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Ensemble data assimilation is a problem in determining the most likely phase space trajectory of a model of an observed dynamical sys- tem as it receives inputs from measurements passing information to the model. Using methods developed in…
We show, using idealized models, that numerical data assimilation can be successful only if an effective dimension of the problem is not excessive. This effective dimension depends on the noise in the model and the data, and in physically…
Minimizing the empirical risk is a popular training strategy, but for learning tasks where the data may be noisy or heavy-tailed, one may require many observations in order to generalize well. To achieve better performance under less…
The objective of this work is to augment the basic abilities of a robot by learning to use new sensorimotor primitives to enable the solution of complex long-horizon problems. Solving long-horizon problems in complex domains requires…
The policy gradient approach is a flexible and powerful reinforcement learning method particularly for problems with continuous actions such as robot control. A common challenge in this scenario is how to reduce the variance of policy…
We introduce a theoretical and practical framework for efficient importance sampling of mini-batch samples for gradient estimation from single and multiple probability distributions. To handle noisy gradients, our framework dynamically…
With the increasing penetration of high-frequency sensors across a number of biological and physical systems, the abundance of the resulting observations offers opportunities for higher statistical accuracy of down-stream estimates, but…
In modern data analysis, random sampling is an efficient and widely-used strategy to overcome the computational difficulties brought by large sample size. In previous studies, researchers conducted random sampling which is according to the…
Distributed machine learning has recently become a critical paradigm for training large models on vast datasets. We examine the stochastic optimization problem for deep learning within synchronous parallel computing environments under…
We adapt the gradient sampling algorithm to the local scoring algorithm to solve complex estimation problems based on an optimization of an objective function. This overcomes non-differentiability and non-smoothness of the objective…
Importance sampling has become an indispensable strategy to speed up optimization algorithms for large-scale applications. Improved adaptive variants - using importance values defined by the complete gradient information which changes…
This paper aims at achieving a "good" estimator for the gradient of a function on a high-dimensional space. Often such functions are not sensitive in all coordinates and the gradient of the function is almost sparse. We propose a method for…
The effectiveness of active learning hinges on the choice of the acquisition criterion by which a learning algorithm selects potentially informative data points whose label is subsequently queried. This paper proposes a novel gradient-based…
A wider selection of step sizes is explored for the distributed subgradient algorithm for multi-agent optimization problems, for both time-invariant and time-varying communication topologies. The square summable requirement of the step…
Data assimilation addresses the general problem of how to combine model-based predictions with partial and noisy observations of the process in an optimal manner. This survey focuses on sequential data assimilation techniques using…
Variational data assimilation is a technique for combining measured data with dynamical models. It is a key component of Earth system state estimation and is commonly used in weather and ocean forecasting. The approach involves a…
In this article, we introduce a kernel-based consensual aggregation method for regression problems. We aim to exibly combine individual regression estimators $r_1, \ldots, r_M$ using a weighted average where the weights are dened based on…
Data assimilation is a technique for increasing the accuracy of simulations of solutions to partial differential equations by incorporating observable data into the solution as time evolves. Recently, a promising new algorithm for data…
We propose an adaptive accelerated gradient method for solving smooth convex optimization problems. The method incorporates a scheme to determine the step size adaptively, by means of a local estimation of the smoothness constant, which is…
Ordering the selection of training data using active learning can lead to improvements in learning efficiently from smaller corpora. We present an exploration of active learning approaches applied to three grounded language problems of…