Related papers: Nested algorithms for optimal reservoir operation …
This paper discusses level set-based structural optimization. Level set-based structural optimization is a method used to determine an optimal configuration for minimizing an objective functional by updating level set functions…
Tasks in which rewards depend upon past information not available in the current observation set can only be solved by agents that are equipped with short-term memory. Usual choices for memory modules include trainable recurrent hidden…
Most reinforcement learning algorithms seek a single optimal strategy that solves a given task. However, it can often be valuable to learn a diverse set of solutions, for instance, to make an agent's interaction with users more engaging, or…
Computer experiments can emulate the physical systems, help computational investigations, and yield analytic solutions. They have been widely employed with many engineering applications (e.g., aerospace, automotive, energy systems.…
We construct a deep learning-based numerical algorithm to solve path-dependent partial differential equations arising in the context of rough volatility. Our approach is based on interpreting the PDE as a solution to an BSDE, building upon…
We consider a model of learning and evolution in games whose action sets are endowed with a partition-based similarity structure intended to capture exogenous similarities between strategies. In this model, revising agents have a higher…
One of the most widely used methods for solving large-scale stochastic optimization problems is distributed asynchronous stochastic gradient descent (DASGD), a family of algorithms that result from parallelizing stochastic gradient descent…
Differential equations (DE) constrained optimization plays a critical role in numerous scientific and engineering fields, including energy systems, aerospace engineering, ecology, and finance, where optimal configurations or control…
We expose in a tutorial fashion the mechanisms which underlie the synthesis of optimization algorithms based on dynamic integral quadratic constraints. We reveal how these tools from robust control allow to design accelerated gradient…
In this work, we propose distributed and networked energy management scenarios to optimize the production and reservation of energy among a set of distributed energy nodes. In other words, the idea is to optimally allocate the generated and…
Distributionally robust optimization (DRO) is a powerful technique to train robust models against data distribution shift. This paper aims to solve regularized nonconvex DRO problems, where the uncertainty set is modeled by a so-called…
This chapter provides a comprehensive survey of the researches and motivations for hardware implementation of reservoir computing (RC) on neuromorphic electronic systems. Due to its computational efficiency and the fact that training…
Reservoir computing (RC), a particular form of recurrent neural network, is under explosive development due to its exceptional efficacy and high performance in reconstruction or/and prediction of complex physical systems. However, the…
The dependency of the actor on the critic in actor-critic (AC) reinforcement learning means that AC can be characterized as a bilevel optimization (BLO) problem, also called a Stackelberg game. This characterization motivates two…
Reservoir computing is a machine learning approach that can generate a surrogate model of a dynamical system. It can learn the underlying dynamical system using fewer trainable parameters and hence smaller training data sets than competing…
Despite the recent progresses, particularly in developing Language Models, there are fundamental challenges and unanswered questions about how such models can continually learn/memorize, self-improve, and find effective solutions. In this…
Photonic reservoir computing is a promising candidate for low-energy computing at high bandwidths. Despite recent successes, there are bounds to what one can achieve simply by making photonic reservoirs larger. Therefore, a switch from…
In this paper, we propose a mathematical formulation for the management of an oil production network as a multistage optimization problem. The reservoir is modeled as a controlled dynamical system by using material balance equations. We use…
Introduction. Reservoir computing is a growing paradigm for simplified training of recurrent neural networks, with a high potential for hardware implementations. Numerous experiments in optics and electronics yield comparable performance to…
We study a ranking and selection problem of learning from choice-based feedback with dynamic assortments. In this problem, a company sequentially displays a set of items to a population of customers and collects their choices as feedback.…