Related papers: On the connection between compression learning and…
Using machine learning to solve combinatorial optimization (CO) problems is challenging, especially when the data is unlabeled. This work proposes an unsupervised learning framework for CO problems. Our framework follows a standard…
In many engineered systems, optimization is used for decision making at time-scales ranging from real-time operation to long-term planning. This process often involves solving similar optimization problems over and over again with slightly…
This work continues the study of the relationship between sample compression schemes and statistical learning, which has been mostly investigated within the framework of binary classification. The central theme of this work is establishing…
We develop a framework for convexifying a fairly general class of optimization problems. Under additional assumptions, we analyze the suboptimality of the solution to the convexified problem relative to the original nonconvex problem and…
Finding tight bounds on the optimal solution is a critical element of practical solution methods for discrete optimization problems. In the last decade, decision diagrams (DDs) have brought a new perspective on obtaining upper and lower…
When a system commits to a hypothesis, much of the evidential structure behind that commitment is lost to compression. Standard accounts assume that selected content and scalar confidence suffice for downstream control. This paper argues…
Decision making and learning in the presence of uncertainty has attracted significant attention in view of the increasing need to achieve robust and reliable operations. In the case where uncertainty stems from the presence of adversarial…
Robust optimization has been established as a leading methodology to approach decision problems under uncertainty. To derive a robust optimization model, a central ingredient is to identify a suitable model for uncertainty, which is called…
We discuss the computational complexity and feasibility properties of scenario based techniques for uncertain optimization programs. We consider different solution alternatives ranging from the standard scenario approach to recursive…
We study the problem of efficient compression of a stochastic source of probability distributions. It can be viewed as a generalization of Shannon's source coding problem. It has relation to the theory of common randomness, as well as to…
The region of attraction characterizes well-behaved and safe operation of a nonlinear system and is hence sought after for verification. In this paper, a framework for probabilistic region of attraction estimation is developed that combines…
In performative prediction, a predictive model impacts the distribution that generates future data, a phenomenon that is being ignored in classical supervised learning. In this closed-loop setting, the natural measure of performance named…
We study problem-dependent rates, i.e., generalization errors that scale near-optimally with the variance, the effective loss, or the gradient norms evaluated at the "best hypothesis." We introduce a principled framework dubbed "uniform…
This paper presents novel method for distribution-free robust trajectory optimization and control of discrete-time, nonlinear, and non-Gaussian stochastic systems, with closed-loop guarantees on chance constraint satisfaction. Our framework…
Robust Optimization has traditionally taken a pessimistic, or worst-case viewpoint of uncertainty which is motivated by a desire to find sets of optimal policies that maintain feasibility under a variety of operating conditions. In this…
Decision-making problems can be modeled as combinatorial optimization problems with Constraint Programming formalisms such as Constrained Optimization Problems. However, few Constraint Programming formalisms can deal with both optimization…
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…
The problem of designing learners that provide guarantees that their predictions are provably correct is of increasing importance in machine learning. However, learning theoretic guarantees have only been considered in very specific…
Continual learning is inherently a constrained learning problem. The goal is to learn a predictor under a no-forgetting requirement. Although several prior studies formulate it as such, they do not solve the constrained problem explicitly.…
Asynchronous computation and gradient compression have emerged as two key techniques for achieving scalability in distributed optimization for large-scale machine learning. This paper presents a unified analysis framework for distributed…