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We present a general framework for matching with transferable utility (TU) that accommodates arbitrary heterogeneity without relying on the logit structure. The optimal assignment problem is characterized by tractable linear programming…
This paper addresses the problem of unsupervised domain adaption from theoretical and algorithmic perspectives. Existing domain adaptation theories naturally imply minimax optimization algorithms, which connect well with the domain…
Conformal Prediction offers a powerful framework for quantifying uncertainty in machine learning models, enabling the construction of prediction sets with finite-sample validity guarantees. While easily adaptable to non-probabilistic…
We propose a stochastic trust-region method for unconstrained nonconvex optimization that incorporates stochastic variance-reduced gradients (SVRG) to accelerate convergence. Unlike classical trust-region methods, the proposed algorithm…
In order for reinforcement learning techniques to be useful in real-world decision making processes, they must be able to produce robust performance from limited data. Deep policy optimization methods have achieved impressive results on…
This paper demonstrates many immediate connections between adaptive control and optimization methods commonly employed in machine learning. Starting from common output error formulations, similarities in update law modifications are…
This paper proposes a random subspace trust-region algorithm for general convex-constrained derivative-free optimization (DFO) problems. Similar to previous random subspace DFO methods, the convergence of our algorithm requires a certain…
Newton-type methods enjoy fast local convergence and strong empirical performance, but achieving global guarantees comparable to first-order methods remains challenging. Even for simple strongly convex problems, no straightforward variant…
Shifted combinatorial optimization is a new nonlinear optimization framework, which is a broad extension of standard combinatorial optimization, involving the choice of several feasible solutions at a time. It captures well studied and…
When training automated systems, it has been shown to be beneficial to adapt the representation of data by learning a problem-specific metric. This metric is global. We extend this idea and, for the widely used family of k nearest neighbors…
We describe an iterative procedure for optimizing policies, with guaranteed monotonic improvement. By making several approximations to the theoretically-justified procedure, we develop a practical algorithm, called Trust Region Policy…
We introduce Matched Machine Learning, a framework that combines the flexibility of machine learning black boxes with the interpretability of matching, a longstanding tool in observational causal inference. Interpretability is paramount in…
We develop a trust-region method for efficiently minimizing the sum of a smooth function, a nonsmooth convex function, and the composition of a finite-valued support function with a smooth function. Optimization problems with this structure…
In this contribution we propose and rigorously analyze new variants of adaptive Trust-Region methods for parameter optimization with PDE constraints and bilateral parameter constraints. The approach employs successively enriched Reduced…
Evaluating robustness under temporal distribution shift remains an open challenge. Existing metrics quantify the average decline in performance, but fail to capture how models adapt to evolving data. As a result, temporal degradation is…
Deep learning has recently been shown to be instrumental in the problem of domain adaptation, where the goal is to learn a model on a target domain using a similar --but not identical-- source domain. The rationale for coupling both…
Although widely adopted, existing approaches for fine-tuning pre-trained language models have been shown to be unstable across hyper-parameter settings, motivating recent work on trust region methods. In this paper, we present a simplified…
Model predictive control can optimally deal with nonlinear systems under consideration of constraints. The control performance depends on the model accuracy and the prediction horizon. Recent advances propose to use reinforcement learning…
Many machine learning methods assume that the training and test data follow the same distribution. However, in the real world, this assumption is very often violated. In particular, the phenomenon that the marginal distribution of the data…
Unsupervised fault detection in multivariate time series plays a vital role in ensuring the stable operation of complex systems. Traditional methods often assume that normal data follow a single Gaussian distribution and identify anomalies…