Related papers: Optimal learning via local entropies and sample co…
Recent work suggests that some auto-encoder variants do a good job of capturing the local manifold structure of the unknown data generating density. This paper contributes to the mathematical understanding of this phenomenon and helps…
We provide guarantees for learning latent variable models emphasizing on the overcomplete regime, where the dimensionality of the latent space can exceed the observed dimensionality. In particular, we consider multiview mixtures, spherical…
This paper introduces a framework for Chance-Constrained Optimization with Complex Variables, addressing complex linear programming for both individual and joint probabilistic constraints in the complex domain. We first analyze the 3CP…
Standard supervised learning procedures are validated against a test set that is assumed to have come from the same distribution as the training data. However, in many problems, the test data may have come from a different distribution. We…
This paper concerns the central issues of model robustness and sample efficiency in offline reinforcement learning (RL), which aims to learn to perform decision making from history data without active exploration. Due to uncertainties and…
We consider the classical problem of learning, with arbitrary accuracy, the natural parameters of a $k$-parameter truncated \textit{minimal} exponential family from i.i.d. samples in a computationally and statistically efficient manner. We…
In this paper, we present a local information theoretic approach to explicitly learn probabilistic clustering of a discrete random variable. Our formulation yields a convex maximization problem for which it is NP-hard to find the global…
Learning the minimum/maximum mean among a finite set of distributions is a fundamental sub-task in planning, game tree search and reinforcement learning. We formalize this learning task as the problem of sequentially testing how the minimum…
Minimization of the (regularized) entropy of classification probabilities is a versatile class of discriminative clustering methods. The classification probabilities are usually defined through the use of some classical losses from…
We consider the problem of optimally compressing and caching data across a communication network. Given the data generated at edge nodes and a routing path, our goal is to determine the optimal data compression ratios and caching decisions…
Recent works have proposed optimal subsampling algorithms to improve computational efficiency in large datasets and to design validation studies in the presence of measurement error. Existing approaches generally fall into two categories:…
The problem of adaptive sampling for estimating probability mass functions (pmf) uniformly well is considered. Performance of the sampling strategy is measured in terms of the worst-case mean squared error. A Bayesian variant of the…
In this paper, we study gap-dependent regret guarantees for risk-sensitive reinforcement learning based on the entropic risk measure. We propose a novel definition of sub-optimality gaps, which we call cascaded gaps, and we discuss their…
Local SGD is a popular optimization method in distributed learning, often outperforming other algorithms in practice, including mini-batch SGD. Despite this success, theoretically proving the dominance of local SGD in settings with…
The best practical techniques for exact solution of instances of the constrained maximum-entropy sampling problem, a discrete-optimization problem arising in the design of experiments, are via a branch-and-bound framework, working with a…
We present a novel approach to enhance the performance of sampling-based Model Predictive Control (MPC) in constrained optimization by leveraging products of experts. Our methodology divides the main problem into two components: one focused…
In recent years, as data and problem sizes have increased, distributed learning has become an essential tool for training high-performance models. However, the communication bottleneck, especially for high-dimensional data, is a challenge.…
Calibration methods have been widely studied in survey sampling over the last decades. Viewing calibration as an inverse problem, we extend the calibration technique by using a maximum entropy method. Finding the optimal weights is achieved…
Class imbalance and distributional differences in large datasets present significant challenges for classification tasks machine learning, often leading to biased models and poor predictive performance for minority classes. This work…
In this work, we introduce a stochastic maximum principle (SMP) approach for solving the reinforcement learning problem with the assumption that the unknowns in the environment can be parameterized based on physics knowledge. For the…