Related papers: On Computationally Tractable Selection of Experime…
Reachability analysis, in general, is a fundamental method that supports formally-correct synthesis, robust model predictive control, set-based observers, fault detection, invariant computation, and conformance checking, to name but a few.…
We consider the problem of robotic planning under uncertainty. This problem may be posed as a stochastic optimal control problem, complete solution to which is fundamentally intractable owing to the infamous curse of dimensionality. We…
We consider a partially observable Markov decision problem (POMDP) that models a class of sequencing problems. Although POMDPs are typically intractable, our formulation admits tractable solution. Instead of maintaining a value function…
A robust model predictive control (MPC) method is presented for linear, time-invariant systems affected by bounded additive disturbances. The main contribution is the offline design of a disturbance-affine feedback gain whereby the…
Selective inference methods are developed for group lasso estimators for use with a wide class of distributions and loss functions. The method includes the use of exponential family distributions, as well as quasi-likelihood modeling for…
Prediction sets provide a means of quantifying the uncertainty in predictive tasks. Using held out calibration data, conformal prediction and risk control can produce prediction sets that exhibit statistically valid error control in a…
The unit selection problem aims to find objects, called units, that optimize a causal objective function which describes the objects' behavior in a causal context (e.g., selecting customers who are about to churn but would most likely…
Mathematical optimization, although often leading to NP-hard models, is now capable of solving even large-scale instances within reasonable time. However, the primary focus is often placed solely on optimality. This implies that while…
In statistics and machine learning, logistic regression is a widely-used supervised learning technique primarily employed for binary classification tasks. When the number of observations greatly exceeds the number of predictor variables, we…
The recent availability of huge, many-dimensional data sets, like those arising from genome-wide association studies (GWAS), provides many opportunities for strengthening causal inference. One popular approach is to utilize these…
The problem of achieving a good trade-off in Stochastic Model Predictive Control between the competing goals of improving the average performance and reducing conservativeness, while still guaranteeing recursive feasibility and low…
Modern retrieval systems are often driven by an underlying machine learning model. The goal of such systems is to identify and possibly rank the few most relevant items for a given query or context. Thus, such systems are typically…
In machine learning it is common to interpret each data point as a vector in Euclidean space. However the data may actually be functional i.e.\ each data point is a function of some variable such as time and the function is discretely…
How should researchers analyze randomized experiments in which the main outcome is latent and measured in multiple ways but each measure contains some degree of error? We first identify a critical study-specific noncomparability problem in…
The increased demand for online prediction and the growing availability of large data sets drives the need for computationally efficient models. While exact Gaussian process regression shows various favorable theoretical properties…
Recent progress in robotic manipulation has dealt with the case of previously unknown objects in the context of relatively simple tasks, such as bin-picking. Existing methods for more constrained problems, however, such as deliberate…
Transfer learning techniques aim to leverage information from multiple related datasets to enhance prediction quality against a target dataset. Such methods have been adopted in the context of high-dimensional sparse regression, and some…
We give an overview of certain aspects of tractability analysis of multivariate problems. This paper is not intended to give a complete account of the subject, but provides an insight into how the theory works for particular types of…
We study the fundamental tradeoffs between statistical accuracy and computational tractability in the analysis of high dimensional heterogeneous data. As examples, we study sparse Gaussian mixture model, mixture of sparse linear…
Scaling probabilistic models to large realistic problems and datasets is a key challenge in machine learning. Central to this effort is the development of tractable probabilistic models (TPMs): models whose structure guarantees efficient…