Related papers: Learning Probabilistic Systems from Tree Samples
We consider chance-constrained problems with discrete random distribution. We aim for problems with a large number of scenarios. We propose a novel method based on the stochastic gradient descent method which performs updates of the…
We present convincing empirical evidence for an effective and general strategy for building accurate small models. Such models are attractive for interpretability and also find use in resource-constrained environments. The strategy is to…
Stochastic optimization is a widely used approach for optimization under uncertainty, where uncertain input parameters are modeled by random variables. Exact or approximation algorithms have been obtained for several fundamental problems in…
We consider stochastic systems of interacting particles or agents, with dynamics determined by an interaction kernel which only depends on pairwise distances. We study the problem of inferring this interaction kernel from observations of…
Decision trees are widely used for non-linear modeling, as they capture interactions between predictors while producing inherently interpretable models. Despite their popularity, performing inference on the non-linear fit remains largely…
The need to learn from positive and unlabeled data, or PU learning, arises in many applications and has attracted increasing interest. While random forests are known to perform well on many tasks with positive and negative data, recent PU…
We treat projective dependency trees as latent variables in our probabilistic model and induce them in such a way as to be beneficial for a downstream task, without relying on any direct tree supervision. Our approach relies on Gumbel…
In automata theory, while determinisation provides a standard route to solving many common problems in automata theory, some weak forms of nondeterminism can be dealt with in some problems without costly determinisation. For example, the…
We prove that it is NP-hard to properly PAC learn decision trees with queries, resolving a longstanding open problem in learning theory (Bshouty 1993; Guijarro-Lavin-Raghavan 1999; Mehta-Raghavan 2002; Feldman 2016). While there has been a…
Real-world sequential decision making problems commonly involve partial observability, which requires the agent to maintain a memory of history in order to infer the latent states, plan and make good decisions. Coping with partial…
Chance constrained program where one seeks to minimize an objective over decisions which satisfy randomly disturbed constraints with a given probability is computationally intractable. This paper proposes an approximate approach to address…
We propose a hybrid algorithmic strategy for complex stochastic optimization problems, which combines the use of scenario trees from multistage stochastic programming with machine learning techniques for learning a policy in the form of a…
The goal of a generative model is to capture the distribution underlying the data, typically through latent variables. After training, these variables are often used as a new representation, more effective than the original features in a…
We present a new active learning algorithm that adaptively partitions the input space into a finite number of regions, and subsequently seeks a distinct predictor for each region, both phases actively requesting labels. We prove theoretical…
While the identification of nonlinear dynamical systems is a fundamental building block of model-based reinforcement learning and feedback control, its sample complexity is only understood for systems that either have discrete states and…
Sequential testing problems involve a complex system with several components, each of which is "working" with some independent probability. The outcome of each component can be determined by performing a test, which incurs some cost. The…
This article considers stochastic algorithms for efficiently solving a class of large scale non-linear least squares (NLS) problems which frequently arise in applications. We propose eight variants of a practical randomized algorithm where…
Fitting models to data is an important part of the practice of science. Advances in machine learning have made it possible to fit more -- and more complex -- models, but have also exacerbated a problem: when multiple models fit the data…
Probabilistic Regression refers to predicting a full probability density function for the target conditional on the features. We present a nonparametric approach to this problem which combines base classifiers (typically gradient boosted…
We consider the problem of learning stabilizable systems governed by nonlinear state equation $h_{t+1}=\phi(h_t,u_t;\theta)+w_t$. Here $\theta$ is the unknown system dynamics, $h_t $ is the state, $u_t$ is the input and $w_t$ is the…