Daily Papers

This study addresses a critical gap in safety tuning practices for Large Language Models (LLMs) by identifying and tackling a refusal position bias within safety tuning data, which compromises the models' ability to appropriately refuse generating unsafe content. We introduce a novel approach, Decoupled Refusal Training (DeRTa), designed to empower LLMs to refuse compliance to harmful prompts at any response position, significantly enhancing their safety capabilities. DeRTa incorporates two novel components: (1) Maximum Likelihood Estimation (MLE) with Harmful Response Prefix, which trains models to recognize and avoid unsafe content by appending a segment of harmful response to the beginning of a safe response, and (2) Reinforced Transition Optimization (RTO), which equips models with the ability to transition from potential harm to safety refusal consistently throughout the harmful response sequence. Our empirical evaluation, conducted using LLaMA3 and Mistral model families across six attack scenarios, demonstrates that our method not only improves model safety without compromising performance but also surpasses well-known models such as GPT-4 in defending against attacks. Importantly, our approach successfully defends recent advanced attack methods (e.g., CodeAttack) that have jailbroken GPT-4 and LLaMA3-70B-Instruct. Our code and data can be found at https://github.com/RobustNLP/DeRTa.

Supervised Fine-Tuning (SFT) and Reinforcement Learning from Human Feedback (RLHF) are two fundamental processes for enhancing the capabilities of Language Models (LMs) post pre-training, aligning them better with human preferences. Although SFT advances in training efficiency, RLHF delivers better alignment, thus they are often combined. However, common practices simply apply them sequentially without unifying their optimization targets, resulting in a trade-off between fitting different objectives, and ignoring the opportunities to bridge the paradigm gap and take the strength from both. To obtain a unified understanding, we interpret SFT and RLHF using two sub-processes -- Preference Estimation and Transition Optimization -- defined at token level within the Markov Decision Process (MDP) framework. This modeling shows that SFT is only a specialized case of RLHF with inferior estimation and optimization. RLHF evaluates the quality of model's entire generated answer, whereas SFT only scores predicted tokens based on preceding tokens from target answers. Therefore, SFT overestimates the ability of model, leading to inferior optimization. Building on this view, we introduce Intuitive Fine-tuning (IFT) to integrate SFT and RLHF into a single process. IFT captures LMs' intuitive sense of the entire answers through a temporal residual connection, while using a single policy and the same volume of non-preference-labeled data as SFT. Our experiments show that IFT performs comparably or even superiorly to sequential recipes of SFT and some typical alignment methods across several tasks, particularly those requires generation, reasoning, and fact-following abilities. An explainable Frozen Lake game further validates the effectiveness of IFT.

We present DreamHOI, a novel method for zero-shot synthesis of human-object interactions (HOIs), enabling a 3D human model to realistically interact with any given object based on a textual description. This task is complicated by the varying categories and geometries of real-world objects and the scarcity of datasets encompassing diverse HOIs. To circumvent the need for extensive data, we leverage text-to-image diffusion models trained on billions of image-caption pairs. We optimize the articulation of a skinned human mesh using Score Distillation Sampling (SDS) gradients obtained from these models, which predict image-space edits. However, directly backpropagating image-space gradients into complex articulation parameters is ineffective due to the local nature of such gradients. To overcome this, we introduce a dual implicit-explicit representation of a skinned mesh, combining (implicit) neural radiance fields (NeRFs) with (explicit) skeleton-driven mesh articulation. During optimization, we transition between implicit and explicit forms, grounding the NeRF generation while refining the mesh articulation. We validate our approach through extensive experiments, demonstrating its effectiveness in generating realistic HOIs.

This paper presents Post-Decision Proximal Policy Optimization (PDPPO), a novel variation of the leading deep reinforcement learning method, Proximal Policy Optimization (PPO). The PDPPO state transition process is divided into two steps: a deterministic step resulting in the post-decision state and a stochastic step leading to the next state. Our approach incorporates post-decision states and dual critics to reduce the problem's dimensionality and enhance the accuracy of value function estimation. Lot-sizing is a mixed integer programming problem for which we exemplify such dynamics. The objective of lot-sizing is to optimize production, delivery fulfillment, and inventory levels in uncertain demand and cost parameters. This paper evaluates the performance of PDPPO across various environments and configurations. Notably, PDPPO with a dual critic architecture achieves nearly double the maximum reward of vanilla PPO in specific scenarios, requiring fewer episode iterations and demonstrating faster and more consistent learning across different initializations. On average, PDPPO outperforms PPO in environments with a stochastic component in the state transition. These results support the benefits of using a post-decision state. Integrating this post-decision state in the value function approximation leads to more informed and efficient learning in high-dimensional and stochastic environments.

We study the problem of optimally projecting the transition matrix of a finite ergodic multivariate Markov chain onto a lower-dimensional state space. Specifically, we seek to construct a projected Markov chain that optimizes various information-theoretic criteria under cardinality constraints. These criteria include entropy rate, information-theoretic distance to factorizability, independence, and stationarity. We formulate these tasks as best subset selection problems over multivariate Markov chains and leverage the submodular (or supermodular) structure of the objective functions to develop efficient greedy-based algorithms with theoretical guarantees. We extend our analysis to k-submodular settings and introduce a generalized version of the distorted greedy algorithm, which may be of independent interest. Finally, we illustrate the theory and algorithms through extensive numerical experiments with publicly available code on multivariate Markov chains associated with the Bernoulli-Laplace and Curie-Weiss model.

We study a family of distributed stochastic optimization algorithms where gradients are sampled by a token traversing a network of agents in random-walk fashion. Typically, these random-walks are chosen to be Markov chains that asymptotically sample from a desired target distribution, and play a critical role in the convergence of the optimization iterates. In this paper, we take a novel approach by replacing the standard linear Markovian token by one which follows a nonlinear Markov chain - namely the Self-Repellent Radom Walk (SRRW). Defined for any given 'base' Markov chain, the SRRW, parameterized by a positive scalar {\alpha}, is less likely to transition to states that were highly visited in the past, thus the name. In the context of MCMC sampling on a graph, a recent breakthrough in Doshi et al. (2023) shows that the SRRW achieves O(1/{\alpha}) decrease in the asymptotic variance for sampling. We propose the use of a 'generalized' version of the SRRW to drive token algorithms for distributed stochastic optimization in the form of stochastic approximation, termed SA-SRRW. We prove that the optimization iterate errors of the resulting SA-SRRW converge to zero almost surely and prove a central limit theorem, deriving the explicit form of the resulting asymptotic covariance matrix corresponding to iterate errors. This asymptotic covariance is always smaller than that of an algorithm driven by the base Markov chain and decreases at rate O(1/{\alpha}^2) - the performance benefit of using SRRW thereby amplified in the stochastic optimization context. Empirical results support our theoretical findings.

Supply chain operations traditionally involve a variety of complex decision making problems. Over the last few decades, supply chains greatly benefited from advances in computation, which allowed the transition from manual processing to automation and cost-effective optimization. Nonetheless, business operators still need to spend substantial efforts in explaining and interpreting the optimization outcomes to stakeholders. Motivated by the recent advances in Large Language Models (LLMs), we study how this disruptive technology can help bridge the gap between supply chain automation and human comprehension and trust thereof. We design -- a framework that accepts as input queries in plain text, and outputs insights about the underlying optimization outcomes. Our framework does not forgo the state-of-the-art combinatorial optimization technology, but rather leverages it to quantitatively answer what-if scenarios (e.g., how would the cost change if we used supplier B instead of supplier A for a given demand?). Importantly, our design does not require sending proprietary data over to LLMs, which can be a privacy concern in some circumstances. We demonstrate the effectiveness of our framework on a real server placement scenario within Microsoft's cloud supply chain. Along the way, we develop a general evaluation benchmark, which can be used to evaluate the accuracy of the LLM output in other scenarios.

Tool-Augmented Larage Language Models (TA-LLMs) have shown promise in real-world applications, but face challenges in handling incomplete queries and out-of-scope requests. While existing approaches rely mainly on Supervised Fine-Tuning with expert trajectories, we propose DiaTool-DPO, a novel method that enhances TA-LLM's dialogue capabilities through Direct Preference Optimization. We model TA-LLM interactions as a Markov Decision Process with 5 distinct dialogue states and categorize user queries into 3 types based on their state transition trajectories. We automatically construct paired trajectory datasets of correct and incorrect dialogue flows and introduce a specialized objective loss for dialogue control. Our comprehensive evaluation demonstrates that DiaTool-DPO approaches GPT-4o's performance (94.8% in information gathering, 91% in tool call rejection) with substantial improvements over baseline (44% and 9.6% respectively) while maintaining core functionality. Our approach opens new possibilities for developing TA-LLMs that can handle diverse real-world scenarios without requiring additional expert demonstrations or human labeling.

Transition state (TS) structures define the critical geometries and energy barriers underlying chemical reactivity, yet their fleeting nature renders them experimentally elusive and drives the reliance on costly, high-throughput density functional theory (DFT) calculations. Here, we introduce TS-GEN, a conditional flow-matching generative model that maps samples from a simple Gaussian prior directly to transition-state saddle-point geometries in a single, deterministic pass. By embedding both reactant and product conformations as conditioning information, TS-GEN learns to transport latent noise to true TS structures via an optimal-transport path, effectively replacing the iterative optimization common in nudged-elastic band or string-method algorithms. TS-GEN delivers unprecedented accuracy, achieving a root-mean-square deviation of 0.004 mathring{A} (vs. 0.103 mathring{A} for prior state-of-the-art) and a mean barrier-height error of 1.019 {rm kcal/mol} (vs. 2.864 {rm kcal/mol}), while requiring only 0.06 {rm s} GPU time per inference. Over 87% of generated TSs meet chemical-accuracy criteria (<1.58 {rm kcal/mol} error), substantially outpacing existing methods. TS-GEN also exhibits strong transferability to out-of-distribution reactions from a larger database. By uniting sub-angstrom precision, sub-second speed, and broad applicability, TS-GEN will be highly useful for high-throughput exploration of complex reaction networks, paving the way to the exploration of novel chemical reaction mechanisms.

This white paper introduces my educational community initiative to learn how to run AI, ML and other emerging workloads in the most efficient and cost-effective way across diverse models, data sets, software and hardware. This project leverages Collective Mind (CM), virtualized MLOps and DevOps (CM4MLOps), MLPerf benchmarks, and the Collective Knowledge playground (CK), which I have developed in collaboration with the community and MLCommons. I created Collective Mind as a small and portable Python package with minimal dependencies, a unified CLI and Python API to help researchers and engineers automate repetitive, tedious, and time-consuming tasks. I also designed CM as a distributed framework, continuously enhanced by the community through the CM4* repositories, which function as the unified interface for organizing and managing various collections of automations and artifacts. For example, CM4MLOps repository includes many automations, also known as CM scripts, to streamline the process of building, running, benchmarking, and optimizing AI, ML, and other workflows across ever-evolving models, data, and systems. I donated CK, CM and CM4MLOps to MLCommons to foster collaboration between academia and industry to learn how to co-design more efficient and cost-effective AI systems while capturing and encoding knowledge within Collective Mind, protecting intellectual property, enabling portable skills, and accelerating the transition of the state-of-the-art research into production. My ultimate goal is to collaborate with the community to complete my two-decade journey toward creating self-optimizing software and hardware that can automatically learn how to run any workload in the most efficient and cost-effective manner based on user requirements and constraints such as cost, latency, throughput, accuracy, power consumption, size, and other critical factors.

Designing control policies whose performance level is guaranteed to remain above a given threshold in a span of environments is a critical feature for the adoption of reinforcement learning (RL) in real-world applications. The search for such robust policies is a notoriously difficult problem, related to the so-called dynamic model of transition function uncertainty, where the environment dynamics are allowed to change at each time step. But in practical cases, one is rather interested in robustness to a span of static transition models throughout interaction episodes. The static model is known to be harder to solve than the dynamic one, and seminal algorithms, such as robust value iteration, as well as most recent works on deep robust RL, build upon the dynamic model. In this work, we propose to revisit the static model. We suggest an analysis of why solving the static model under some mild hypotheses is a reasonable endeavor, based on an equivalence with the dynamic model, and formalize the general intuition that robust MDPs can be solved by tackling a series of static problems. We introduce a generic meta-algorithm called IWOCS, which incrementally identifies worst-case transition models so as to guide the search for a robust policy. Discussion on IWOCS sheds light on new ways to decouple policy optimization and adversarial transition functions and opens new perspectives for analysis. We derive a deep RL version of IWOCS and demonstrate it is competitive with state-of-the-art algorithms on classical benchmarks.

We introduce the framework of performative reinforcement learning where the policy chosen by the learner affects the underlying reward and transition dynamics of the environment. Following the recent literature on performative prediction~Perdomo et. al., 2020, we introduce the concept of performatively stable policy. We then consider a regularized version of the reinforcement learning problem and show that repeatedly optimizing this objective converges to a performatively stable policy under reasonable assumptions on the transition dynamics. Our proof utilizes the dual perspective of the reinforcement learning problem and may be of independent interest in analyzing the convergence of other algorithms with decision-dependent environments. We then extend our results for the setting where the learner just performs gradient ascent steps instead of fully optimizing the objective, and for the setting where the learner has access to a finite number of trajectories from the changed environment. For both settings, we leverage the dual formulation of performative reinforcement learning and establish convergence to a stable solution. Finally, through extensive experiments on a grid-world environment, we demonstrate the dependence of convergence on various parameters e.g. regularization, smoothness, and the number of samples.

Fundamental tasks in computational chemistry, from transition state search to vibrational analysis, rely on molecular Hessians, which are the second derivatives of the potential energy. Yet, Hessians are computationally expensive to calculate and scale poorly with system size, with both quantum mechanical methods and neural networks. In this work, we demonstrate that Hessians can be predicted directly from a deep learning model, without relying on automatic differentiation or finite differences. We observe that one can construct SE(3)-equivariant, symmetric Hessians from irreducible representations (irrep) features up to degree l=2 computed during message passing in graph neural networks. This makes HIP Hessians one to two orders of magnitude faster, more accurate, more memory efficient, easier to train, and enables more favorable scaling with system size. We validate our predictions across a wide range of downstream tasks, demonstrating consistently superior performance for transition state search, accelerated geometry optimization, zero-point energy corrections, and vibrational analysis benchmarks. We open-source the HIP codebase and model weights to enable further development of the direct prediction of Hessians at https://github.com/BurgerAndreas/hip

Multimodal learning holds promise for richer information extraction by capturing dependencies across data sources. Yet, current training methods often underperform due to modality competition, a phenomenon where modalities contend for training resources leaving some underoptimized. This raises a pivotal question: how can we address training imbalances, ensure adequate optimization across all modalities, and achieve consistent performance improvements as we transition from unimodal to multimodal data? This paper proposes the Multimodal Competition Regularizer (MCR), inspired by a mutual information (MI) decomposition designed to prevent the adverse effects of competition in multimodal training. Our key contributions are: 1) A game-theoretic framework that adaptively balances modality contributions by encouraging each to maximize its informative role in the final prediction 2) Refining lower and upper bounds for each MI term to enhance the extraction of both task-relevant unique and shared information across modalities. 3) Proposing latent space permutations for conditional MI estimation, significantly improving computational efficiency. MCR outperforms all previously suggested training strategies and simple baseline, clearly demonstrating that training modalities jointly leads to important performance gains on both synthetic and large real-world datasets. We release our code and models at https://github.com/kkontras/MCR.

Sample efficiency remains a key challenge in multi-agent reinforcement learning (MARL). A promising approach is to learn a meaningful latent representation space through auxiliary learning objectives alongside the MARL objective to aid in learning a successful control policy. In our work, we present MAPO-LSO (Multi-Agent Policy Optimization with Latent Space Optimization) which applies a form of comprehensive representation learning devised to supplement MARL training. Specifically, MAPO-LSO proposes a multi-agent extension of transition dynamics reconstruction and self-predictive learning that constructs a latent state optimization scheme that can be trivially extended to current state-of-the-art MARL algorithms. Empirical results demonstrate MAPO-LSO to show notable improvements in sample efficiency and learning performance compared to its vanilla MARL counterpart without any additional MARL hyperparameter tuning on a diverse suite of MARL tasks.

Transformers have significantly impacted domains like natural language processing, computer vision, and robotics, where they improve performance compared to other neural networks. This survey explores how transformers are used in reinforcement learning (RL), where they are seen as a promising solution for addressing challenges such as unstable training, credit assignment, lack of interpretability, and partial observability. We begin by providing a brief domain overview of RL, followed by a discussion on the challenges of classical RL algorithms. Next, we delve into the properties of the transformer and its variants and discuss the characteristics that make them well-suited to address the challenges inherent in RL. We examine the application of transformers to various aspects of RL, including representation learning, transition and reward function modeling, and policy optimization. We also discuss recent research that aims to enhance the interpretability and efficiency of transformers in RL, using visualization techniques and efficient training strategies. Often, the transformer architecture must be tailored to the specific needs of a given application. We present a broad overview of how transformers have been adapted for several applications, including robotics, medicine, language modeling, cloud computing, and combinatorial optimization. We conclude by discussing the limitations of using transformers in RL and assess their potential for catalyzing future breakthroughs in this field.

A fundamental dilemma in generative modeling persists: iterative diffusion models achieve outstanding fidelity, but at a significant computational cost, while efficient few-step alternatives are constrained by a hard quality ceiling. This conflict between generation steps and output quality arises from restrictive training objectives that focus exclusively on either infinitesimal dynamics (PF-ODEs) or direct endpoint prediction. We address this challenge by introducing an exact, continuous-time dynamics equation that analytically defines state transitions across any finite time interval. This leads to a novel generative paradigm, Transition Models (TiM), which adapt to arbitrary-step transitions, seamlessly traversing the generative trajectory from single leaps to fine-grained refinement with more steps. Despite having only 865M parameters, TiM achieves state-of-the-art performance, surpassing leading models such as SD3.5 (8B parameters) and FLUX.1 (12B parameters) across all evaluated step counts. Importantly, unlike previous few-step generators, TiM demonstrates monotonic quality improvement as the sampling budget increases. Additionally, when employing our native-resolution strategy, TiM delivers exceptional fidelity at resolutions up to 4096x4096.

We propose a new method for optimistic planning in infinite-horizon discounted Markov decision processes based on the idea of adding regularization to the updates of an otherwise standard approximate value iteration procedure. This technique allows us to avoid contraction and monotonicity arguments typically required by existing analyses of approximate dynamic programming methods, and in particular to use approximate transition functions estimated via least-squares procedures in MDPs with linear function approximation. We use our method to recover known guarantees in tabular MDPs and to provide a computationally efficient algorithm for learning near-optimal policies in discounted linear mixture MDPs from a single stream of experience, and show it achieves near-optimal statistical guarantees.

We consider the problem of preference based reinforcement learning (PbRL), where, unlike traditional reinforcement learning, an agent receives feedback only in terms of a 1 bit (0/1) preference over a trajectory pair instead of absolute rewards for them. The success of the traditional RL framework crucially relies on the underlying agent-reward model, which, however, depends on how accurately a system designer can express an appropriate reward function and often a non-trivial task. The main novelty of our framework is the ability to learn from preference-based trajectory feedback that eliminates the need to hand-craft numeric reward models. This paper sets up a formal framework for the PbRL problem with non-markovian rewards, where the trajectory preferences are encoded by a generalized linear model of dimension d. Assuming the transition model is known, we then propose an algorithm with almost optimal regret guarantee of mathcal{O}left( SH d log (T / delta) T right). We further, extend the above algorithm to the case of unknown transition dynamics, and provide an algorithm with near optimal regret guarantee mathcal{O}((d + H^2 + |S|)dT +|mathcal{S||A|TH} ). To the best of our knowledge, our work is one of the first to give tight regret guarantees for preference based RL problems with trajectory preferences.

Behavior constrained policy optimization has been demonstrated to be a successful paradigm for tackling Offline Reinforcement Learning. By exploiting historical transitions, a policy is trained to maximize a learned value function while constrained by the behavior policy to avoid a significant distributional shift. In this paper, we propose our closed-form policy improvement operators. We make a novel observation that the behavior constraint naturally motivates the use of first-order Taylor approximation, leading to a linear approximation of the policy objective. Additionally, as practical datasets are usually collected by heterogeneous policies, we model the behavior policies as a Gaussian Mixture and overcome the induced optimization difficulties by leveraging the LogSumExp's lower bound and Jensen's Inequality, giving rise to a closed-form policy improvement operator. We instantiate offline RL algorithms with our novel policy improvement operators and empirically demonstrate their effectiveness over state-of-the-art algorithms on the standard D4RL benchmark. Our code is available at https://cfpi-icml23.github.io/.

Policy optimization methods are powerful algorithms in Reinforcement Learning (RL) for their flexibility to deal with policy parameterization and ability to handle model misspecification. However, these methods usually suffer from slow convergence rates and poor sample complexity. Hence it is important to design provably sample efficient algorithms for policy optimization. Yet, recent advances for this problems have only been successful in tabular and linear setting, whose benign structures cannot be generalized to non-linearly parameterized policies. In this paper, we address this problem by leveraging recent advances in value-based algorithms, including bounded eluder-dimension and online sensitivity sampling, to design a low-switching sample-efficient policy optimization algorithm, LPO, with general non-linear function approximation. We show that, our algorithm obtains an varepsilon-optimal policy with only O(text{poly(d)}{varepsilon^3}) samples, where varepsilon is the suboptimality gap and d is a complexity measure of the function class approximating the policy. This drastically improves previously best-known sample bound for policy optimization algorithms, O(text{poly(d)}{varepsilon^8}). Moreover, we empirically test our theory with deep neural nets to show the benefits of the theoretical inspiration.

Leveraging text, images, structure maps, or motion trajectories as conditional guidance, diffusion models have achieved great success in automated and high-quality video generation. However, generating smooth and rational transition videos given the first and last video frames as well as descriptive text prompts is far underexplored. We present VTG, a Versatile Transition video Generation framework that can generate smooth, high-fidelity, and semantically coherent video transitions. VTG introduces interpolation-based initialization that helps preserve object identity and handle abrupt content changes effectively. In addition, it incorporates dual-directional motion fine-tuning and representation alignment regularization to mitigate the limitations of pre-trained image-to-video diffusion models in motion smoothness and generation fidelity, respectively. To evaluate VTG and facilitate future studies on unified transition generation, we collected TransitBench, a comprehensive benchmark for transition generation covering two representative transition tasks: concept blending and scene transition. Extensive experiments show that VTG achieves superior transition performance consistently across all four tasks.

Traditional theories of optimization cannot describe the dynamics of optimization in deep learning, even in the simple setting of deterministic training. The challenge is that optimizers typically operate in a complex, oscillatory regime called the "edge of stability." In this paper, we develop theory that can describe the dynamics of optimization in this regime. Our key insight is that while the *exact* trajectory of an oscillatory optimizer may be challenging to analyze, the *time-averaged* (i.e. smoothed) trajectory is often much more tractable. To analyze an optimizer, we derive a differential equation called a "central flow" that characterizes this time-averaged trajectory. We empirically show that these central flows can predict long-term optimization trajectories for generic neural networks with a high degree of numerical accuracy. By interpreting these central flows, we are able to understand how gradient descent makes progress even as the loss sometimes goes up; how adaptive optimizers "adapt" to the local loss landscape; and how adaptive optimizers implicitly navigate towards regions where they can take larger steps. Our results suggest that central flows can be a valuable theoretical tool for reasoning about optimization in deep learning.

Recently, an intriguing class of non-convex optimization problems has emerged in the context of learning directed acyclic graphs (DAGs). These problems involve minimizing a given loss or score function, subject to a non-convex continuous constraint that penalizes the presence of cycles in a graph. In this work, we delve into the optimization challenges associated with this class of non-convex programs. To address these challenges, we propose a bi-level algorithm that leverages the non-convex constraint in a novel way. The outer level of the algorithm optimizes over topological orders by iteratively swapping pairs of nodes within the topological order of a DAG. A key innovation of our approach is the development of an effective method for generating a set of candidate swapping pairs for each iteration. At the inner level, given a topological order, we utilize off-the-shelf solvers that can handle linear constraints. The key advantage of our proposed algorithm is that it is guaranteed to find a local minimum or a KKT point under weaker conditions compared to previous work and finds solutions with lower scores. Extensive experiments demonstrate that our method outperforms state-of-the-art approaches in terms of achieving a better score. Additionally, our method can also be used as a post-processing algorithm to significantly improve the score of other algorithms. Code implementing the proposed method is available at https://github.com/duntrain/topo.

While many real-world problems that might benefit from reinforcement learning, these problems rarely fit into the MDP mold: interacting with the environment is often expensive and specifying reward functions is challenging. Motivated by these challenges, prior work has developed data-driven approaches that learn entirely from samples from the transition dynamics and examples of high-return states. These methods typically learn a reward function from high-return states, use that reward function to label the transitions, and then apply an offline RL algorithm to these transitions. While these methods can achieve good results on many tasks, they can be complex, often requiring regularization and temporal difference updates. In this paper, we propose a method for offline, example-based control that learns an implicit model of multi-step transitions, rather than a reward function. We show that this implicit model can represent the Q-values for the example-based control problem. Across a range of state-based and image-based offline control tasks, our method outperforms baselines that use learned reward functions; additional experiments demonstrate improved robustness and scaling with dataset size.

We study a class of optimization problems motivated by automating the design and update of AI systems like coding assistants, robots, and copilots. We propose an end-to-end optimization framework, Trace, which treats the computational workflow of an AI system as a graph akin to neural networks, based on a generalization of back-propagation. Optimization of computational workflows often involves rich feedback (e.g. console output or user's responses), heterogeneous parameters (e.g. prompts, hyper-parameters, codes), and intricate objectives (beyond maximizing a score). Moreover, its computation graph can change dynamically with the inputs and parameters. We frame a new mathematical setup of iterative optimization, Optimization with Trace Oracle (OPTO), to capture and abstract these properties so as to design optimizers that work across many domains. In OPTO, an optimizer receives an execution trace along with feedback on the computed output and updates parameters iteratively. Trace is the tool to implement OPTO in practice. Trace has a Python interface that efficiently converts a computational workflow into an OPTO instance using a PyTorch-like interface. Using Trace, we develop a general-purpose LLM-based optimizer called OptoPrime that can effectively solve OPTO problems. In empirical studies, we find that OptoPrime is capable of first-order numerical optimization, prompt optimization, hyper-parameter tuning, robot controller design, code debugging, etc., and is often competitive with specialized optimizers for each domain. We believe that Trace, OptoPrime and the OPTO framework will enable the next generation of interactive agents that automatically adapt using various kinds of feedback. Website: https://microsoft.github.io/Trace

Current state-of-the-art solutions for motion capture from a single camera are optimization driven: they optimize the parameters of a 3D human model so that its re-projection matches measurements in the video (e.g. person segmentation, optical flow, keypoint detections etc.). Optimization models are susceptible to local minima. This has been the bottleneck that forced using clean green-screen like backgrounds at capture time, manual initialization, or switching to multiple cameras as input resource. In this work, we propose a learning based motion capture model for single camera input. Instead of optimizing mesh and skeleton parameters directly, our model optimizes neural network weights that predict 3D shape and skeleton configurations given a monocular RGB video. Our model is trained using a combination of strong supervision from synthetic data, and self-supervision from differentiable rendering of (a) skeletal keypoints, (b) dense 3D mesh motion, and (c) human-background segmentation, in an end-to-end framework. Empirically we show our model combines the best of both worlds of supervised learning and test-time optimization: supervised learning initializes the model parameters in the right regime, ensuring good pose and surface initialization at test time, without manual effort. Self-supervision by back-propagating through differentiable rendering allows (unsupervised) adaptation of the model to the test data, and offers much tighter fit than a pretrained fixed model. We show that the proposed model improves with experience and converges to low-error solutions where previous optimization methods fail.

We study the problem of constrained efficient global optimization, where both the objective and constraints are expensive black-box functions that can be learned with Gaussian processes. We propose CONFIG (CONstrained efFIcient Global Optimization), a simple and effective algorithm to solve it. Under certain regularity assumptions, we show that our algorithm enjoys the same cumulative regret bound as that in the unconstrained case and similar cumulative constraint violation upper bounds. For commonly used Matern and Squared Exponential kernels, our bounds are sublinear and allow us to derive a convergence rate to the optimal solution of the original constrained problem. In addition, our method naturally provides a scheme to declare infeasibility when the original black-box optimization problem is infeasible. Numerical experiments on sampled instances from the Gaussian process, artificial numerical problems, and a black-box building controller tuning problem all demonstrate the competitive performance of our algorithm. Compared to the other state-of-the-art methods, our algorithm significantly improves the theoretical guarantees, while achieving competitive empirical performance.

Optimization plays a costly and crucial role in developing machine learning systems. In learned optimizers, the few hyperparameters of commonly used hand-designed optimizers, e.g. Adam or SGD, are replaced with flexible parametric functions. The parameters of these functions are then optimized so that the resulting learned optimizer minimizes a target loss on a chosen class of models. Learned optimizers can both reduce the number of required training steps and improve the final test loss. However, they can be expensive to train, and once trained can be expensive to use due to computational and memory overhead for the optimizer itself. In this work, we identify and quantify the design features governing the memory, compute, and performance trade-offs for many learned and hand-designed optimizers. We further leverage our analysis to construct a learned optimizer that is both faster and more memory efficient than previous work. Our model and training code are open source.

In many neural networks, different values of the parameters may result in the same loss value. Parameter space symmetries are loss-invariant transformations that change the model parameters. Teleportation applies such transformations to accelerate optimization. However, the exact mechanism behind this algorithm's success is not well understood. In this paper, we show that teleportation not only speeds up optimization in the short-term, but gives overall faster time to convergence. Additionally, teleporting to minima with different curvatures improves generalization, which suggests a connection between the curvature of the minimum and generalization ability. Finally, we show that integrating teleportation into a wide range of optimization algorithms and optimization-based meta-learning improves convergence. Our results showcase the versatility of teleportation and demonstrate the potential of incorporating symmetry in optimization.

This monograph presents the main complexity theorems in convex optimization and their corresponding algorithms. Starting from the fundamental theory of black-box optimization, the material progresses towards recent advances in structural optimization and stochastic optimization. Our presentation of black-box optimization, strongly influenced by Nesterov's seminal book and Nemirovski's lecture notes, includes the analysis of cutting plane methods, as well as (accelerated) gradient descent schemes. We also pay special attention to non-Euclidean settings (relevant algorithms include Frank-Wolfe, mirror descent, and dual averaging) and discuss their relevance in machine learning. We provide a gentle introduction to structural optimization with FISTA (to optimize a sum of a smooth and a simple non-smooth term), saddle-point mirror prox (Nemirovski's alternative to Nesterov's smoothing), and a concise description of interior point methods. In stochastic optimization we discuss stochastic gradient descent, mini-batches, random coordinate descent, and sublinear algorithms. We also briefly touch upon convex relaxation of combinatorial problems and the use of randomness to round solutions, as well as random walks based methods.

We present a new algorithm to optimize distributions defined implicitly by parameterized stochastic diffusions. Doing so allows us to modify the outcome distribution of sampling processes by optimizing over their parameters. We introduce a general framework for first-order optimization of these processes, that performs jointly, in a single loop, optimization and sampling steps. This approach is inspired by recent advances in bilevel optimization and automatic implicit differentiation, leveraging the point of view of sampling as optimization over the space of probability distributions. We provide theoretical guarantees on the performance of our method, as well as experimental results demonstrating its effectiveness in real-world settings.

Robust Markov decision processes (RMDPs) provide a promising framework for computing reliable policies in the face of model errors. Many successful reinforcement learning algorithms build on variations of policy-gradient methods, but adapting these methods to RMDPs has been challenging. As a result, the applicability of RMDPs to large, practical domains remains limited. This paper proposes a new Double-Loop Robust Policy Gradient (DRPG), the first generic policy gradient method for RMDPs. In contrast with prior robust policy gradient algorithms, DRPG monotonically reduces approximation errors to guarantee convergence to a globally optimal policy in tabular RMDPs. We introduce a novel parametric transition kernel and solve the inner loop robust policy via a gradient-based method. Finally, our numerical results demonstrate the utility of our new algorithm and confirm its global convergence properties.

The remarkable success of diffusion and flow-matching models has ignited a surge of works on adapting them at test time for controlled generation tasks. Examples range from image editing to restoration, compression and personalization. However, due to the iterative nature of the sampling process in those models, it is computationally impractical to use gradient-based optimization to directly control the image generated at the end of the process. As a result, existing methods typically resort to manipulating each timestep separately. Here we introduce FlowOpt - a zero-order (gradient-free) optimization framework that treats the entire flow process as a black box, enabling optimization through the whole sampling path without backpropagation through the model. Our method is both highly efficient and allows users to monitor the intermediate optimization results and perform early stopping if desired. We prove a sufficient condition on FlowOpt's step-size, under which convergence to the global optimum is guaranteed. We further show how to empirically estimate this upper bound so as to choose an appropriate step-size. We demonstrate how FlowOpt can be used for image editing, showcasing two options: (i) inversion (determining the initial noise that generates a given image), and (ii) directly steering the edited image to be similar to the source image while conforming to a target text prompt. In both cases, FlowOpt achieves state-of-the-art results while using roughly the same number of neural function evaluations (NFEs) as existing methods. Code and examples are available on the project's webpage.

Decision-making under distribution shift is a central challenge in reinforcement learning (RL), where training and deployment environments differ. We study this problem through the lens of robust Markov decision processes (RMDPs), which optimize performance against adversarial transition dynamics. Our focus is the online setting, where the agent has only limited interaction with the environment, making sample efficiency and exploration especially critical. Policy optimization, despite its success in standard RL, remains theoretically and empirically underexplored in robust RL. To bridge this gap, we propose Distributionally Robust Regularized Policy Optimization algorithm (DR-RPO), a model-free online policy optimization method that learns robust policies with sublinear regret. To enable tractable optimization within the softmax policy class, DR-RPO incorporates reference-policy regularization, yielding RMDP variants that are doubly constrained in both transitions and policies. To scale to large state-action spaces, we adopt the d-rectangular linear MDP formulation and combine linear function approximation with an upper confidence bonus for optimistic exploration. We provide theoretical guarantees showing that policy optimization can achieve polynomial suboptimality bounds and sample efficiency in robust RL, matching the performance of value-based approaches. Finally, empirical results across diverse domains corroborate our theory and demonstrate the robustness of DR-RPO.

We introduce Feasible Learning (FL), a sample-centric learning paradigm where models are trained by solving a feasibility problem that bounds the loss for each training sample. In contrast to the ubiquitous Empirical Risk Minimization (ERM) framework, which optimizes for average performance, FL demands satisfactory performance on every individual data point. Since any model that meets the prescribed performance threshold is a valid FL solution, the choice of optimization algorithm and its dynamics play a crucial role in shaping the properties of the resulting solutions. In particular, we study a primal-dual approach which dynamically re-weights the importance of each sample during training. To address the challenge of setting a meaningful threshold in practice, we introduce a relaxation of FL that incorporates slack variables of minimal norm. Our empirical analysis, spanning image classification, age regression, and preference optimization in large language models, demonstrates that models trained via FL can learn from data while displaying improved tail behavior compared to ERM, with only a marginal impact on average performance.

Reinforcement learning usually uses the feedback rewards of environmental to train agents. But the rewards in the actual environment are sparse, and even some environments will not rewards. Most of the current methods are difficult to get good performance in sparse reward or non-reward environments. Although using shaped rewards is effective when solving sparse reward tasks, it is limited to specific problems and learning is also susceptible to local optima. We propose a model-free method that does not rely on environmental rewards to solve the problem of sparse rewards in the general environment. Our method use the minimum number of transitions between states as the distance to replace the rewards of environmental, and proposes a goal-distance gradient to achieve policy improvement. We also introduce a bridge point planning method based on the characteristics of our method to improve exploration efficiency, thereby solving more complex tasks. Experiments show that our method performs better on sparse reward and local optimal problems in complex environments than previous work.

Policy optimization methods are popular reinforcement learning algorithms in practice. Recent works have built theoretical foundation for them by proving T regret bounds even when the losses are adversarial. Such bounds are tight in the worst case but often overly pessimistic. In this work, we show that in tabular Markov decision processes (MDPs), by properly designing the regularizer, the exploration bonus and the learning rates, one can achieve a more favorable polylog(T) regret when the losses are stochastic, without sacrificing the worst-case guarantee in the adversarial regime. To our knowledge, this is also the first time a gap-dependent polylog(T) regret bound is shown for policy optimization. Specifically, we achieve this by leveraging a Tsallis entropy or a Shannon entropy regularizer in the policy update. Then we show that under known transitions, we can further obtain a first-order regret bound in the adversarial regime by leveraging the log-barrier regularizer.

Synthesizing optimal controllers for dynamical systems often involves solving optimization problems with hard real-time constraints. These constraints determine the class of numerical methods that can be applied: computationally expensive but accurate numerical routines are replaced by fast and inaccurate methods, trading inference time for solution accuracy. This paper provides techniques to improve the quality of optimized control policies given a fixed computational budget. We achieve the above via a hypersolvers approach, which hybridizes a differential equation solver and a neural network. The performance is evaluated in direct and receding-horizon optimal control tasks in both low and high dimensions, where the proposed approach shows consistent Pareto improvements in solution accuracy and control performance.

We introduce Equilibrium Matching (EqM), a generative modeling framework built from an equilibrium dynamics perspective. EqM discards the non-equilibrium, time-conditional dynamics in traditional diffusion and flow-based generative models and instead learns the equilibrium gradient of an implicit energy landscape. Through this approach, we can adopt an optimization-based sampling process at inference time, where samples are obtained by gradient descent on the learned landscape with adjustable step sizes, adaptive optimizers, and adaptive compute. EqM surpasses the generation performance of diffusion/flow models empirically, achieving an FID of 1.90 on ImageNet 256times256. EqM is also theoretically justified to learn and sample from the data manifold. Beyond generation, EqM is a flexible framework that naturally handles tasks including partially noised image denoising, OOD detection, and image composition. By replacing time-conditional velocities with a unified equilibrium landscape, EqM offers a tighter bridge between flow and energy-based models and a simple route to optimization-driven inference.

Trajectory planning is commonly used as part of a local planner in autonomous driving. This paper considers the problem of planning a continuous-curvature-rate trajectory between fixed start and goal states that minimizes a tunable trade-off between passenger comfort and travel time. The problem is an instance of infinite dimensional optimization over two continuous functions: a path, and a velocity profile. We propose a simplification of this problem that facilitates the discretization of both functions. This paper also proposes a method to quickly generate minimal-length paths between start and goal states based on a single tuning parameter: the second derivative of curvature. Furthermore, we discretize the set of velocity profiles along a given path into a selection of acceleration way-points along the path. Gradient-descent is then employed to minimize cost over feasible choices of the second derivative of curvature, and acceleration way-points, resulting in a method that repeatedly solves the path and velocity profiles in an iterative fashion. Numerical examples are provided to illustrate the benefits of the proposed methods.

Multiobjective optimization plays an increasingly important role in modern applications, where several criteria are often of equal importance. The task in multiobjective optimization and multiobjective optimal control is therefore to compute the set of optimal compromises (the Pareto set) between the conflicting objectives. The advances in algorithms and the increasing interest in Pareto-optimal solutions have led to a wide range of new applications related to optimal and feedback control - potentially with non-smoothness both on the level of the objectives or in the system dynamics. This results in new challenges such as dealing with expensive models (e.g., governed by partial differential equations (PDEs)) and developing dedicated algorithms handling the non-smoothness. Since in contrast to single-objective optimization, the Pareto set generally consists of an infinite number of solutions, the computational effort can quickly become challenging, which is particularly problematic when the objectives are costly to evaluate or when a solution has to be presented very quickly. This article gives an overview of recent developments in the field of multiobjective optimization of non-smooth PDE-constrained problems. In particular we report on the advances achieved within Project 2 "Multiobjective Optimization of Non-Smooth PDE-Constrained Problems - Switches, State Constraints and Model Order Reduction" of the DFG Priority Programm 1962 "Non-smooth and Complementarity-based Distributed Parameter Systems: Simulation and Hierarchical Optimization".

The performance of an algorithm often critically depends on its parameter configuration. While a variety of automated algorithm configuration methods have been proposed to relieve users from the tedious and error-prone task of manually tuning parameters, there is still a lot of untapped potential as the learned configuration is static, i.e., parameter settings remain fixed throughout the run. However, it has been shown that some algorithm parameters are best adjusted dynamically during execution, e.g., to adapt to the current part of the optimization landscape. Thus far, this is most commonly achieved through hand-crafted heuristics. A promising recent alternative is to automatically learn such dynamic parameter adaptation policies from data. In this article, we give the first comprehensive account of this new field of automated dynamic algorithm configuration (DAC), present a series of recent advances, and provide a solid foundation for future research in this field. Specifically, we (i) situate DAC in the broader historical context of AI research; (ii) formalize DAC as a computational problem; (iii) identify the methods used in prior-art to tackle this problem; (iv) conduct empirical case studies for using DAC in evolutionary optimization, AI planning, and machine learning.

We present a novel unified bilevel optimization-based framework, PARL, formulated to address the recently highlighted critical issue of policy alignment in reinforcement learning using utility or preference-based feedback. We identify a major gap within current algorithmic designs for solving policy alignment due to a lack of precise characterization of the dependence of the alignment objective on the data generated by policy trajectories. This shortfall contributes to the sub-optimal performance observed in contemporary algorithms. Our framework addressed these concerns by explicitly parameterizing the distribution of the upper alignment objective (reward design) by the lower optimal variable (optimal policy for the designed reward). Interestingly, from an optimization perspective, our formulation leads to a new class of stochastic bilevel problems where the stochasticity at the upper objective depends upon the lower-level variable. To demonstrate the efficacy of our formulation in resolving alignment issues in RL, we devised an algorithm named A-PARL to solve PARL problem, establishing sample complexity bounds of order O(1/T). Our empirical results substantiate that the proposed PARL can address the alignment concerns in RL by showing significant improvements (up to 63\% in terms of required samples) for policy alignment in large-scale environments of the Deepmind control suite and Meta world tasks.

Imposing known physical constraints, such as conservation laws, during neural network training introduces an inductive bias that can improve accuracy, reliability, convergence, and data efficiency for modeling physical dynamics. While such constraints can be softly imposed via loss function penalties, recent advancements in differentiable physics and optimization improve performance by incorporating PDE-constrained optimization as individual layers in neural networks. This enables a stricter adherence to physical constraints. However, imposing hard constraints significantly increases computational and memory costs, especially for complex dynamical systems. This is because it requires solving an optimization problem over a large number of points in a mesh, representing spatial and temporal discretizations, which greatly increases the complexity of the constraint. To address this challenge, we develop a scalable approach to enforce hard physical constraints using Mixture-of-Experts (MoE), which can be used with any neural network architecture. Our approach imposes the constraint over smaller decomposed domains, each of which is solved by an "expert" through differentiable optimization. During training, each expert independently performs a localized backpropagation step by leveraging the implicit function theorem; the independence of each expert allows for parallelization across multiple GPUs. Compared to standard differentiable optimization, our scalable approach achieves greater accuracy in the neural PDE solver setting for predicting the dynamics of challenging non-linear systems. We also improve training stability and require significantly less computation time during both training and inference stages.

Offline preference optimization is a key method for enhancing and controlling the quality of Large Language Model (LLM) outputs. Typically, preference optimization is approached as an offline supervised learning task using manually-crafted convex loss functions. While these methods are based on theoretical insights, they are inherently constrained by human creativity, so the large search space of possible loss functions remains under explored. We address this by performing LLM-driven objective discovery to automatically discover new state-of-the-art preference optimization algorithms without (expert) human intervention. Specifically, we iteratively prompt an LLM to propose and implement new preference optimization loss functions based on previously-evaluated performance metrics. This process leads to the discovery of previously-unknown and performant preference optimization algorithms. The best performing of these we call Discovered Preference Optimization (DiscoPOP), a novel algorithm that adaptively blends logistic and exponential losses. Experiments demonstrate the state-of-the-art performance of DiscoPOP and its successful transfer to held-out tasks.

Transition videos play a crucial role in media production, enhancing the flow and coherence of visual narratives. Traditional methods like morphing often lack artistic appeal and require specialized skills, limiting their effectiveness. Recent advances in diffusion model-based video generation offer new possibilities for creating transitions but face challenges such as poor inter-frame relationship modeling and abrupt content changes. We propose a novel training-free Transition Video Generation (TVG) approach using video-level diffusion models that addresses these limitations without additional training. Our method leverages Gaussian Process Regression (GPR) to model latent representations, ensuring smooth and dynamic transitions between frames. Additionally, we introduce interpolation-based conditional controls and a Frequency-aware Bidirectional Fusion (FBiF) architecture to enhance temporal control and transition reliability. Evaluations of benchmark datasets and custom image pairs demonstrate the effectiveness of our approach in generating high-quality smooth transition videos. The code are provided in https://sobeymil.github.io/tvg.com.

As first-order optimization methods become the method of choice for solving large-scale optimization problems, optimization solvers based on first-order algorithms are being built. Such general-purpose solvers must robustly detect infeasible or misspecified problem instances, but the computational complexity of first-order methods for doing so has yet to be formally studied. In this work, we characterize the optimal accelerated rate of infeasibility detection. We show that the standard fixed-point iteration achieves a O(1/k^2) and O(1/k) rates, respectively, on the normalized iterates and the fixed-point residual converging to the infimal displacement vector, while the accelerated fixed-point iteration achieves O(1/k^2) and mathcal{O}(1/k^2) rates. We then provide a matching complexity lower bound to establish that Theta(1/k^2) is indeed the optimal accelerated rate.

Generative models have had a profound impact on vision and language, paving the way for a new era of multimodal generative applications. While these successes have inspired researchers to explore using generative models in science and engineering to accelerate the design process and reduce the reliance on iterative optimization, challenges remain. Specifically, engineering optimization methods based on physics still outperform generative models when dealing with constrained environments where data is scarce and precision is paramount. To address these challenges, we introduce Diffusion Optimization Models (DOM) and Trajectory Alignment (TA), a learning framework that demonstrates the efficacy of aligning the sampling trajectory of diffusion models with the optimization trajectory derived from traditional physics-based methods. This alignment ensures that the sampling process remains grounded in the underlying physical principles. Our method allows for generating feasible and high-performance designs in as few as two steps without the need for expensive preprocessing, external surrogate models, or additional labeled data. We apply our framework to structural topology optimization, a fundamental problem in mechanical design, evaluating its performance on in- and out-of-distribution configurations. Our results demonstrate that TA outperforms state-of-the-art deep generative models on in-distribution configurations and halves the inference computational cost. When coupled with a few steps of optimization, it also improves manufacturability for out-of-distribution conditions. By significantly improving performance and inference efficiency, DOM enables us to generate high-quality designs in just a few steps and guide them toward regions of high performance and manufacturability, paving the way for the widespread application of generative models in large-scale data-driven design.

In this paper, we study the predict-then-optimize problem where the output of a machine learning prediction task is used as the input of some downstream optimization problem, say, the objective coefficient vector of a linear program. The problem is also known as predictive analytics or contextual linear programming. The existing approaches largely suffer from either (i) optimization intractability (a non-convex objective function)/statistical inefficiency (a suboptimal generalization bound) or (ii) requiring strong condition(s) such as no constraint or loss calibration. We develop a new approach to the problem called maximum optimality margin which designs the machine learning loss function by the optimality condition of the downstream optimization. The max-margin formulation enjoys both computational efficiency and good theoretical properties for the learning procedure. More importantly, our new approach only needs the observations of the optimal solution in the training data rather than the objective function, which makes it a new and natural approach to the inverse linear programming problem under both contextual and context-free settings; we also analyze the proposed method under both offline and online settings, and demonstrate its performance using numerical experiments.

We present new algorithms for optimizing non-smooth, non-convex stochastic objectives based on a novel analysis technique. This improves the current best-known complexity for finding a (delta,epsilon)-stationary point from O(epsilon^{-4}delta^{-1}) stochastic gradient queries to O(epsilon^{-3}delta^{-1}), which we also show to be optimal. Our primary technique is a reduction from non-smooth non-convex optimization to online learning, after which our results follow from standard regret bounds in online learning. For deterministic and second-order smooth objectives, applying more advanced optimistic online learning techniques enables a new complexity of O(epsilon^{-1.5}delta^{-0.5}). Our techniques also recover all optimal or best-known results for finding epsilon stationary points of smooth or second-order smooth objectives in both stochastic and deterministic settings.

Domain adaptation (DA) attempts to transfer the knowledge from a labeled source domain to an unlabeled target domain that follows different distribution from the source. To achieve this, DA methods include a source classification objective to extract the source knowledge and a domain alignment objective to diminish the domain shift, ensuring knowledge transfer. Typically, former DA methods adopt some weight hyper-parameters to linearly combine the training objectives to form an overall objective. However, the gradient directions of these objectives may conflict with each other due to domain shift. Under such circumstances, the linear optimization scheme might decrease the overall objective value at the expense of damaging one of the training objectives, leading to restricted solutions. In this paper, we rethink the optimization scheme for DA from a gradient-based perspective. We propose a Pareto Domain Adaptation (ParetoDA) approach to control the overall optimization direction, aiming to cooperatively optimize all training objectives. Specifically, to reach a desirable solution on the target domain, we design a surrogate loss mimicking target classification. To improve target-prediction accuracy to support the mimicking, we propose a target-prediction refining mechanism which exploits domain labels via Bayes' theorem. On the other hand, since prior knowledge of weighting schemes for objectives is often unavailable to guide optimization to approach the optimal solution on the target domain, we propose a dynamic preference mechanism to dynamically guide our cooperative optimization by the gradient of the surrogate loss on a held-out unlabeled target dataset. Extensive experiments on image classification and semantic segmentation benchmarks demonstrate the effectiveness of ParetoDA

Optimal transport is an important tool in machine learning, allowing to capture geometric properties of the data through a linear program on transport polytopes. We present a single-loop optimization algorithm for minimizing general convex objectives on these domains, utilizing the principles of Sinkhorn matrix scaling and mirror descent. The proposed algorithm is robust to noise, and can be used in an online setting. We provide theoretical guarantees for convex objectives and experimental results showcasing it effectiveness on both synthetic and real-world data.

Automatic differentiation (autodiff) has revolutionized machine learning. It allows to express complex computations by composing elementary ones in creative ways and removes the burden of computing their derivatives by hand. More recently, differentiation of optimization problem solutions has attracted widespread attention with applications such as optimization layers, and in bi-level problems such as hyper-parameter optimization and meta-learning. However, so far, implicit differentiation remained difficult to use for practitioners, as it often required case-by-case tedious mathematical derivations and implementations. In this paper, we propose automatic implicit differentiation, an efficient and modular approach for implicit differentiation of optimization problems. In our approach, the user defines directly in Python a function F capturing the optimality conditions of the problem to be differentiated. Once this is done, we leverage autodiff of F and the implicit function theorem to automatically differentiate the optimization problem. Our approach thus combines the benefits of implicit differentiation and autodiff. It is efficient as it can be added on top of any state-of-the-art solver and modular as the optimality condition specification is decoupled from the implicit differentiation mechanism. We show that seemingly simple principles allow to recover many existing implicit differentiation methods and create new ones easily. We demonstrate the ease of formulating and solving bi-level optimization problems using our framework. We also showcase an application to the sensitivity analysis of molecular dynamics.

In many real-world multi-agent cooperative tasks, due to high cost and risk, agents cannot continuously interact with the environment and collect experiences during learning, but have to learn from offline datasets. However, the transition dynamics in the dataset of each agent can be much different from the ones induced by the learned policies of other agents in execution, creating large errors in value estimates. Consequently, agents learn uncoordinated low-performing policies. In this paper, we propose a framework for offline decentralized multi-agent reinforcement learning, which exploits value deviation and transition normalization to deliberately modify the transition probabilities. Value deviation optimistically increases the transition probabilities of high-value next states, and transition normalization normalizes the transition probabilities of next states. They together enable agents to learn high-performing and coordinated policies. Theoretically, we prove the convergence of Q-learning under the altered non-stationary transition dynamics. Empirically, we show that the framework can be easily built on many existing offline reinforcement learning algorithms and achieve substantial improvement in a variety of multi-agent tasks.

In this work, we study first-order algorithms for solving Bilevel Optimization (BO) where the objective functions are smooth but possibly nonconvex in both levels and the variables are restricted to closed convex sets. As a first step, we study the landscape of BO through the lens of penalty methods, in which the upper- and lower-level objectives are combined in a weighted sum with penalty parameter sigma > 0. In particular, we establish a strong connection between the penalty function and the hyper-objective by explicitly characterizing the conditions under which the values and derivatives of the two must be O(sigma)-close. A by-product of our analysis is the explicit formula for the gradient of hyper-objective when the lower-level problem has multiple solutions under minimal conditions, which could be of independent interest. Next, viewing the penalty formulation as O(sigma)-approximation of the original BO, we propose first-order algorithms that find an epsilon-stationary solution by optimizing the penalty formulation with sigma = O(epsilon). When the perturbed lower-level problem uniformly satisfies the small-error proximal error-bound (EB) condition, we propose a first-order algorithm that converges to an epsilon-stationary point of the penalty function, using in total O(epsilon^{-3}) and O(epsilon^{-7}) accesses to first-order (stochastic) gradient oracles when the oracle is deterministic and oracles are noisy, respectively. Under an additional assumption on stochastic oracles, we show that the algorithm can be implemented in a fully {\it single-loop} manner, i.e., with O(1) samples per iteration, and achieves the improved oracle-complexity of O(epsilon^{-3}) and O(epsilon^{-5}), respectively.

We study the learning dynamics of self-predictive learning for reinforcement learning, a family of algorithms that learn representations by minimizing the prediction error of their own future latent representations. Despite its recent empirical success, such algorithms have an apparent defect: trivial representations (such as constants) minimize the prediction error, yet it is obviously undesirable to converge to such solutions. Our central insight is that careful designs of the optimization dynamics are critical to learning meaningful representations. We identify that a faster paced optimization of the predictor and semi-gradient updates on the representation, are crucial to preventing the representation collapse. Then in an idealized setup, we show self-predictive learning dynamics carries out spectral decomposition on the state transition matrix, effectively capturing information of the transition dynamics. Building on the theoretical insights, we propose bidirectional self-predictive learning, a novel self-predictive algorithm that learns two representations simultaneously. We examine the robustness of our theoretical insights with a number of small-scale experiments and showcase the promise of the novel representation learning algorithm with large-scale experiments.

Robust optimization provides a mathematical framework for modeling and solving decision-making problems under worst-case uncertainty. This work addresses two-stage robust optimization (2RO) problems (also called adjustable robust optimization), wherein first-stage and second-stage decisions are made before and after uncertainty is realized, respectively. This results in a nested min-max-min optimization problem which is extremely challenging computationally, especially when the decisions are discrete. We propose Neur2RO, an efficient machine learning-driven instantiation of column-and-constraint generation (CCG), a classical iterative algorithm for 2RO. Specifically, we learn to estimate the value function of the second-stage problem via a novel neural network architecture that is easy to optimize over by design. Embedding our neural network into CCG yields high-quality solutions quickly as evidenced by experiments on two 2RO benchmarks, knapsack and capital budgeting. For knapsack, Neur2RO finds solutions that are within roughly 2% of the best-known values in a few seconds compared to the three hours of the state-of-the-art exact branch-and-price algorithm; for larger and more complex instances, Neur2RO finds even better solutions. For capital budgeting, Neur2RO outperforms three variants of the k-adaptability algorithm, particularly on the largest instances, with a 10 to 100-fold reduction in solution time. Our code and data are available at https://github.com/khalil-research/Neur2RO.

The recent emergence of new algorithms for permuting models into functionally equivalent regions of the solution space has shed some light on the complexity of error surfaces, and some promising properties like mode connectivity. However, finding the right permutation is challenging, and current optimization techniques are not differentiable, which makes it difficult to integrate into a gradient-based optimization, and often leads to sub-optimal solutions. In this paper, we propose a Sinkhorn re-basin network with the ability to obtain the transportation plan that better suits a given objective. Unlike the current state-of-art, our method is differentiable and, therefore, easy to adapt to any task within the deep learning domain. Furthermore, we show the advantage of our re-basin method by proposing a new cost function that allows performing incremental learning by exploiting the linear mode connectivity property. The benefit of our method is compared against similar approaches from the literature, under several conditions for both optimal transport finding and linear mode connectivity. The effectiveness of our continual learning method based on re-basin is also shown for several common benchmark datasets, providing experimental results that are competitive with state-of-art results from the literature.

We study Stochastic Gradient Descent with AdaGrad stepsizes: a popular adaptive (self-tuning) method for first-order stochastic optimization. Despite being well studied, existing analyses of this method suffer from various shortcomings: they either assume some knowledge of the problem parameters, impose strong global Lipschitz conditions, or fail to give bounds that hold with high probability. We provide a comprehensive analysis of this basic method without any of these limitations, in both the convex and non-convex (smooth) cases, that additionally supports a general ``affine variance'' noise model and provides sharp rates of convergence in both the low-noise and high-noise~regimes.

This paper presents a new approach and algorithm for solving a class of constrained Bi-Level Optimization (BLO) problems in which the lower-level problem involves constraints coupling both upper-level and lower-level variables. Such problems have recently gained significant attention due to their broad applicability in machine learning. However, conventional gradient-based methods unavoidably rely on computationally intensive calculations related to the Hessian matrix. To address this challenge, we begin by devising a smooth proximal Lagrangian value function to handle the constrained lower-level problem. Utilizing this construct, we introduce a single-level reformulation for constrained BLOs that transforms the original BLO problem into an equivalent optimization problem with smooth constraints. Enabled by this reformulation, we develop a Hessian-free gradient-based algorithm-termed proximal Lagrangian Value function-based Hessian-free Bi-level Algorithm (LV-HBA)-that is straightforward to implement in a single loop manner. Consequently, LV-HBA is especially well-suited for machine learning applications. Furthermore, we offer non-asymptotic convergence analysis for LV-HBA, eliminating the need for traditional strong convexity assumptions for the lower-level problem while also being capable of accommodating non-singleton scenarios. Empirical results substantiate the algorithm's superior practical performance.

We study the use of amortized optimization to predict optimal transport (OT) maps from the input measures, which we call Meta OT. This helps repeatedly solve similar OT problems between different measures by leveraging the knowledge and information present from past problems to rapidly predict and solve new problems. Otherwise, standard methods ignore the knowledge of the past solutions and suboptimally re-solve each problem from scratch. We instantiate Meta OT models in discrete and continuous settings between grayscale images, spherical data, classification labels, and color palettes and use them to improve the computational time of standard OT solvers. Our source code is available at http://github.com/facebookresearch/meta-ot

Constrained Markov Decision Processes (CMDPs) are critical in many high-stakes applications, where decisions must optimize cumulative rewards while strictly adhering to complex nonlinear constraints. In domains such as power systems, finance, supply chains, and precision robotics, violating these constraints can result in significant financial or societal costs. Existing Reinforcement Learning (RL) methods often struggle with sample efficiency and effectiveness in finding feasible policies for highly and strictly constrained CMDPs, limiting their applicability in these environments. Stochastic dual dynamic programming is often used in practice on convex relaxations of the original problem, but they also encounter computational challenges and loss of optimality. This paper introduces a novel approach, Two-Stage Deep Decision Rules (TS-DDR), to efficiently train parametric actor policies using Lagrangian Duality. TS-DDR is a self-supervised learning algorithm that trains general decision rules (parametric policies) using stochastic gradient descent (SGD); its forward passes solve {\em deterministic} optimization problems to find feasible policies, and its backward passes leverage duality theory to train the parametric policy with closed-form gradients. TS-DDR inherits the flexibility and computational performance of deep learning methodologies to solve CMDP problems. Applied to the Long-Term Hydrothermal Dispatch (LTHD) problem using actual power system data from Bolivia, TS-DDR is shown to enhance solution quality and to reduce computation times by several orders of magnitude when compared to current state-of-the-art methods.

We propose a method that achieves near-optimal rates for smooth stochastic convex optimization and requires essentially no prior knowledge of problem parameters. This improves on prior work which requires knowing at least the initial distance to optimality d0. Our method, U-DoG, combines UniXGrad (Kavis et al., 2019) and DoG (Ivgi et al., 2023) with novel iterate stabilization techniques. It requires only loose bounds on d0 and the noise magnitude, provides high probability guarantees under sub-Gaussian noise, and is also near-optimal in the non-smooth case. Our experiments show consistent, strong performance on convex problems and mixed results on neural network training.

Optimization is a ubiquitous modeling tool and is often deployed in settings which repeatedly solve similar instances of the same problem. Amortized optimization methods use learning to predict the solutions to problems in these settings, exploiting the shared structure between similar problem instances. These methods have been crucial in variational inference and reinforcement learning and are capable of solving optimization problems many orders of magnitudes times faster than traditional optimization methods that do not use amortization. This tutorial presents an introduction to the amortized optimization foundations behind these advancements and overviews their applications in variational inference, sparse coding, gradient-based meta-learning, control, reinforcement learning, convex optimization, optimal transport, and deep equilibrium networks. The source code for this tutorial is available at https://github.com/facebookresearch/amortized-optimization-tutorial.

Many problems in machine learning involve bilevel optimization (BLO), including hyperparameter optimization, meta-learning, and dataset distillation. Bilevel problems consist of two nested sub-problems, called the outer and inner problems, respectively. In practice, often at least one of these sub-problems is overparameterized. In this case, there are many ways to choose among optima that achieve equivalent objective values. Inspired by recent studies of the implicit bias induced by optimization algorithms in single-level optimization, we investigate the implicit bias of gradient-based algorithms for bilevel optimization. We delineate two standard BLO methods -- cold-start and warm-start -- and show that the converged solution or long-run behavior depends to a large degree on these and other algorithmic choices, such as the hypergradient approximation. We also show that the inner solutions obtained by warm-start BLO can encode a surprising amount of information about the outer objective, even when the outer parameters are low-dimensional. We believe that implicit bias deserves as central a role in the study of bilevel optimization as it has attained in the study of single-level neural net optimization.

Model merging has shown great promise at combining expert models, but the benefit of merging is unclear when merging ``generalist'' models trained on many tasks. We explore merging in the context of large (sim100B) models, by recycling checkpoints that exhibit tradeoffs among different tasks. Such checkpoints are often created in the process of developing a frontier model, and many suboptimal ones are usually discarded. Given a pool of model checkpoints obtained from different training runs (e.g., different stages, objectives, hyperparameters, and data mixtures), which naturally show tradeoffs across different language capabilities (e.g., instruction following vs. code generation), we investigate whether merging can recycle such suboptimal models into a Pareto-optimal one. Our optimization algorithm tunes the weight of each checkpoint in a linear combination, resulting in a Pareto-optimal models that outperforms both individual models and merge-based baselines. Further analysis shows that good merges tend to include almost all checkpoints with with non-zero weights, indicating that even seemingly bad initial checkpoints can contribute to good final merges.

We describe an iterative procedure for optimizing policies, with guaranteed monotonic improvement. By making several approximations to the theoretically-justified procedure, we develop a practical algorithm, called Trust Region Policy Optimization (TRPO). This algorithm is similar to natural policy gradient methods and is effective for optimizing large nonlinear policies such as neural networks. Our experiments demonstrate its robust performance on a wide variety of tasks: learning simulated robotic swimming, hopping, and walking gaits; and playing Atari games using images of the screen as input. Despite its approximations that deviate from the theory, TRPO tends to give monotonic improvement, with little tuning of hyperparameters.

Optimization in machine learning, both theoretical and applied, is presently dominated by first-order gradient methods such as stochastic gradient descent. Second-order optimization methods, that involve second derivatives and/or second order statistics of the data, are far less prevalent despite strong theoretical properties, due to their prohibitive computation, memory and communication costs. In an attempt to bridge this gap between theoretical and practical optimization, we present a scalable implementation of a second-order preconditioned method (concretely, a variant of full-matrix Adagrad), that along with several critical algorithmic and numerical improvements, provides significant convergence and wall-clock time improvements compared to conventional first-order methods on state-of-the-art deep models. Our novel design effectively utilizes the prevalent heterogeneous hardware architecture for training deep models, consisting of a multicore CPU coupled with multiple accelerator units. We demonstrate superior performance compared to state-of-the-art on very large learning tasks such as machine translation with Transformers, language modeling with BERT, click-through rate prediction on Criteo, and image classification on ImageNet with ResNet-50.

Profile extrusion is a continuous production process for manufacturing plastic profiles from molten polymer. Especially interesting is the design of the die, through which the melt is pressed to attain the desired shape. However, due to an inhomogeneous velocity distribution at the die exit or residual stresses inside the extrudate, the final shape of the manufactured part often deviates from the desired one. To avoid these deviations, the shape of the die can be computationally optimized, which has already been investigated in the literature using classical optimization approaches. A new approach in the field of shape optimization is the utilization of Reinforcement Learning (RL) as a learning-based optimization algorithm. RL is based on trial-and-error interactions of an agent with an environment. For each action, the agent is rewarded and informed about the subsequent state of the environment. While not necessarily superior to classical, e.g., gradient-based or evolutionary, optimization algorithms for one single problem, RL techniques are expected to perform especially well when similar optimization tasks are repeated since the agent learns a more general strategy for generating optimal shapes instead of concentrating on just one single problem. In this work, we investigate this approach by applying it to two 2D test cases. The flow-channel geometry can be modified by the RL agent using so-called Free-Form Deformation, a method where the computational mesh is embedded into a transformation spline, which is then manipulated based on the control-point positions. In particular, we investigate the impact of utilizing different agents on the training progress and the potential of wall time saving by utilizing multiple environments during training.

Recent years have seen considerable progress in the continual training of deep neural networks, predominantly thanks to approaches that add replay or regularization terms to the loss function to approximate the joint loss over all tasks so far. However, we show that even with a perfect approximation to the joint loss, these approaches still suffer from temporary but substantial forgetting when starting to train on a new task. Motivated by this 'stability gap', we propose that continual learning strategies should focus not only on the optimization objective, but also on the way this objective is optimized. While there is some continual learning work that alters the optimization trajectory (e.g., using gradient projection techniques), this line of research is positioned as alternative to improving the optimization objective, while we argue it should be complementary. To evaluate the merits of our proposition, we plan to combine replay-approximated joint objectives with gradient projection-based optimization routines to test whether the addition of the latter provides benefits in terms of (1) alleviating the stability gap, (2) increasing the learning efficiency and (3) improving the final learning outcome.

In this work, we aim to teach robots to manipulate various thin-shell materials. Prior works studying thin-shell object manipulation mostly rely on heuristic policies or learn policies from real-world video demonstrations, and only focus on limited material types and tasks (e.g., cloth unfolding). However, these approaches face significant challenges when extended to a wider variety of thin-shell materials and a diverse range of tasks. While virtual simulations are shown to be effective in diverse robot skill learning and evaluation, prior thin-shell simulation environments only support a subset of thin-shell materials, which also limits their supported range of tasks. We introduce ThinShellLab - a fully differentiable simulation platform tailored for robotic interactions with diverse thin-shell materials possessing varying material properties, enabling flexible thin-shell manipulation skill learning and evaluation. Our experiments suggest that manipulating thin-shell objects presents several unique challenges: 1) thin-shell manipulation relies heavily on frictional forces due to the objects' co-dimensional nature, 2) the materials being manipulated are highly sensitive to minimal variations in interaction actions, and 3) the constant and frequent alteration in contact pairs makes trajectory optimization methods susceptible to local optima, and neither standard reinforcement learning algorithms nor trajectory optimization methods (either gradient-based or gradient-free) are able to solve the tasks alone. To overcome these challenges, we present an optimization scheme that couples sampling-based trajectory optimization and gradient-based optimization, boosting both learning efficiency and converged performance across various proposed tasks. In addition, the differentiable nature of our platform facilitates a smooth sim-to-real transition.

Recent advances in diffusion models have demonstrated exceptional capabilities in image and video generation, further improving the effectiveness of 4D synthesis. Existing 4D generation methods can generate high-quality 4D objects or scenes based on user-friendly conditions, benefiting the gaming and video industries. However, these methods struggle to synthesize significant object deformation of complex 4D transitions and interactions within scenes. To address this challenge, we propose Trans4D, a novel text-to-4D synthesis framework that enables realistic complex scene transitions. Specifically, we first use multi-modal large language models (MLLMs) to produce a physic-aware scene description for 4D scene initialization and effective transition timing planning. Then we propose a geometry-aware 4D transition network to realize a complex scene-level 4D transition based on the plan, which involves expressive geometrical object deformation. Extensive experiments demonstrate that Trans4D consistently outperforms existing state-of-the-art methods in generating 4D scenes with accurate and high-quality transitions, validating its effectiveness. Code: https://github.com/YangLing0818/Trans4D

Large language models (LLMs) have exhibited their problem-solving abilities in mathematical reasoning. Solving realistic optimization (OPT) problems in application scenarios requires advanced and applied mathematics ability. However, current OPT benchmarks that merely solve linear programming are far from complex realistic situations. In this work, we propose OptiBench, a benchmark for End-to-end optimization problem-solving with human-readable inputs and outputs. OptiBench contains rich optimization problems, including linear and nonlinear programming with or without tabular data, which can comprehensively evaluate LLMs' solving ability. In our benchmark, LLMs are required to call a code solver to provide precise numerical answers. Furthermore, to alleviate the data scarcity for optimization problems, and to bridge the gap between open-source LLMs on a small scale (e.g., Llama-3-8b) and closed-source LLMs (e.g., GPT-4), we further propose a data synthesis method namely ReSocratic. Unlike general data synthesis methods that proceed from questions to answers, \ReSocratic first incrementally synthesizes formatted optimization demonstration with mathematical formulations step by step and then back-translates the generated demonstrations into questions. Based on this, we synthesize the ReSocratic-29k dataset. We further conduct supervised fine-tuning with ReSocratic-29k on multiple open-source models. Experimental results show that ReSocratic-29k significantly improves the performance of open-source models.

Stellarators are magnetic confinement devices under active development to deliver steady-state carbon-free fusion energy. Their design involves a high-dimensional, constrained optimization problem that requires expensive physics simulations and significant domain expertise. Recent advances in plasma physics and open-source tools have made stellarator optimization more accessible. However, broader community progress is currently bottlenecked by the lack of standardized optimization problems with strong baselines and datasets that enable data-driven approaches, particularly for quasi-isodynamic (QI) stellarator configurations, considered as a promising path to commercial fusion due to their inherent resilience to current-driven disruptions. Here, we release an open dataset of diverse QI-like stellarator plasma boundary shapes, paired with their ideal magnetohydrodynamic (MHD) equilibria and performance metrics. We generated this dataset by sampling a variety of QI fields and optimizing corresponding stellarator plasma boundaries. We introduce three optimization benchmarks of increasing complexity: (1) a single-objective geometric optimization problem, (2) a "simple-to-build" QI stellarator, and (3) a multi-objective ideal-MHD stable QI stellarator that investigates trade-offs between compactness and coil simplicity. For every benchmark, we provide reference code, evaluation scripts, and strong baselines based on classical optimization techniques. Finally, we show how learned models trained on our dataset can efficiently generate novel, feasible configurations without querying expensive physics oracles. By openly releasing the dataset along with benchmark problems and baselines, we aim to lower the entry barrier for optimization and machine learning researchers to engage in stellarator design and to accelerate cross-disciplinary progress toward bringing fusion energy to the grid.

We present a novel adaptive optimization algorithm for large-scale machine learning problems. Equipped with a low-cost estimate of local curvature and Lipschitz smoothness, our method dynamically adapts the search direction and step-size. The search direction contains gradient information preconditioned by a well-scaled diagonal preconditioning matrix that captures the local curvature information. Our methodology does not require the tedious task of learning rate tuning, as the learning rate is updated automatically without adding an extra hyperparameter. We provide convergence guarantees on a comprehensive collection of optimization problems, including convex, strongly convex, and nonconvex problems, in both deterministic and stochastic regimes. We also conduct an extensive empirical evaluation on standard machine learning problems, justifying our algorithm's versatility and demonstrating its strong performance compared to other start-of-the-art first-order and second-order methods.

Most 3D object generators focus on aesthetic quality, often neglecting physical constraints necessary in applications. One such constraint is that the 3D object should be self-supporting, i.e., remains balanced under gravity. Prior approaches to generating stable 3D objects used differentiable physics simulators to optimize geometry at test-time, which is slow, unstable, and prone to local optima. Inspired by the literature on aligning generative models to external feedback, we propose Direct Simulation Optimization (DSO), a framework to use the feedback from a (non-differentiable) simulator to increase the likelihood that the 3D generator outputs stable 3D objects directly. We construct a dataset of 3D objects labeled with a stability score obtained from the physics simulator. We can then fine-tune the 3D generator using the stability score as the alignment metric, via direct preference optimization (DPO) or direct reward optimization (DRO), a novel objective, which we introduce, to align diffusion models without requiring pairwise preferences. Our experiments show that the fine-tuned feed-forward generator, using either DPO or DRO objective, is much faster and more likely to produce stable objects than test-time optimization. Notably, the DSO framework works even without any ground-truth 3D objects for training, allowing the 3D generator to self-improve by automatically collecting simulation feedback on its own outputs.

Inverse design, where we seek to design input variables in order to optimize an underlying objective function, is an important problem that arises across fields such as mechanical engineering to aerospace engineering. Inverse design is typically formulated as an optimization problem, with recent works leveraging optimization across learned dynamics models. However, as models are optimized they tend to fall into adversarial modes, preventing effective sampling. We illustrate that by instead optimizing over the learned energy function captured by the diffusion model, we can avoid such adversarial examples and significantly improve design performance. We further illustrate how such a design system is compositional, enabling us to combine multiple different diffusion models representing subcomponents of our desired system to design systems with every specified component. In an N-body interaction task and a challenging 2D multi-airfoil design task, we demonstrate that by composing the learned diffusion model at test time, our method allows us to design initial states and boundary shapes that are more complex than those in the training data. Our method generalizes to more objects for N-body dataset and discovers formation flying to minimize drag in the multi-airfoil design task. Project website and code can be found at https://github.com/AI4Science-WestlakeU/cindm.

Model-based reinforcement learning is a powerful tool, but collecting data to fit an accurate model of the system can be costly. Exploring an unknown environment in a sample-efficient manner is hence of great importance. However, the complexity of dynamics and the computational limitations of real systems make this task challenging. In this work, we introduce FLEX, an exploration algorithm for nonlinear dynamics based on optimal experimental design. Our policy maximizes the information of the next step and results in an adaptive exploration algorithm, compatible with generic parametric learning models and requiring minimal resources. We test our method on a number of nonlinear environments covering different settings, including time-varying dynamics. Keeping in mind that exploration is intended to serve an exploitation objective, we also test our algorithm on downstream model-based classical control tasks and compare it to other state-of-the-art model-based and model-free approaches. The performance achieved by FLEX is competitive and its computational cost is low.

Constraint handling remains a key bottleneck in quantum combinatorial optimization. While slack-variable-based encodings are straightforward, they significantly increase qubit counts and circuit depth, challenging the scalability of quantum solvers. In this work, we investigate a suite of Lagrangian-based optimization techniques including dual ascent, bundle methods, cutting plane approaches, and augmented Lagrangian formulations for solving constrained combinatorial problems on quantum simulators and hardware. Our framework is applied to three representative NP-hard problems: the Travelling Salesman Problem (TSP), the Multi-Dimensional Knapsack Problem (MDKP), and the Maximum Independent Set (MIS). We demonstrate that MDKP and TSP, with their inequality-based or degree-constrained structures, allow for slack-free reformulations, leading to significant qubit savings without compromising performance. In contrast, MIS does not inherently benefit from slack elimination but still gains in feasibility and objective quality from principled Lagrangian updates. We benchmark these methods across classically hard instances, analyzing trade-offs in qubit usage, feasibility, and optimality gaps. Our results highlight the flexibility of Lagrangian formulations as a scalable alternative to naive QUBO penalization, even when qubit savings are not always achievable. This work provides practical insights for deploying constraint-aware quantum optimization pipelines, with applications in logistics, network design, and resource allocation.

Model-free reinforcement learning algorithms have seen remarkable progress, but key challenges remain. Trust Region Policy Optimization (TRPO) is known for ensuring monotonic policy improvement through conservative updates within a trust region, backed by strong theoretical guarantees. However, its reliance on complex second-order optimization limits its practical efficiency. Proximal Policy Optimization (PPO) addresses this by simplifying TRPO's approach using ratio clipping, improving efficiency but sacrificing some theoretical robustness. This raises a natural question: Can we combine the strengths of both methods? In this paper, we introduce Simple Policy Optimization (SPO), a novel unconstrained first-order algorithm. By slightly modifying the policy loss used in PPO, SPO can achieve the best of both worlds. Our new objective improves upon ratio clipping, offering stronger theoretical properties and better constraining the probability ratio within the trust region. Empirical results demonstrate that SPO outperforms PPO with a simple implementation, particularly for training large, complex network architectures end-to-end.

Existing offline hierarchical reinforcement learning methods rely on high-level policy learning to generate subgoal sequences. However, their efficiency degrades as task horizons increase, and they lack effective strategies for stitching useful state transitions across different trajectories. We propose Graph-Assisted Stitching (GAS), a novel framework that formulates subgoal selection as a graph search problem rather than learning an explicit high-level policy. By embedding states into a Temporal Distance Representation (TDR) space, GAS clusters semantically similar states from different trajectories into unified graph nodes, enabling efficient transition stitching. A shortest-path algorithm is then applied to select subgoal sequences within the graph, while a low-level policy learns to reach the subgoals. To improve graph quality, we introduce the Temporal Efficiency (TE) metric, which filters out noisy or inefficient transition states, significantly enhancing task performance. GAS outperforms prior offline HRL methods across locomotion, navigation, and manipulation tasks. Notably, in the most stitching-critical task, it achieves a score of 88.3, dramatically surpassing the previous state-of-the-art score of 1.0. Our source code is available at: https://github.com/qortmdgh4141/GAS.

Multi-objective reinforcement learning (MORL) excels at handling rapidly changing preferences in tasks that involve multiple criteria, even for unseen preferences. However, previous dominating MORL methods typically generate a fixed policy set or preference-conditioned policy through multiple training iterations exclusively for sampled preference vectors, and cannot ensure the efficient discovery of the Pareto front. Furthermore, integrating preferences into the input of policy or value functions presents scalability challenges, in particular as the dimension of the state and preference space grow, which can complicate the learning process and hinder the algorithm's performance on more complex tasks. To address these issues, we propose a two-stage Pareto front discovery algorithm called Constrained MORL (C-MORL), which serves as a seamless bridge between constrained policy optimization and MORL. Concretely, a set of policies is trained in parallel in the initialization stage, with each optimized towards its individual preference over the multiple objectives. Then, to fill the remaining vacancies in the Pareto front, the constrained optimization steps are employed to maximize one objective while constraining the other objectives to exceed a predefined threshold. Empirically, compared to recent advancements in MORL methods, our algorithm achieves more consistent and superior performances in terms of hypervolume, expected utility, and sparsity on both discrete and continuous control tasks, especially with numerous objectives (up to nine objectives in our experiments).

Diffusion and flow matching models have significantly advanced media generation, yet their design space is well-explored, somewhat limiting further improvements. Concurrently, autoregressive (AR) models, particularly those generating continuous tokens, have emerged as a promising direction for unifying text and media generation. This paper introduces Transition Matching (TM), a novel discrete-time, continuous-state generative paradigm that unifies and advances both diffusion/flow models and continuous AR generation. TM decomposes complex generation tasks into simpler Markov transitions, allowing for expressive non-deterministic probability transition kernels and arbitrary non-continuous supervision processes, thereby unlocking new flexible design avenues. We explore these choices through three TM variants: (i) Difference Transition Matching (DTM), which generalizes flow matching to discrete-time by directly learning transition probabilities, yielding state-of-the-art image quality and text adherence as well as improved sampling efficiency. (ii) Autoregressive Transition Matching (ARTM) and (iii) Full History Transition Matching (FHTM) are partially and fully causal models, respectively, that generalize continuous AR methods. They achieve continuous causal AR generation quality comparable to non-causal approaches and potentially enable seamless integration with existing AR text generation techniques. Notably, FHTM is the first fully causal model to match or surpass the performance of flow-based methods on text-to-image task in continuous domains. We demonstrate these contributions through a rigorous large-scale comparison of TM variants and relevant baselines, maintaining a fixed architecture, training data, and hyperparameters.

First-order optimization (FOO) algorithms are pivotal in numerous computational domains such as machine learning and signal denoising. However, their application to complex tasks like neural network training often entails significant inefficiencies due to the need for many sequential iterations for convergence. In response, we introduce first-order optimization expedited with approximately parallelized iterations (OptEx), the first framework that enhances the efficiency of FOO by leveraging parallel computing to mitigate its iterative bottleneck. OptEx employs kernelized gradient estimation to make use of gradient history for future gradient prediction, enabling parallelization of iterations -- a strategy once considered impractical because of the inherent iterative dependency in FOO. We provide theoretical guarantees for the reliability of our kernelized gradient estimation and the iteration complexity of SGD-based OptEx, confirming that estimation errors diminish to zero as historical gradients accumulate and that SGD-based OptEx enjoys an effective acceleration rate of Omega(N) over standard SGD given parallelism of N. We also use extensive empirical studies, including synthetic functions, reinforcement learning tasks, and neural network training across various datasets, to underscore the substantial efficiency improvements achieved by OptEx.

We consider minimizing functions for which it is expensive to compute the (possibly stochastic) gradient. Such functions are prevalent in reinforcement learning, imitation learning and adversarial training. Our target optimization framework uses the (expensive) gradient computation to construct surrogate functions in a target space (e.g. the logits output by a linear model for classification) that can be minimized efficiently. This allows for multiple parameter updates to the model, amortizing the cost of gradient computation. In the full-batch setting, we prove that our surrogate is a global upper-bound on the loss, and can be (locally) minimized using a black-box optimization algorithm. We prove that the resulting majorization-minimization algorithm ensures convergence to a stationary point of the loss. Next, we instantiate our framework in the stochastic setting and propose the SSO algorithm, which can be viewed as projected stochastic gradient descent in the target space. This connection enables us to prove theoretical guarantees for SSO when minimizing convex functions. Our framework allows the use of standard stochastic optimization algorithms to construct surrogates which can be minimized by any deterministic optimization method. To evaluate our framework, we consider a suite of supervised learning and imitation learning problems. Our experiments indicate the benefits of target optimization and the effectiveness of SSO.

We study the problem of convergence to a stationary point in zero-sum games. We propose competitive gradient optimization (CGO ), a gradient-based method that incorporates the interactions between the two players in zero-sum games for optimization updates. We provide continuous-time analysis of CGO and its convergence properties while showing that in the continuous limit, CGO predecessors degenerate to their gradient descent ascent (GDA) variants. We provide a rate of convergence to stationary points and further propose a generalized class of alpha-coherent function for which we provide convergence analysis. We show that for strictly alpha-coherent functions, our algorithm convergences to a saddle point. Moreover, we propose optimistic CGO (OCGO), an optimistic variant, for which we show convergence rate to saddle points in alpha-coherent class of functions.

We develop policy gradients methods for stochastic control with exit time in a model-free setting. We propose two types of algorithms for learning either directly the optimal policy or by learning alternately the value function (critic) and the optimal control (actor). The use of randomized policies is crucial for overcoming notably the issue related to the exit time in the gradient computation. We demonstrate the effectiveness of our approach by implementing our numerical schemes in the application to the problem of share repurchase pricing. Our results show that the proposed policy gradient methods outperform PDE or other neural networks techniques in a model-based setting. Furthermore, our algorithms are flexible enough to incorporate realistic market conditions like e.g. price impact or transaction costs.

Two common approaches to sequential decision-making are AI planning (AIP) and reinforcement learning (RL). Each has strengths and weaknesses. AIP is interpretable, easy to integrate with symbolic knowledge, and often efficient, but requires an up-front logical domain specification and is sensitive to noise; RL only requires specification of rewards and is robust to noise but is sample inefficient and not easily supplied with external knowledge. We propose an integrative approach that combines high-level planning with RL, retaining interpretability, transfer, and efficiency, while allowing for robust learning of the lower-level plan actions. Our approach defines options in hierarchical reinforcement learning (HRL) from AIP operators by establishing a correspondence between the state transition model of AI planning problem and the abstract state transition system of a Markov Decision Process (MDP). Options are learned by adding intrinsic rewards to encourage consistency between the MDP and AIP transition models. We demonstrate the benefit of our integrated approach by comparing the performance of RL and HRL algorithms in both MiniGrid and N-rooms environments, showing the advantage of our method over the existing ones.

Offline reinforcement learning enables agents to leverage large pre-collected datasets of environment transitions to learn control policies, circumventing the need for potentially expensive or unsafe online data collection. Significant progress has been made recently in offline model-based reinforcement learning, approaches which leverage a learned dynamics model. This typically involves constructing a probabilistic model, and using the model uncertainty to penalize rewards where there is insufficient data, solving for a pessimistic MDP that lower bounds the true MDP. Existing methods, however, exhibit a breakdown between theory and practice, whereby pessimistic return ought to be bounded by the total variation distance of the model from the true dynamics, but is instead implemented through a penalty based on estimated model uncertainty. This has spawned a variety of uncertainty heuristics, with little to no comparison between differing approaches. In this paper, we compare these heuristics, and design novel protocols to investigate their interaction with other hyperparameters, such as the number of models, or imaginary rollout horizon. Using these insights, we show that selecting these key hyperparameters using Bayesian Optimization produces superior configurations that are vastly different to those currently used in existing hand-tuned state-of-the-art methods, and result in drastically stronger performance.

Optimization problems over dynamic networks have been extensively studied and widely used in the past decades to formulate numerous real-world problems. However, (1) traditional optimization-based approaches do not scale to large networks, and (2) the design of good heuristics or approximation algorithms often requires significant manual trial-and-error. In this work, we argue that data-driven strategies can automate this process and learn efficient algorithms without compromising optimality. To do so, we present network control problems through the lens of reinforcement learning and propose a graph network-based framework to handle a broad class of problems. Instead of naively computing actions over high-dimensional graph elements, e.g., edges, we propose a bi-level formulation where we (1) specify a desired next state via RL, and (2) solve a convex program to best achieve it, leading to drastically improved scalability and performance. We further highlight a collection of desirable features to system designers, investigate design decisions, and present experiments on real-world control problems showing the utility, scalability, and flexibility of our framework.

Lion (Evolved Sign Momentum), a new optimizer discovered through program search, has shown promising results in training large AI models. It performs comparably or favorably to AdamW but with greater memory efficiency. As we can expect from the results of a random search program, Lion incorporates elements from several existing algorithms, including signed momentum, decoupled weight decay, Polak, and Nesterov momentum, but does not fit into any existing category of theoretically grounded optimizers. Thus, even though Lion appears to perform well as a general-purpose optimizer for a wide range of tasks, its theoretical basis remains uncertain. This lack of theoretical clarity limits opportunities to further enhance and expand Lion's efficacy. This work aims to demystify Lion. Based on both continuous-time and discrete-time analysis, we demonstrate that Lion is a theoretically novel and principled approach for minimizing a general loss function f(x) while enforcing a bound constraint |x|_infty leq 1/lambda. Lion achieves this through the incorporation of decoupled weight decay, where lambda represents the weight decay coefficient. Our analysis is made possible by the development of a new Lyapunov function for the Lion updates. It applies to a broader family of Lion-kappa algorithms, where the sign(cdot) operator in Lion is replaced by the subgradient of a convex function kappa, leading to the solution of a general composite optimization problem of min_x f(x) + kappa^*(x). Our findings provide valuable insights into the dynamics of Lion and pave the way for further improvements and extensions of Lion-related algorithms.

This paper provides a review and commentary on the past, present, and future of numerical optimization algorithms in the context of machine learning applications. Through case studies on text classification and the training of deep neural networks, we discuss how optimization problems arise in machine learning and what makes them challenging. A major theme of our study is that large-scale machine learning represents a distinctive setting in which the stochastic gradient (SG) method has traditionally played a central role while conventional gradient-based nonlinear optimization techniques typically falter. Based on this viewpoint, we present a comprehensive theory of a straightforward, yet versatile SG algorithm, discuss its practical behavior, and highlight opportunities for designing algorithms with improved performance. This leads to a discussion about the next generation of optimization methods for large-scale machine learning, including an investigation of two main streams of research on techniques that diminish noise in the stochastic directions and methods that make use of second-order derivative approximations.

We propose constrained causal Bayesian optimization (cCBO), an approach for finding interventions in a known causal graph that optimize a target variable under some constraints. cCBO first reduces the search space by exploiting the graph structure and, if available, an observational dataset; and then solves the restricted optimization problem by modelling target and constraint quantities using Gaussian processes and by sequentially selecting interventions via a constrained expected improvement acquisition function. We propose different surrogate models that enable to integrate observational and interventional data while capturing correlation among effects with increasing levels of sophistication. We evaluate cCBO on artificial and real-world causal graphs showing successful trade off between fast convergence and percentage of feasible interventions.

Recent Meta-learning for Black-Box Optimization (MetaBBO) methods harness neural networks to meta-learn configurations of traditional black-box optimizers. Despite their success, they are inevitably restricted by the limitations of predefined hand-crafted optimizers. In this paper, we present Symbol, a novel framework that promotes the automated discovery of black-box optimizers through symbolic equation learning. Specifically, we propose a Symbolic Equation Generator (SEG) that allows closed-form optimization rules to be dynamically generated for specific tasks and optimization steps. Within Symbol, we then develop three distinct strategies based on reinforcement learning, so as to meta-learn the SEG efficiently. Extensive experiments reveal that the optimizers generated by Symbol not only surpass the state-of-the-art BBO and MetaBBO baselines, but also exhibit exceptional zero-shot generalization abilities across entirely unseen tasks with different problem dimensions, population sizes, and optimization horizons. Furthermore, we conduct in-depth analyses of our Symbol framework and the optimization rules that it generates, underscoring its desirable flexibility and interpretability.

We present an algorithm for minimizing an objective with hard-to-compute gradients by using a related, easier-to-access function as a proxy. Our algorithm is based on approximate proximal point iterations on the proxy combined with relatively few stochastic gradients from the objective. When the difference between the objective and the proxy is delta-smooth, our algorithm guarantees convergence at a rate matching stochastic gradient descent on a delta-smooth objective, which can lead to substantially better sample efficiency. Our algorithm has many potential applications in machine learning, and provides a principled means of leveraging synthetic data, physics simulators, mixed public and private data, and more.

We consider the general class of time-homogeneous stochastic dynamical systems, both discrete and continuous, and study the problem of learning a representation of the state that faithfully captures its dynamics. This is instrumental to learning the transfer operator or the generator of the system, which in turn can be used for numerous tasks, such as forecasting and interpreting the system dynamics. We show that the search for a good representation can be cast as an optimization problem over neural networks. Our approach is supported by recent results in statistical learning theory, highlighting the role of approximation error and metric distortion in the learning problem. The objective function we propose is associated with projection operators from the representation space to the data space, overcomes metric distortion, and can be empirically estimated from data. In the discrete-time setting, we further derive a relaxed objective function that is differentiable and numerically well-conditioned. We compare our method against state-of-the-art approaches on different datasets, showing better performance across the board.

Constraint Programming (CP) is a declarative programming paradigm that allows for modeling and solving combinatorial optimization problems, such as the Job-Shop Scheduling Problem (JSSP). While CP solvers manage to find optimal or near-optimal solutions for small instances, they do not scale well to large ones, i.e., they require long computation times or yield low-quality solutions. Therefore, real-world scheduling applications often resort to fast, handcrafted, priority-based dispatching heuristics to find a good initial solution and then refine it using optimization methods. This paper proposes a novel end-to-end approach to solving scheduling problems by means of CP and Reinforcement Learning (RL). In contrast to previous RL methods, tailored for a given problem by including procedural simulation algorithms, complex feature engineering, or handcrafted reward functions, our neural-network architecture and training algorithm merely require a generic CP encoding of some scheduling problem along with a set of small instances. Our approach leverages existing CP solvers to train an agent learning a Priority Dispatching Rule (PDR) that generalizes well to large instances, even from separate datasets. We evaluate our method on seven JSSP datasets from the literature, showing its ability to find higher-quality solutions for very large instances than obtained by static PDRs and by a CP solver within the same time limit.

We consider stochastic unconstrained bilevel optimization problems when only the first-order gradient oracles are available. While numerous optimization methods have been proposed for tackling bilevel problems, existing methods either tend to require possibly expensive calculations regarding Hessians of lower-level objectives, or lack rigorous finite-time performance guarantees. In this work, we propose a Fully First-order Stochastic Approximation (F2SA) method, and study its non-asymptotic convergence properties. Specifically, we show that F2SA converges to an epsilon-stationary solution of the bilevel problem after epsilon^{-7/2}, epsilon^{-5/2}, and epsilon^{-3/2} iterations (each iteration using O(1) samples) when stochastic noises are in both level objectives, only in the upper-level objective, and not present (deterministic settings), respectively. We further show that if we employ momentum-assisted gradient estimators, the iteration complexities can be improved to epsilon^{-5/2}, epsilon^{-4/2}, and epsilon^{-3/2}, respectively. We demonstrate even superior practical performance of the proposed method over existing second-order based approaches on MNIST data-hypercleaning experiments.

In recent years, a variety of gradient-based first-order methods have been developed to solve bi-level optimization problems for learning applications. However, theoretical guarantees of these existing approaches heavily rely on the simplification that for each fixed upper-level variable, the lower-level solution must be a singleton (a.k.a., Lower-Level Singleton, LLS). In this work, we first design a counter-example to illustrate the invalidation of such LLS condition. Then by formulating BLPs from the view point of optimistic bi-level and aggregating hierarchical objective information, we establish Bi-level Descent Aggregation (BDA), a flexible and modularized algorithmic framework for generic bi-level optimization. Theoretically, we derive a new methodology to prove the convergence of BDA without the LLS condition. Our investigations also demonstrate that BDA is indeed compatible to a verify of particular first-order computation modules. Additionally, as an interesting byproduct, we also improve these conventional first-order bi-level schemes (under the LLS simplification). Particularly, we establish their convergences with weaker assumptions. Extensive experiments justify our theoretical results and demonstrate the superiority of the proposed BDA for different tasks, including hyper-parameter optimization and meta learning.

Inverse design refers to the problem of optimizing the input of an objective function in order to enact a target outcome. For many real-world engineering problems, the objective function takes the form of a simulator that predicts how the system state will evolve over time, and the design challenge is to optimize the initial conditions that lead to a target outcome. Recent developments in learned simulation have shown that graph neural networks (GNNs) can be used for accurate, efficient, differentiable estimation of simulator dynamics, and support high-quality design optimization with gradient- or sampling-based optimization procedures. However, optimizing designs from scratch requires many expensive model queries, and these procedures exhibit basic failures on either non-convex or high-dimensional problems.In this work, we show how denoising diffusion models (DDMs) can be used to solve inverse design problems efficiently and propose a particle sampling algorithm for further improving their efficiency. We perform experiments on a number of fluid dynamics design challenges, and find that our approach substantially reduces the number of calls to the simulator compared to standard techniques.

The performance of many machine learning models depends on their hyper-parameter settings. Bayesian Optimization has become a successful tool for hyper-parameter optimization of machine learning algorithms, which aims to identify optimal hyper-parameters during an iterative sequential process. However, most of the Bayesian Optimization algorithms are designed to select models for effectiveness only and ignore the important issue of model training efficiency. Given that both model effectiveness and training time are important for real-world applications, models selected for effectiveness may not meet the strict training time requirements necessary to deploy in a production environment. In this work, we present a unified Bayesian Optimization framework for jointly optimizing models for both prediction effectiveness and training efficiency. We propose an objective that captures the tradeoff between these two metrics and demonstrate how we can jointly optimize them in a principled Bayesian Optimization framework. Experiments on model selection for recommendation tasks indicate models selected this way significantly improves model training efficiency while maintaining strong effectiveness as compared to state-of-the-art Bayesian Optimization algorithms.

Combinatorial optimization (CO) is naturally discrete, making machine learning based on differentiable optimization inapplicable. Karalias & Loukas (2020) adapted the probabilistic method to incorporate CO into differentiable optimization. Their work ignited the research on unsupervised learning for CO, composed of two main components: probabilistic objectives and derandomization. However, each component confronts unique challenges. First, deriving objectives under various conditions (e.g., cardinality constraints and minimum) is nontrivial. Second, the derandomization process is underexplored, and the existing derandomization methods are either random sampling or naive rounding. In this work, we aim to tackle prevalent (i.e., commonly involved) conditions in unsupervised CO. First, we concretize the targets for objective construction and derandomization with theoretical justification. Then, for various conditions commonly involved in different CO problems, we derive nontrivial objectives and derandomization to meet the targets. Finally, we apply the derivations to various CO problems. Via extensive experiments on synthetic and real-world graphs, we validate the correctness of our derivations and show our empirical superiority w.r.t. both optimization quality and speed.

Reinforcement learning from human feedback (RLHF) is a standard approach for fine-tuning large language models to follow instructions. As part of this process, learned reward models are used to approximately model human preferences. However, as imperfect representations of the "true" reward, these learned reward models are susceptible to overoptimization. Gao et al. (2023) studied this phenomenon in a synthetic human feedback setup with a significantly larger "gold" reward model acting as the true reward (instead of humans) and showed that overoptimization remains a persistent problem regardless of the size of the proxy reward model and training data used. Using a similar setup, we conduct a systematic study to evaluate the efficacy of using ensemble-based conservative optimization objectives, specifically worst-case optimization (WCO) and uncertainty-weighted optimization (UWO), for mitigating reward model overoptimization when using two optimization methods: (a) best-of-n sampling (BoN) (b) proximal policy optimization (PPO). We additionally extend the setup of Gao et al. (2023) to include 25% label noise to better mirror real-world conditions. Both with and without label noise, we find that conservative optimization practically eliminates overoptimization and improves performance by up to 70% for BoN sampling. For PPO, ensemble-based conservative optimization always reduces overoptimization and outperforms single reward model optimization. Moreover, combining it with a small KL penalty successfully prevents overoptimization at no performance cost. Overall, our results demonstrate that ensemble-based conservative optimization can effectively counter overoptimization.

Since the emergence of large language models, prompt learning has become a popular method for optimizing and customizing these models. Special prompts, such as Chain-of-Thought, have even revealed previously unknown reasoning capabilities within these models. However, the progress of discovering effective prompts has been slow, driving a desire for general prompt optimization methods. Unfortunately, few existing prompt learning methods satisfy the criteria of being truly "general", i.e., automatic, discrete, black-box, gradient-free, and interpretable all at once. In this paper, we introduce metaheuristics, a branch of discrete non-convex optimization methods with over 100 options, as a promising approach to prompt learning. Within our paradigm, we test six typical methods: hill climbing, simulated annealing, genetic algorithms with/without crossover, tabu search, and harmony search, demonstrating their effectiveness in black-box prompt learning and Chain-of-Thought prompt tuning. Furthermore, we show that these methods can be used to discover more human-understandable prompts that were previously unknown, opening the door to a cornucopia of possibilities in prompt optimization. We release all the codes in https://github.com/research4pan/Plum.

Generative models form the backbone of modern machine learning, underpinning state-of-the-art systems in text, vision, and multimodal applications. While Maximum Likelihood Estimation has traditionally served as the dominant training paradigm, recent work have highlighted its limitations, particularly in generalization and susceptibility to catastrophic forgetting compared to Reinforcement Learning techniques, such as Policy Gradient methods. However, these approaches depend on explicit reward signals, which are often unavailable in practice, leaving open the fundamental problem of how to align generative models when only high-quality datasets are accessible. In this work, we address this challenge via a Bilevel Optimization framework, where the reward function is treated as the optimization variable of an outer-level problem, while a policy gradient objective defines the inner-level. We then conduct a theoretical analysis of this optimization problem in a tractable setting and extract insights that, as we demonstrate, generalize to applications such as tabular classification and model-based reinforcement learning. We release the code at https://github.com/abenechehab/nll_to_po .

The Distributionally Robust Markov Decision Process (DRMDP) is a popular framework for addressing dynamics shift in reinforcement learning by learning policies robust to the worst-case transition dynamics within a constrained set. However, solving its dual optimization oracle poses significant challenges, limiting theoretical analysis and computational efficiency. The recently proposed Robust Regularized Markov Decision Process (RRMDP) replaces the uncertainty set constraint with a regularization term on the value function, offering improved scalability and theoretical insights. Yet, existing RRMDP methods rely on unstructured regularization, often leading to overly conservative policies by considering transitions that are unrealistic. To address these issues, we propose a novel framework, the d-rectangular linear robust regularized Markov decision process (d-RRMDP), which introduces a linear latent structure into both transition kernels and regularization. For the offline RL setting, where an agent learns robust policies from a pre-collected dataset in the nominal environment, we develop a family of algorithms, Robust Regularized Pessimistic Value Iteration (R2PVI), employing linear function approximation and f-divergence based regularization terms on transition kernels. We provide instance-dependent upper bounds on the suboptimality gap of R2PVI policies, showing these bounds depend on how well the dataset covers state-action spaces visited by the optimal robust policy under robustly admissible transitions. This term is further shown to be fundamental to d-RRMDPs via information-theoretic lower bounds. Finally, numerical experiments validate that R2PVI learns robust policies and is computationally more efficient than methods for constrained DRMDPs.

Combinatorial optimization (CO) problems are often NP-hard and thus out of reach for exact algorithms, making them a tempting domain to apply machine learning methods. The highly structured constraints in these problems can hinder either optimization or sampling directly in the solution space. On the other hand, GFlowNets have recently emerged as a powerful machinery to efficiently sample from composite unnormalized densities sequentially and have the potential to amortize such solution-searching processes in CO, as well as generate diverse solution candidates. In this paper, we design Markov decision processes (MDPs) for different combinatorial problems and propose to train conditional GFlowNets to sample from the solution space. Efficient training techniques are also developed to benefit long-range credit assignment. Through extensive experiments on a variety of different CO tasks with synthetic and realistic data, we demonstrate that GFlowNet policies can efficiently find high-quality solutions.

This paper provides a self-contained, from-scratch, exposition of key algorithms for instruction tuning of models: SFT, Rejection Sampling, REINFORCE, Trust Region Policy Optimization (TRPO), Proximal Policy Optimization (PPO), Group Relative Policy Optimization (GRPO), and Direct Preference Optimization (DPO). Explanations of these algorithms often assume prior knowledge, lack critical details, and/or are overly generalized and complex. Here, each method is discussed and developed step by step using simplified and explicit notation focused on LLMs, aiming to eliminate ambiguity and provide a clear and intuitive understanding of the concepts. By minimizing detours into the broader RL literature and connecting concepts to LLMs, we eliminate superfluous abstractions and reduce cognitive overhead. Following this exposition, we provide a literature review of new techniques and approaches beyond those detailed. Finally, new ideas for research and exploration in the form of GRAPE (Generalized Relative Advantage Policy Evolution) are presented.

We consider the problem of learning in a non-stationary reinforcement learning (RL) environment, where the setting can be fully described by a piecewise stationary discrete-time Markov decision process (MDP). We introduce a variant of the Restarted Bayesian Online Change-Point Detection algorithm (R-BOCPD) that operates on input streams originating from the more general multinomial distribution and provides near-optimal theoretical guarantees in terms of false-alarm rate and detection delay. Based on this, we propose an improved version of the UCRL2 algorithm for MDPs with state transition kernel sampled from a multinomial distribution, which we call R-BOCPD-UCRL2. We perform a finite-time performance analysis and show that R-BOCPD-UCRL2 enjoys a favorable regret bound of Oleft(D O A T K_T logleft (frac{T{delta} right) + K_T log frac{K_T{delta}}{minlimits_ell : KLleft( {theta^{(ell+1)}}midmathbf{theta^{(ell)}}right)}}right), where D is the largest MDP diameter from the set of MDPs defining the piecewise stationary MDP setting, O is the finite number of states (constant over all changes), A is the finite number of actions (constant over all changes), K_T is the number of change points up to horizon T, and theta^{(ell)} is the transition kernel during the interval [c_ell, c_{ell+1}), which we assume to be multinomially distributed over the set of states O. Interestingly, the performance bound does not directly scale with the variation in MDP state transition distributions and rewards, ie. can also model abrupt changes. In practice, R-BOCPD-UCRL2 outperforms the state-of-the-art in a variety of scenarios in synthetic environments. We provide a detailed experimental setup along with a code repository (upon publication) that can be used to easily reproduce our experiments.

Modern machine learning algorithms, especially deep learning based techniques, typically involve careful hyperparameter tuning to achieve the best performance. Despite the surge of intense interest in practical techniques like Bayesian optimization and random search based approaches to automating this laborious and compute intensive task, the fundamental learning theoretic complexity of tuning hyperparameters for deep neural networks is poorly understood. Inspired by this glaring gap, we initiate the formal study of hyperparameter tuning complexity in deep learning through a recently introduced data driven setting. We assume that we have a series of deep learning tasks, and we have to tune hyperparameters to do well on average over the distribution of tasks. A major difficulty is that the utility function as a function of the hyperparameter is very volatile and furthermore, it is given implicitly by an optimization problem over the model parameters. To tackle this challenge, we introduce a new technique to characterize the discontinuities and oscillations of the utility function on any fixed problem instance as we vary the hyperparameter; our analysis relies on subtle concepts including tools from differential/algebraic geometry and constrained optimization. This can be used to show that the learning theoretic complexity of the corresponding family of utility functions is bounded. We instantiate our results and provide sample complexity bounds for concrete applications tuning a hyperparameter that interpolates neural activation functions and setting the kernel parameter in graph neural networks.

Any optimization algorithm programming interface can be seen as a black-box function with additional free parameters. In this spirit, simulated annealing (SA) can be implemented in pseudo-code within the dimensions of a single slide with free parameters relating to the annealing schedule. Such an implementation, however, necessarily neglects much of the structure necessary to take advantage of advances in computing resources and algorithmic breakthroughs. Simulated annealing is often introduced in myriad disciplines, from discrete examples like the Traveling Salesman Problem (TSP) to molecular cluster potential energy exploration or even explorations of a protein's configurational space. Theoretical guarantees also demand a stricter structure in terms of statistical quantities, which cannot simply be left to the user. We will introduce several standard paradigms and demonstrate how these can be "lifted" into a unified framework using object-oriented programming in Python. We demonstrate how clean, interoperable, reproducible programming libraries can be used to access and rapidly iterate on variants of Simulated Annealing in a manner which can be extended to serve as a best practices blueprint or design pattern for a data-driven optimization library.

MDPs with low-rank transitions -- that is, the transition matrix can be factored into the product of two matrices, left and right -- is a highly representative structure that enables tractable learning. The left matrix enables expressive function approximation for value-based learning and has been studied extensively. In this work, we instead investigate sample-efficient learning with density features, i.e., the right matrix, which induce powerful models for state-occupancy distributions. This setting not only sheds light on leveraging unsupervised learning in RL, but also enables plug-in solutions for convex RL. In the offline setting, we propose an algorithm for off-policy estimation of occupancies that can handle non-exploratory data. Using this as a subroutine, we further devise an online algorithm that constructs exploratory data distributions in a level-by-level manner. As a central technical challenge, the additive error of occupancy estimation is incompatible with the multiplicative definition of data coverage. In the absence of strong assumptions like reachability, this incompatibility easily leads to exponential error blow-up, which we overcome via novel technical tools. Our results also readily extend to the representation learning setting, when the density features are unknown and must be learned from an exponentially large candidate set.

Recently, GRPO-based reinforcement learning has shown remarkable progress in optimizing flow-matching models, effectively improving their alignment with task-specific rewards. Within these frameworks, the policy update relies on importance-ratio clipping to constrain overconfident positive and negative gradients. However, in practice, we observe a systematic shift in the importance-ratio distribution-its mean falls below 1 and its variance differs substantially across timesteps. This left-shifted and inconsistent distribution prevents positive-advantage samples from entering the clipped region, causing the mechanism to fail in constraining overconfident positive updates. As a result, the policy model inevitably enters an implicit over-optimization stage-while the proxy reward continues to increase, essential metrics such as image quality and text-prompt alignment deteriorate sharply, ultimately making the learned policy impractical for real-world use. To address this issue, we introduce GRPO-Guard, a simple yet effective enhancement to existing GRPO frameworks. Our method incorporates ratio normalization, which restores a balanced and step-consistent importance ratio, ensuring that PPO clipping properly constrains harmful updates across denoising timesteps. In addition, a gradient reweighting strategy equalizes policy gradients over noise conditions, preventing excessive updates from particular timestep regions. Together, these designs act as a regulated clipping mechanism, stabilizing optimization and substantially mitigating implicit over-optimization without relying on heavy KL regularization. Extensive experiments on multiple diffusion backbones (e.g., SD3.5M, Flux.1-dev) and diverse proxy tasks demonstrate that GRPO-Guard significantly reduces over-optimization while maintaining or even improving generation quality.

Machine learning models are often tuned by nesting optimization of model weights inside the optimization of hyperparameters. We give a method to collapse this nested optimization into joint stochastic optimization of weights and hyperparameters. Our process trains a neural network to output approximately optimal weights as a function of hyperparameters. We show that our technique converges to locally optimal weights and hyperparameters for sufficiently large hypernetworks. We compare this method to standard hyperparameter optimization strategies and demonstrate its effectiveness for tuning thousands of hyperparameters.

The objective function used in trajectory optimization is often non-convex and can have an infinite set of local optima. In such cases, there are diverse solutions to perform a given task. Although there are a few methods to find multiple solutions for motion planning, they are limited to generating a finite set of solutions. To address this issue, we presents an optimization method that learns an infinite set of solutions in trajectory optimization. In our framework, diverse solutions are obtained by learning latent representations of solutions. Our approach can be interpreted as training a deep generative model of collision-free trajectories for motion planning. The experimental results indicate that the trained model represents an infinite set of homotopic solutions for motion planning problems.

We show that learning-rate schedules for large model training behave surprisingly similar to a performance bound from non-smooth convex optimization theory. We provide a bound for the constant schedule with linear cooldown; in particular, the practical benefit of cooldown is reflected in the bound due to the absence of logarithmic terms. Further, we show that this surprisingly close match between optimization theory and practice can be exploited for learning-rate tuning: we achieve noticeable improvements for training 124M and 210M Llama-type models by (i) extending the schedule for continued training with optimal learning-rate, and (ii) transferring the optimal learning-rate across schedules.

Dynamical generative models that produce samples through an iterative process, such as Flow Matching and denoising diffusion models, have seen widespread use, but there have not been many theoretically-sound methods for improving these models with reward fine-tuning. In this work, we cast reward fine-tuning as stochastic optimal control (SOC). Critically, we prove that a very specific memoryless noise schedule must be enforced during fine-tuning, in order to account for the dependency between the noise variable and the generated samples. We also propose a new algorithm named Adjoint Matching which outperforms existing SOC algorithms, by casting SOC problems as a regression problem. We find that our approach significantly improves over existing methods for reward fine-tuning, achieving better consistency, realism, and generalization to unseen human preference reward models, while retaining sample diversity.

Structure-Based molecule optimization (SBMO) aims to optimize molecules with both continuous coordinates and discrete types against protein targets. A promising direction is to exert gradient guidance on generative models given its remarkable success in images, but it is challenging to guide discrete data and risks inconsistencies between modalities. To this end, we leverage a continuous and differentiable space derived through Bayesian inference, presenting Molecule Joint Optimization (MolJO), the gradient-based SBMO framework that facilitates joint guidance signals across different modalities while preserving SE(3)-equivariance. We introduce a novel backward correction strategy that optimizes within a sliding window of the past histories, allowing for a seamless trade-off between explore-and-exploit during optimization. MolJO achieves state-of-the-art performance on CrossDocked2020 benchmark (Success Rate 51.3%, Vina Dock -9.05 and SA 0.78), more than 4x improvement in Success Rate compared to the gradient-based counterpart, and 2x "Me-Better" Ratio as much as 3D baselines. Furthermore, we extend MolJO to a wide range of optimization settings, including multi-objective optimization and challenging tasks in drug design such as R-group optimization and scaffold hopping, further underscoring its versatility. Code is available at https://github.com/AlgoMole/MolCRAFT.

Reinforcement learning often needs to deal with the exponential growth of states and actions when exploring optimal control in high-dimensional spaces (often known as the curse of dimensionality). In this work, we address this issue by learning the inherent structure of action-wise similar MDP to appropriately balance the performance degradation versus sample/computational complexity. In particular, we partition the action spaces into multiple groups based on the similarity in transition distribution and reward function, and build a linear decomposition model to capture the difference between the intra-group transition kernel and the intra-group rewards. Both our theoretical analysis and experiments reveal a surprising and counter-intuitive result: while a more refined grouping strategy can reduce the approximation error caused by treating actions in the same group as identical, it also leads to increased estimation error when the size of samples or the computation resources is limited. This finding highlights the grouping strategy as a new degree of freedom that can be optimized to minimize the overall performance loss. To address this issue, we formulate a general optimization problem for determining the optimal grouping strategy, which strikes a balance between performance loss and sample/computational complexity. We further propose a computationally efficient method for selecting a nearly-optimal grouping strategy, which maintains its computational complexity independent of the size of the action space.

Heuristic design with large language models (LLMs) has emerged as a promising approach for tackling combinatorial optimization problems (COPs). However, existing approaches often rely on manually predefined evolutionary computation (EC) optimizers and single-task training schemes, which may constrain the exploration of diverse heuristic algorithms and hinder the generalization of the resulting heuristics. To address these issues, we propose Meta-Optimization of Heuristics (MoH), a novel framework that operates at the optimizer level, discovering effective optimizers through the principle of meta-learning. Specifically, MoH leverages LLMs to iteratively refine a meta-optimizer that autonomously constructs diverse optimizers through (self-)invocation, thereby eliminating the reliance on a predefined EC optimizer. These constructed optimizers subsequently evolve heuristics for downstream tasks, enabling broader heuristic exploration. Moreover, MoH employs a multi-task training scheme to promote its generalization capability. Experiments on classic COPs demonstrate that MoH constructs an effective and interpretable meta-optimizer, achieving state-of-the-art performance across various downstream tasks, particularly in cross-size settings.

With the widespread adoption of machine learning systems, the need to curtail their behavior has become increasingly apparent. This is evidenced by recent advancements towards developing models that satisfy robustness, safety, and fairness requirements. These requirements can be imposed (with generalization guarantees) by formulating constrained learning problems that can then be tackled by dual ascent algorithms. Yet, though these algorithms converge in objective value, even in non-convex settings, they cannot guarantee that their outcome is feasible. Doing so requires randomizing over all iterates, which is impractical in virtually any modern applications. Still, final iterates have been observed to perform well in practice. In this work, we address this gap between theory and practice by characterizing the constraint violation of Lagrangian minimizers associated with optimal dual variables, despite lack of convexity. To do this, we leverage the fact that non-convex, finite-dimensional constrained learning problems can be seen as parametrizations of convex, functional problems. Our results show that rich parametrizations effectively mitigate the issue of feasibility in dual methods, shedding light on prior empirical successes of dual learning. We illustrate our findings in fair learning tasks.

Bayesian optimization is an approach to optimizing objective functions that take a long time (minutes or hours) to evaluate. It is best-suited for optimization over continuous domains of less than 20 dimensions, and tolerates stochastic noise in function evaluations. It builds a surrogate for the objective and quantifies the uncertainty in that surrogate using a Bayesian machine learning technique, Gaussian process regression, and then uses an acquisition function defined from this surrogate to decide where to sample. In this tutorial, we describe how Bayesian optimization works, including Gaussian process regression and three common acquisition functions: expected improvement, entropy search, and knowledge gradient. We then discuss more advanced techniques, including running multiple function evaluations in parallel, multi-fidelity and multi-information source optimization, expensive-to-evaluate constraints, random environmental conditions, multi-task Bayesian optimization, and the inclusion of derivative information. We conclude with a discussion of Bayesian optimization software and future research directions in the field. Within our tutorial material we provide a generalization of expected improvement to noisy evaluations, beyond the noise-free setting where it is more commonly applied. This generalization is justified by a formal decision-theoretic argument, standing in contrast to previous ad hoc modifications.

Expensive multi-objective optimization problems (EMOPs) are common in real-world scenarios where evaluating objective functions is costly and involves extensive computations or physical experiments. Current Pareto set learning methods for such problems often rely on surrogate models like Gaussian processes to approximate the objective functions. These surrogate models can become fragmented, resulting in numerous small uncertain regions between explored solutions. When using acquisition functions such as the Lower Confidence Bound (LCB), these uncertain regions can turn into pseudo-local optima, complicating the search for globally optimal solutions. To address these challenges, we propose a novel approach called SVH-PSL, which integrates Stein Variational Gradient Descent (SVGD) with Hypernetworks for efficient Pareto set learning. Our method addresses the issues of fragmented surrogate models and pseudo-local optima by collectively moving particles in a manner that smooths out the solution space. The particles interact with each other through a kernel function, which helps maintain diversity and encourages the exploration of underexplored regions. This kernel-based interaction prevents particles from clustering around pseudo-local optima and promotes convergence towards globally optimal solutions. Our approach aims to establish robust relationships between trade-off reference vectors and their corresponding true Pareto solutions, overcoming the limitations of existing methods. Through extensive experiments across both synthetic and real-world MOO benchmarks, we demonstrate that SVH-PSL significantly improves the quality of the learned Pareto set, offering a promising solution for expensive multi-objective optimization problems.

Molecular conformation optimization is crucial to computer-aided drug discovery and materials design. Traditional energy minimization techniques rely on iterative optimization methods that use molecular forces calculated by a physical simulator (oracle) as anti-gradients. However, this is a computationally expensive approach that requires many interactions with a physical simulator. One way to accelerate this procedure is to replace the physical simulator with a neural network. Despite recent progress in neural networks for molecular conformation energy prediction, such models are prone to distribution shift, leading to inaccurate energy minimization. We find that the quality of energy minimization with neural networks can be improved by providing optimization trajectories as additional training data. Still, it takes around 5 times 10^5 additional conformations to match the physical simulator's optimization quality. In this work, we present the Gradual Optimization Learning Framework (GOLF) for energy minimization with neural networks that significantly reduces the required additional data. The framework consists of an efficient data-collecting scheme and an external optimizer. The external optimizer utilizes gradients from the energy prediction model to generate optimization trajectories, and the data-collecting scheme selects additional training data to be processed by the physical simulator. Our results demonstrate that the neural network trained with GOLF performs on par with the oracle on a benchmark of diverse drug-like molecules using 50x less additional data.

Training large models with distributed data parallelism (DDP) requires frequent communication of gradients across workers, which can saturate bandwidth. Infrequent communication strategies (e.g., Local SGD) reduce this overhead but, when applied to adaptive optimizers, often suffer a performance gap relative to fully synchronous DDP. We trace this gap to a time-scale mismatch: the optimizer's fast-moving momentum, tuned for frequent updates, decays too quickly to smooth gradients over long intervals, leading to noise-dominated optimization. To address this, we propose MT-DAO, a family of optimizers that employs multiple slow- and fast-moving first momenta or the gradient to track update dynamics across different time scales, for which we provide the first convergence guarantees. Empirically, for language-model pre-training, this eliminates the performance gap with DDP, outperforming infrequent-communication baselines in perplexity and reducing iso-token wall-clock time by 6-27% on Ethernet interconnects. At the 720M scale, MT-DAO reaches a target perplexity in 24% fewer steps and 35% less time than the single-momentum DDP baseline. MT-DAO enables effective cross-datacenter training and training over wide geographic areas.

In recent years, Reinforcement Learning (RL) has been applied to real-world problems with increasing success. Such applications often require to put constraints on the agent's behavior. Existing algorithms for constrained RL (CRL) rely on gradient descent-ascent, but this approach comes with a caveat. While these algorithms are guaranteed to converge on average, they do not guarantee last-iterate convergence, i.e., the current policy of the agent may never converge to the optimal solution. In practice, it is often observed that the policy alternates between satisfying the constraints and maximizing the reward, rarely accomplishing both objectives simultaneously. Here, we address this problem by introducing Reinforcement Learning with Optimistic Ascent-Descent (ReLOAD), a principled CRL method with guaranteed last-iterate convergence. We demonstrate its empirical effectiveness on a wide variety of CRL problems including discrete MDPs and continuous control. In the process we establish a benchmark of challenging CRL problems.

A popular approach for sequential decision-making is to perform simulator-based search guided with Machine Learning (ML) methods like policy learning. On the other hand, model-relaxation heuristics can guide the search effectively if a full declarative model is available. In this work, we consider how a practitioner can improve ML-based black-box planning on settings where a complete symbolic model is not available. We show that specifying an incomplete STRIPS model that describes only part of the problem enables the use of relaxation heuristics. Our findings on several planning domains suggest that this is an effective way to improve ML-based black-box planning beyond collecting more data or tuning ML architectures.

Minimax problems are notoriously challenging to optimize. However, we demonstrate that the two-timescale extragradient can be a viable solution. By utilizing dynamical systems theory, we show that it converges to points that satisfy the second-order necessary condition of local minimax points, under a mild condition. This work surpasses all previous results as we eliminate a crucial assumption that the Hessian, with respect to the maximization variable, is nondegenerate.

Popular machine learning approaches forgo second-order information due to the difficulty of computing curvature in high dimensions. We present FOSI, a novel meta-algorithm that improves the performance of any base first-order optimizer by efficiently incorporating second-order information during the optimization process. In each iteration, FOSI implicitly splits the function into two quadratic functions defined on orthogonal subspaces, then uses a second-order method to minimize the first, and the base optimizer to minimize the other. We formally analyze FOSI's convergence and the conditions under which it improves a base optimizer. Our empirical evaluation demonstrates that FOSI improves the convergence rate and optimization time of first-order methods such as Heavy-Ball and Adam, and outperforms second-order methods (K-FAC and L-BFGS).

Recent progress in text-to-3D generation has been achieved through the utilization of score distillation methods: they make use of the pre-trained text-to-image (T2I) diffusion models by distilling via the diffusion model training objective. However, such an approach inevitably results in the use of random timesteps at each update, which increases the variance of the gradient and ultimately prolongs the optimization process. In this paper, we propose to enhance the text-to-3D optimization by leveraging the T2I diffusion prior in the generative sampling process with a predetermined timestep schedule. To this end, we interpret text-to3D optimization as a multi-view image-to-image translation problem, and propose a solution by approximating the probability flow. By leveraging the proposed novel optimization algorithm, we design DreamFlow, a practical three-stage coarseto-fine text-to-3D optimization framework that enables fast generation of highquality and high-resolution (i.e., 1024x1024) 3D contents. For example, we demonstrate that DreamFlow is 5 times faster than the existing state-of-the-art text-to-3D method, while producing more photorealistic 3D contents. Visit our project page (https://kyungmnlee.github.io/dreamflow.github.io/) for visualizations.

This paper focuses on the problem of constrained stochastic optimization. A zeroth order Frank-Wolfe algorithm is proposed, which in addition to the projection-free nature of the vanilla Frank-Wolfe algorithm makes it gradient free. Under convexity and smoothness assumption, we show that the proposed algorithm converges to the optimal objective function at a rate Oleft(1/T^{1/3}right), where T denotes the iteration count. In particular, the primal sub-optimality gap is shown to have a dimension dependence of Oleft(d^{1/3}right), which is the best known dimension dependence among all zeroth order optimization algorithms with one directional derivative per iteration. For non-convex functions, we obtain the Frank-Wolfe gap to be Oleft(d^{1/3}T^{-1/4}right). Experiments on black-box optimization setups demonstrate the efficacy of the proposed algorithm.

Markov Decision Processes (MDPs) are a formal framework for modeling and solving sequential decision-making problems. In finite-time horizons such problems are relevant for instance for optimal stopping or specific supply chain problems, but also in the training of large language models. In contrast to infinite horizon MDPs optimal policies are not stationary, policies must be learned for every single epoch. In practice all parameters are often trained simultaneously, ignoring the inherent structure suggested by dynamic programming. This paper introduces a combination of dynamic programming and policy gradient called dynamic policy gradient, where the parameters are trained backwards in time. For the tabular softmax parametrisation we carry out the convergence analysis for simultaneous and dynamic policy gradient towards global optima, both in the exact and sampled gradient settings without regularisation. It turns out that the use of dynamic policy gradient training much better exploits the structure of finite-time problems which is reflected in improved convergence bounds.

We consider a family of algorithms that successively sample and minimize simple stochastic models of the objective function. We show that under reasonable conditions on approximation quality and regularity of the models, any such algorithm drives a natural stationarity measure to zero at the rate O(k^{-1/4}). As a consequence, we obtain the first complexity guarantees for the stochastic proximal point, proximal subgradient, and regularized Gauss-Newton methods for minimizing compositions of convex functions with smooth maps. The guiding principle, underlying the complexity guarantees, is that all algorithms under consideration can be interpreted as approximate descent methods on an implicit smoothing of the problem, given by the Moreau envelope. Specializing to classical circumstances, we obtain the long-sought convergence rate of the stochastic projected gradient method, without batching, for minimizing a smooth function on a closed convex set.

AdamW has been the default optimizer for transformer pretraining. For many years, our community searches for faster and more stable optimizers with only constraint positive outcomes. In this work, we propose a single-line modification in Pytorch to any momentum-based optimizer, which we rename Cautious Optimizer, e.g. C-AdamW and C-Lion. Our theoretical result shows that this modification preserves Adam's Hamiltonian function and it does not break the convergence guarantee under the Lyapunov analysis. In addition, a whole new family of optimizers is revealed by our theoretical insight. Among them, we pick the simplest one for empirical experiments, showing speed-up on Llama and MAE pretraining up to 1.47times. Code is available at https://github.com/kyleliang919/C-Optim

Monte Carlo Tree Search (MCTS) is a powerful algorithm for solving complex decision-making problems. This paper presents an optimized MCTS implementation applied to the FrozenLake environment, a classic reinforcement learning task characterized by stochastic transitions. The optimization leverages cumulative reward and visit count tables along with the Upper Confidence Bound for Trees (UCT) formula, resulting in efficient learning in a slippery grid world. We benchmark our implementation against other decision-making algorithms, including MCTS with Policy and Q-Learning, and perform a detailed comparison of their performance. The results demonstrate that our optimized approach effectively maximizes rewards and success rates while minimizing convergence time, outperforming baseline methods, especially in environments with inherent randomness.

Bayesian Optimization (BO) is a foundational strategy in the field of engineering design optimization for efficiently handling black-box functions with many constraints and expensive evaluations. This paper introduces a fast and accurate BO framework that leverages Pre-trained Transformers for Bayesian Optimization (PFN4sBO) to address constrained optimization problems in engineering. Unlike traditional BO methods that rely heavily on Gaussian Processes (GPs), our approach utilizes Prior-data Fitted Networks (PFNs), a type of pre-trained transformer, to infer constraints and optimal solutions without requiring any iterative retraining. We demonstrate the effectiveness of PFN-based BO through a comprehensive benchmark consisting of fifteen test problems, encompassing synthetic, structural, and engineering design challenges. Our findings reveal that PFN-based BO significantly outperforms Constrained Expected Improvement and Penalty-based GP methods by an order of magnitude in speed while also outperforming them in accuracy in identifying feasible, optimal solutions. This work showcases the potential of integrating machine learning with optimization techniques in solving complex engineering challenges, heralding a significant leap forward for optimization methodologies, opening up the path to using PFN-based BO to solve other challenging problems, such as enabling user-guided interactive BO, adaptive experiment design, or multi-objective design optimization. Additionally, we establish a benchmark for evaluating BO algorithms in engineering design, offering a robust platform for future research and development in the field. This benchmark framework for evaluating new BO algorithms in engineering design will be published at https://github.com/rosenyu304/BOEngineeringBenchmark.

Dynamic treatment regimes (DTRs) are personalized, adaptive, multi-stage treatment plans that adapt treatment decisions both to an individual's initial features and to intermediate outcomes and features at each subsequent stage, which are affected by decisions in prior stages. Examples include personalized first- and second-line treatments of chronic conditions like diabetes, cancer, and depression, which adapt to patient response to first-line treatment, disease progression, and individual characteristics. While existing literature mostly focuses on estimating the optimal DTR from offline data such as from sequentially randomized trials, we study the problem of developing the optimal DTR in an online manner, where the interaction with each individual affect both our cumulative reward and our data collection for future learning. We term this the DTR bandit problem. We propose a novel algorithm that, by carefully balancing exploration and exploitation, is guaranteed to achieve rate-optimal regret when the transition and reward models are linear. We demonstrate our algorithm and its benefits both in synthetic experiments and in a case study of adaptive treatment of major depressive disorder using real-world data.

Despite the success of neural-based combinatorial optimization methods for end-to-end heuristic learning, out-of-distribution generalization remains a challenge. In this paper, we present a novel formulation of Combinatorial Optimization Problems (COPs) as Markov Decision Processes (MDPs) that effectively leverages common symmetries of COPs to improve out-of-distribution robustness. Starting from a direct MDP formulation of a constructive method, we introduce a generic way to reduce the state space, based on Bisimulation Quotienting (BQ) in MDPs. Then, for COPs with a recursive nature, we specialize the bisimulation and show how the reduced state exploits the symmetries of these problems and facilitates MDP solving. Our approach is principled and we prove that an optimal policy for the proposed BQ-MDP actually solves the associated COPs. We illustrate our approach on five classical problems: the Euclidean and Asymmetric Traveling Salesman, Capacitated Vehicle Routing, Orienteering and Knapsack Problems. Furthermore, for each problem, we introduce a simple attention-based policy network for the BQ-MDPs, which we train by imitation of (near) optimal solutions of small instances from a single distribution. We obtain new state-of-the-art results for the five COPs on both synthetic and realistic benchmarks. Notably, in contrast to most existing neural approaches, our learned policies show excellent generalization performance to much larger instances than seen during training, without any additional search procedure.

Flow-based generative models, including diffusion models, excel at modeling continuous distributions in high-dimensional spaces. In this work, we introduce Flow Policy Optimization (FPO), a simple on-policy reinforcement learning algorithm that brings flow matching into the policy gradient framework. FPO casts policy optimization as maximizing an advantage-weighted ratio computed from the conditional flow matching loss, in a manner compatible with the popular PPO-clip framework. It sidesteps the need for exact likelihood computation while preserving the generative capabilities of flow-based models. Unlike prior approaches for diffusion-based reinforcement learning that bind training to a specific sampling method, FPO is agnostic to the choice of diffusion or flow integration at both training and inference time. We show that FPO can train diffusion-style policies from scratch in a variety of continuous control tasks. We find that flow-based models can capture multimodal action distributions and achieve higher performance than Gaussian policies, particularly in under-conditioned settings.

Stochastic gradient descent method and its variants constitute the core optimization algorithms that achieve good convergence rates for solving machine learning problems. These rates are obtained especially when these algorithms are fine-tuned for the application at hand. Although this tuning process can require large computational costs, recent work has shown that these costs can be reduced by line search methods that iteratively adjust the stepsize. We propose an alternative approach to stochastic line search by using a new algorithm based on forward step model building. This model building step incorporates second-order information that allows adjusting not only the stepsize but also the search direction. Noting that deep learning model parameters come in groups (layers of tensors), our method builds its model and calculates a new step for each parameter group. This novel diagonalization approach makes the selected step lengths adaptive. We provide convergence rate analysis, and experimentally show that the proposed algorithm achieves faster convergence and better generalization in well-known test problems. More precisely, SMB requires less tuning, and shows comparable performance to other adaptive methods.

We address a benchmark task in agile robotics: catching objects thrown at high-speed. This is a challenging task that involves tracking, intercepting, and cradling a thrown object with access only to visual observations of the object and the proprioceptive state of the robot, all within a fraction of a second. We present the relative merits of two fundamentally different solution strategies: (i) Model Predictive Control using accelerated constrained trajectory optimization, and (ii) Reinforcement Learning using zeroth-order optimization. We provide insights into various performance trade-offs including sample efficiency, sim-to-real transfer, robustness to distribution shifts, and whole-body multimodality via extensive on-hardware experiments. We conclude with proposals on fusing "classical" and "learning-based" techniques for agile robot control. Videos of our experiments may be found at https://sites.google.com/view/agile-catching

A major challenge in training large-scale machine learning models is configuring the training process to maximize model performance, i.e., finding the best training setup from a vast design space. In this work, we unlock a gradient-based approach to this problem. We first introduce an algorithm for efficiently calculating metagradients -- gradients through model training -- at scale. We then introduce a "smooth model training" framework that enables effective optimization using metagradients. With metagradient descent (MGD), we greatly improve on existing dataset selection methods, outperform accuracy-degrading data poisoning attacks by an order of magnitude, and automatically find competitive learning rate schedules.

In this paper, we explore the potential for quantum annealing to solve realistic routing problems. We focus on two NP-Hard problems, including the Traveling Salesman Problem with Time Windows and the Capacitated Vehicle Routing Problem with Time Windows. We utilize D-Wave's Quantum Annealer and Constrained Quadratic Model (CQM) solver within a hybrid framework to solve these problems. We demonstrate that while the CQM solver effectively minimizes route costs, it struggles to maintain time window feasibility as the problem size increases. To address this limitation, we implement a heuristic method that fixes infeasible solutions through a series of swapping operations. Testing on benchmark instances shows our method achieves promising results with an average optimality gap of 3.86%.

We study reinforcement learning with function approximation for large-scale Partially Observable Markov Decision Processes (POMDPs) where the state space and observation space are large or even continuous. Particularly, we consider Hilbert space embeddings of POMDP where the feature of latent states and the feature of observations admit a conditional Hilbert space embedding of the observation emission process, and the latent state transition is deterministic. Under the function approximation setup where the optimal latent state-action Q-function is linear in the state feature, and the optimal Q-function has a gap in actions, we provide a computationally and statistically efficient algorithm for finding the exact optimal policy. We show our algorithm's computational and statistical complexities scale polynomially with respect to the horizon and the intrinsic dimension of the feature on the observation space. Furthermore, we show both the deterministic latent transitions and gap assumptions are necessary to avoid statistical complexity exponential in horizon or dimension. Since our guarantee does not have an explicit dependence on the size of the state and observation spaces, our algorithm provably scales to large-scale POMDPs.

This work focuses on addressing two major challenges in the context of large-scale nonconvex Bi-Level Optimization (BLO) problems, which are increasingly applied in machine learning due to their ability to model nested structures. These challenges involve ensuring computational efficiency and providing theoretical guarantees. While recent advances in scalable BLO algorithms have primarily relied on lower-level convexity simplification, our work specifically tackles large-scale BLO problems involving nonconvexity in both the upper and lower levels. We simultaneously address computational and theoretical challenges by introducing an innovative single-loop gradient-based algorithm, utilizing the Moreau envelope-based reformulation, and providing non-asymptotic convergence analysis for general nonconvex BLO problems. Notably, our algorithm relies solely on first-order gradient information, enhancing its practicality and efficiency, especially for large-scale BLO learning tasks. We validate our approach's effectiveness through experiments on various synthetic problems, two typical hyper-parameter learning tasks, and a real-world neural architecture search application, collectively demonstrating its superior performance.

We introduce Gradient Descent with Adaptive Momentum Scaling (Grams), a novel optimization algorithm that decouples the direction and magnitude of parameter updates in deep learning. Unlike traditional optimizers that directly integrate momentum into updates, Grams separates the update direction, derived from current gradients, from momentum, which is used solely for adaptive magnitude scaling. This approach enables Grams to achieve improved loss descent compared to state-of-the-art cautious and momentum-based optimizers. We establish a global convergence guarantee for Grams and validate its effectiveness through extensive empirical evaluations. The results demonstrate Grams' superior performance, including faster convergence and better generalization, compared to widely-used optimizers such as Adam, Lion, and their cautious variants. Our results highlight Grams' potential as a transformative approach for efficient optimization in large-scale machine learning.

We consider the optimization problem of the form min_{x in R^d} f(x) triangleq E_{xi} [F(x; xi)], where the component F(x;xi) is L-mean-squared Lipschitz but possibly nonconvex and nonsmooth. The recently proposed gradient-free method requires at most O( L^4 d^{3/2} epsilon^{-4} + Delta L^3 d^{3/2} delta^{-1} epsilon^{-4}) stochastic zeroth-order oracle complexity to find a (delta,epsilon)-Goldstein stationary point of objective function, where Delta = f(x_0) - inf_{x in R^d} f(x) and x_0 is the initial point of the algorithm. This paper proposes a more efficient algorithm using stochastic recursive gradient estimators, which improves the complexity to O(L^3 d^{3/2} epsilon^{-3}+ Delta L^2 d^{3/2} delta^{-1} epsilon^{-3}).

Generative Adversarial Networks (GANs) are a popular formulation to train generative models for complex high dimensional data. The standard method for training GANs involves a gradient descent-ascent (GDA) procedure on a minimax optimization problem. This procedure is hard to analyze in general due to the nonlinear nature of the dynamics. We study the local dynamics of GDA for training a GAN with a kernel-based discriminator. This convergence analysis is based on a linearization of a non-linear dynamical system that describes the GDA iterations, under an isolated points model assumption from [Becker et al. 2022]. Our analysis brings out the effect of the learning rates, regularization, and the bandwidth of the kernel discriminator, on the local convergence rate of GDA. Importantly, we show phase transitions that indicate when the system converges, oscillates, or diverges. We also provide numerical simulations that verify our claims.

Protein fitness optimization involves finding a protein sequence that maximizes desired quantitative properties in a combinatorially large design space of possible sequences. Recent developments in steering protein generative models (e.g diffusion models, language models) offer a promising approach. However, by and large, past studies have optimized surrogate rewards and/or utilized large amounts of labeled data for steering, making it unclear how well existing methods perform and compare to each other in real-world optimization campaigns where fitness is measured by low-throughput wet-lab assays. In this study, we explore fitness optimization using small amounts (hundreds) of labeled sequence-fitness pairs and comprehensively evaluate strategies such as classifier guidance and posterior sampling for guiding generation from different discrete diffusion models of protein sequences. We also demonstrate how guidance can be integrated into adaptive sequence selection akin to Thompson sampling in Bayesian optimization, showing that plug-and-play guidance strategies offer advantages compared to alternatives such as reinforcement learning with protein language models.

Reinforcement learning (RL) has recently become the core paradigm for aligning and strengthening large language models (LLMs). Yet, applying RL in off-policy settings--where stale data from past policies are used for training--improves sample efficiency, but remains challenging: policy entropy declines sharply, optimization often becomes unstable and may even collapse. Through theoretical and empirical analysis, we identify two key insights: (i) an imbalance in optimization, where negative-advantage samples dominate the policy gradient, suppressing useful behaviors and risking gradient explosions; and (ii) the derived Entropy-Clip Rule, which reveals that the fixed clipping mechanism in PPO-like objectives systematically blocks entropy-increasing updates, thereby driving the policy toward over-exploitation at the expense of exploration. Building on these insights, we propose BAlanced Policy Optimization with Adaptive Clipping (BAPO), a simple yet effective method that dynamically adjusts clipping bounds to adaptively re-balance positive and negative contributions, preserve entropy, and stabilize RL optimization. Across diverse off-policy scenarios--including sample replay and partial rollout--BAPO achieves fast, stable, and data-efficient training. On AIME 2024 and AIME 2025 benchmarks, our 7B BAPO model surpasses open-source counterparts such as SkyWork-OR1-7B, while our 32B BAPO model not only achieves state-of-the-art results among models of the same scale but also outperforms leading proprietary systems like o3-mini and Gemini-2.5-Flash-Thinking.

Learning to Optimize (L2O), a technique that utilizes machine learning to learn an optimization algorithm automatically from data, has gained arising attention in recent years. A generic L2O approach parameterizes the iterative update rule and learns the update direction as a black-box network. While the generic approach is widely applicable, the learned model can overfit and may not generalize well to out-of-distribution test sets. In this paper, we derive the basic mathematical conditions that successful update rules commonly satisfy. Consequently, we propose a novel L2O model with a mathematics-inspired structure that is broadly applicable and generalized well to out-of-distribution problems. Numerical simulations validate our theoretical findings and demonstrate the superior empirical performance of the proposed L2O model.

Diffusion models are emerging expressive generative models, in which a large number of time steps (inference steps) are required for a single image generation. To accelerate such tedious process, reducing steps uniformly is considered as an undisputed principle of diffusion models. We consider that such a uniform assumption is not the optimal solution in practice; i.e., we can find different optimal time steps for different models. Therefore, we propose to search the optimal time steps sequence and compressed model architecture in a unified framework to achieve effective image generation for diffusion models without any further training. Specifically, we first design a unified search space that consists of all possible time steps and various architectures. Then, a two stage evolutionary algorithm is introduced to find the optimal solution in the designed search space. To further accelerate the search process, we employ FID score between generated and real samples to estimate the performance of the sampled examples. As a result, the proposed method is (i).training-free, obtaining the optimal time steps and model architecture without any training process; (ii). orthogonal to most advanced diffusion samplers and can be integrated to gain better sample quality. (iii). generalized, where the searched time steps and architectures can be directly applied on different diffusion models with the same guidance scale. Experimental results show that our method achieves excellent performance by using only a few time steps, e.g. 17.86 FID score on ImageNet 64 times 64 with only four steps, compared to 138.66 with DDIM. The code is available at https://github.com/lilijiangg/AutoDiffusion.

We explore a data-driven approach for learning to optimize neural networks. We construct a dataset of neural network checkpoints and train a generative model on the parameters. In particular, our model is a conditional diffusion transformer that, given an initial input parameter vector and a prompted loss, error, or return, predicts the distribution over parameter updates that achieve the desired metric. At test time, it can optimize neural networks with unseen parameters for downstream tasks in just one update. We find that our approach successfully generates parameters for a wide range of loss prompts. Moreover, it can sample multimodal parameter solutions and has favorable scaling properties. We apply our method to different neural network architectures and tasks in supervised and reinforcement learning.

The success of image generative models has enabled us to build methods that can edit images based on text or other user input. However, these methods are bespoke, imprecise, require additional information, or are limited to only 2D image edits. We present GeoDiffuser, a zero-shot optimization-based method that unifies common 2D and 3D image-based object editing capabilities into a single method. Our key insight is to view image editing operations as geometric transformations. We show that these transformations can be directly incorporated into the attention layers in diffusion models to implicitly perform editing operations. Our training-free optimization method uses an objective function that seeks to preserve object style but generate plausible images, for instance with accurate lighting and shadows. It also inpaints disoccluded parts of the image where the object was originally located. Given a natural image and user input, we segment the foreground object using SAM and estimate a corresponding transform which is used by our optimization approach for editing. GeoDiffuser can perform common 2D and 3D edits like object translation, 3D rotation, and removal. We present quantitative results, including a perceptual study, that shows how our approach is better than existing methods. Visit https://ivl.cs.brown.edu/research/geodiffuser.html for more information.

Fast changing states or volatile environments pose a significant challenge to online optimization, which needs to perform rapid adaptation under limited observation. In this paper, we give query and regret optimal bandit algorithms under the strict notion of strongly adaptive regret, which measures the maximum regret over any contiguous interval I. Due to its worst-case nature, there is an almost-linear Omega(|I|^{1-epsilon}) regret lower bound, when only one query per round is allowed [Daniely el al, ICML 2015]. Surprisingly, with just two queries per round, we give Strongly Adaptive Bandit Learner (StABL) that achieves O(n|I|) adaptive regret for multi-armed bandits with n arms. The bound is tight and cannot be improved in general. Our algorithm leverages a multiplicative update scheme of varying stepsizes and a carefully chosen observation distribution to control the variance. Furthermore, we extend our results and provide optimal algorithms in the bandit convex optimization setting. Finally, we empirically demonstrate the superior performance of our algorithms under volatile environments and for downstream tasks, such as algorithm selection for hyperparameter optimization.

This paper introduces an approach to endow generative diffusion processes the ability to satisfy and certify compliance with constraints and physical principles. The proposed method recast the traditional sampling process of generative diffusion models as a constrained optimization problem, steering the generated data distribution to remain within a specified region to ensure adherence to the given constraints. These capabilities are validated on applications featuring both convex and challenging, non-convex, constraints as well as ordinary differential equations, in domains spanning from synthesizing new materials with precise morphometric properties, generating physics-informed motion, optimizing paths in planning scenarios, and human motion synthesis.

Flow matching is a powerful framework for generating high-quality samples in various applications, especially image synthesis. However, the intensive computational demands of these models, especially during the fine-tuning process and sampling processes, pose significant challenges for low-resource scenarios. This paper introduces Bellman Optimal Step-size Straightening (BOSS) technique for distilling flow-matching generative models: it aims specifically for a few-step efficient image sampling while adhering to a computational budget constraint. First, this technique involves a dynamic programming algorithm that optimizes the step sizes of the pretrained network. Then, it refines the velocity network to match the optimal step sizes, aiming to straighten the generation paths. Extensive experimental evaluations across image generation tasks demonstrate the efficacy of BOSS in terms of both resource utilization and image quality. Our results reveal that BOSS achieves substantial gains in efficiency while maintaining competitive sample quality, effectively bridging the gap between low-resource constraints and the demanding requirements of flow-matching generative models. Our paper also fortifies the responsible development of artificial intelligence, offering a more sustainable generative model that reduces computational costs and environmental footprints. Our code can be found at https://github.com/nguyenngocbaocmt02/BOSS.

We present a class of novel optimisers for training neural networks that makes use of the Riemannian metric naturally induced when the loss landscape is embedded in higher-dimensional space. This is the same metric that underlies common visualisations of loss landscapes. By taking this geometric perspective literally and using the induced metric, we develop a new optimiser and compare it to existing methods, namely: SGD, Adam, AdamW, and Muon, across a range of tasks and architectures. Empirically, we conclude that this new class of optimisers is highly effective in low dimensional examples, and provides slight improvement over state-of-the-art methods for training neural networks. These new optimisers have theoretically desirable properties. In particular, the effective learning rate is automatically decreased in regions of high curvature acting as a smoothed out form of gradient clipping. Similarly, one variant of these optimisers can also be viewed as inducing an effective scheduled learning rate and decoupled weight decay is the natural choice from our geometric perspective. The basic method can be used to modify any existing preconditioning method. The new optimiser has a computational complexity comparable to that of Adam.

Bilevel optimization enjoys a wide range of applications in hyper-parameter optimization, meta-learning and reinforcement learning. However, bilevel optimization problems are difficult to solve. Recent progress on scalable bilevel algorithms mainly focuses on bilevel optimization problems where the lower-level objective is either strongly convex or unconstrained. In this work, we tackle the bilevel problem through the lens of the penalty method. We show that under certain conditions, the penalty reformulation recovers the solutions of the original bilevel problem. Further, we propose the penalty-based bilevel gradient descent (PBGD) algorithm and establish its finite-time convergence for the constrained bilevel problem without lower-level strong convexity. Experiments showcase the efficiency of the proposed PBGD algorithm.

We consider the distributionally robust optimization (DRO) problem with spectral risk-based uncertainty set and f-divergence penalty. This formulation includes common risk-sensitive learning objectives such as regularized condition value-at-risk (CVaR) and average top-k loss. We present Prospect, a stochastic gradient-based algorithm that only requires tuning a single learning rate hyperparameter, and prove that it enjoys linear convergence for smooth regularized losses. This contrasts with previous algorithms that either require tuning multiple hyperparameters or potentially fail to converge due to biased gradient estimates or inadequate regularization. Empirically, we show that Prospect can converge 2-3times faster than baselines such as stochastic gradient and stochastic saddle-point methods on distribution shift and fairness benchmarks spanning tabular, vision, and language domains.

We consider the problem of global optimization with noisy zeroth order oracles - a well-motivated problem useful for various applications ranging from hyper-parameter tuning for deep learning to new material design. Existing work relies on Gaussian processes or other non-parametric family, which suffers from the curse of dimensionality. In this paper, we propose a new algorithm GO-UCB that leverages a parametric family of functions (e.g., neural networks) instead. Under a realizable assumption and a few other mild geometric conditions, we show that GO-UCB achieves a cumulative regret of O(T) where T is the time horizon. At the core of GO-UCB is a carefully designed uncertainty set over parameters based on gradients that allows optimistic exploration. Synthetic and real-world experiments illustrate GO-UCB works better than Bayesian optimization approaches in high dimensional cases, even if the model is misspecified.

Bilevel optimization has been recently revisited for designing and analyzing algorithms in hyperparameter tuning and meta learning tasks. However, due to its nested structure, evaluating exact gradients for high-dimensional problems is computationally challenging. One heuristic to circumvent this difficulty is to use the approximate gradient given by performing truncated back-propagation through the iterative optimization procedure that solves the lower-level problem. Although promising empirical performance has been reported, its theoretical properties are still unclear. In this paper, we analyze the properties of this family of approximate gradients and establish sufficient conditions for convergence. We validate this on several hyperparameter tuning and meta learning tasks. We find that optimization with the approximate gradient computed using few-step back-propagation often performs comparably to optimization with the exact gradient, while requiring far less memory and half the computation time.

The study of hardest and easiest fitness landscapes is an active area of research. Recently, Kaufmann, Larcher, Lengler and Zou conjectured that for the self-adjusting (1,lambda)-EA, Adversarial Dynamic BinVal (ADBV) is the hardest dynamic monotone function to optimize. We introduce the function Switching Dynamic BinVal (SDBV) which coincides with ADBV whenever the number of remaining zeros in the search point is strictly less than n/2, where n denotes the dimension of the search space. We show, using a combinatorial argument, that for the (1+1)-EA with any mutation rate p in [0,1], SDBV is drift-minimizing among the class of dynamic monotone functions. Our construction provides the first explicit example of an instance of the partially-ordered evolutionary algorithm (PO-EA) model with parameterized pessimism introduced by Colin, Doerr and F\'erey, building on work of Jansen. We further show that the (1+1)-EA optimizes SDBV in Theta(n^{3/2}) generations. Our simulations demonstrate matching runtimes for both static and self-adjusting (1,lambda) and (1+lambda)-EA. We further show, using an example of fixed dimension, that drift-minimization does not equal maximal runtime.

We introduce a gradient-based approach for the problem of Bayesian optimal experimental design to learn causal models in a batch setting -- a critical component for causal discovery from finite data where interventions can be costly or risky. Existing methods rely on greedy approximations to construct a batch of experiments while using black-box methods to optimize over a single target-state pair to intervene with. In this work, we completely dispose of the black-box optimization techniques and greedy heuristics and instead propose a conceptually simple end-to-end gradient-based optimization procedure to acquire a set of optimal intervention target-state pairs. Such a procedure enables parameterization of the design space to efficiently optimize over a batch of multi-target-state interventions, a setting which has hitherto not been explored due to its complexity. We demonstrate that our proposed method outperforms baselines and existing acquisition strategies in both single-target and multi-target settings across a number of synthetic datasets.

In this study, we delve into an emerging optimization challenge involving a black-box objective function that can only be gauged via a ranking oracle-a situation frequently encountered in real-world scenarios, especially when the function is evaluated by human judges. Such challenge is inspired from Reinforcement Learning with Human Feedback (RLHF), an approach recently employed to enhance the performance of Large Language Models (LLMs) using human guidance. We introduce ZO-RankSGD, an innovative zeroth-order optimization algorithm designed to tackle this optimization problem, accompanied by theoretical assurances. Our algorithm utilizes a novel rank-based random estimator to determine the descent direction and guarantees convergence to a stationary point. Moreover, ZO-RankSGD is readily applicable to policy optimization problems in Reinforcement Learning (RL), particularly when only ranking oracles for the episode reward are available. Last but not least, we demonstrate the effectiveness of ZO-RankSGD in a novel application: improving the quality of images generated by a diffusion generative model with human ranking feedback. Throughout experiments, we found that ZO-RankSGD can significantly enhance the detail of generated images with only a few rounds of human feedback. Overall, our work advances the field of zeroth-order optimization by addressing the problem of optimizing functions with only ranking feedback, and offers a new and effective approach for aligning Artificial Intelligence (AI) with human intentions.

We study the autonomous exploration (AX) problem proposed by Lim & Auer (2012). In this setting, the objective is to discover a set of epsilon-optimal policies reaching a set S_L^{rightarrow} of incrementally L-controllable states. We introduce a novel layered decomposition of the set of incrementally L-controllable states that is based on the iterative application of a state-expansion operator. We leverage these results to design Layered Autonomous Exploration (LAE), a novel algorithm for AX that attains a sample complexity of mathcal{O}(LS^{rightarrow}_{L(1+epsilon)}Gamma_{L(1+epsilon)} A ln^{12}(S^{rightarrow}_{L(1+epsilon)})/epsilon^2), where S^{rightarrow}_{L(1+epsilon)} is the number of states that are incrementally L(1+epsilon)-controllable, A is the number of actions, and Gamma_{L(1+epsilon)} is the branching factor of the transitions over such states. LAE improves over the algorithm of Tarbouriech et al. (2020a) by a factor of L^2 and it is the first algorithm for AX that works in a countably-infinite state space. Moreover, we show that, under a certain identifiability assumption, LAE achieves minimax-optimal sample complexity of mathcal{O}(LS^{rightarrow}_{L}Aln^{12}(S^{rightarrow}_{L})/epsilon^2), outperforming existing algorithms and matching for the first time the lower bound proved by Cai et al. (2022) up to logarithmic factors.

A common pipeline in learning-based control is to iteratively estimate a model of system dynamics, and apply a trajectory optimization algorithm - e.g.~iLQR - on the learned model to minimize a target cost. This paper conducts a rigorous analysis of a simplified variant of this strategy for general nonlinear systems. We analyze an algorithm which iterates between estimating local linear models of nonlinear system dynamics and performing iLQR-like policy updates. We demonstrate that this algorithm attains sample complexity polynomial in relevant problem parameters, and, by synthesizing locally stabilizing gains, overcomes exponential dependence in problem horizon. Experimental results validate the performance of our algorithm, and compare to natural deep-learning baselines.

The enduring challenge in the field of artificial intelligence has been the control of systems to achieve desired behaviours. While for systems governed by straightforward dynamics equations, methods like Linear Quadratic Regulation (LQR) have historically proven highly effective, most real-world tasks, which require a general problem-solver, demand world models with dynamics that cannot be easily described by simple equations. Consequently, these models must be learned from data using neural networks. Most model predictive control (MPC) algorithms designed for visual world models have traditionally explored gradient-free population-based optimisation methods, such as Cross Entropy and Model Predictive Path Integral (MPPI) for planning. However, we present an exploration of a gradient-based alternative that fully leverages the differentiability of the world model. In our study, we conduct a comparative analysis between our method and other MPC-based alternatives, as well as policy-based algorithms. In a sample-efficient setting, our method achieves on par or superior performance compared to the alternative approaches in most tasks. Additionally, we introduce a hybrid model that combines policy networks and gradient-based MPC, which outperforms pure policy based methods thereby holding promise for Gradient-based planning with world models in complex real-world tasks.

Model-based reinforcement learning methods often use learning only for the purpose of estimating an approximate dynamics model, offloading the rest of the decision-making work to classical trajectory optimizers. While conceptually simple, this combination has a number of empirical shortcomings, suggesting that learned models may not be well-suited to standard trajectory optimization. In this paper, we consider what it would look like to fold as much of the trajectory optimization pipeline as possible into the modeling problem, such that sampling from the model and planning with it become nearly identical. The core of our technical approach lies in a diffusion probabilistic model that plans by iteratively denoising trajectories. We show how classifier-guided sampling and image inpainting can be reinterpreted as coherent planning strategies, explore the unusual and useful properties of diffusion-based planning methods, and demonstrate the effectiveness of our framework in control settings that emphasize long-horizon decision-making and test-time flexibility.

Humans manipulate various kinds of fluids in their everyday life: creating latte art, scooping floating objects from water, rolling an ice cream cone, etc. Using robots to augment or replace human labors in these daily settings remain as a challenging task due to the multifaceted complexities of fluids. Previous research in robotic fluid manipulation mostly consider fluids governed by an ideal, Newtonian model in simple task settings (e.g., pouring). However, the vast majority of real-world fluid systems manifest their complexities in terms of the fluid's complex material behaviors and multi-component interactions, both of which were well beyond the scope of the current literature. To evaluate robot learning algorithms on understanding and interacting with such complex fluid systems, a comprehensive virtual platform with versatile simulation capabilities and well-established tasks is needed. In this work, we introduce FluidLab, a simulation environment with a diverse set of manipulation tasks involving complex fluid dynamics. These tasks address interactions between solid and fluid as well as among multiple fluids. At the heart of our platform is a fully differentiable physics simulator, FluidEngine, providing GPU-accelerated simulations and gradient calculations for various material types and their couplings. We identify several challenges for fluid manipulation learning by evaluating a set of reinforcement learning and trajectory optimization methods on our platform. To address these challenges, we propose several domain-specific optimization schemes coupled with differentiable physics, which are empirically shown to be effective in tackling optimization problems featured by fluid system's non-convex and non-smooth properties. Furthermore, we demonstrate reasonable sim-to-real transfer by deploying optimized trajectories in real-world settings.

In this study, we introduce an innovative deep learning framework that employs a transformer model to address the challenges of mixed-integer programs, specifically focusing on the Capacitated Lot Sizing Problem (CLSP). Our approach, to our knowledge, is the first to utilize transformers to predict the binary variables of a mixed-integer programming (MIP) problem. Specifically, our approach harnesses the encoder decoder transformer's ability to process sequential data, making it well-suited for predicting binary variables indicating production setup decisions in each period of the CLSP. This problem is inherently dynamic, and we need to handle sequential decision making under constraints. We present an efficient algorithm in which CLSP solutions are learned through a transformer neural network. The proposed post-processed transformer algorithm surpasses the state-of-the-art solver, CPLEX and Long Short-Term Memory (LSTM) in solution time, optimal gap, and percent infeasibility over 240K benchmark CLSP instances tested. After the ML model is trained, conducting inference on the model, reduces the MIP into a linear program (LP). This transforms the ML-based algorithm, combined with an LP solver, into a polynomial-time approximation algorithm to solve a well-known NP-Hard problem, with almost perfect solution quality.

We propose Framer for interactive frame interpolation, which targets producing smoothly transitioning frames between two images as per user creativity. Concretely, besides taking the start and end frames as inputs, our approach supports customizing the transition process by tailoring the trajectory of some selected keypoints. Such a design enjoys two clear benefits. First, incorporating human interaction mitigates the issue arising from numerous possibilities of transforming one image to another, and in turn enables finer control of local motions. Second, as the most basic form of interaction, keypoints help establish the correspondence across frames, enhancing the model to handle challenging cases (e.g., objects on the start and end frames are of different shapes and styles). It is noteworthy that our system also offers an "autopilot" mode, where we introduce a module to estimate the keypoints and refine the trajectory automatically, to simplify the usage in practice. Extensive experimental results demonstrate the appealing performance of Framer on various applications, such as image morphing, time-lapse video generation, cartoon interpolation, etc. The code, the model, and the interface will be released to facilitate further research.

Many state-of-the-art hyperparameter optimization (HPO) algorithms rely on model-based optimizers that learn surrogate models of the target function to guide the search. Gaussian processes are the de facto surrogate model due to their ability to capture uncertainty but they make strong assumptions about the observation noise, which might not be warranted in practice. In this work, we propose to leverage conformalized quantile regression which makes minimal assumptions about the observation noise and, as a result, models the target function in a more realistic and robust fashion which translates to quicker HPO convergence on empirical benchmarks. To apply our method in a multi-fidelity setting, we propose a simple, yet effective, technique that aggregates observed results across different resource levels and outperforms conventional methods across many empirical tasks.

Training a large and state-of-the-art machine learning model typically necessitates the use of large-scale datasets, which, in turn, makes the training and parameter-tuning process expensive and time-consuming. Some researchers opt to distil information from real-world datasets into tiny and compact synthetic datasets while maintaining their ability to train a well-performing model, hence proposing a data-efficient method known as Dataset Distillation (DD). Despite recent progress in this field, existing methods still underperform and cannot effectively replace large datasets. In this paper, unlike previous methods that focus solely on improving the efficacy of student distillation, we are the first to recognize the important interplay between expert and student. We argue the significant impact of expert smoothness when employing more potent expert trajectories in subsequent dataset distillation. Based on this, we introduce the integration of clipping loss and gradient penalty to regulate the rate of parameter changes in expert trajectories. Furthermore, in response to the sensitivity exhibited towards randomly initialized variables during distillation, we propose representative initialization for synthetic dataset and balanced inner-loop loss. Finally, we present two enhancement strategies, namely intermediate matching loss and weight perturbation, to mitigate the potential occurrence of cumulative errors. We conduct extensive experiments on datasets of different scales, sizes, and resolutions. The results demonstrate that the proposed method significantly outperforms prior methods.

Tremendous progress has been made in reinforcement learning (RL) over the past decade. Most of these advancements came through the continual development of new algorithms, which were designed using a combination of mathematical derivations, intuitions, and experimentation. Such an approach of creating algorithms manually is limited by human understanding and ingenuity. In contrast, meta-learning provides a toolkit for automatic machine learning method optimisation, potentially addressing this flaw. However, black-box approaches which attempt to discover RL algorithms with minimal prior structure have thus far not outperformed existing hand-crafted algorithms. Mirror Learning, which includes RL algorithms, such as PPO, offers a potential middle-ground starting point: while every method in this framework comes with theoretical guarantees, components that differentiate them are subject to design. In this paper we explore the Mirror Learning space by meta-learning a "drift" function. We refer to the immediate result as Learnt Policy Optimisation (LPO). By analysing LPO we gain original insights into policy optimisation which we use to formulate a novel, closed-form RL algorithm, Discovered Policy Optimisation (DPO). Our experiments in Brax environments confirm state-of-the-art performance of LPO and DPO, as well as their transfer to unseen settings.

Wasserstein gradient flow has emerged as a promising approach to solve optimization problems over the space of probability distributions. A recent trend is to use the well-known JKO scheme in combination with input convex neural networks to numerically implement the proximal step. The most challenging step, in this setup, is to evaluate functions involving density explicitly, such as entropy, in terms of samples. This paper builds on the recent works with a slight but crucial difference: we propose to utilize a variational formulation of the objective function formulated as maximization over a parametric class of functions. Theoretically, the proposed variational formulation allows the construction of gradient flows directly for empirical distributions with a well-defined and meaningful objective function. Computationally, this approach replaces the computationally expensive step in existing methods, to handle objective functions involving density, with inner loop updates that only require a small batch of samples and scale well with the dimension. The performance and scalability of the proposed method are illustrated with the aid of several numerical experiments involving high-dimensional synthetic and real datasets.

Two main challenges in Reinforcement Learning (RL) are designing appropriate reward functions and ensuring the safety of the learned policy. To address these challenges, we present a theoretical framework for Inverse Reinforcement Learning (IRL) in constrained Markov decision processes. From a convex-analytic perspective, we extend prior results on reward identifiability and generalizability to both the constrained setting and a more general class of regularizations. In particular, we show that identifiability up to potential shaping (Cao et al., 2021) is a consequence of entropy regularization and may generally no longer hold for other regularizations or in the presence of safety constraints. We also show that to ensure generalizability to new transition laws and constraints, the true reward must be identified up to a constant. Additionally, we derive a finite sample guarantee for the suboptimality of the learned rewards, and validate our results in a gridworld environment.

The past decade has seen vast progress in deep reinforcement learning (RL) on the back of algorithms manually designed by human researchers. Recently, it has been shown that it is possible to meta-learn update rules, with the hope of discovering algorithms that can perform well on a wide range of RL tasks. Despite impressive initial results from algorithms such as Learned Policy Gradient (LPG), there remains a generalization gap when these algorithms are applied to unseen environments. In this work, we examine how characteristics of the meta-training distribution impact the generalization performance of these algorithms. Motivated by this analysis and building on ideas from Unsupervised Environment Design (UED), we propose a novel approach for automatically generating curricula to maximize the regret of a meta-learned optimizer, in addition to a novel approximation of regret, which we name algorithmic regret (AR). The result is our method, General RL Optimizers Obtained Via Environment Design (GROOVE). In a series of experiments, we show that GROOVE achieves superior generalization to LPG, and evaluate AR against baseline metrics from UED, identifying it as a critical component of environment design in this setting. We believe this approach is a step towards the discovery of truly general RL algorithms, capable of solving a wide range of real-world environments.

Stochastic optimization is one of the central problems in Machine Learning and Theoretical Computer Science. In the standard model, the algorithm is given a fixed distribution known in advance. In practice though, one may acquire at a cost extra information to make better decisions. In this paper, we study how to buy information for stochastic optimization and formulate this question as an online learning problem. Assuming the learner has an oracle for the original optimization problem, we design a 2-competitive deterministic algorithm and a e/(e-1)-competitive randomized algorithm for buying information. We show that this ratio is tight as the problem is equivalent to a robust generalization of the ski-rental problem, which we call super-martingale stopping. We also consider an adaptive setting where the learner can choose to buy information after taking some actions for the underlying optimization problem. We focus on the classic optimization problem, Min-Sum Set Cover, where the goal is to quickly find an action that covers a given request drawn from a known distribution. We provide an 8-competitive algorithm running in polynomial time that chooses actions and decides when to buy information about the underlying request.

In recent years, large-scale pre-trained diffusion models have demonstrated their outstanding capabilities in image and video generation tasks. However, existing models tend to produce visual objects commonly found in the training dataset, which diverges from user input prompts. The underlying reason behind the inaccurate generated results lies in the model's difficulty in sampling from specific intervals of the initial noise distribution corresponding to the prompt. Moreover, it is challenging to directly optimize the initial distribution, given that the diffusion process involves multiple denoising steps. In this paper, we introduce a Fine-tuning Initial Noise Distribution (FIND) framework with policy optimization, which unleashes the powerful potential of pre-trained diffusion networks by directly optimizing the initial distribution to align the generated contents with user-input prompts. To this end, we first reformulate the diffusion denoising procedure as a one-step Markov decision process and employ policy optimization to directly optimize the initial distribution. In addition, a dynamic reward calibration module is proposed to ensure training stability during optimization. Furthermore, we introduce a ratio clipping algorithm to utilize historical data for network training and prevent the optimized distribution from deviating too far from the original policy to restrain excessive optimization magnitudes. Extensive experiments demonstrate the effectiveness of our method in both text-to-image and text-to-video tasks, surpassing SOTA methods in achieving consistency between prompts and the generated content. Our method achieves 10 times faster than the SOTA approach. Our homepage is available at https://github.com/vpx-ecnu/FIND-website.

Policy gradient methods hold great potential for solving complex continuous control tasks. Still, their training efficiency can be improved by exploiting structure within the optimization problem. Recent work indicates that supervised learning can be accelerated by leveraging the fact that gradients lie in a low-dimensional and slowly-changing subspace. In this paper, we conduct a thorough evaluation of this phenomenon for two popular deep policy gradient methods on various simulated benchmark tasks. Our results demonstrate the existence of such gradient subspaces despite the continuously changing data distribution inherent to reinforcement learning. These findings reveal promising directions for future work on more efficient reinforcement learning, e.g., through improving parameter-space exploration or enabling second-order optimization.

Bilevel optimization is an important formulation for many machine learning problems. Current bilevel optimization algorithms assume that the gradient of the upper-level function is Lipschitz. However, recent studies reveal that certain neural networks such as recurrent neural networks (RNNs) and long-short-term memory networks (LSTMs) exhibit potential unbounded smoothness, rendering conventional bilevel optimization algorithms unsuitable. In this paper, we design a new bilevel optimization algorithm, namely BO-REP, to address this challenge. This algorithm updates the upper-level variable using normalized momentum and incorporates two novel techniques for updating the lower-level variable: initialization refinement and periodic updates. Specifically, once the upper-level variable is initialized, a subroutine is invoked to obtain a refined estimate of the corresponding optimal lower-level variable, and the lower-level variable is updated only after every specific period instead of each iteration. When the upper-level problem is nonconvex and unbounded smooth, and the lower-level problem is strongly convex, we prove that our algorithm requires mathcal{O}(1/epsilon^4) iterations to find an epsilon-stationary point in the stochastic setting, where each iteration involves calling a stochastic gradient or Hessian-vector product oracle. Notably, this result matches the state-of-the-art complexity results under the bounded smoothness setting and without mean-squared smoothness of the stochastic gradient, up to logarithmic factors. Our proof relies on novel technical lemmas for the periodically updated lower-level variable, which are of independent interest. Our experiments on hyper-representation learning, hyperparameter optimization, and data hyper-cleaning for text classification tasks demonstrate the effectiveness of our proposed algorithm.

This paper investigates the global convergence of stepsized Newton methods for convex functions. We propose several simple stepsize schedules with fast global convergence guarantees, up to O (k^{-3}), nearly matching lower complexity bounds Omega (k^{-3.5}) of second-order methods. For cases with multiple plausible smoothness parameterizations or an unknown smoothness constant, we introduce a stepsize backtracking procedure that ensures convergence as if the optimal smoothness parameters were known.

In Causal Bayesian Optimization (CBO), an agent intervenes on an unknown structural causal model to maximize a downstream reward variable. In this paper, we consider the generalization where other agents or external events also intervene on the system, which is key for enabling adaptiveness to non-stationarities such as weather changes, market forces, or adversaries. We formalize this generalization of CBO as Adversarial Causal Bayesian Optimization (ACBO) and introduce the first algorithm for ACBO with bounded regret: Causal Bayesian Optimization with Multiplicative Weights (CBO-MW). Our approach combines a classical online learning strategy with causal modeling of the rewards. To achieve this, it computes optimistic counterfactual reward estimates by propagating uncertainty through the causal graph. We derive regret bounds for CBO-MW that naturally depend on graph-related quantities. We further propose a scalable implementation for the case of combinatorial interventions and submodular rewards. Empirically, CBO-MW outperforms non-causal and non-adversarial Bayesian optimization methods on synthetic environments and environments based on real-word data. Our experiments include a realistic demonstration of how CBO-MW can be used to learn users' demand patterns in a shared mobility system and reposition vehicles in strategic areas.

Quantum optimization holds promise for addressing classically intractable combinatorial problems, yet a standardized framework for benchmarking its performance, particularly in terms of solution quality, computational speed, and scalability is still lacking. In this work, we introduce a comprehensive benchmarking framework designed to systematically evaluate a range of quantum optimization techniques against well-established NP-hard combinatorial problems. Our framework focuses on key problem classes, including the Multi-Dimensional Knapsack Problem (MDKP), Maximum Independent Set (MIS), Quadratic Assignment Problem (QAP), and Market Share Problem (MSP). Our study evaluates gate-based quantum approaches, including the Variational Quantum Eigensolver (VQE) and its CVaR-enhanced variant, alongside advanced quantum algorithms such as the Quantum Approximate Optimization Algorithm (QAOA) and its extensions. To address resource constraints, we incorporate qubit compression techniques like Pauli Correlation Encoding (PCE) and Quantum Random Access Optimization (QRAO). Experimental results, obtained from simulated quantum environments and classical solvers, provide key insights into feasibility, optimality gaps, and scalability. Our findings highlight both the promise and current limitations of quantum optimization, offering a structured pathway for future research and practical applications in quantum-enhanced decision-making.

The assessment of safety performance plays a pivotal role in the development and deployment of connected and automated vehicles (CAVs). A common approach involves designing testing scenarios based on prior knowledge of CAVs (e.g., surrogate models), conducting tests in these scenarios, and subsequently evaluating CAVs' safety performances. However, substantial differences between CAVs and the prior knowledge can significantly diminish the evaluation efficiency. In response to this issue, existing studies predominantly concentrate on the adaptive design of testing scenarios during the CAV testing process. Yet, these methods have limitations in their applicability to high-dimensional scenarios. To overcome this challenge, we develop an adaptive testing environment that bolsters evaluation robustness by incorporating multiple surrogate models and optimizing the combination coefficients of these surrogate models to enhance evaluation efficiency. We formulate the optimization problem as a regression task utilizing quadratic programming. To efficiently obtain the regression target via reinforcement learning, we propose the dense reinforcement learning method and devise a new adaptive policy with high sample efficiency. Essentially, our approach centers on learning the values of critical scenes displaying substantial surrogate-to-real gaps. The effectiveness of our method is validated in high-dimensional overtaking scenarios, demonstrating that our approach achieves notable evaluation efficiency.

We consider the reinforcement learning (RL) problem with general utilities which consists in maximizing a function of the state-action occupancy measure. Beyond the standard cumulative reward RL setting, this problem includes as particular cases constrained RL, pure exploration and learning from demonstrations among others. For this problem, we propose a simpler single-loop parameter-free normalized policy gradient algorithm. Implementing a recursive momentum variance reduction mechanism, our algorithm achieves mathcal{O}(epsilon^{-3}) and mathcal{O}(epsilon^{-2}) sample complexities for epsilon-first-order stationarity and epsilon-global optimality respectively, under adequate assumptions. We further address the setting of large finite state action spaces via linear function approximation of the occupancy measure and show a mathcal{O}(epsilon^{-4}) sample complexity for a simple policy gradient method with a linear regression subroutine.

Performance of machine learning algorithms depends critically on identifying a good set of hyperparameters. While recent approaches use Bayesian optimization to adaptively select configurations, we focus on speeding up random search through adaptive resource allocation and early-stopping. We formulate hyperparameter optimization as a pure-exploration non-stochastic infinite-armed bandit problem where a predefined resource like iterations, data samples, or features is allocated to randomly sampled configurations. We introduce a novel algorithm, Hyperband, for this framework and analyze its theoretical properties, providing several desirable guarantees. Furthermore, we compare Hyperband with popular Bayesian optimization methods on a suite of hyperparameter optimization problems. We observe that Hyperband can provide over an order-of-magnitude speedup over our competitor set on a variety of deep-learning and kernel-based learning problems.

We propose a new method to ensure neural ordinary differential equations (ODEs) satisfy output specifications by using invariance set propagation. Our approach uses a class of control barrier functions to transform output specifications into constraints on the parameters and inputs of the learning system. This setup allows us to achieve output specification guarantees simply by changing the constrained parameters/inputs both during training and inference. Moreover, we demonstrate that our invariance set propagation through data-controlled neural ODEs not only maintains generalization performance but also creates an additional degree of robustness by enabling causal manipulation of the system's parameters/inputs. We test our method on a series of representation learning tasks, including modeling physical dynamics and convexity portraits, as well as safe collision avoidance for autonomous vehicles.