$-equilibria introduced by Greenwald and Jafari [2003], which is guaranteed to exist for an arbitrary set of strategy modifications $\Phi$ even in non-concave games [Stoltz and Lugosi, 2007]. However, the tractability of $\Phi$-equilibria in such games remains elusive. In this paper, we initiate the study of tractable $\Phi$-equilibria in non-concave games and examine several natural families of strategy modifications. We show that when $\Phi$ is finite, there exists an efficient uncoupled learning algorithm that converges to the corresponding $\Phi$-equilibria. Additionally, we explore cases where $\Phi$ is infinite but consists of local modifications, showing that Online Gradient Descent can efficiently approximate $\Phi$-equilibria in non-trivial regimes.

Change point detection and estimation are an incredibly diverse and widely scattered field in applied and mathematical statistics, with a large variety of applications. To provide a high-level intuition, change point detection may be understood as a signal processing tool for identifying abrupt changes in the generative parameters of a data sequence. While a strong line of work in change point detection is well established with Page's pioneering work (see Page [1954]) and rigorous results by Chernoff and Zacks [1964], Lorden [1971] and Sen and Srivastava [1975], many aspects of this problem are open and the general understanding of good solutions depends strongly on the problem at hand Niu et al. [2016], Truong et al. [2020], and Ma et al. [2020]. Among the open research questions, the simultaneous detection of multiple change points in large data sets is of major interest. Taking a machine learning and data scientific motivated approach, in this paper, we explore the applicability of recent advances in best subset selection of covariates in linear regression proposed by Moka et al. [2024]. This method, a continuous optimization approach for best subset selection, claims to offer faster performance compared to existing exhaustive search methods, while maintaining comparable accuracy.

Boosting is a highly successful ML-born optimization setting in which one is required to computationally efficiently learn arbitrarily good models based on the access to a weak learner oracle, providing classifiers performing at least slightly differently from random guessing. A key difference with gradient-based optimization is that boosting's original model does not requires access to first order information about a loss, yet the decades long history of boosting has quickly evolved it into a first order optimization setting -- sometimes even wrongfully \textit{defining} it as such. Owing to recent progress extending gradient-based optimization to use only a loss' zeroth ($0^{th}$) order information to learn, this begs the question: what loss functions can be efficiently optimized with boosting and what is the information really needed for boosting to meet the \textit{original} boosting blueprint's requirements? We provide a constructive formal answer essentially showing that \textit{any} loss function can be optimized with boosting and thus boosting can achieve a feat not yet known to be possible in the classical $0^{th}$ order setting, since loss functions are not required to be be convex, nor differentiable or Lipschitz -- and in fact not required to be continuous either. Some tools we use are rooted in quantum calculus, the mathematical field -- not to be confounded with quantum computation -- that studies calculus without passing to the limit, and thus without using first order information.