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Bayesian optimization (BO) primarily uses Gaussian processes (GP) as the key surrogate model, mostly with a simple stationary and separable kernel function such as the squared-exponential kernel with automatic relevance determination (SE-ARD). However, such simple kernel specifications are deficient in learning functions with complex features, such as being nonstationary, nonseparable, and multimodal. Approximating such functions using a local GP, even in a low-dimensional space, requires a large number of samples, not to mention in a high-dimensional setting. In this paper, we propose to use Bayesian Kernelized Tensor Factorization (BKTF) -- as a new surrogate model -- for BO in a $D$-dimensional Cartesian product space. Our key idea is to approximate the underlying $D$-dimensional solid with a fully Bayesian low-rank tensor CP decomposition, in which we place GP priors on the latent basis functions for each dimension to encode local consistency and smoothness. With this formulation, information from each sample can be shared not only with neighbors but also across dimensions. Although BKTF no longer has an analytical posterior, we can still efficiently approximate the posterior distribution through Markov chain Monte Carlo (MCMC) and obtain prediction and full uncertainty quantification (UQ). We conduct numerical experiments on both standard BO test functions and machine learning hyperparameter tuning problems, and our results show that BKTF offers a flexible and highly effective approach for characterizing complex functions with UQ, especially in cases where the initial sample size and budget are severely limited.

We study the fundamental problem of finding the best string to represent a given set, in the form of the Closest String problem: Given a set $X \subseteq \Sigma^d$ of $n$ strings, find the string $x^*$ minimizing the radius of the smallest Hamming ball around $x^*$ that encloses all the strings in $X$. In this paper, we investigate whether the Closest String problem admits algorithms that are faster than the trivial exhaustive search algorithm. We obtain the following results for the two natural versions of the problem: $\bullet$ In the continuous Closest String problem, the goal is to find the solution string $x^*$ anywhere in $\Sigma^d$. For binary strings, the exhaustive search algorithm runs in time $O(2^d poly(nd))$ and we prove that it cannot be improved to time $O(2^{(1-\epsilon) d} poly(nd))$, for any $\epsilon > 0$, unless the Strong Exponential Time Hypothesis fails. $\bullet$ In the discrete Closest String problem, $x^*$ is required to be in the input set $X$. While this problem is clearly in polynomial time, its fine-grained complexity has been pinpointed to be quadratic time $n^{2 \pm o(1)}$ whenever the dimension is $\omega(\log n) < d < n^{o(1)}$. We complement this known hardness result with new algorithms, proving essentially that whenever $d$ falls out of this hard range, the discrete Closest String problem can be solved faster than exhaustive search. In the small-$d$ regime, our algorithm is based on a novel application of the inclusion-exclusion principle. Interestingly, all of our results apply (and some are even stronger) to the natural dual of the Closest String problem, called the \emph{Remotest String} problem, where the task is to find a string maximizing the Hamming distance to all the strings in $X$.

In this paper, we design sub-linear space streaming algorithms for estimating three fundamental parameters -- maximum independent set, minimum dominating set and maximum matching -- on sparse graph classes, i.e., graphs which satisfy $m=O(n)$ where $m,n$ is the number of edges, vertices respectively. Each of the three graph parameters we consider can have size $\Omega(n)$ even on sparse graph classes, and hence for sublinear-space algorithms we are restricted to parameter estimation instead of attempting to find a solution.

This paper presents a unified approach for maximizing continuous DR-submodular functions that encompasses a range of settings and oracle access types. Our approach includes a Frank-Wolfe type offline algorithm for both monotone and non-monotone functions, with different restrictions on the general convex set. We consider settings where the oracle provides access to either the gradient of the function or only the function value, and where the oracle access is either deterministic or stochastic. We determine the number of required oracle accesses in all cases. Our approach gives new/improved results for nine out of the sixteen considered cases, avoids computationally expensive projections in two cases, with the proposed framework matching performance of state-of-the-art approaches in the remaining five cases. Notably, our approach for the stochastic function value-based oracle enables the first regret bounds with bandit feedback for stochastic DR-submodular functions.

This paper introduces a matrix quantile factor model for matrix-valued data with a low-rank structure. We estimate the row and column factor spaces via minimizing the empirical check loss function over all panels. We show the estimates converge at rate $1/\min\{\sqrt{p_1p_2}, \sqrt{p_2T},$ $\sqrt{p_1T}\}$ in average Frobenius norm, where $p_1$, $p_2$ and $T$ are the row dimensionality, column dimensionality and length of the matrix sequence. This rate is faster than that of the quantile estimates via ``flattening" the matrix model into a large vector model. Smoothed estimates are given and their central limit theorems are derived under some mild condition. We provide three consistent criteria to determine the pair of row and column factor numbers. Extensive simulation studies and an empirical study justify our theory.

The paper revisits the robust $s$-$t$ path problem, one of the most fundamental problems in robust optimization. In the problem, we are given a directed graph with $n$ vertices and $k$ distinct cost functions (scenarios) defined over edges, and aim to choose an $s$-$t$ path such that the total cost of the path is always provable no matter which scenario is realized. With the view of each cost function being associated with an agent, our goal is to find a common $s$-$t$ path minimizing the maximum objective among all agents, and thus create a fair solution for them. The problem is hard to approximate within $o(\log k)$ by any quasi-polynomial time algorithm unless $\mathrm{NP} \subseteq \mathrm{DTIME}(n^{\mathrm{poly}\log n})$, and the best approximation ratio known to date is $\widetilde{O}(\sqrt{n})$ which is based on the natural flow linear program. A longstanding open question is whether we can achieve a polylogarithmic approximation even when a quasi-polynomial running time is allowed. We give the first polylogarithmic approximation for robust $s$-$t$ path since the problem was proposed more than two decades ago. In particular, we introduce a $O(\log n \log k)$-approximate algorithm running in quasi-polynomial time. The algorithm is built on a novel linear program formulation for a decision-tree-type structure which enables us to get rid of the $\Omega(\max\{k,\sqrt{n}\})$ integrality gap of the natural flow LP. Further, we also consider some well-known graph classes, e.g., graphs with bounded treewidth, and show that the polylogarithmic approximation can be achieved polynomially on these graphs. We hope the new proposed techniques in the paper can offer new insights into the robust $s$-$t$ path problem and related problems in robust optimization.

We consider the adversarial linear contextual bandit setting, which allows for the loss functions associated with each of $K$ arms to change over time without restriction. Assuming the $d$-dimensional contexts are drawn from a fixed known distribution, the worst-case expected regret over the course of $T$ rounds is known to scale as $\tilde O(\sqrt{Kd T})$. Under the additional assumption that the density of the contexts is log-concave, we obtain a second-order bound of order $\tilde O(K\sqrt{d V_T})$ in terms of the cumulative second moment of the learner's losses $V_T$, and a closely related first-order bound of order $\tilde O(K\sqrt{d L_T^*})$ in terms of the cumulative loss of the best policy $L_T^*$. Since $V_T$ or $L_T^*$ may be significantly smaller than $T$, these improve over the worst-case regret whenever the environment is relatively benign. Our results are obtained using a truncated version of the continuous exponential weights algorithm over the probability simplex, which we analyse by exploiting a novel connection to the linear bandit setting without contexts.

We study an edge-weighted online stochastic \emph{Generalized Assignment Problem} with \emph{unknown} Poisson arrivals. In this model, we consider a bipartite graph that contains offline bins and online items, where each offline bin is associated with a $D$-dimensional capacity vector and each online item is with a $D$-dimensional demand vector. Online arrivals are sampled from a set of online item types which follow independent but not necessarily identical Poisson processes. The arrival rate for each Poisson process is unknown. Each online item will either be packed into an offline bin which will deduct the allocated bin's capacity vector and generate a reward, or be rejected. The decision should be made immediately and irrevocably upon its arrival. Our goal is to maximize the total reward of the allocation without violating the capacity constraints. We provide a sample-based multi-phase algorithm by utilizing both pre-existing offline data (named historical data) and sequentially revealed online data. We establish its performance guarantee measured by a competitive ratio. In a simplified setting where $D=1$ and all capacities and demands are equal to $1$, we prove that the ratio depends on the number of historical data size and the minimum number of arrivals for each online item type during the planning horizon, from which we analyze the effect of the historical data size and the Poisson arrival model on the algorithm's performance. We further generalize the algorithm to the general multidimensional and multi-demand setting, and present its parametric performance guarantee. The effect of the capacity's (demand's) dimension on the algorithm's performance is further analyzed based on the established parametric form. Finally, we demonstrate the effectiveness of our algorithms numerically.

Let $A(n, d)$ denote the maximum size of a binary code of length $n$ and minimum Hamming distance $d$. Studying $A(n, d)$, including efforts to determine it as well to derive bounds on $A(n, d)$ for large $n$'s, is one of the most fundamental subjects in coding theory. In this paper, we explore new lower and upper bounds on $A(n, d)$ in the large-minimum distance regime, in particular, when $d = n/2 - \Omega(\sqrt{n})$. We first provide a new construction of cyclic codes, by carefully selecting specific roots in the binary extension field for the check polynomial, with length $n= 2^m -1$, distance $d \geq n/2 - 2^{c-1}\sqrt{n}$, and size $n^{c+1/2}$, for any $m\geq 4$ and any integer $c$ with $0 \leq c \leq m/2 - 1$. These code parameters are slightly worse than those of the Delsarte--Goethals (DG) codes that provide the previously known best lower bound in the large-minimum distance regime. However, using a similar and extended code construction technique we show a sequence of cyclic codes that improve upon DG codes and provide the best lower bound in a narrower range of the minimum distance $d$, in particular, when $d = n/2 - \Omega(n^{2/3})$. Furthermore, by leveraging a Fourier-analytic view of Delsarte's linear program, upper bounds on $A(n, n/2 - \rho\sqrt{n})$ with $\rho\in (0.5, 9.5)$ are obtained that scale polynomially in $n$. To the best of authors' knowledge, the upper bound due to Barg and Nogin \cite{barg2006spectral} is the only previously known upper bound that scale polynomially in $n$ in this regime. We numerically demonstrate that our upper bound improves upon the Barg-Nogin upper bound in the specified high-minimum distance regime.

Hypergeometric sequences are rational-valued sequences that satisfy first-order linear recurrence relations with polynomial coefficients; that is, a hypergeometric sequence $\langle u_n \rangle_{n=0}^{\infty}$ is one that satisfies a recurrence of the form $f(n)u_n = g(n)u_{n-1}$ where $f,g \in \mathbb{Z}[x]$. In this paper, we consider the Membership Problem for hypergeometric sequences: given a hypergeometric sequence $\langle u_n \rangle_{n=0}^{\infty}$ and a target value $t\in \mathbb{Q}$, determine whether $u_n=t$ for some index $n$. We establish decidability of the Membership Problem under the assumption that either (i) $f$ and $g$ have distinct splitting fields or (ii) $f$ and $g$ are monic polynomials that both split over a quadratic extension of $\mathbb{Q}$. Our results are based on an analysis of the prime divisors of polynomial sequences $\langle f(n) \rangle_{n=1}^\infty$ and $\langle g(n) \rangle_{n=1}^\infty$ appearing in the recurrence relation.