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Inverse problem or parameter estimation of ordinary differential equations (ODEs), the iterative process of minimizing the mismatch between model-predicted and experimental states by tuning the parameter values within an optimization…
General parameters are highly desirable in the natural sciences - e.g., chemical reaction conditions that enable high yields across a range of related transformations. This has a significant practical impact since those general parameters…
While evolutionary algorithms are known to be very successful for a broad range of applications, the algorithm designer is often left with many algorithmic choices, for example, the size of the population, the mutation rates, and the…
Given a set of response observations for a parametrized dynamical system, we seek a parametrized dynamical model that will yield uniformly small response error over a range of parameter values yet has low order. Frequently, access to…
Estimating the dependences between random variables, and ranking them accordingly, is a prevalent problem in machine learning. Pursuing frequentist and information-theoretic approaches, we first show that the p-value and the mutual…
Bayesian optimization is proposed for automatic learning of optimal controller parameters from experimental data. A probabilistic description (a Gaussian process) is used to model the unknown function from controller parameters to a…
Optimization lies at the heart of machine learning and signal processing. Contemporary approaches based on the stochastic gradient method are non-adaptive in the sense that their implementation employs prescribed parameter values that need…
The integration of renewables into electrical grids calls for optimization-based control schemes requiring reliable grid models. Classically, parameter estimation and optimization-based control is often decoupled, which leads to high system…
In biomedical studies, researchers are often interested in assessing the association between one or more ordinal explanatory variables and an outcome variable, at the same time adjusting for covariates of any type. The outcome variable may…
Data driven algorithm design is an important aspect of modern data science and algorithm design. Rather than using off the shelf algorithms that only have worst case performance guarantees, practitioners often optimize over large families…
We develop an optimization framework centered around a core idea: once a (parametric) policy is specified, control authority is transferred to the policy, resulting in an autonomous dynamical system. Thus we should be able to optimize…
Machine learning algorithms typically rely on optimization subroutines and are well-known to provide very effective outcomes for many types of problems. Here, we flip the reliance and ask the reverse question: can machine learning…
A major challenge in designing neural network (NN) systems is to determine the best structure and parameters for the network given the data for the machine learning problem at hand. Examples of parameters are the number of layers and nodes,…
This work examines the optimal covariance steering problem for systems subject to unknown parameters that enter multiplicatively with the state and control, in addition to additive disturbances. In contrast to existing works, the unknown…
Robotic algorithms typically depend on various parameters, the choice of which significantly affects the robot's performance. While an initial guess for the parameters may be obtained from dynamic models of the robot, parameters are usually…
In multi-period stochastic optimization problems, the future optimal decision is a random variable whose distribution depends on the parameters of the optimization problem. We analyze how the expected value of this random variable changes…
We introduce a novel LLM based solution design approach that utilizes combinatorial optimization and sampling. Specifically, a set of factors that influence the quality of the solution are identified. They typically include factors that…
The dramatic increase of observational data across industries provides unparalleled opportunities for data-driven decision making and management, including the manufacturing industry. In the context of production, data-driven approaches can…
This paper proposes the first-ever algorithmic framework for tuning hyper-parameters of stochastic optimization algorithm based on reinforcement learning. Hyper-parameters impose significant influences on the performance of stochastic…
Optimal experiment design for parameter estimation is a research topic that has been in the interest of various studies. A key problem in optimal input design is that the optimal input depends on some unknown system parameters that are to…