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Optimization of high-dimensional black-box functions is an extremely challenging problem. While Bayesian optimization has emerged as a popular approach for optimizing black-box functions, its applicability has been limited to…
In performative stochastic optimization, decisions can influence the distribution of random parameters, rendering the data-generating process itself decision-dependent. In practice, decision-makers rarely have access to the true…
Optimal transport (OT) provides effective tools for comparing and mapping probability measures. We propose to leverage the flexibility of neural networks to learn an approximate optimal transport map. More precisely, we present a new and…
The training of autonomous agents often requires expensive and unsafe trial-and-error interactions with the environment. Nowadays several data sets containing recorded experiences of intelligent agents performing various tasks, spanning…
The design of new strategies that exploit methods from Machine Learning to facilitate the resolution of challenging and large-scale mathematical optimization problems has recently become an avenue of prolific and promising research. In this…
Task offloading is a promising technology to exploit the benefits of fog computing. An effective task offloading strategy is needed to utilize the computational resources efficiently. In this paper, we endeavor to seek an online task…
In this paper, we make the key delineation on the roles of resolution and statistical uncertainty in hierarchical bandits-based black-box optimization algorithms, guiding a more general analysis and a more efficient algorithm design. We…
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…
Black-box optimization is primarily important for many compute-intensive applications, including reinforcement learning (RL), robot control, etc. This paper presents a novel theoretical framework for black-box optimization, in which our…
In offline reinforcement learning (RL), we seek to utilize offline data to evaluate (or learn) policies in scenarios where the data are collected from a distribution that substantially differs from that of the target policy to be evaluated.…
This paper considers a class of real-time decision making problems to minimize the expected value of a function that depends on a random variable $\xi$ under an unknown distribution $\mathbb{P}$. In this process, samples of $\xi$ are…
Learning robot control policies from physics simulations is of great interest to the robotics community as it may render the learning process faster, cheaper, and safer by alleviating the need for expensive real-world experiments. However,…
Recent advance in deep offline reinforcement learning (RL) has made it possible to train strong robotic agents from offline datasets. However, depending on the quality of the trained agents and the application being considered, it is often…
In this paper we present novel algorithmic solutions for several resource processing and data transfer multicriteria optimization problems. The results of most of the presented techniques are strategies which solve the considered problems…
Bayesian optimization is a methodology to optimize black-box functions. Traditionally, it focuses on the setting where you can arbitrarily query the search space. However, many real-life problems do not offer this flexibility; in…
Offline reinforcement learning (RL) is crucial for real-world applications where exploration can be costly or unsafe. However, offline learned policies are often suboptimal, and further online fine-tuning is required. In this paper, we…
Computing optimal transport (OT) for general high-dimensional data has been a long-standing challenge. Despite much progress, most of the efforts including neural network methods have been focused on the static formulation of the OT…
Most Reinforcement Learning (RL) methods are traditionally studied in an active learning setting, where agents directly interact with their environments, observe action outcomes, and learn through trial and error. However, allowing…
Transport systems on networks are crucial in various applications, but face a significant risk of being adversely affected by unforeseen circumstances such as disasters. The application of entropy-regularized optimal transport (OT) on graph…
Source-Free domain adaptation transits the source-trained model towards target domain without exposing the source data, trying to dispel these concerns about data privacy and security. However, this paradigm is still at risk of data leakage…