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Mobile robots are ubiquitous. Such vehicles benefit from well-designed and calibrated control algorithms ensuring their task execution under precise uncertainty bounds. Yet, in tasks involving humans in the loop, such as elderly or mobility impaired, the problem takes a new dimension. In such cases, the system needs not only to compensate for uncertainty and volatility in its operation but at the same time to anticipate and offer responses that go beyond robust. Such robots operate in cluttered, complex environments, akin to human residences, and need to face during their operation sensor and, even, actuator faults, and still operate. This is where our thesis comes into the foreground. We propose a new control design framework based on the principles of antifragility. Such a design is meant to offer a high uncertainty anticipation given previous exposure to failures and faults, and exploit this anticipation capacity to provide performance beyond robust. In the current instantiation of antifragile control applied to mobile robot trajectory tracking, we provide controller design steps, the analysis of performance under parametrizable uncertainty and faults, as well as an extended comparative evaluation against state-of-the-art controllers. We believe in the potential antifragile control has in achieving closed-loop performance in the face of uncertainty and volatility by using its exposures to uncertainty to increase its capacity to anticipate and compensate for such events.

Given a dataset on actions and resulting long-term rewards, a direct estimation approach fits value functions that minimize prediction error on the training data. Temporal difference learning (TD) methods instead fit value functions by minimizing the degree of temporal inconsistency between estimates made at successive time-steps. Focusing on finite state Markov chains, we provide a crisp asymptotic theory of the statistical advantages of this approach. First, we show that an intuitive inverse trajectory pooling coefficient completely characterizes the percent reduction in mean-squared error of value estimates. Depending on problem structure, the reduction could be enormous or nonexistent. Next, we prove that there can be dramatic improvements in estimates of the difference in value-to-go for two states: TD's errors are bounded in terms of a novel measure - the problem's trajectory crossing time - which can be much smaller than the problem's time horizon.

We consider the differentially private estimation of multiple quantiles (MQ) of a distribution from a dataset, a key building block in modern data analysis. We apply the recent non-smoothed Inverse Sensitivity (IS) mechanism to this specific problem. We establish that the resulting method is closely related to the recently published ad hoc algorithm JointExp. In particular, they share the same computational complexity and a similar efficiency. We prove the statistical consistency of these two algorithms for continuous distributions. Furthermore, we demonstrate both theoretically and empirically that this method suffers from an important lack of performance in the case of peaked distributions, which can degrade up to a potentially catastrophic impact in the presence of atoms. Its smoothed version (i.e. by applying a max kernel to its output density) would solve this problem, but remains an open challenge to implement. As a proxy, we propose a simple and numerically efficient method called Heuristically Smoothed JointExp (HSJointExp), which is endowed with performance guarantees for a broad class of distributions and achieves results that are orders of magnitude better on problematic datasets.

We prove that optimistic-follow-the-regularized-leader (OFTRL), together with smooth value updates, finds an $O(T^{-1})$-approximate Nash equilibrium in $T$ iterations for two-player zero-sum Markov games with full information. This improves the $\tilde{O}(T^{-5/6})$ convergence rate recently shown in the paper Zhang et al (2022). The refined analysis hinges on two essential ingredients. First, the sum of the regrets of the two players, though not necessarily non-negative as in normal-form games, is approximately non-negative in Markov games. This property allows us to bound the second-order path lengths of the learning dynamics. Second, we prove a tighter algebraic inequality regarding the weights deployed by OFTRL that shaves an extra $\log T$ factor. This crucial improvement enables the inductive analysis that leads to the final $O(T^{-1})$ rate.

Many computational algorithms applied to geometry operate on discrete representations of shape. It is sometimes necessary to first simplify, or coarsen, representations found in modern datasets for practicable or expedited processing. The utility of a coarsening algorithm depends on both, the choice of representation as well as the specific processing algorithm or operator. e.g. simulation using the Finite Element Method, calculating Betti numbers, etc. We propose a novel method that can coarsen triangle meshes, tetrahedral meshes and simplicial complexes. Our method allows controllable preservation of salient features from the high-resolution geometry and can therefore be customized to different applications. Salient properties are typically captured by local shape descriptors via linear differential operators -- variants of Laplacians. Eigenvectors of their discretized matrices yield a useful spectral domain for geometry processing (akin to the famous Fourier spectrum which uses eigenfunctions of the derivative operator). Existing methods for spectrum-preserving coarsening use zero-dimensional discretizations of Laplacian operators (defined on vertices). We propose a generalized spectral coarsening method that considers multiple Laplacian operators defined in different dimensionalities in tandem. Our simple algorithm greedily decides the order of contractions of simplices based on a quality function per simplex. The quality function quantifies the error due to removal of that simplex on a chosen band within the spectrum of the coarsened geometry.

Neural network training is usually accomplished by solving a non-convex optimization problem using stochastic gradient descent. Although one optimizes over the networks parameters, the main loss function generally only depends on the realization of the neural network, i.e. the function it computes. Studying the optimization problem over the space of realizations opens up new ways to understand neural network training. In particular, usual loss functions like mean squared error and categorical cross entropy are convex on spaces of neural network realizations, which themselves are non-convex. Approximation capabilities of neural networks can be used to deal with the latter non-convexity, which allows us to establish that for sufficiently large networks local minima of a regularized optimization problem on the realization space are almost optimal. Note, however, that each realization has many different, possibly degenerate, parametrizations. In particular, a local minimum in the parametrization space needs not correspond to a local minimum in the realization space. To establish such a connection, inverse stability of the realization map is required, meaning that proximity of realizations must imply proximity of corresponding parametrizations. We present pathologies which prevent inverse stability in general, and, for shallow networks, proceed to establish a restricted space of parametrizations on which we have inverse stability w.r.t. to a Sobolev norm. Furthermore, we show that by optimizing over such restricted sets, it is still possible to learn any function which can be learned by optimization over unrestricted sets.

This paper is concerned with orthonormal systems in real intervals, given with zero Dirichlet boundary conditions. More specifically, our interest is in systems with a skew-symmetric differentiation matrix (this excludes orthonormal polynomials). We consider a simple construction of such systems and pursue its ramifications. In general, given any $\mathrm{C}^1(a,b)$ weight function such that $w(a)=w(b)=0$, we can generate an orthonormal system with a skew-symmetric differentiation matrix. Except for the case $a=-\infty$, $b=+\infty$, only a limited number of powers of that matrix is bounded and we establish a connection between properties of the weight function and boundedness. In particular, we examine in detail two weight functions: the Laguerre weight function $x^\alpha \mathrm{e}^{-x}$ for $x>0$ and $\alpha>0$ and the ultraspherical weight function $(1-x^2)^\alpha$, $x\in(-1,1)$, $\alpha>0$, and establish their properties. Both weights share a most welcome feature of {\em separability,\/} which allows for fast computation. The quality of approximation is highly sensitive to the choice of $\alpha$ and we discuss how to choose optimally this parameter, depending on the number of zero boundary conditions.

In this paper, we develop two ``Nesterov's accelerated'' variants of the well-known extragradient method to approximate a solution of a co-hypomonotone inclusion constituted by the sum of two operators, where one is Lipschitz continuous and the other is possibly multivalued. The first scheme can be viewed as an accelerated variant of Tseng's forward-backward-forward splitting method, while the second one is a variant of the reflected forward-backward splitting method, which requires only one evaluation of the Lipschitz operator, and one resolvent of the multivalued operator. Under a proper choice of the algorithmic parameters and appropriate conditions on the co-hypomonotone parameter, we theoretically prove that both algorithms achieve $\mathcal{O}(1/k)$ convergence rates on the norm of the residual, where $k$ is the iteration counter. Our results can be viewed as alternatives of a recent class of Halpern-type schemes for root-finding problems.

The graph Laplacian is a fundamental object in the analysis of and optimization on graphs. This operator can be extended to a simplicial complex $K$ and therefore offers a way to perform ``signal processing" on $p$-(co)chains of $K$. Recently, the concept of persistent Laplacian was proposed and studied for a pair of simplicial complexes $K\hookrightarrow L$ connected by an inclusion relation, further broadening the use of Laplace-based operators. In this paper, we expand the scope of the persistent Laplacian by generalizing it to a pair of simplicial complexes connected by a simplicial map $f: K \to L$. Such simplicial map setting arises frequently, e.g., when relating a coarsened simplicial representation with an original representation, or the case when the two simplicial complexes are spanned by different point sets i.e. cases in which it does not hold that $K\subset L$. However, the simplicial map setting is more challenging than the inclusion setting since the underlying algebraic structure is more complicated. We present a natural generalization of the persistent Laplacian to the simplicial setting. To shed insight on the structure behind it, as well as to develop an algorithm to compute it, we exploit the relationship between the persistent Laplacian and the Schur complement of a matrix. A critical step is to view the Schur complement as a functorial way of restricting a self-adjoint PSD operator to a given subspace. As a consequence, we prove that persistent Betti numbers of a simplicial map can be recovered by persistent Laplacians. We then propose an algorithm for finding the matrix representations of persistent Laplacians which in turn yields a new algorithm for computing persistent Betti numbers of a simplicial map. Finally, we study the persistent Laplacian on simplicial towers under simplicial maps and establish monotonicity results for their eigenvalues.

Sampling methods (e.g., node-wise, layer-wise, or subgraph) has become an indispensable strategy to speed up training large-scale Graph Neural Networks (GNNs). However, existing sampling methods are mostly based on the graph structural information and ignore the dynamicity of optimization, which leads to high variance in estimating the stochastic gradients. The high variance issue can be very pronounced in extremely large graphs, where it results in slow convergence and poor generalization. In this paper, we theoretically analyze the variance of sampling methods and show that, due to the composite structure of empirical risk, the variance of any sampling method can be decomposed into \textit{embedding approximation variance} in the forward stage and \textit{stochastic gradient variance} in the backward stage that necessities mitigating both types of variance to obtain faster convergence rate. We propose a decoupled variance reduction strategy that employs (approximate) gradient information to adaptively sample nodes with minimal variance, and explicitly reduces the variance introduced by embedding approximation. We show theoretically and empirically that the proposed method, even with smaller mini-batch sizes, enjoys a faster convergence rate and entails a better generalization compared to the existing methods.