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Parameter-free algorithms are online learning algorithms that do not require setting learning rates. They achieve optimal regret with respect to the distance between the initial point and any competitor. Yet, parameter-free algorithms do…

Machine Learning · Computer Science 2022-03-22 Keyi Chen , Ashok Cutkosky , Francesco Orabona

Adaptive Moment Estimation (ADAM) is a very popular training algorithm for deep neural networks and belongs to the family of adaptive gradient descent optimizers. However to the best of the authors knowledge no complete convergence analysis…

Machine Learning · Computer Science 2021-02-22 Sebastian Bock , Martin Georg Weiß

Optimal designs are usually model-dependent and likely to be sub-optimal if the postulated model is not correctly specified. In practice, it is common that a researcher has a list of candidate models at hand and a design has to be found…

Statistics Theory · Mathematics 2023-03-29 Mingyao Ai , Holger Dette , Zhengfu Liu , Jun Yu

Recent work has shown a variety of ways in which machine learning can be used to accelerate the solution of constrained optimization problems. Increasing demand for real-time decision-making capabilities in applications such as artificial…

Machine Learning · Computer Science 2024-04-02 Ethan King , James Kotary , Ferdinando Fioretto , Jan Drgona

Stochastic approximation is a foundation for many algorithms found in machine learning and optimization. It is in general slow to converge: the mean square error vanishes as $O(n^{-1})$. A deterministic counterpart known as quasi-stochastic…

Optimization and Control · Mathematics 2024-03-26 Caio Kalil Lauand , Sean Meyn

In this essay, we have comprehensively evaluated the feasibility and suitability of adopting the Machine Learning Models on the forecast of corporation fundamentals (i.e. the earnings), where the prediction results of our method have been…

Statistical Finance · Quantitative Finance 2020-05-29 Xinyue Cui , Zhaoyu Xu , Yue Zhou

Motion planning under differential constraints is a classic problem in robotics. To date, the state of the art is represented by sampling-based techniques, with the Rapidly-exploring Random Tree algorithm as a leading example. Yet, the…

Robotics · Computer Science 2015-03-03 Edward Schmerling , Lucas Janson , Marco Pavone

This paper presents an adaptive lookahead pure-pursuit lateral controller for optimizing racing metrics such as lap time, average lap speed, and deviation from a reference trajectory in an autonomous racing scenario. We propose a greedy…

Robotics · Computer Science 2021-11-18 Varundev Sukhil , Madhur Behl

Reliable uncertainty quantification in deep neural networks is very crucial in safety-critical applications such as automated driving for trustworthy and informed decision-making. Assessing the quality of uncertainty estimates is…

Computer Vision and Pattern Recognition · Computer Science 2022-12-12 Neslihan Kose , Ranganath Krishnan , Akash Dhamasia , Omesh Tickoo , Michael Paulitsch

Algorithms typically come with tunable parameters that have a considerable impact on the computational resources they consume. Too often, practitioners must hand-tune the parameters, a tedious and error-prone task. A recent line of research…

Machine Learning · Computer Science 2020-11-24 Maria-Florina Balcan , Tuomas Sandholm , Ellen Vitercik

Machine learning algorithms are used to construct a mathematical model for a system based on training data. Such a model is capable of making highly accurate predictions without being explicitly programmed to do so. These techniques have a…

Cryptography and Security · Computer Science 2022-02-22 Cato Pauling , Michael Gimson , Muhammed Qaid , Ahmad Kida , Basel Halak

Conformal predictors are an important class of algorithms that allow predictions to be made with a user-defined confidence level. They are able to do this by outputting prediction sets, rather than simple point predictions. The conformal…

Machine Learning · Computer Science 2021-05-25 Anthony Bellotti

This paper evaluates algorithms for classification and outlier detection accuracies in temporal data. We focus on algorithms that train and classify rapidly and can be used for systems that need to incorporate new data regularly. Hence, we…

Machine Learning · Statistics 2018-05-03 Victoria J. Hodge , Jim Austin

Beam search is widely used for approximate decoding in structured prediction problems. Models often use a beam at test time but ignore its existence at train time, and therefore do not explicitly learn how to use the beam. We develop an…

Machine Learning · Statistics 2019-06-26 Renato Negrinho , Matthew R. Gormley , Geoffrey J. Gordon

The goal of a learner in standard online learning is to maintain an average loss close to the loss of the best-performing single function in some class. In many real-world problems, such as rating or ranking items, there is no single best…

Machine Learning · Computer Science 2013-03-18 Edward Moroshko , Koby Crammer

Real-world data is often incomplete and contains missing values. To train accurate models over real-world datasets, users need to spend a substantial amount of time and resources imputing and finding proper values for missing data items. In…

Machine Learning · Statistics 2024-03-05 Cheng Zhen , Nischal Aryal , Arash Termehchy , Alireza Aghasi , Amandeep Singh Chabada

We introduce estimation and test procedures through divergence minimization for models satisfying linear constraints with unknown parameter. Several statistical examples and motivations are given. These procedures extend the empirical…

Statistics Theory · Mathematics 2008-11-24 Michel Broniatowski , Amor Keziou

Statistical learning algorithms are finding more and more applications in science and technology. Atomic-scale modeling is no exception, with machine learning becoming commonplace as a tool to predict energy, forces and properties of…

Chemical Physics · Physics 2020-12-09 Félix Musil , Michele Ceriotti

Transfer learning refers to the promising idea of initializing model fits based on pre-training on other data. We particularly consider regression modeling settings where parameter estimates from previous data can be used as anchoring…

Methodology · Statistics 2020-07-07 Wessel N. van Wieringen , Harald Binder

Although deep learning based approximation algorithms have been applied very successfully to numerous problems, at the moment the reasons for their performance are not entirely understood from a mathematical point of view. Recently,…

Machine Learning · Computer Science 2023-04-13 Arnulf Jentzen , Adrian Riekert