Related papers: Hierarchical POMDP Controller Optimization by Like…
This paper investigates simple bilevel optimization problems where we minimize an upper-level objective over the optimal solution set of a convex lower-level objective. Existing methods for such problems either only guarantee asymptotic…
In this paper, we aim to solve the high dimensional stochastic optimal control problem from the view of the stochastic maximum principle via deep learning. By introducing the extended Hamiltonian system which is essentially an FBSDE with a…
We present a nonlinear non-convex model predictive control approach to solving a real-world labyrinth game. We introduce adaptive nonlinear constraints, representing the non-convex obstacles within the labyrinth. Our method splits the…
This paper presents a new approach to Model Predictive Control for environments where essential, discrete variables are partially observed. Under this assumption, the belief state is a probability distribution over a finite number of…
Bayesian models often involve a small set of hyperparameters determined by maximizing the marginal likelihood. Bayesian optimization is a popular iterative method where a Gaussian process posterior of the underlying function is sequentially…
Probabilistic Graphical Models (PGM) are very useful in the fields of machine learning and data mining. The crucial limitation of those models,however, is the scalability. The Bayesian Network, which is one of the most common PGMs used in…
In this paper we introduce a class of novel distributed algorithms for solving stochastic big-data convex optimization problems over directed graphs. In the addressed set-up, the dimension of the decision variable can be extremely high and…
Hierarchical clustering is a stronger extension of one of today's most influential unsupervised learning methods: clustering. The goal of this method is to create a hierarchy of clusters, thus constructing cluster evolutionary history and…
The goal of model-based diagnosis is to isolate causes of anomalous system behavior and recommend inexpensive repair actions in response. In general, precomputing optimal repair policies is intractable. To date, investigators addressing…
Rank-constrained optimization problems have received an increasing intensity of interest recently, because many optimization problems in communications and signal processing applications can be cast into a rank-constrained optimization…
The partially observable constrained optimization problems (POCOPs) impede data-driven optimization techniques since an infeasible solution of POCOPs can provide little information about the objective as well as the constraints. We endeavor…
This paper studies the problem of steering the distribution of a discrete-time dynamical system from an initial distribution to a target distribution in finite time. The formulation is fully nonlinear, allowing the use of general control…
Hierarchical clustering is a fundamental task often used to discover meaningful structures in data, such as phylogenetic trees, taxonomies of concepts, subtypes of cancer, and cascades of particle decays in particle physics. Typically…
Deploying deep neural networks for risk-sensitive tasks necessitates an uncertainty estimation mechanism. This paper introduces hierarchical selective classification, extending selective classification to a hierarchical setting. Our…
Hierarchical clustering (HC) algorithms are generally limited to small data instances due to their runtime costs. Here we mitigate this shortcoming and explore fast HC algorithms based on random projections for single (SLC) and average…
An algorithm is proposed to solve robust control problems constrained by partial differential equations with uncertain coefficients, based on the so-called MG/OPT framework. The levels in this MG/OPT hierarchy correspond to discretization…
We propose a new randomized algorithm for solving convex optimization problems that have a large number of constraints (with high probability). Existing methods like interior-point or Newton-type algorithms are hard to apply to such…
Cluster analysis plays an important role in decision making process for many knowledge-based systems. There exist a wide variety of different approaches for clustering applications including the heuristic techniques, probabilistic models,…
Stochastic sequential decision making often requires hierarchical structure in the problem where each high-level action should be further planned with primitive states and actions. In addition, many real-world applications require a plan…
We present a homotopic approach to solving challenging, optimization-based motion planning problems. The approach uses Homotopy Optimization, which, unlike standard continuation methods for solving homotopy problems, solves a sequence of…