StablePCA: Distributionally Robust Learning of Shared Representations from Multi-Source Data

This paper introduces StablePCA, a distributionally robust framework for extracting shared low-dimensional representations from multi-source data by maximizing worst-case explained variance, and addresses its inherent nonconvexity through a convex relaxation solved by an efficient Mirror-Prox algorithm with global convergence guarantees and a data-dependent certificate for solution tightness.

Zhenyu Wang, Molei Liu, Jing Lei, Francis Bach, Zijian GuoTue, 10 Ma🤖 cs.LG

Cost-Driven Representation Learning for Linear Quadratic Gaussian Control: Part II

This paper establishes finite-sample guarantees for cost-driven state representation learning in infinite-horizon time-invariant Linear Quadratic Gaussian (LQG) control by analyzing two approaches—explicit latent modeling and implicit MuZero-like dynamics—while introducing a key technical proof of persistency of excitation for a novel stochastic process arising from quadratic regression.

Yi Tian, Kaiqing Zhang, Russ Tedrake, Suvrit SraTue, 10 Ma🤖 cs.LG

Feed m Birds with One Scone: Accelerating Multi-task Gradient Balancing via Bi-level Optimization

This paper introduces MARIGOLD, a unified bi-level optimization framework that leverages zeroth-order methods to efficiently solve multi-task learning problems by dynamically balancing task gradients without requiring access to all task gradients, thereby overcoming the computational inefficiency of existing MGDA-type approaches.

Xuxing Chen, Yun He, Jiayi Xu, Minhui Huang, Xiaoyi Liu, Boyang Liu, Fei Tian, Xiaohan Wei, Rong Jin, Sem Park, Bo Long, Xue FengTue, 10 Ma🤖 cs.LG

Public Access Defibrillator Deployment for Cardiac Arrests: A Learn-Then-Optimize Approach with SHAP-based Interpretable Analytics

This study proposes a novel learn-then-optimize framework that leverages geographic data and SHAP-based interpretability to guide an integer programming model for the strategic deployment of public access defibrillators, thereby enhancing out-of-hospital cardiac arrest survival rates.

Kexin Cao (Victor), Chih-Yuan Yang (Victor), Keng-Hou Leong (Victor), Xinglu Liu (Victor), Wai Kin (Victor), ChanThu, 12 Ma🔢 math

On Lagrange multipliers of constrained optimization in Hilbert spaces

This paper establishes a solid mathematical foundation for constrained optimization in Hilbert spaces by introducing the concept of essential Lagrange multipliers and a novel decomposition framework for KKT systems, which yields sharp results on the existence and uniqueness of multipliers, clarifies the distinctions between finite and infinite-dimensional theories, and characterizes the convergence of the augmented Lagrangian method.

Zhiyu TanThu, 12 Ma🔢 math