Research connected to &quot;machine learning&quot;

Duality in RKHSs with Infinite Dimensional Outputs: Application to Robust Losses

Operator-Valued Kernels (OVKs) and associated vector-valued Reproducing Kernel Hilbert Spaces provide an elegant way to extend scalar kernel methods when the output space is a Hilbert space. Although primarily used in finite dimension for problems like multi-task regression, the ability of this framework to deal with infinite dimensional output spaces unlocks many more applications, such as functional regression, structured output prediction, and structured data representation. However, these sophisticated schemes crucially rely on the kernel trick in the output space, so that most of previous works have focused on the square norm loss function, completely neglecting robustness issues that may arise in such surrogate problems. To overcome this limitation, this paper develops a duality approach that allows to solve OVK machines for a wide range of loss functions. The infinite dimensional Lagrange multipliers are handled through a Double Representer Theorem, and algorithms for $ε$-insensitive losses and the Huber loss are thoroughly detailed. Robustness benefits are emphasized by a theoretical stability analysis, as well as empirical improvements on structured data applications.

Detecting Clinical Discrepancies in Health Coaching Agents: A Dual-Stream Memory and Reconciliation Architecture

As Large Language Model (LLM) agents transition from single-session tools to persistent systems managing longitudinal healthcare journeys, their memory architectures face a critical challenge: reconciling two imperfect sources of truth. The patient's evolving self-report is current but prone to recall bias, while the Electronic Health Record (EHR) is medically validated but frequently stale. General-purpose agent memory systems optimize for coherence by overwriting older facts with the user's latest statement, a pattern that risks safety failures when applied to clinical data. We introduce a Dual-Stream Memory Architecture that strictly separates the patient narrative from the structured clinical record (FHIR), governed by a dedicated Reconciliation Engine that evaluates every extracted memory against the patient's FHIR profile and classifies discrepancies by type, severity, and the specific FHIR resources involved. We evaluate this architecture on 26 patients across 675 longitudinal wellness coaching sessions, using a hybrid dataset that interleaves real provider-patient transcripts with synthetic, FHIR-grounded clinical scenarios. In isolated testing, the engine detects 84.4% of designed clinical discrepancies with 86.7% safety-critical recall. By coupling extraction and reconciliation evaluation on the same data, we directly quantify a 13.6% error cascade, tracing the degradation to clinical details lost during memory extraction from unstructured conversation rather than to downstream classification errors. These findings establish that validating patient-reported memories against clinical records is both feasible and necessary for safe deployment of longitudinal health agents.

preprint2014arXiv

Falsifiable implies Learnable

The paper demonstrates that falsifiability is fundamental to learning. We prove the following theorem for statistical learning and sequential prediction: If a theory is falsifiable then it is learnable -- i.e. admits a strategy that predicts optimally. An analogous result is shown for universal induction.

See, Hear, Explore: Curiosity via Audio-Visual Association

Exploration is one of the core challenges in reinforcement learning. A common formulation of curiosity-driven exploration uses the difference between the real future and the future predicted by a learned model. However, predicting the future is an inherently difficult task which can be ill-posed in the face of stochasticity. In this paper, we introduce an alternative form of curiosity that rewards novel associations between different senses. Our approach exploits multiple modalities to provide a stronger signal for more efficient exploration. Our method is inspired by the fact that, for humans, both sight and sound play a critical role in exploration. We present results on several Atari environments and Habitat (a photorealistic navigation simulator), showing the benefits of using an audio-visual association model for intrinsically guiding learning agents in the absence of external rewards. For videos and code, see https://vdean.github.io/audio-curiosity.html.

preprint2013arXiv

Objective Improvement in Information-Geometric Optimization

Information-Geometric Optimization (IGO) is a unified framework of stochastic algorithms for optimization problems. Given a family of probability distributions, IGO turns the original optimization problem into a new maximization problem on the parameter space of the probability distributions. IGO updates the parameter of the probability distribution along the natural gradient, taken with respect to the Fisher metric on the parameter manifold, aiming at maximizing an adaptive transform of the objective function. IGO recovers several known algorithms as particular instances: for the family of Bernoulli distributions IGO recovers PBIL, for the family of Gaussian distributions the pure rank-mu CMA-ES update is recovered, and for exponential families in expectation parametrization the cross-entropy/ML method is recovered. This article provides a theoretical justification for the IGO framework, by proving that any step size not greater than 1 guarantees monotone improvement over the course of optimization, in terms of q-quantile values of the objective function f. The range of admissible step sizes is independent of f and its domain. We extend the result to cover the case of different st

preprint2015arXiv

Fast Stochastic Algorithms for SVD and PCA: Convergence Properties and Convexity

We study the convergence properties of the VR-PCA algorithm introduced by \cite{shamir2015stochastic} for fast computation of leading singular vectors. We prove several new results, including a formal analysis of a block version of the algorithm, and convergence from random initialization. We also make a few observations of independent interest, such as how pre-initializing with just a single exact power iteration can significantly improve the runtime of stochastic methods, and what are the convexity and non-convexity properties of the underlying optimization problem.

RENs: Relevance Encoding Networks

The manifold assumption for high-dimensional data assumes that the data is generated by varying a set of parameters obtained from a low-dimensional latent space. Deep generative models (DGMs) are widely used to learn data representations in an unsupervised way. DGMs parameterize the underlying low-dimensional manifold in the data space using bottleneck architectures such as variational autoencoders (VAEs). The bottleneck dimension for VAEs is treated as a hyperparameter that depends on the dataset and is fixed at design time after extensive tuning. As the intrinsic dimensionality of most real-world datasets is unknown, often, there is a mismatch between the intrinsic dimensionality and the latent dimensionality chosen as a hyperparameter. This mismatch can negatively contribute to the model performance for representation learning and sample generation tasks. This paper proposes relevance encoding networks (RENs): a novel probabilistic VAE-based framework that uses the automatic relevance determination (ARD) prior in the latent space to learn the data-specific bottleneck dimensionality. The relevance of each latent dimension is directly learned from the data along with the other model parameters using stochastic gradient descent and a reparameterization trick adapted to non-Gaussian priors. We leverage the concept of DeepSets to capture permutation invariant statistical properties in both data and latent spaces for relevance determination. The proposed framework is general and flexible and can be used for the state-of-the-art VAE models that leverage regularizers to impose specific characteristics in the latent space (e.g., disentanglement). With extensive experimentation on synthetic and public image datasets, we show that the proposed model learns the relevant latent bottleneck dimensionality without compromising the representation and generation quality of the samples.

DeepVir -- Graphical Deep Matrix Factorization for "In Silico" Antiviral Repositioning: Application to COVID-19

This work formulates antiviral repositioning as a matrix completion problem where the antiviral drugs are along the rows and the viruses along the columns. The input matrix is partially filled, with ones in positions where the antiviral has been known to be effective against a virus. The curated metadata for antivirals (chemical structure and pathways) and viruses (genomic structure and symptoms) is encoded into our matrix completion framework as graph Laplacian regularization. We then frame the resulting multiple graph regularized matrix completion problem as deep matrix factorization. This is solved by using a novel optimization method called HyPALM (Hybrid Proximal Alternating Linearized Minimization). Results on our curated RNA drug virus association (DVA) dataset shows that the proposed approach excels over state-of-the-art graph regularized matrix completion techniques. When applied to "in silico" prediction of antivirals for COVID-19, our approach returns antivirals that are either used for treating patients or are under for trials for the same.

preprint2013arXiv

Sparse projections onto the simplex

Most learning methods with rank or sparsity constraints use convex relaxations, which lead to optimization with the nuclear norm or the $\ell_1$-norm. However, several important learning applications cannot benefit from this approach as they feature these convex norms as constraints in addition to the non-convex rank and sparsity constraints. In this setting, we derive efficient sparse projections onto the simplex and its extension, and illustrate how to use them to solve high-dimensional learning problems in quantum tomography, sparse density estimation and portfolio selection with non-convex constraints.

Open-world Machine Learning: Applications, Challenges, and Opportunities

Traditional machine learning mainly supervised learning, follows the assumptions of closed-world learning, i.e., for each testing class, a training class is available. However, such machine learning models fail to identify the classes which were not available during training time. These classes can be referred to as unseen classes. Whereas open-world machine learning (OWML) deals with unseen classes. In this paper, first, we present an overview of OWML with importance to the real-world context. Next, different dimensions of open-world machine learning are explored and discussed. The area of OWML gained the attention of the research community in the last decade only. We have searched through different online digital libraries and scrutinized the work done in the last decade. This paper presents a systematic review of various techniques for OWML. It also presents the research gaps, challenges, and future directions in open-world machine learning. This paper will help researchers understand the comprehensive developments of OWML and the likelihood of extending the research in suitable areas. It will also help to select applicable methodologies and datasets to explore this further.

FedCM: A Real-time Contribution Measurement Method for Participants in Federated Learning

Federated Learning (FL) creates an ecosystem for multiple agents to collaborate on building models with data privacy consideration. The method for contribution measurement of each agent in the FL system is critical for fair credits allocation but few are proposed. In this paper, we develop a real-time contribution measurement method FedCM that is simple but powerful. The method defines the impact of each agent, comprehensively considers the current round and the previous round to obtain the contribution rate of each agent with attention aggregation. Moreover, FedCM updates contribution every round, which enable it to perform in real-time. Real-time is not considered by the existing approaches, but it is critical for FL systems to allocate computing power, communication resources, etc. Compared to the state-of-the-art method, the experimental results show that FedCM is more sensitive to data quantity and data quality under the premise of real-time. Furthermore, we developed federated learning open-source software based on FedCM. The software has been applied to identify COVID-19 based on medical images.

preprint2012arXiv

Exponential Regret Bounds for Gaussian Process Bandits with Deterministic Observations

This paper analyzes the problem of Gaussian process (GP) bandits with deterministic observations. The analysis uses a branch and bound algorithm that is related to the UCB algorithm of (Srinivas et al, 2010). For GPs with Gaussian observation noise, with variance strictly greater than zero, Srinivas et al proved that the regret vanishes at the approximate rate of $O(1/\sqrt{t})$, where t is the number of observations. To complement their result, we attack the deterministic case and attain a much faster exponential convergence rate. Under some regularity assumptions, we show that the regret decreases asymptotically according to $O(e^{-\frac{τt}{(\ln t)^{d/4}}})$ with high probability. Here, d is the dimension of the search space and tau is a constant that depends on the behaviour of the objective function near its global maximum.

A Comparative Study of Adaptation Strategies for Time Series Foundation Models in Anomaly Detection

Time series anomaly detection is essential for the reliable operation of complex systems, but most existing methods require extensive task-specific training. We explore whether time series foundation models (TSFMs), pretrained on large heterogeneous data, can serve as universal backbones for anomaly detection. Through systematic experiments across multiple benchmarks, we compare zero-shot inference, full model adaptation, and parameter-efficient fine-tuning (PEFT) strategies. Our results demonstrate that TSFMs outperform task-specific baselines, achieving notable gains in AUC-PR and VUS-PR, particularly under severe class imbalance. Moreover, PEFT methods such as LoRA, OFT, and HRA not only reduce computational cost but also match or surpass full fine-tuning in most cases, indicating that TSFMs can be efficiently adapted for anomaly detection, even when pretrained for forecasting. These findings position TSFMs as promising general-purpose models for scalable and efficient time series anomaly detection.

Learning Large-Scale Modular Addition with an Auxiliary Modulus

Learning parity functions, more general modular addition, is a challenging machine learning task due to its input sensitivity. A recent study substantially scaled modular addition learning in both the number of summands and the modulus. Its key idea is to increase zeros in training sequences, reducing the effective number of summands and thus controlling training difficulty; however, this induces covariate shift between training and test input distributions. This study theoretically and empirically analyzes this side effect and proposes a covariate-shift-free method for modular addition. Specifically, we introduce an auxiliary modulus $Kq$ during training, which reduces wrap-around frequency and problem difficulty while preserving the same input distribution across training and testing. Experiments show strong scalability and sample efficiency: even for large input length $N$, large modulus $q$, and small datasets -- where the sparse method fails to learn -- our method achieves equal or better match accuracy and relaxed $τ$-accuracy. For example, at $N=64$ and $q=974269$, our method trained on 100K samples achieves $97.0\%$ $τ$-accuracy at $τ=0.05$, while the sparse method achieves only $9.5\%$ with the same data size and $93.9\%$ even when extended to 1M samples.

ASD-Bench: A Four-Axis Comprehensive Benchmark of AI Models for Autism Spectrum Disorder

Automated ASD screening tools remain limited by single-architecture evaluations, axis-restricted assessment, and near-exclusive focus on adult cohorts, obscuring age-specific diagnostic patterns critical for early intervention. We introduce ASD-Bench, a systematic tabular benchmark evaluating ML, deep learning, and foundation model configurations across three age cohorts (children 1-11 yr, adolescents 12-16 yr, adults 17-64 yr) on four axes: predictive performance, calibration, interpretability, and adversarial robustness. Applied to a curated v3 dataset of 4,068 AQ-10 records, our benchmark spans classical models (XGBoost, AdaBoost, Random Forest, Logistic Regression), neural networks (MLP), deep tabular transformers (TabNet, TabTransformer, FT-Transformer), and TabPFN v2. We introduce the Heuristic Aggregate Penalty (HAP): a cost-sensitive metric penalising false negatives more heavily and incorporating cross-validation variance for deployment stability. Adult classification yields high performance (10/17 models achieve perfect F1 and AUC), while adolescents present a harder task (F1 ceiling 0.837 vs. 0.915 for children). Feature hierarchies shift across cohorts: A9 (social motivation) dominates for children, A5 (pattern recognition) leads for adolescents, and adults exhibit a flatter importance profile consistent with developmental social masking. Accuracy and calibration are dissociated: AdaBoost achieves F1=1.000 on adults with ECE=0.302, confirming single-metric evaluation is insufficient for clinical AI. Cohort-specific deployment recommendations are provided. All findings should be interpreted as proof-of-concept evidence on questionnaire-derived labels rather than clinically validated diagnostic performance.

Density-Based Algorithms for Corruption-Robust Contextual Search and Convex Optimization

We study the problem of contextual search, a generalization of binary search in higher dimensions, in the adversarial noise model. Let $d$ be the dimension of the problem, $T$ be the time horizon and $C$ be the total amount of adversarial noise in the system. We focus on the $ε$-ball and the symmetric loss. For the $ε$-ball loss, we give a tight regret bound of $O(C + d \log(1/ε))$ improving over the $O(d^3 \log(1/ε) \log^2(T) + C \log(T) \log(1/ε))$ bound of Krishnamurthy et al (Operations Research '23). For the symmetric loss, we give an efficient algorithm with regret $O(C+d \log T)$. To tackle the symmetric loss case, we study the more general setting of Corruption-Robust Convex Optimization with Subgradient feedback, which is of independent interest. Our techniques are a significant departure from prior approaches. Specifically, we keep track of density functions over the candidate target vectors instead of a knowledge set consisting of the candidate target vectors consistent with the feedback obtained.

Sparsifying Binary Networks

Binary neural networks (BNNs) have demonstrated their ability to solve complex tasks with comparable accuracy as full-precision deep neural networks (DNNs), while also reducing computational power and storage requirements and increasing the processing speed. These properties make them an attractive alternative for the development and deployment of DNN-based applications in Internet-of-Things (IoT) devices. Despite the recent improvements, they suffer from a fixed and limited compression factor that may result insufficient for certain devices with very limited resources. In this work, we propose sparse binary neural networks (SBNNs), a novel model and training scheme which introduces sparsity in BNNs and a new quantization function for binarizing the network's weights. The proposed SBNN is able to achieve high compression factors and it reduces the number of operations and parameters at inference time. We also provide tools to assist the SBNN design, while respecting hardware resource constraints. We study the generalization properties of our method for different compression factors through a set of experiments on linear and convolutional networks on three datasets. Our experiments confirm that SBNNs can achieve high compression rates, without compromising generalization, while further reducing the operations of BNNs, making SBNNs a viable option for deploying DNNs in cheap, low-cost, limited-resources IoT devices and sensors.

4D Attention-based Neural Network for EEG Emotion Recognition

Electroencephalograph (EEG) emotion recognition is a significant task in the brain-computer interface field. Although many deep learning methods are proposed recently, it is still challenging to make full use of the information contained in different domains of EEG signals. In this paper, we present a novel method, called four-dimensional attention-based neural network (4D-aNN) for EEG emotion recognition. First, raw EEG signals are transformed into 4D spatial-spectral-temporal representations. Then, the proposed 4D-aNN adopts spectral and spatial attention mechanisms to adaptively assign the weights of different brain regions and frequency bands, and a convolutional neural network (CNN) is utilized to deal with the spectral and spatial information of the 4D representations. Moreover, a temporal attention mechanism is integrated into a bidirectional Long Short-Term Memory (LSTM) to explore temporal dependencies of the 4D representations. Our model achieves state-of-the-art performance on the SEED dataset under intra-subject splitting. The experimental results have shown the effectiveness of the attention mechanisms in different domains for EEG emotion recognition.

Time Series Anomaly Detection by Cumulative Radon Features

Detecting anomalous time series is key for scientific, medical and industrial tasks, but is challenging due to its inherent unsupervised nature. In recent years, progress has been made on this task by learning increasingly more complex features, often using deep neural networks. In this work, we argue that shallow features suffice when combined with distribution distance measures. Our approach models each time series as a high dimensional empirical distribution of features, where each time-point constitutes a single sample. Modeling the distance between a test time series and the normal training set therefore requires efficiently measuring the distance between multivariate probability distributions. We show that by parameterizing each time series using cumulative Radon features, we are able to efficiently and effectively model the distribution of normal time series. Our theoretically grounded but simple-to-implement approach is evaluated on multiple datasets and shown to achieve better results than established, classical methods as well as complex, state-of-the-art deep learning methods. Code is provided.

Geometric and Physical Quantities Improve E(3) Equivariant Message Passing

Including covariant information, such as position, force, velocity or spin is important in many tasks in computational physics and chemistry. We introduce Steerable E(3) Equivariant Graph Neural Networks (SEGNNs) that generalise equivariant graph networks, such that node and edge attributes are not restricted to invariant scalars, but can contain covariant information, such as vectors or tensors. This model, composed of steerable MLPs, is able to incorporate geometric and physical information in both the message and update functions. Through the definition of steerable node attributes, the MLPs provide a new class of activation functions for general use with steerable feature fields. We discuss ours and related work through the lens of equivariant non-linear convolutions, which further allows us to pin-point the successful components of SEGNNs: non-linear message aggregation improves upon classic linear (steerable) point convolutions; steerable messages improve upon recent equivariant graph networks that send invariant messages. We demonstrate the effectiveness of our method on several tasks in computational physics and chemistry and provide extensive ablation studies.

Developing parsimonious ensembles using predictor diversity within a reinforcement learning framework

Heterogeneous ensembles that can aggregate an unrestricted number and variety of base predictors can effectively address challenging prediction problems. In particular, accurate ensembles that are also parsimonious, i.e., consist of as few base predictors as possible, can help reveal potentially useful knowledge about the target problem domain. Although ensemble selection offers a potential approach to achieving these goals, the currently available algorithms are limited in their abilities. In this paper, we present several algorithms that incorporate ensemble diversity into a reinforcement learning (RL)-based ensemble selection framework to build accurate and parsimonious ensembles. These algorithms, as well as several baselines, are rigorously evaluated on datasets from diverse domains in terms of the predictive performance and parsimony of their ensembles. This evaluation demonstrates that our diversity-incorporated RL-based algorithms perform better than the others for constructing simultaneously accurate and parsimonious ensembles. These algorithms can eventually aid the interpretation or reverse engineering of predictive models assimilated into effective ensembles. To enable such a translation, an implementation of these algorithms, as well the experimental setup they are evaluated in, has been made available at https://github.com/GauravPandeyLab/lens-learning-ensembles-using-reinforcement-learning.

Towards High Performance Java-based Deep Learning Frameworks

The advent of modern cloud services along with the huge volume of data produced on a daily basis, have set the demand for fast and efficient data processing. This demand is common among numerous application domains, such as deep learning, data mining, and computer vision. Prior research has focused on employing hardware accelerators as a means to overcome this inefficiency. This trend has driven software development to target heterogeneous execution, and several modern computing systems have incorporated a mixture of diverse computing components, including GPUs and FPGAs. However, the specialization of the applications' code for heterogeneous execution is not a trivial task, as it requires developers to have hardware expertise in order to obtain high performance. The vast majority of the existing deep learning frameworks that support heterogeneous acceleration, rely on the implementation of wrapper calls from a high-level programming language to a low-level accelerator backend, such as OpenCL, CUDA or HLS. In this paper we have employed TornadoVM, a state-of-the-art heterogeneous programming framework to transparently accelerate Deep Netts; a Java-based deep learning framework.

SUOD: Accelerating Large-Scale Unsupervised Heterogeneous Outlier Detection

Outlier detection (OD) is a key machine learning (ML) task for identifying abnormal objects from general samples with numerous high-stake applications including fraud detection and intrusion detection. Due to the lack of ground truth labels, practitioners often have to build a large number of unsupervised, heterogeneous models (i.e., different algorithms with varying hyperparameters) for further combination and analysis, rather than relying on a single model. How to accelerate the training and scoring on new-coming samples by outlyingness (referred as prediction throughout the paper) with a large number of unsupervised, heterogeneous OD models? In this study, we propose a modular acceleration system, called SUOD, to address it. The proposed system focuses on three complementary acceleration aspects (data reduction for high-dimensional data, approximation for costly models, and taskload imbalance optimization for distributed environment), while maintaining performance accuracy. Extensive experiments on more than 20 benchmark datasets demonstrate SUOD's effectiveness in heterogeneous OD acceleration, along with a real-world deployment case on fraudulent claim analysis at IQVIA, a leading healthcare firm. We open-source SUOD for reproducibility and accessibility.

How You Start Matters for Generalization

Characterizing the remarkable generalization properties of over-parameterized neural networks remains an open problem. In this paper, we promote a shift of focus towards initialization rather than neural architecture or (stochastic) gradient descent to explain this implicit regularization. Through a Fourier lens, we derive a general result for the spectral bias of neural networks and show that the generalization of neural networks is heavily tied to their initialization. Further, we empirically solidify the developed theoretical insights using practical, deep networks. Finally, we make a case against the controversial flat-minima conjecture and show that Fourier analysis grants a more reliable framework for understanding the generalization of neural networks.

Visualizing Movement Control Optimization Landscapes

A large body of animation research focuses on optimization of movement control, either as action sequences or policy parameters. However, as closed-form expressions of the objective functions are often not available, our understanding of the optimization problems is limited. Building on recent work on analyzing neural network training, we contribute novel visualizations of high-dimensional control optimization landscapes; this yields insights into why control optimization is hard and why common practices like early termination and spline-based action parameterizations make optimization easier. For example, our experiments show how trajectory optimization can become increasingly ill-conditioned with longer trajectories, but parameterizing control as partial target states---e.g., target angles converted to torques using a PD-controller---can act as an efficient preconditioner. Both our visualizations and quantitative empirical data also indicate that neural network policy optimization scales better than trajectory optimization for long planning horizons. Our work advances the understanding of movement optimization and our visualizations should also provide value in educational use.

pathGCN: Learning General Graph Spatial Operators from Paths

Graph Convolutional Networks (GCNs), similarly to Convolutional Neural Networks (CNNs), are typically based on two main operations - spatial and point-wise convolutions. In the context of GCNs, differently from CNNs, a pre-determined spatial operator based on the graph Laplacian is often chosen, allowing only the point-wise operations to be learnt. However, learning a meaningful spatial operator is critical for developing more expressive GCNs for improved performance. In this paper we propose pathGCN, a novel approach to learn the spatial operator from random paths on the graph. We analyze the convergence of our method and its difference from existing GCNs. Furthermore, we discuss several options of combining our learnt spatial operator with point-wise convolutions. Our extensive experiments on numerous datasets suggest that by properly learning both the spatial and point-wise convolutions, phenomena like over-smoothing can be inherently avoided, and new state-of-the-art performance is achieved.

Reinforcement Learning for Non-Stationary Markov Decision Processes: The Blessing of (More) Optimism

We consider un-discounted reinforcement learning (RL) in Markov decision processes (MDPs) under drifting non-stationarity, i.e., both the reward and state transition distributions are allowed to evolve over time, as long as their respective total variations, quantified by suitable metrics, do not exceed certain variation budgets. We first develop the Sliding Window Upper-Confidence bound for Reinforcement Learning with Confidence Widening (SWUCRL2-CW) algorithm, and establish its dynamic regret bound when the variation budgets are known. In addition, we propose the Bandit-over-Reinforcement Learning (BORL) algorithm to adaptively tune the SWUCRL2-CW algorithm to achieve the same dynamic regret bound, but in a parameter-free manner, i.e., without knowing the variation budgets. Notably, learning non-stationary MDPs via the conventional optimistic exploration technique presents a unique challenge absent in existing (non-stationary) bandit learning settings. We overcome the challenge by a novel confidence widening technique that incorporates additional optimism.

A Differentiable Loss Function for Learning Heuristics in A*

Optimization of heuristic functions for the A* algorithm, realized by deep neural networks, is usually done by minimizing square root loss of estimate of the cost to goal values. This paper argues that this does not necessarily lead to a faster search of A* algorithm since its execution relies on relative values instead of absolute ones. As a mitigation, we propose a L* loss, which upper-bounds the number of excessively expanded states inside the A* search. The L* loss, when used in the optimization of state-of-the-art deep neural networks for automated planning in maze domains like Sokoban and maze with teleports, significantly improves the fraction of solved problems, the quality of founded plans, and reduces the number of expanded states to approximately 50%

preprint2012arXiv

An ADMM Algorithm for a Class of Total Variation Regularized Estimation Problems

We present an alternating augmented Lagrangian method for convex optimization problems where the cost function is the sum of two terms, one that is separable in the variable blocks, and a second that is separable in the difference between consecutive variable blocks. Examples of such problems include Fused Lasso estimation, total variation denoising, and multi-period portfolio optimization with transaction costs. In each iteration of our method, the first step involves separately optimizing over each variable block, which can be carried out in parallel. The second step is not separable in the variables, but can be carried out very efficiently. We apply the algorithm to segmentation of data based on changes inmean (l_1 mean filtering) or changes in variance (l_1 variance filtering). In a numerical example, we show that our implementation is around 10000 times faster compared with the generic optimization solver SDPT3.

Value Variance Minimization for Learning Approximate Equilibrium in Aggregation Systems

For effective matching of resources (e.g., taxis, food, bikes, shopping items) to customer demand, aggregation systems have been extremely successful. In aggregation systems, a central entity (e.g., Uber, Food Panda, Ofo) aggregates supply (e.g., drivers, delivery personnel) and matches demand to supply on a continuous basis (sequential decisions). Due to the objective of the central entity to maximize its profits, individual suppliers get sacrificed thereby creating incentive for individuals to leave the system. In this paper, we consider the problem of learning approximate equilibrium solutions (win-win solutions) in aggregation systems, so that individuals have an incentive to remain in the aggregation system. Unfortunately, such systems have thousands of agents and have to consider demand uncertainty and the underlying problem is a (Partially Observable) Stochastic Game. Given the significant complexity of learning or planning in a stochastic game, we make three key contributions: (a) To exploit infinitesimally small contribution of each agent and anonymity (reward and transitions between agents are dependent on agent counts) in interactions, we represent this as a Multi-Agent

Personalized Federated Learning with Contextualized Generalization

The prevalent personalized federated learning (PFL) usually pursues a trade-off between personalization and generalization by maintaining a shared global model to guide the training process of local models. However, the sole global model may easily transfer deviated context knowledge to some local models when multiple latent contexts exist across the local datasets. In this paper, we propose a novel concept called contextualized generalization (CG) to provide each client with fine-grained context knowledge that can better fit the local data distributions and facilitate faster model convergence, based on which we properly design a framework of PFL, dubbed CGPFL. We conduct detailed theoretical analysis, in which the convergence guarantee is presented and $\mathcal{O}(\sqrt{K})$ speedup over most existing methods is granted. To quantitatively study the generalization-personalization trade-off, we introduce the 'generalization error' measure and prove that the proposed CGPFL can achieve a better trade-off than existing solutions. Moreover, our theoretical analysis further inspires a heuristic algorithm to find a near-optimal trade-off in CGPFL. Experimental results on multiple real-world datasets show that our approach surpasses the state-of-the-art methods on test accuracy by a significant margin.