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When faced with the problem of learning a model of a high-dimensional environment, a common approach is to limit the model to make only a restricted set of predictions, thereby simplifying the learning problem. These partial models may be…

Machine Learning · Computer Science 2014-01-17 Erik Talvitie , Satinder Singh

We propose a data-driven technique to automatically learn contextual uncertainty sets in robust optimization, resulting in excellent worst-case and average-case performance while also guaranteeing constraint satisfaction. Our method…

Optimization and Control · Mathematics 2025-06-25 Irina Wang , Bart Van Parys , Bartolomeo Stellato

In imitation learning, an agent learns how to behave in an environment with an unknown cost function by mimicking expert demonstrations. Existing imitation learning algorithms typically involve solving a sequence of planning or…

Machine Learning · Computer Science 2016-06-17 Jonathan Ho , Jayesh K. Gupta , Stefano Ermon

In simulations of multiscale dynamical systems, not all relevant processes can be resolved explicitly. Taking the effect of the unresolved processes into account is important, which introduces the need for paramerizations. We present a…

Numerical Analysis · Mathematics 2021-04-14 Daan Crommelin , Wouter Edeling

We present a Bayesian approach to machine learning with probabilistic programs. In our approach, training on available data is implemented as inference on a hierarchical model. The posterior distribution of model parameters is then used to…

Machine Learning · Computer Science 2022-01-19 David Tolpin

Set prediction is about learning to predict a collection of unordered variables with unknown interrelations. Training such models with set losses imposes the structure of a metric space over sets. We focus on stochastic and underdefined…

Machine Learning · Computer Science 2021-02-23 David W. Zhang , Gertjan J. Burghouts , Cees G. M. Snoek

We study probability distributions over free algebras of trees. Probability distributions can be seen as particular (formal power) tree series [Berstel et al 82, Esik et al 03], i.e. mappings from trees to a semiring K . A widely studied…

Machine Learning · Computer Science 2008-07-21 François Denis , Amaury Habrard , Rémi Gilleron , Marc Tommasi , Édouard Gilbert

We use statistical learning methods to construct an adaptive state estimator for nonlinear stochastic systems. Optimal state estimation, in the form of a Kalman filter, requires knowledge of the system's process and measurement uncertainty.…

Machine Learning · Statistics 2014-11-05 Michael Busch , Jeff Moehlis

Optimization in machine learning typically deals with the minimization of empirical objectives defined by training data. However, the ultimate goal of learning is to minimize the error on future data (test error), for which the training…

Machine Learning · Statistics 2021-11-08 Bernhard Stankewitz , Nicole Mücke , Lorenzo Rosasco

The seeded Watershed algorithm / minimax semi-supervised learning on a graph computes a minimum spanning forest which connects every pixel / unlabeled node to a seed / labeled node. We propose instead to consider all possible spanning…

Data Structures and Algorithms · Computer Science 2019-11-11 Enrique Fita Sanmartin , Sebastian Damrich , Fred A. Hamprecht

Decision trees and randomized forests are widely used in computer vision and machine learning. Standard algorithms for decision tree induction optimize the split functions one node at a time according to some splitting criteria. This greedy…

Machine Learning · Computer Science 2015-11-13 Mohammad Norouzi , Maxwell D. Collins , Matthew Johnson , David J. Fleet , Pushmeet Kohli

The deep-learning-based least squares method has shown successful results in solving high-dimensional non-linear partial differential equations (PDEs). However, this method usually converges slowly. To speed up the convergence of this…

Numerical Analysis · Mathematics 2025-07-10 Wenhan Gao , Chunmei Wang

Stochastic differential equations can describe a wide range of dynamical systems, and obtaining the governing equations of these systems is the premise of studying the nonlinear dynamic behavior of the system. Neural networks are currently…

Dynamical Systems · Mathematics 2023-04-25 Xiao-Kai An , Lin Du , Zi-Chen Deng , Yu-jia Zhang

This paper studies the performative prediction problem which optimizes a stochastic loss function with data distribution that depends on the decision variable. We consider a setting where the agent(s) provides samples adapted to the…

Optimization and Control · Mathematics 2021-10-05 Qiang Li , Hoi-To Wai

We introduce a unified probabilistic framework for solving sequential decision making problems ranging from Bayesian optimisation to contextual bandits and reinforcement learning. This is accomplished by a probabilistic model-based approach…

Random forests have long been considered as powerful model ensembles in machine learning. By training multiple decision trees, whose diversity is fostered through data and feature subsampling, the resulting random forest can lead to more…

Artificial Intelligence · Computer Science 2021-08-12 Gilles Audemard , Steve Bellart , Louenas Bounia , Frédéric Koriche , Jean-Marie Lagniez , Pierre Marquis

This paper studies the adaptive optimal stationary control of continuous-time linear stochastic systems with both additive and multiplicative noises, using reinforcement learning techniques. Based on policy iteration, a novel off-policy…

Systems and Control · Electrical Eng. & Systems 2021-12-07 Bo Pang , Zhong-Ping Jiang

Bayesian learning is built on an assumption that the model space contains a true reflection of the data generating mechanism. This assumption is problematic, particularly in complex data environments. Here we present a Bayesian…

Machine Learning · Statistics 2018-11-05 S. P. Lyddon , S. G. Walker , C. C. Holmes

Data-efficient learning algorithms are essential in many practical applications where data collection is expensive, e.g., in robotics due to the wear and tear. To address this problem, meta-learning algorithms use prior experience about…

Machine Learning · Computer Science 2020-10-26 Jean Kaddour , Steindór Sæmundsson , Marc Peter Deisenroth

We consider the problem of sequentially making decisions that are rewarded by "successes" and "failures" which can be predicted through an unknown relationship that depends on a partially controllable vector of attributes for each instance.…

Machine Learning · Statistics 2017-09-18 Yingfei Wang , Chu Wang , Warren Powell