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The ubiquity of AI leads to situations where humans and AI work together, creating the need for learning-to-defer algorithms that determine how to partition tasks between AI and humans. We work to improve learning-to-defer algorithms when…

Machine Learning · Computer Science 2021-12-22 Naveen Raman , Michael Yee

Deep learning has shown that learned functions can dramatically outperform hand-designed functions on perceptual tasks. Analogously, this suggests that learned optimizers may similarly outperform current hand-designed optimizers, especially…

Neural and Evolutionary Computing · Computer Science 2019-06-11 Luke Metz , Niru Maheswaranathan , Jeremy Nixon , C. Daniel Freeman , Jascha Sohl-Dickstein

In recent years, deep learning has been connected with optimal control as a way to define a notion of a continuous underlying learning problem. In this view, neural networks can be interpreted as a discretization of a parametric Ordinary…

Optimization and Control · Mathematics 2020-07-07 Joubine Aghili , Olga Mula

This work addresses inverse linear optimization where the goal is to infer the unknown cost vector of a linear program. Specifically, we consider the data-driven setting in which the available data are noisy observations of optimal…

Optimization and Control · Mathematics 2021-12-07 Rishabh Gupta , Qi Zhang

We analyze a stochastic approximation algorithm for decision-dependent problems, wherein the data distribution used by the algorithm evolves along the iterate sequence. The primary examples of such problems appear in performative prediction…

Optimization and Control · Mathematics 2024-05-15 Joshua Cutler , Mateo Díaz , Dmitriy Drusvyatskiy

Trajectory optimization considers the problem of deciding how to control a dynamical system to move along a trajectory which minimizes some cost function. Differential Dynamic Programming (DDP) is an optimal control method which utilizes a…

Systems and Control · Computer Science 2017-01-10 David D. Fan , Evangelos A. Theodorou

The goal of this tutorial is to introduce key models, algorithms, and open questions related to the use of optimization methods for solving problems arising in machine learning. It is written with an INFORMS audience in mind, specifically…

Machine Learning · Statistics 2017-07-03 Frank E. Curtis , Katya Scheinberg

RecentadvancesinDistributedComputinghighlightmodelsandalgo- rithms for autonomous swarms of mobile robots that self-organize and cooperate to solve global objectives. The overwhelming majority of works so far considers handmade algorithms…

Distributed, Parallel, and Cluster Computing · Computer Science 2014-07-08 Laure Millet , Maria Potop-Butucaru , Nathalie Sznajder , Sébastien Tixeuil

In 2016, Karney proposed an exact sampling algorithm for the standard normal distribution. In this paper, we study the computational complexity of this algorithm under the random deviate model. Specifically, Karney's algorithm requires the…

Data Structures and Algorithms · Computer Science 2020-08-11 Yusong Du , Baoying Fan , Baodian Wei

We propose a general learning algorithm for solving optimization problems, based on a simple strategy of trial and adaptation. The algorithm maintains a probability distribution of possible solutions (configurations), which is updated…

adap-org · Physics 2009-10-30 Kan Chen

Optimization is an integral part of modern deep learning. Recently, the concept of learned optimizers has emerged as a way to accelerate this optimization process by replacing traditional, hand-crafted algorithms with meta-learned…

Machine Learning · Computer Science 2023-12-13 Jan Sobotka , Petr Šimánek , Daniel Vašata

This paper presents a machine learning strategy that tackles a distributed optimization task in a wireless network with an arbitrary number of randomly interconnected nodes. Individual nodes decide their optimal states with distributed…

Information Theory · Computer Science 2021-06-16 Hoon Lee , Sang Hyun Lee , Tony Q. S. Quek

A random search algorithm intended to solve discrete optimization problems is considered. We outline the main components of the algorithm, and then describe it in more detail. We show how the algorithm can be implemented on parallel…

Distributed, Parallel, and Cluster Computing · Computer Science 2013-11-13 Nikolai K. Krivulin , Dennis Guster , Charles Hall

In this paper, a distributed stochastic approximation algorithm is studied. Applications of such algorithms include decentralized estimation, optimization, control or computing. The algorithm consists in two steps: a local step, where each…

Optimization and Control · Mathematics 2013-12-03 Pascal Bianchi , Gersende Fort , Walid Hachem

In this technical report, we discuss several sampling algorithms for Determinantal Point Processes (DPP). DPPs have recently gained a broad interest in the machine learning and statistics literature as random point processes with negative…

Computation · Statistics 2018-02-26 Nicolas Tremblay , Simon Barthelme , Pierre-Olivier Amblard

We describe several features of parallel or distributed asynchronous iterative algorithms such as unbounded delays, possible out of order messages or flexible communication. We concentrate on the concept of macroiteration sequence which was…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-10-11 Didier El Baz

In distributional or average-case analysis, the goal is to design an algorithm with good-on-average performance with respect to a specific probability distribution. Distributional analysis can be useful for the study of general-purpose…

Data Structures and Algorithms · Computer Science 2020-07-28 Tim Roughgarden

Plotting solution sets for particular equations may be complicated by the existence of turning points. Here we describe an algorithm which not only overcomes such problematic points, but does so in the most general of settings. Applications…

Numerical Analysis · Mathematics 2011-07-05 Steven Pollack , Daniel Badali , Jonathan Pollack

We consider the problem of designing an adaptive sequence of questions that optimally classify a candidate's ability into one of several categories or discriminative grades. A candidate's ability is modeled as an unknown parameter, which,…

Machine Learning · Computer Science 2020-04-14 Achal Bassamboo , Vikas Deep , Sandeep Juneja , Assaf Zeevi

Most work on supervised learning research has focused on marginal predictions. In decision problems, joint predictive distributions are essential for good performance. Previous work has developed methods for assessing low-order predictive…

Machine Learning · Statistics 2022-03-01 Ian Osband , Zheng Wen , Seyed Mohammad Asghari , Vikranth Dwaracherla , Xiuyuan Lu , Benjamin Van Roy
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