Related papers: A note on Probably Certifiably Correct algorithms
Recently, Bandeira [arXiv:1509.00824] introduced a new type of algorithm (the so-called probably certifiably correct algorithm) that combines fast solvers with the optimality certificates provided by convex relaxations. In this paper, we…
We investigate Monte Carlo based algorithms for solving stochastic control problems with probabilistic constraints. Our motivation comes from microgrid management, where the controller tries to optimally dispatch a diesel generator while…
Multi-stage decision-making under uncertainty, where decisions are taken under sequentially revealing uncertain problem parameters, is often essential to faithfully model managerial problems. Given the significant computational challenges…
We consider the parameterized verification problem for distributed algorithms where the goal is to develop techniques to prove the correctness of a given algorithm regardless of the number of participating processes. Motivated by an…
We develop a novel algorithm, Predictive Hierarchical Clustering (PHC), for agglomerative hierarchical clustering of current procedural terminology (CPT) codes. Our predictive hierarchical clustering aims to cluster subgroups, not…
Operators of Earth observation satellites need justifications for scheduling decisions: why a request was selected, rejected, or what changes would make it schedulable. Existing approaches construct post-hoc reasoning layers independent of…
Features in machine learning problems are often time-varying and may be related to outputs in an algebraic or dynamical manner. The dynamic nature of these machine learning problems renders current higher order accelerated gradient descent…
The growing amount of applications that generate vast amount of data in short time scales render the problem of partial monitoring, coupled with prediction, a rather fundamental one. We study the aforementioned canonical problem under the…
Motivated by the inapproximability of reconfiguration problems, we present a new PCP-type characterization of PSPACE, which we call a probabilistically checkable reconfiguration proof (PCRP): Any PSPACE computation can be encoded into an…
We propose a new algorithm for minimal unsatisfiable core extraction, based on a deeper exploration of resolution-refutation properties. We provide experimental results on formal verification benchmarks confirming that our algorithm finds…
This paper proposes Partially Observable Reference Policy Programming, a novel anytime online approximate POMDP solver which samples meaningful future histories very deeply while simultaneously forcing a gradual policy update. We provide…
Real-world networks often come with side information that can help to improve the performance of network analysis tasks such as clustering. Despite a large number of empirical and theoretical studies conducted on network clustering methods…
Precision and Recall are fundamental metrics in machine learning tasks where both accurate predictions and comprehensive coverage are essential, such as in multi-label learning, language generation, medical studies, and recommender systems.…
This paper presents a new approach to solve linear and nonlinear model predictive control (MPC) problems that requires small memory footprint and throughput and is particularly suitable when the model and/or controller parameters change at…
Checking how well a fitted model explains the data is one of the most fundamental parts of a Bayesian data analysis. However, existing model checking methods suffer from trade-offs between being well-calibrated, automated, and…
The proximal gradient algorithm has been popularly used for convex optimization. Recently, it has also been extended for nonconvex problems, and the current state-of-the-art is the nonmonotone accelerated proximal gradient algorithm.…
Mini-batch algorithms have been proposed as a way to speed-up stochastic convex optimization problems. We study how such algorithms can be improved using accelerated gradient methods. We provide a novel analysis, which shows how standard…
Approximate Bayesian computation (ABC) is one of the most popular "likelihood-free" methods. These methods have been applied in a wide range of fields by providing solutions to intractable likelihood problems in which exact Bayesian…
The classical approach to system identification is based on stochastic assumptions about the measurement error, and provides estimates that have random nature. Worst-case identification, on the other hand, only assumes the knowledge of…
In practical optimization problems, we typically model uncertainty as a random variable though its true probability distribution is unobservable to the decision maker. Historical data provides some information of this distribution that we…