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Entropy Search (ES) and Predictive Entropy Search (PES) are popular and empirically successful Bayesian Optimization techniques. Both rely on a compelling information-theoretic motivation, and maximize the information gained about the…
Feature selection is beneficial for improving the performance of general machine learning tasks by extracting an informative subset from the high-dimensional features. Conventional feature selection methods usually ignore the class…
Budget Minimization is a scheduling problem with precedence constraints, i.e., a scheduling problem on a partially ordered set of jobs $(N, \unlhd)$. A job $j \in N$ is available for scheduling, if all jobs $i \in N$ with $i \unlhd j$ are…
Max-plus based methods have been recently developed to approximate the value function of possibly high dimensional optimal control problems. A critical step of these methods consists in approximating a function by a supremum of a small…
Given a sample of independent and identically distributed random variables, a novel nonparametric maximum entropy method is presented to estimate the underlying continuous univariate probability density function (pdf). Estimates are found…
Incorporating feature selection into a classification or regression method often carries a number of advantages. In this paper we formalize feature selection specifically from a discriminative perspective of improving…
Model degrees of freedom ($\df$) is a fundamental concept in statistics because it quantifies the flexibility of a fitting procedure and is indispensable in model selection. To investigate the gap between $\df$ and the number of independent…
In this paper, we consider two sequential decision making problems with a convexity structure, namely an energy storage optimization task and a multi-product assembly example. We formulate these problems in the stochastic programming…
We consider a popular family of constrained optimization problems arising in machine learning that involve optimizing a non-decomposable evaluation metric with a certain thresholded form, while constraining another metric of interest.…
In this paper, we show the optimality of a certain class of disturbance-affine control policies in the context of one-dimensional, constrained, multi-stage robust optimization. Our results cover the finite horizon case, with minimax…
In the realm of efficient on-device learning under extreme memory and computation constraints, a significant gap in successful approaches persists. Although considerable effort has been devoted to efficient inference, the main obstacle to…
Large-scale subset selection asks for a small useful set of examples, features, sensors, seed users, or context passages from an enormous ground set. Submodular maximization is a canonical model for such diminishing-returns problems, but…
Experimental designs for a generalized linear model (GLM) often depend on the specification of the model, including the link function, the predictors, and unknown parameters, such as the regression coefficients. To deal with uncertainties…
We consider a class of convex optimization problems over the simplex of probability measures. Our framework comprises optimal experimental design (OED) problems, in which the measure over the design space indicates which experiments are…
A challenging category of robotics problems arises when sensing incurs substantial costs. This paper examines settings in which a robot wishes to limit its observations of state, for instance, motivated by specific considerations of energy…
Despite the significant breakthrough of Mixture-of-Experts (MoE), the increasing scale of these MoE models presents huge memory and storage challenges. Existing MoE pruning methods, which involve reducing parameter size with a uniform…
Machine learning algorithms have been effectively applied into various real world tasks. However, it is difficult to provide high-quality machine learning solutions to accommodate an unknown distribution of input datasets; this difficulty…
Deep neural networks (DNNs) have made a revolution in numerous fields during the last decade. However, in tasks with high safety requirements, such as medical or autonomous driving applications, providing an assessment of the models…
We study the optimal contract problem in the \emph{combinatorial actions} framework of D\"utting et al.~[FOCS'21], where a principal delegates a project to an agent who chooses a subset of hidden, costly actions, and the resulting reward is…
In data mining applications, feature selection is an essential process since it reduces a model's complexity. The cost of obtaining the feature values must be taken into consideration in many domains. In this paper, we study the…