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We propose information-directed sampling -- a new approach to online optimization problems in which a decision-maker must balance between exploration and exploitation while learning from partial feedback. Each action is sampled in a manner…
The Expectation Maximization (EM) algorithm is a key reference for inference in latent variable models; unfortunately, its computational cost is prohibitive in the large scale learning setting. In this paper, we propose an extension of the…
The streaming max-min diversification problem concerns the selection of a limited and diverse sample of items out of a data stream of known finite length. The objective to be maximized is the minimum distance among any pair of selected…
In this paper, we investigate the trade-off between convergence rate and computational cost when minimizing a composite functional with proximal-gradient methods, which are popular optimisation tools in machine learning. We consider the…
This paper technically explores the secrecy rate $\Lambda$ and a maximisation problem over the concave version of the secrecy outage probability (SOP) as $\mathop{{\rm \mathbb{M}ax}}\limits_{\Delta } {\rm \; } \mathbb{P}\mathscr{r} \big(…
We present an online method for estimating the cost of solving SAT problems. Modern SAT solvers present several challenges to estimate search cost including non-chronological backtracking, learning and restarts. Our method uses a linear…
Modern stochastic optimization methods often rely on uniform sampling which is agnostic to the underlying characteristics of the data. This might degrade the convergence by yielding estimates that suffer from a high variance. A possible…
A streaming algorithm to compute the spectral proper orthogonal decomposition (SPOD) of stationary random processes is presented. As new data becomes available, an incremental update of the truncated eigenbasis of the estimated…
In an offline reinforcement learning setting, the safe policy improvement (SPI) problem aims to improve the performance of a behavior policy according to which sample data has been generated. State-of-the-art approaches to SPI require a…
In this work, we present data stream algorithms to compute optimal splits for decision tree learning. In particular, given a data stream of observations \(x_i\) and their corresponding labels \(y_i\), without the i.i.d. assumption, the…
Algorithm designers typically assume that the input data is correct, and then proceed to find "optimal" or "sub-optimal" solutions using this input data. However this assumption of correct data does not always hold in practice, especially…
Approximate Message Passing (AMP) has been shown to be a superior method for inference problems, such as the recovery of signals from sets of noisy, lower-dimensionality measurements, both in terms of reconstruction accuracy and in…
We consider the problem of autonomous navigation using limited information from a remote sensor network. Because the remote sensors are power and bandwidth limited, we use event-triggered (ET) estimation to manage communication costs. We…
Outlier detection identifies data points that deviate significantly from expected patterns, revealing anomalies that may require special attention. Incorporating online learning further improves accuracy by continuously updating the model…
This paper studies online shortest path routing over multi-hop networks. Link costs or delays are time-varying and modeled by independent and identically distributed random processes, whose parameters are initially unknown. The parameters,…
We compute the integral of a function or the expectation of a random variable with minimal cost and use, for our new algorithm and for upper bounds of the complexity, i.i.d. samples. Under certain assumptions it is possible to select a…
We consider the latency minimization problem in a task-offloading scenario, where multiple servers are available to the user equipment for outsourcing computational tasks. To account for the temporally dynamic nature of the wireless links…
Influence maximization (IM) is a classic problem that aims to identify a small group of critical individuals, known as seeds, who can influence the largest number of users in a social network through word-of-mouth. This problem finds…
In computational science workflows, it is often the case that 1) objective functions for optimization involve multiple simulation outputs, and 2) those simulations can be performed (at least partially) in parallel. In this work, we…
A sensor network is considered where at each sensor a sequence of random variables is observed. At each time step, a processed version of the observations is transmitted from the sensors to a common node called the fusion center. At some…