We develop a general and practical framework to address the problem of the optimal design of dynamic fee mechanisms for multiple blockchain resources. Our framework allows to compute policies that optimally trade-off between adjusting resource prices to handle persistent demand shifts versus being robust to local noise in the observed block demand. In the general case with more than one resource, our optimal policies correctly handle cross-effects (complementarity and substitutability) in resource demands. We also show how these cross-effects can be used to inform resource design, i.e. combining resources into bundles that have low demand-side cross-effects can yield simpler and more efficient price-update rules. Our framework is also practical, we demonstrate how it can be used to refine or inform the design of heuristic fee update rules such as EIP-1559 or EIP-4844 with two case studies. We then estimate a uni-dimensional version of our model using real market data from the Ethereum blockchain and empirically compare the performance of our optimal policies to EIP-1559.
We present a novel framework to overcome the limitations of equivariant architectures in learning functions with group symmetries. In contrary to equivariant architectures, we use an arbitrary base model such as an MLP or a transformer and symmetrize it to be equivariant to the given group by employing a small equivariant network that parameterizes the probabilistic distribution underlying the symmetrization. The distribution is end-to-end trained with the base model which can maximize performance while reducing sample complexity of symmetrization. We show that this approach ensures not only equivariance to given group but also universal approximation capability in expectation. We implement our method on various base models, including patch-based transformers that can be initialized from pretrained vision transformers, and test them for a wide range of symmetry groups including permutation and Euclidean groups and their combinations. Empirical tests show competitive results against tailored equivariant architectures, suggesting the potential for learning equivariant functions for diverse groups using a non-equivariant universal base architecture. We further show evidence of enhanced learning in symmetric modalities, like graphs, when pretrained from non-symmetric modalities, like vision. Code is available at //github.com/jw9730/lps.
Adjoint systems are widely used to inform control, optimization, and design in systems described by ordinary differential equations or differential-algebraic equations. In this paper, we explore the geometric properties and develop methods for such adjoint systems. In particular, we utilize symplectic and presymplectic geometry to investigate the properties of adjoint systems associated with ordinary differential equations and differential-algebraic equations, respectively. We show that the adjoint variational quadratic conservation laws, which are key to adjoint sensitivity analysis, arise from (pre)symplecticity of such adjoint systems. We discuss various additional geometric properties of adjoint systems, such as symmetries and variational characterizations. For adjoint systems associated with a differential-algebraic equation, we relate the index of the differential-algebraic equation to the presymplectic constraint algorithm of Gotay et al. [18]. As an application of this geometric framework, we discuss how the adjoint variational quadratic conservation laws can be used to compute sensitivities of terminal or running cost functions. Furthermore, we develop structure-preserving numerical methods for such systems using Galerkin Hamiltonian variational integrators (Leok and Zhang [23]) which admit discrete analogues of these quadratic conservation laws. We additionally show that such methods are natural, in the sense that reduction, forming the adjoint system, and discretization all commute, for suitable choices of these processes. We utilize this naturality to derive a variational error analysis result for the presymplectic variational integrator that we use to discretize the adjoint DAE system. Finally, we discuss the application of adjoint systems in the context of optimal control problems, where we prove a similar naturality result.
We approach the fundamental problem of obstacle avoidance for robotic systems via the lens of online learning. In contrast to prior work that either assumes worst-case realizations of uncertainty in the environment or a stationary stochastic model of uncertainty, we propose a method that is efficient to implement and provably grants instance-optimality with respect to perturbations of trajectories generated from an open-loop planner (in the sense of minimizing worst-case regret). The resulting policy adapts online to realizations of uncertainty and provably compares well with the best obstacle avoidance policy in hindsight from a rich class of policies. The method is validated in simulation on a dynamical system environment and compared to baseline open-loop planning and robust Hamilton- Jacobi reachability techniques. Further, it is implemented on a hardware example where a quadruped robot traverses a dense obstacle field and encounters input disturbances due to time delays, model uncertainty, and dynamics nonlinearities.
We study the role of regulatory inspections in a contract design problem in which a principal interacts separately with multiple agents. Each agent's hidden action includes a dimension that determines whether they undertake an extra costly step to adhere to safety protocols. The principal's objective is to use payments combined with a limited budget for random inspections to incentivize agents towards safety-compliant actions that maximize the principal's utility. We first focus on the single-agent setting with linear contracts and present an efficient algorithm that characterizes the optimal linear contract, which includes both payment and random inspection. We further investigate how the optimal contract changes as the inspection cost or the cost of adhering to safety protocols vary. Notably, we demonstrate that the agent's compensation increases if either of these costs escalates. However, while the probability of inspection decreases with rising inspection costs, it demonstrates nonmonotonic behavior as a function of the safety action costs. Lastly, we explore the multi-agent setting, where the principal's challenge is to determine the best distribution of inspection budgets among all agents. We propose an efficient approach based on dynamic programming to find an approximately optimal allocation of inspection budget across contracts. We also design a random sequential scheme to determine the inspector's assignments, ensuring each agent is inspected at most once and at the desired probability. Finally, we present a case study illustrating that a mere difference in the cost of inspection across various agents can drive the principal's decision to forego inspecting a significant fraction of them, concentrating its entire budget on those that are less costly to inspect.
Software engineering is a domain characterized by intricate decision-making processes, often relying on nuanced intuition and consultation. Recent advancements in deep learning have started to revolutionize software engineering practices through elaborate designs implemented at various stages of software development. In this paper, we present an innovative paradigm that leverages large language models (LLMs) throughout the entire software development process, streamlining and unifying key processes through natural language communication, thereby eliminating the need for specialized models at each phase. At the core of this paradigm lies ChatDev, a virtual chat-powered software development company that mirrors the established waterfall model, meticulously dividing the development process into four distinct chronological stages: designing, coding, testing, and documenting. Each stage engages a team of agents, such as programmers, code reviewers, and test engineers, fostering collaborative dialogue and facilitating a seamless workflow. The chat chain acts as a facilitator, breaking down each stage into atomic subtasks. This enables dual roles, allowing for proposing and validating solutions through context-aware communication, leading to efficient resolution of specific subtasks. The instrumental analysis of ChatDev highlights its remarkable efficacy in software generation, enabling the completion of the entire software development process in under seven minutes at a cost of less than one dollar. It not only identifies and alleviates potential vulnerabilities but also rectifies potential hallucinations while maintaining commendable efficiency and cost-effectiveness. The potential of ChatDev unveils fresh possibilities for integrating LLMs into the realm of software development.
The adaptive processing of structured data is a long-standing research topic in machine learning that investigates how to automatically learn a mapping from a structured input to outputs of various nature. Recently, there has been an increasing interest in the adaptive processing of graphs, which led to the development of different neural network-based methodologies. In this thesis, we take a different route and develop a Bayesian Deep Learning framework for graph learning. The dissertation begins with a review of the principles over which most of the methods in the field are built, followed by a study on graph classification reproducibility issues. We then proceed to bridge the basic ideas of deep learning for graphs with the Bayesian world, by building our deep architectures in an incremental fashion. This framework allows us to consider graphs with discrete and continuous edge features, producing unsupervised embeddings rich enough to reach the state of the art on several classification tasks. Our approach is also amenable to a Bayesian nonparametric extension that automatizes the choice of almost all model's hyper-parameters. Two real-world applications demonstrate the efficacy of deep learning for graphs. The first concerns the prediction of information-theoretic quantities for molecular simulations with supervised neural models. After that, we exploit our Bayesian models to solve a malware-classification task while being robust to intra-procedural code obfuscation techniques. We conclude the dissertation with an attempt to blend the best of the neural and Bayesian worlds together. The resulting hybrid model is able to predict multimodal distributions conditioned on input graphs, with the consequent ability to model stochasticity and uncertainty better than most works. Overall, we aim to provide a Bayesian perspective into the articulated research field of deep learning for graphs.
Humans perceive the world by concurrently processing and fusing high-dimensional inputs from multiple modalities such as vision and audio. Machine perception models, in stark contrast, are typically modality-specific and optimised for unimodal benchmarks, and hence late-stage fusion of final representations or predictions from each modality (`late-fusion') is still a dominant paradigm for multimodal video classification. Instead, we introduce a novel transformer based architecture that uses `fusion bottlenecks' for modality fusion at multiple layers. Compared to traditional pairwise self-attention, our model forces information between different modalities to pass through a small number of bottleneck latents, requiring the model to collate and condense the most relevant information in each modality and only share what is necessary. We find that such a strategy improves fusion performance, at the same time reducing computational cost. We conduct thorough ablation studies, and achieve state-of-the-art results on multiple audio-visual classification benchmarks including Audioset, Epic-Kitchens and VGGSound. All code and models will be released.
Embedding entities and relations into a continuous multi-dimensional vector space have become the dominant method for knowledge graph embedding in representation learning. However, most existing models ignore to represent hierarchical knowledge, such as the similarities and dissimilarities of entities in one domain. We proposed to learn a Domain Representations over existing knowledge graph embedding models, such that entities that have similar attributes are organized into the same domain. Such hierarchical knowledge of domains can give further evidence in link prediction. Experimental results show that domain embeddings give a significant improvement over the most recent state-of-art baseline knowledge graph embedding models.
We advocate the use of implicit fields for learning generative models of shapes and introduce an implicit field decoder for shape generation, aimed at improving the visual quality of the generated shapes. An implicit field assigns a value to each point in 3D space, so that a shape can be extracted as an iso-surface. Our implicit field decoder is trained to perform this assignment by means of a binary classifier. Specifically, it takes a point coordinate, along with a feature vector encoding a shape, and outputs a value which indicates whether the point is outside the shape or not. By replacing conventional decoders by our decoder for representation learning and generative modeling of shapes, we demonstrate superior results for tasks such as shape autoencoding, generation, interpolation, and single-view 3D reconstruction, particularly in terms of visual quality.
It is always well believed that modeling relationships between objects would be helpful for representing and eventually describing an image. Nevertheless, there has not been evidence in support of the idea on image description generation. In this paper, we introduce a new design to explore the connections between objects for image captioning under the umbrella of attention-based encoder-decoder framework. Specifically, we present Graph Convolutional Networks plus Long Short-Term Memory (dubbed as GCN-LSTM) architecture that novelly integrates both semantic and spatial object relationships into image encoder. Technically, we build graphs over the detected objects in an image based on their spatial and semantic connections. The representations of each region proposed on objects are then refined by leveraging graph structure through GCN. With the learnt region-level features, our GCN-LSTM capitalizes on LSTM-based captioning framework with attention mechanism for sentence generation. Extensive experiments are conducted on COCO image captioning dataset, and superior results are reported when comparing to state-of-the-art approaches. More remarkably, GCN-LSTM increases CIDEr-D performance from 120.1% to 128.7% on COCO testing set.