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Recurrent neural networks (RNNs) are nonlinear dynamical models commonly used in the machine learning and dynamical systems literature to represent complex dynamical or sequential relationships between variables. More recently, as deep…
This paper proposes an analytical framework for modelling resource contention in multi-robot systems, where the travel times and task durations are uncertain. It uses several approximation methods to quickly and accurately calculate the…
Runtime monitoring provides a more realistic and applicable alternative to verification in the setting of real neural networks used in industry. It is particularly useful for detecting out-of-distribution (OOD) inputs, for which the network…
Integrating artificial intelligence (AI) into sampling-based motion planning provides new possibilities for improving autonomous navigation efficiency. In this paper, three algorithms, namely RRT*, Neural RRT*, and Neural Informed RRT*, are…
In this paper, a stochastic approximation (SA) based distributed algorithm is proposed to solve the resource allocation (RA) with uncertainties. In this problem, a group of agents cooperatively optimize a separable optimization problem with…
Neural Combinatorial Optimization aims to learn to solve a class of combinatorial problems through data-driven methods and notably through employing neural networks by learning the underlying distribution of problem instances. While, so far…
Machine learning in asset pricing typically predicts expected returns as point estimates, ignoring uncertainty. We develop new methods to construct forecast confidence intervals for expected returns obtained from neural networks. We show…
Neural ordinary differential equations (NODE) have been proposed as a continuous depth generalization to popular deep learning models such as Residual networks (ResNets). They provide parameter efficiency and automate the model selection…
Consistency is the theoretical property of a meta learning algorithm that ensures that, under certain assumptions, it can adapt to any task at test time. An open question is whether and how theoretical consistency translates into practice,…
When trying to solve a computational problem, we are often faced with a choice between algorithms that are guaranteed to return the right answer but differ in their runtime distributions (e.g., SAT solvers, sorting algorithms). This paper…
Meta-reinforcement learning algorithms provide a data-driven way to acquire policies that quickly adapt to many tasks with varying rewards or dynamics functions. However, learned meta-policies are often effective only on the exact task…
Time-series anomaly detection plays a vital role in monitoring complex operation conditions. However, the detection accuracy of existing approaches is heavily influenced by pattern distribution, existence of multiple normal patterns,…
Many key problems in machine learning and data science are routinely modeled as optimization problems and solved via optimization algorithms. With the increase of the volume of data and the size and complexity of the statistical models used…
In this work, a novel approach for the construction and training of time series models is presented that deals with the problem of learning on large time series with non-equispaced observations, which at the same time may possess features…
This paper offers a methodological contribution at the intersection of machine learning and operations research. Namely, we propose a methodology to quickly predict tactical solutions to a given operational problem. In this context, the…
We consider the problem of neural network training in a time-varying context. Machine learning algorithms have excelled in problems that do not change over time. However, problems encountered in financial markets are often time-varying. We…
We study distributed optimization problems over a network when the communication between the nodes is constrained, and so information that is exchanged between the nodes must be quantized. This imperfect communication poses a fundamental…
In recent years, deep learning techniques have outperformed traditional models in many machine learning tasks. Deep neural networks have successfully been applied to address time series forecasting problems, which is a very important topic…
Sparse deep learning has become a popular technique for improving the performance of deep neural networks in areas such as uncertainty quantification, variable selection, and large-scale network compression. However, most existing research…
We propose multirate training of neural networks: partitioning neural network parameters into "fast" and "slow" parts which are trained on different time scales, where slow parts are updated less frequently. By choosing appropriate…