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This paper considers optimal control of dynamical systems which are represented by nonlinear stochastic differential equations. It is well-known that the optimal control policy for this problem can be obtained as a function of a value…

Robotics · Computer Science 2014-05-30 Oktay Arslan , Evangelos Theodorou , Panagiotis Tsiotras

Steerable networks, which process data with intrinsic symmetries, often use Fourier-based nonlinearities that require sampling from the entire group, leading to a need for discretization in continuous groups. As the number of samples…

Machine Learning · Computer Science 2024-09-16 Berfin Inal , Gabriele Cesa

A key aspect of the design of evolutionary and swarm intelligence algorithms is studying their performance. Statistical comparisons are also a crucial part which allows for reliable conclusions to be drawn. In the present paper we gather…

Neural and Evolutionary Computing · Computer Science 2020-02-26 J. Carrasco , S. García , M. M. Rueda , S. Das , F. Herrera

We offer an insight into our mathematical endeavors, which aim to advance the foundational understanding of energy systems in a broad context, encompassing facets such as charge transport, energy storage, markets, and collective behavior.…

General Mathematics · Mathematics 2024-12-30 Nicklas Jävergård , Grigor Nika , Adrian Muntean

Recent advances in deep learning have significantly improved predictive accuracy. However, modern neural networks remain systematically overconfident, posing risks for deployment in safety-critical scenarios. Current post-hoc calibration…

Machine Learning · Computer Science 2025-07-01 Haolan Guo , Linwei Tao , Haoyang Luo , Minjing Dong , Chang Xu

We consider the problem of makespan minimization on unrelated machines when job sizes are stochastic. The goal is to find a fixed assignment of jobs to machines, to minimize the expected value of the maximum load over all the machines. For…

Data Structures and Algorithms · Computer Science 2019-04-17 Anupam Gupta , Amit Kumar , Viswanath Nagarajan , Xiangkun Shen

Min-max optimization problems, also known as saddle point problems, have attracted significant attention due to their applications in various fields, such as fair beamforming, generative adversarial networks (GANs), and adversarial…

Machine Learning · Computer Science 2024-09-11 Yuma Ichikawa , Koji Hukushima

We present numerical results obtained on the CEMRACS project Predictive SMS proposed by Safety Line. The goal of this work was to elaborate a purely statistical method in order to reconstruct the deceleration profile of a plane during…

Applications · Statistics 2015-02-10 Houssam Alrachid , Virginie Ehrlacher , Alexis Marceau , Karim Tekkal

The soft-margin support vector machine (SVM) is a ubiquitous tool for prediction of binary-response data. However, the SVM is characterized entirely via a numerical optimization problem, rather than a probability model, and thus does not…

Methodology · Statistics 2020-07-24 Hien D Nguyen , Daniel V Fryer

In this paper, we consider robust control using randomized algorithms. We extend the existing order statistics distribution theory to the general case in which the distribution of population is not assumed to be continuous and the order…

Optimization and Control · Mathematics 2008-05-13 Xinjia Chen , Kemin Zhou

State-of-the-art methods for solving smooth optimization problems are nonlinear conjugate gradient, low memory BFGS, and Majorize-Minimize (MM) subspace algorithms. The MM subspace algorithm which has been introduced more recently has shown…

Optimization and Control · Mathematics 2016-08-24 Emilie Chouzenoux , Jean-Christophe Pesquet

Deep neural networks are often overparameterized and may not easily achieve model generalization. Adversarial training has shown effectiveness in improving generalization by regularizing the change of loss on top of adversarially chosen…

Machine Learning · Computer Science 2022-12-07 Wenxuan Zhou , Fangyu Liu , Huan Zhang , Muhao Chen

We introduce a ``Statistical Query Sampling'' model, in which the goal of an algorithm is to produce an element in a hidden set $Ssubseteqbit^n$ with reasonable probability. The algorithm gains information about $S$ through oracle calls…

Quantum Physics · Physics 2016-11-18 Avrim Blum , Ke Yang

Support matrix machine (SMM) is a successful supervised classification model for matrix-type samples. Unlike support vector machines, it employs low-rank regularization on the regression matrix to effectively capture the intrinsic structure…

Optimization and Control · Mathematics 2024-12-12 Can Wu , Dong-Hui Li , Defeng Sun

Modern artificial intelligence is supported by machine learning models (e.g., foundation models) that are pretrained on a massive data corpus and then adapted to solve a variety of downstream tasks. To summarize performance across multiple…

Machine Learning · Statistics 2025-01-09 Rachel Longjohn , Giri Gopalan , Emily Casleton

Techniques to reduce the energy burden of an industrial ecosystem often require solving a multiobjective optimization problem. However, collecting experimental data can often be either expensive or time-consuming. In such cases, statistical…

Machine Learning · Computer Science 2021-09-07 Akira Horiguchi , Thomas J. Santner , Ying Sun , Matthew T. Pratola

Alternating Direction Method of Multipliers (ADMM) is a popular method for solving large-scale Machine Learning problems. Stochastic ADMM was proposed to reduce the per iteration computational complexity, which is more suitable for big data…

Numerical Analysis · Computer Science 2023-04-25 Chao Zhang , Zebang Shen , Hui Qian , Tengfei Zhou , Jianya Zhou , Jianying Zhou

This paper develops a novel sequential Monte Carlo (SMC) approach for joint state and parameter estimation that can deal efficiently with abruptly changing parameters which is a common case when tracking maneuvering targets. The approach…

Computation · Statistics 2015-10-12 Christopher Nemeth , Paul Fearnhead , Lyudmila Mihaylova

This article presents a short and concise description of stochastic approximation algorithms in reinforcement learning of Markov decision processes. The algorithms can also be used as a suboptimal method for partially observed Markov…

Optimization and Control · Mathematics 2015-12-25 Vikram Krishnamurthy

In this paper, a novel multiagent based state transition optimization algorithm with linear convergence rate named MASTA is constructed. It first generates an initial population randomly and uniformly. Then, it applies the basic state…

Optimization and Control · Mathematics 2021-03-08 Xiaojun Zhou