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Inductive programming frequently relies on some form of search in order to identify candidate solutions. However, the size of the search space limits the use of inductive programming to the production of relatively small programs. If we could somehow correctly predict the subset of instructions required for a given problem then inductive programming would be more tractable. We will show that this can be achieved in a high percentage of cases. This paper presents a novel model of programming language instruction co-occurrence that was built to support search space partitioning in the Zoea distributed inductive programming system. This consists of a collection of intersecting instruction subsets derived from a large sample of open source code. Using the approach different parts of the search space can be explored in parallel. The number of subsets required does not grow linearly with the quantity of code used to produce them and a manageable number of subsets is sufficient to cover a high percentage of unseen code. This approach also significantly reduces the overall size of the search space - often by many orders of magnitude.

This paper proposes a flexible framework for inferring large-scale time-varying and time-lagged correlation networks from multivariate or high-dimensional non-stationary time series with piecewise smooth trends. Built on a novel and unified multiple-testing procedure of time-lagged cross-correlation functions with a fixed or diverging number of lags, our method can accurately disclose flexible time-varying network structures associated with complex functional structures at all time points. We broaden the applicability of our method to the structure breaks by developing difference-based nonparametric estimators of cross-correlations, achieve accurate family-wise error control via a bootstrap-assisted procedure adaptive to the complex temporal dynamics, and enhance the probability of recovering the time-varying network structures using a new uniform variance reduction technique. We prove the asymptotic validity of the proposed method and demonstrate its effectiveness in finite samples through simulation studies and empirical applications.

$L^1$ based optimization is widely used in image denoising, machine learning and related applications. One of the main features of such approach is that it naturally provide a sparse structure in the numerical solutions. In this paper, we study an $L^1$ based mixed DG method for second-order elliptic equations in the non-divergence form. The elliptic PDE in nondivergence form arises in the linearization of fully nonlinear PDEs. Due to the nature of the equations, classical finite element methods based on variational forms can not be employed directly. In this work, we propose a new optimization scheme coupling the classical DG framework with recently developed $L^1$ optimization technique. Convergence analysis in both energy norm and $L^{\infty}$ norm are obtained under weak regularity assumption. Such $L^1$ models are nondifferentiable and therefore invalidate traditional gradient methods. Therefore all existing gradient based solvers are no longer feasible under this setting. To overcome this difficulty, we characterize solutions of $L^1$ optimization as fixed-points of proximity equations and utilize matrix splitting technique to obtain a class of fixed-point proximity algorithms with convergence analysis. Various numerical examples are displayed to illustrate the numerical solution has sparse structure with careful choice of the bases of the finite dimensional spaces. Numerical examples in both smooth and nonsmooth settings are provided to validate the theoretical results.

In the usual Bayesian setting, a full probabilistic model is required to link the data and parameters, and the form of this model and the inference and prediction mechanisms are specified via de Finetti's representation. In general, such a formulation is not robust to model mis-specification of its component parts. An alternative approach is to draw inference based on loss functions, where the quantity of interest is defined as a minimizer of some expected loss, and to construct posterior distributions based on the loss-based formulation; this strategy underpins the construction of the Gibbs posterior. We develop a Bayesian non-parametric approach; specifically, we generalize the Bayesian bootstrap, and specify a Dirichlet process model for the distribution of the observables. We implement this using direct prior-to-posterior calculations, but also using predictive sampling. We also study the assessment of posterior validity for non-standard Bayesian calculations, and provide an efficient way to calibrate the scaling parameter in the Gibbs posterior so that it can achieve the desired coverage rate. We show that the developed non-standard Bayesian updating procedures yield valid posterior distributions in terms of consistency and asymptotic normality under model mis-specification. Simulation studies show that the proposed methods can recover the true value of the parameter efficiently and achieve frequentist coverage even when the sample size is small. Finally, we apply our methods to evaluate the causal impact of speed cameras on traffic collisions in England.

We propose a new model-based algorithm solving the inverse rig problem in facial animation retargeting, exhibiting higher accuracy of the fit and sparser, more interpretable weight vector compared to SOTA. The proposed method targets a specific subdomain of human face animation - highly-realistic blendshape models used in the production of movies and video games. In this paper, we formulate an optimization problem that takes into account all the requirements of targeted models. Our objective goes beyond a linear blendshape model and employs the quadratic corrective terms necessary for correctly fitting fine details of the mesh. We show that the solution to the proposed problem yields highly accurate mesh reconstruction even when general-purpose solvers, like SQP, are used. The results obtained using SQP are highly accurate in the mesh space but do not exhibit favorable qualities in terms of weight sparsity and smoothness, and for this reason, we further propose a novel algorithm relying on a MM technique. The algorithm is specifically suited for solving the proposed objective, yielding a high-accuracy mesh fit while respecting the constraints and producing a sparse and smooth set of weights easy to manipulate and interpret by artists. Our algorithm is benchmarked with SOTA approaches, and shows an overall superiority of the results, yielding a smooth animation reconstruction with a relative improvement up to 45 percent in root mean squared mesh error while keeping the cardinality comparable with benchmark methods. This paper gives a comprehensive set of evaluation metrics that cover different aspects of the solution, including mesh accuracy, sparsity of the weights, and smoothness of the animation curves, as well as the appearance of the produced animation, which human experts evaluated.

Black-box optimization (BBO) can be used to optimize functions whose analytic form is unknown. A common approach to realising BBO is to learn a surrogate model which approximates the target black-box function which can then be solved via white-box optimization methods. In this paper, we present our approach BOX-QUBO, where the surrogate model is a QUBO matrix. However, unlike in previous state-of-the-art approaches, this matrix is not trained entirely by regression, but mostly by classification between 'good' and 'bad' solutions. This better accounts for the low capacity of the QUBO matrix, resulting in significantly better solutions overall. We tested our approach against the state-of-the-art on four domains and in all of them BOX-QUBO showed better results. A second contribution of this paper is the idea to also solve white-box problems, i.e. problems which could be directly formulated as QUBO, by means of black-box optimization in order to reduce the size of the QUBOs to the information-theoretic minimum. Experiments show that this significantly improves the results for MAX-k-SAT.

Suppose we are given access to $n$ independent samples from distribution $\mu$ and we wish to output one of them with the goal of making the output distributed as close as possible to a target distribution $\nu$. In this work we show that the optimal total variation distance as a function of $n$ is given by $\tilde\Theta(\frac{D}{f'(n)})$ over the class of all pairs $\nu,\mu$ with a bounded $f$-divergence $D_f(\nu\|\mu)\leq D$. Previously, this question was studied only for the case when the Radon-Nikodym derivative of $\nu$ with respect to $\mu$ is uniformly bounded. We then consider an application in the seemingly very different field of smoothed online learning, where we show that recent results on the minimax regret and the regret of oracle-efficient algorithms still hold even under relaxed constraints on the adversary (to have bounded $f$-divergence, as opposed to bounded Radon-Nikodym derivative). Finally, we also study efficacy of importance sampling for mean estimates uniform over a function class and compare importance sampling with rejection sampling.

Motivated by a real-world application, we model and solve a complex staff scheduling problem. Tasks are to be assigned to workers for supervision. Multiple tasks can be covered in parallel by a single worker, with worker shifts being flexible within availabilities. Each worker has a different skill set, enabling them to cover different tasks. Tasks require assignment according to priority and skill requirements. The objective is to maximize the number of assigned tasks weighted by their priorities, while minimizing assignment penalties. We develop an adaptive large neighborhood search (ALNS) algorithm, relying on tailored destroy and repair operators. It is tested on benchmark instances derived from real-world data and compared to optimal results obtained by means of a commercial MIP-solver. Furthermore, we analyze the impact of considering three additional alternative objective functions. When applied to large-scale company data, the developed ALNS outperforms the previously applied solution approach.

While most methods for solving mixed-integer optimization problems compute a single optimal solution, a diverse set of near-optimal solutions can often lead to improved outcomes. We present a new method for finding a set of diverse solutions by emphasizing diversity within the search for near-optimal solutions. Specifically, within a branch-and-bound framework, we investigated parameterized node selection rules that explicitly consider diversity. Our results indicate that our approach significantly increases the diversity of the final solution set. When compared with two existing methods, our method runs with similar runtime as regular node selection methods and gives a diversity improvement between 12% and 190%. In contrast, popular node selection rules, such as best-first search, in some instances performed worse than state-of-the-art methods by more than 35% and gave an improvement of no more than 130%. Further, we find that our method is most effective when diversity in node selection is continuously emphasized after reaching a minimal depth in the tree and when the solution set has grown sufficiently large. Our method can be easily incorporated into integer programming solvers and has the potential to significantly increase the diversity of solution sets.

Parallel-in-time integration has been the focus of intensive research efforts over the past two decades due to the advent of massively parallel computer architectures and the scaling limits of purely spatial parallelization. Various iterative parallel-in-time (PinT) algorithms have been proposed, like Parareal, PFASST, MGRIT, and Space-Time Multi-Grid (STMG). These methods have been described using different notations, and the convergence estimates that are available are difficult to compare. We describe Parareal, PFASST, MGRIT and STMG for the Dahlquist model problem using a common notation and give precise convergence estimates using generating functions. This allows us, for the first time, to directly compare their convergence. We prove that all four methods eventually converge super-linearly, and also compare them numerically. The generating function framework provides further opportunities to explore and analyze existing and new methods.