Related papers: Sparse/Robust Estimation and Kalman Smoothing with…
We propose an iterative quantum-assisted least squares (i-QLS) optimization method that leverages quantum annealing to overcome the scalability and precision limitations of prior quantum least squares approaches. Unlike traditional…
Sparse estimation methods are aimed at using or obtaining parsimonious representations of data or models. They were first dedicated to linear variable selection but numerous extensions have now emerged such as structured sparsity or kernel…
Nonlinear dynamics are ubiquitous in science and engineering applications, but the physics of most complex systems is far from being fully understood. Discovering interpretable governing equations from measurement data can help us…
Convergence of Q-learning has been the subject of extensive study for decades. Among the available techniques, the ordinary differential equation (ODE) method is particularly appealing as a general-purpose, off-the-shelf tool for…
We study the complexity of smoothed agnostic learning, recently introduced by~\cite{CKKMS24}, in which the learner competes with the best classifier in a target class under slight Gaussian perturbations of the inputs. Specifically, we focus…
We propose to smooth the entire objective function, rather than only the check function, in a linear quantile regression context. Not only does the resulting smoothed quantile regression estimator yield a lower mean squared error and a more…
We propose analytical mean square error (MSE) expressions for the Kalman filter (KF) and the Kalman smoother (KS) for benchmark studies, where the true system dynamics are unknown or unavailable to the estimator. In such cases, as in…
We advance both the theory and practice of robust $\ell_p$-quasinorm regression for $p \in (0,1]$ by using novel variants of iteratively reweighted least-squares (IRLS) to solve the underlying non-smooth problem. In the convex case, $p=1$,…
Breakthroughs in machine learning (ML) and advances in quantum computing (QC) drive the interdisciplinary field of quantum machine learning to new levels. However, due to the susceptibility of ML models to adversarial attacks, practical use…
In high dimensional settings, sparse structures are crucial for efficiency, both in term of memory, computation and performance. It is customary to consider $\ell_1$ penalty to enforce sparsity in such scenarios. Sparsity enforcing methods,…
Ensemble smoother (ES) has been widely used in various research fields to reduce the uncertainty of the system-of-interest. However, the commonly-adopted ES method that employs the Kalman formula, that is, ES$_\text{(K)}$, does not perform…
Kernel-free quadratic surface support vector machines (QSVM) have recently gained traction due to their flexibility in modeling nonlinear decision boundaries without relying on kernel functions. However, the introduction of a full quadratic…
Gaussian processes (GPs) stand as crucial tools in machine learning and signal processing, with their effectiveness hinging on kernel design and hyper-parameter optimization. This paper presents a novel GP linear multiple kernel (LMK) and a…
Stochastic gradient methods are dominant in nonconvex optimization especially for deep models but have low asymptotical convergence due to the fixed smoothness. To address this problem, we propose a simple yet effective method for improving…
Power quality (PQ) analysis describes the non-pure electric signals that are usually present in electric power systems. The automatic recognition of PQ disturbances can be seen as a pattern recognition problem, in which different types of…
We propose a robust inferential procedure for assessing uncertainties of parameter estimation in high-dimensional linear models, where the dimension $p$ can grow exponentially fast with the sample size $n$. Our method combines the…
Most of machine learning approaches have stemmed from the application of minimizing the mean squared distance principle, based on the computationally efficient quadratic optimization methods. However, when faced with high-dimensional and…
In the last several years, the intimate connection between convex optimization and learning problems, in both statistical and sequential frameworks, has shifted the focus of algorithmic machine learning to examine this interplay. In…
Optimization problems with the objective function in the form of weighted sum and linear equality constraints are considered. Given that the number of local cost functions can be large as well as the number of constraints, a stochastic…
We propose a sequential quadratic programming (SQP) method that can incorporate adaptive sampling for stochastic nonsmooth nonconvex optimization problems with upper-C^2 objectives. Upper-$\Ctwo$ functions can be viewed as…