Proposes a Thompson sampling algorithm for multi-objective contextual bandit problems with auxiliary constraints.
problem Real-world applications with multiple competing objectives and auxiliary constraints.
method Thompson sampling algorithm for multi-outcome contextual bandit problems with auxiliary constraints.
result Empirically evaluated and applied to a real-world video transcoding problem.
Extends trading framework to incorporate real-world constraints.
problem Trading strategies in multi-player non-cooperative games with constraints.
method Re-framed as quadratic programming problem, constraints readily incorporated.
result Two-trader equilibria calculated dynamically.
Paper proposes a risk-aware decision-making framework for real-world sequential decisions.
problem Real-world sequential decision-making problems often have critical constraints that learning solutions often neglect.
method Actor multi-critic architecture with risk characterization.
result Our approach consistently satisfies system constraints with minimal performance toll.
Meta-gradient D4PG optimizes performance and constraint adherence in RL.
problem Balancing performance and adherence to complex constraints in RL.
method Uses meta-gradients to find a balance between expected return and minimizing constraint violations.
result Meta-gradient D4PG consistently outperforms baselines across MuJoCo domains.
We propose a method to model multi-agent behaviors with limited observation and mechanical constraints.
problem Modeling real-world multi-agent behaviors with limited observation and mechanical constraints.
method Decentralized generative models with partial observation and mechanical constraints based on hierarchical variational recurrent neural networks.
result Our method effectively models and predicts biologically plausible behaviors with minimal constraint violations.
The paper tackles MAP inference over non-convex constraints in safety-critical settings.
problem Efficiently computing MAP predictions subject to non-convex constraints is challenging.
method The paper investigates conditions for exact and efficient MAP inference over continuous variables and devises scalable algorithms for both tractable and general cases.
result The proposed methods outperform constraint-agnostic baselines and scale to complex densities.
Develops a new method for optimizing with uncertain data.
problem Uncertainty in real-world optimization problems.
method Combines chance constraints and constraint learning for mixed-integer linear optimization.
result Data-driven solution for setting probabilistic bounds on learned constraints.
Algorithm mitigates performance loss in constrained reinforcement learning with model misspecification.
problem Performance loss in reinforcement learning policies due to model misspecification in constrained control systems.
method Proposes an algorithm to handle constrained model misspecification in continuous control systems.
result Algorithm successfully mitigates performance loss in real-world reinforcement learning tasks.
Develops an algorithm for bilevel optimization with coupled constraints.
problem Challenges in bilevel optimization with coupled constraints.
method Primal-dual-assisted penalty approach and a fully first-order algorithm (BLOCC).
result Established rigorous convergence theory and demonstrated effectiveness on real-world applications.
Study best arm identification with safety constraints in bandit problems.
problem Real-world decision-making with safety constraints.
method Analyzed linear and monotonic reward and safety constraints, proposed algorithms.
result Guaranteed safe learning in both linear and general reward/safety constraint settings.
LinConTS improves regret and constraint violations in probabilistic linearly constrained bandits.
problem Maximizing cumulative reward under probabilistic linear constraints.
method LinConTS, a Thompson Sampling-based algorithm for bandits with linear constraints.
result LinConTS achieves O(log T) regret and constraint violations for suboptimal arms.
Investigates safe decision-making in interactive environments.
problem Learning the best safe decision in real-time systems.
method Reduces to a constrained linear bandits problem, proposes adaptive experimental design-based algorithm.
result First results on best-arm identification in linear bandits with safety constraints.
Optimal transport framework for density estimation with constraints.
problem Density estimation under expectation constraints.
method Minimizes Wasserstein distance subject to expected value constraints and regularization.
result Framework effectively addresses non-smooth constraints through annealing-like algorithm.
This paper analyzes and improves active learning techniques for real-world projects.
problem Reducing labelling effort in machine learning models with real-world constraints.
method Systematic study of active learning issues, proposing techniques to address model convergence, annotation error, and dataset imbalance.
result Presentation of two techniques to speed up active learning: partial uncertainty sampling and larger query size.
Recent work on Bayesian optimization has shown its effectiveness in global optimization of difficult black-box objective functions. Many real-world optimization problems of interest also have constraints which are unknown a priori. In this paper, we study Bayesian optimization for constrained problems in the general ca…
A new algorithm tackles submodular bandit problems with multiple constraints.
problem Addressing diversified retrieval and online learning with budget constraints.
method Non-greedy algorithm focusing on upper-confidence bounds.
result High-probability upper bound of an approximation regret matching fast offline algorithm's ratio.
COMET learns monotonic neural networks by incorporating counterexamples.
problem Enforcing monotonicity constraints in neural networks for real-world tasks.
method Counterexample-guided learning technique for ReLU neural networks.
result COMET achieves state-of-the-art results and improves model quality.
Parallel BO method for multi-objective optimization with constraints.
problem Optimizing multiple objectives under constraints with expensive evaluations.
method PPESMOC, a batch method for simultaneous optimization of black-box functions.
result Empirical evidence shows PPESMOC is effective for multi-objective optimization with constraints.
DC3 uses deep learning to solve hard-constrained optimization problems efficiently.
problem Hard constraints in optimization problems make classical solvers slow and infeasible.
method DC3 employs a differentiable procedure to enforce feasibility and unrolls corrections for inequality constraints.
result DC3 achieves near-optimal solutions while maintaining feasibility in both synthetic and real-world tasks.
Quantum computing tackles non-convex portfolio optimization with cardinality constraints.
problem Non-convex portfolio optimization problems in asset management.
method Application of quantum annealing with non-linear cardinality constraints.
result Quantum portfolio optimization yields smaller, more profitable portfolios.
This paper considers online convex optimization (OCO) with stochastic constraints, which generalizes Zinkevich's OCO over a known simple fixed set by introducing multiple stochastic functional constraints that are i.i.d. generated at each round and are disclosed to the decision maker only after the decision is made. Th…
VRSGT algorithm reduces orthogonality constraints in decentralized optimization.
problem Decentralized optimization with orthogonality constraints.
method VRSGT algorithm with variance reduction and orthogonal techniques.
result VRSGT achieves convergence rate of O(1 / k) for orthogonality constraints.
Additive Gaussian process framework handles monotonicity constraints in high dimensions.
problem Handling monotonicity constraints in high-dimensional data.
method Additive Gaussian process framework with MaxMod algorithm for dimension reduction.
result Framework enables to satisfy monotonicity constraints everywhere in the input space.
New algorithm tackles optimization with distributed constraints.
problem Optimization problems with generalized orthogonality constraints in a decentralized setting.
method Introduced a novel algorithm that tracks gradients and Jacobians simultaneously.
result Global convergence with an iteration complexity established.
Dynamic submodular maximization with consistency constraints.
problem Maximizing submodular functions in a streaming environment with limited changes.
method Algorithms with trade-offs between consistency and approximation quality.
result Effective algorithms for real-world applications.
New algorithm improves online learning under performance constraints.
problem Improving performance of existing systems in various fields.
method Conservative Constrained LinUCB (CLUCB2) algorithm for contextual linear bandits.
result Empirically outperforms existing conservative bandit algorithms.
CaTs use DAGs with transformers to enforce causal constraints, improving neural network robustness.
problem Neural networks lack inherent causal structure respect, leading to reliability issues.
method Introducing Causal Transformers (CaTs) that operate under predefined causal constraints specified by DAGs.
result CaTs improve robustness and interpretability of neural networks under causal constraints.
Unknown constraints arise in many types of expensive black-box optimization problems. Several methods have been proposed recently for performing Bayesian optimization with constraints, based on the expected improvement (EI) heuristic. However, EI can lead to pathologies when used with constraints. For example, in the c…
Unified framework for integrating linear constraints in time series forecasting.
problem Challenges in traditional time series forecasting algorithms.
method Unified framework combining linear constraints in time series forecasting.
result Exact minimizer of the constrained empirical risk can be computed efficiently using linear algebra.
This paper characterizes the equilibrium in a continuous time financial market populated by heterogeneous agents who differ in their rate of relative risk aversion and face convex portfolio constraints. The model is studied in an application to margin constraints and found to match real world observations about financi…
Improved method using filtered PDEs for robust physics-informed deep learning.
problem Complex real-world problems with noisy and sparse data.
method Proposed a surrogate constraint (FPDE) to filter and reduce the influence of noisy and sparse observation data.
result FPDE models converge better and produce higher quality solutions with less data.
Incorporating domain knowledge into the modeling process is an effective way to improve learning accuracy. However, as it is provided by humans, domain knowledge can only be specified with some degree of uncertainty. We propose to explicitly model such uncertainty through probabilistic constraints over the parameter sp…
In this paper, we study reinforcement learning (RL) algorithms to solve real-world decision problems with the objective of maximizing the long-term reward as well as satisfying cumulative constraints. We propose a novel first-order policy optimization method, Interior-point Policy Optimization (IPO), which augments the…
When learning policies for real-world domains, two important questions arise: (i) how to efficiently use pre-collected off-policy, non-optimal behavior data; and (ii) how to mediate among different competing objectives and constraints. We thus study the problem of batch policy learning under multiple constraints, and o…
Proposes a hierarchical curriculum loss to improve model accuracy and interpretability.
problem Flat label spaces in classification algorithms fail to capture dependencies in real-world data.
method Introduces hierarchical curriculum loss with two properties: satisfying hierarchical constraints and providing non-uniform label weights.
result The proposed loss function significantly outperforms multiple baselines on real-world image datasets.
New method combines domain changes and sparse mixing for better latent variable learning.
problem Challenges in identifying latent variables due to insufficient domain changes and violated sparsity constraints.
method Combines sufficient changes and sparse mixing constraints, using domain encoding networks and variational autoencoders.
result Identifiability of latent variables achieved with less restrictive constraints.
Paper extends LME models to allow sign constraints on coefficients with SDTN random effects.
problem Inference with sign constraints on random effects in LME models.
method Proposes SDTN distribution for random effects and develops likelihood-based approaches for estimation.
result Proposed constrained model improves real-world interpretations and achieves satisfactory performance.
Paper uses GANs to simulate consumer transactions with SKU constraints.
problem Simulating realistic consumer transactions in retail systems.
method Integrates GANs with consumer behavior and SKU availability constraints.
result Demonstrates enhanced realism in simulated transactions.
Develops a method to optimize tax codes with practical constraints.
problem Translating optimal taxation theory into practical tax codes.
method Constrained optimization framework for piecewise linear tax functions.
result Generates reforms that meet theoretical and practical constraints.
We present a multi-objective Bayesian optimisation algorithm that allows the user to express preference-order constraints on the objectives of the type "objective A is more important than objective B". These preferences are defined based on the stability of the obtained solutions with respect to preferred objective fun…
New methods for efficient exploration under unknown linear constraints in bandits.
problem Optimizing decisions under unknown linear constraints in bandit problems.
method Lagrangian relaxation, computationally efficient extensions of existing methods, constraint-adaptive stopping rule.
result LAGEX achieves asymptotically optimal sample complexity, LATS shows asymptotic optimality up to novel constants.
New method combines gradient optimization with constraint-based techniques for causal discovery.
problem Causal discovery from observational data, especially with small sample sizes.
method Differentiable d-separation scores using percolation theory and soft logic for gradient-based optimization of conditional independence constraints. result Empirical evaluations show robust performance in low-sample regimes, surpassing traditional methods.
The standard greedy algorithm has been recently shown to enjoy approximation guarantees for constrained non-submodular nondecreasing set function maximization. While these recent results allow to better characterize the empirical success of the greedy algorithm, they are only applicable to simple cardinality constraint…
TCRI improves domain generalization by enforcing conditional independence constraints.
problem Limitations of existing domain generalization methods due to incomplete constraints.
method TCRI implements regularizers motivated by conditional independence constraints.
result TCRI achieves cross-domain stability and outperforms baselines in worst-domain accuracy.
New method optimizes experiments under constraints.
problem Adapting BED to dynamic constraints in real-world tasks.
method Offline pre-training of an amortized policy and posterior network with online multi-step lookahead planning.
result Significantly more informative design sequences than existing methods.
Portfolio managers are typically constrained by turnover limits, minimum and maximum stock positions, cardinality, a target market capitalization and sometimes the need to hew to a style (such as growth or value). In addition, portfolio managers often use multifactor stock models to choose stocks based upon their respe…
In many practical problems, a learning agent may want to learn the best action in hindsight without ever taking a bad action, which is significantly worse than the default production action. In general, this is impossible because the agent has to explore unknown actions, some of which can be bad, to learn better action…
In this paper, we investigate the common scenario where every candidate item for recommendation is characterized by a maximum capacity, i.e., number of seats in a Point-of-Interest (POI) or size of an item's inventory. Despite the prevalence of the task of recommending items under capacity constraints in a variety of s…