Related papers: Design of Data-Driven Mathematical Laws for Optima…
The identification of a mathematical dynamics model is a crucial step in the designing process of a controller. However, it is often very difficult to identify the system's governing equations, especially in complex environments that…
Deep sequence models are receiving significant interest in current machine learning research. By representing probability distributions that are fit to data using maximum likelihood estimation, such models can model data on general…
We investigate the problem of best policy identification in discounted linear Markov Decision Processes in the fixed confidence setting under a generative model. We first derive an instance-specific lower bound on the expected number of…
Binary logit (BNL) and multinomial logit (MNL) models are the two most widely used discrete choice models for travel behavior modeling and prediction. However, in many scenarios, the collected data for those models are subject to…
Uncertainty in optimization is often represented as stochastic parameters in the optimization model. In Predict-Then-Optimize approaches, predictions of a machine learning model are used as values for such parameters, effectively…
When the underlying conditional density is known, conditional expectations can be computed analytically or numerically. When, however, such knowledge is not available and instead we are given a collection of training data, the goal of this…
In recent years, deep discriminative models have achieved extraordinary performance on supervised learning tasks, significantly outperforming their generative counterparts. However, their success relies on the presence of a large amount of…
Classification is an important supervised machine learning method, which is necessary and challenging issue for ecological research. It offers a way to classify a dataset into subsets that share common patterns. Notably, there are many…
The study of a machine learning problem is in many ways is difficult to separate from the study of the loss function being used. One avenue of inquiry has been to look at these loss functions in terms of their properties as scoring rules…
In the last years decision-focused learning framework, also known as predict-and-optimize, have received increasing attention. In this setting, the predictions of a machine learning model are used as estimated cost coefficients in the…
Pattern recognition is a central topic in Learning Theory with numerous applications such as voice and text recognition, image analysis, computer diagnosis. The statistical set-up in classification is the following: we are given an i.i.d.…
We address the problem of aggregating an ensemble of predictors with known loss bounds in a semi-supervised binary classification setting, to minimize prediction loss incurred on the unlabeled data. We find the minimax optimal predictions…
Probabilistic mixture models have been widely used for different machine learning and pattern recognition tasks such as clustering, dimensionality reduction, and classification. In this paper, we focus on trying to solve the most common…
We introduce a novel approach for discriminative classification using evolutionary algorithms. We first propose an algorithm to optimize the total loss value using a modified 0-1 loss function in a one-dimensional space for classification.…
In this dissertation we study statistical and online learning problems from an optimization viewpoint.The dissertation is divided into two parts : I. We first consider the question of learnability for statistical learning problems in the…
This paper considers the design of optimal resource allocation policies in wireless communication systems which are generically modeled as a functional optimization problem with stochastic constraints. These optimization problems have the…
When model predictions inform downstream decision making, a natural question is under what conditions can the decision-makers simply respond to the predictions as if they were the true outcomes. Calibration suffices to guarantee that simple…
Discovery of new natural laws has for a long time relied on the inspiration of some genius. Recently, however, machine learning technologies, which analyze big data without human prejudice and bias, are expected to find novel natural laws.…
Statistical decision problems lie at the heart of statistical machine learning. The simplest problems are binary and multiclass classification and class probability estimation. Central to their definition is the choice of loss function,…
Extracting dynamic models from data is of enormous importance in understanding the properties of unknown systems. In this work, we employ Lipschitz neural networks, a class of neural networks with a prescribed upper bound on their Lipschitz…