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Features in machine learning problems are often time-varying and may be related to outputs in an algebraic or dynamical manner. The dynamic nature of these machine learning problems renders current higher order accelerated gradient descent…

Optimization and Control · Mathematics 2019-05-29 Joseph E. Gaudio , Travis E. Gibson , Anuradha M. Annaswamy , Michael A. Bolender

We discuss Bayesian model uncertainty analysis and forecasting in sequential dynamic modeling of multivariate time series. The perspective is that of a decision-maker with a specific forecasting objective that guides thinking about relevant…

Methodology · Statistics 2022-06-07 Isaac Lavine , Michael Lindon , Mike West

Deeply-learned planning methods are often based on learning representations that are optimized for unrelated tasks. For example, they might be trained on reconstructing the environment. These representations are then combined with predictor…

Machine Learning · Computer Science 2021-03-18 Hlynur Davíð Hlynsson , Merlin Schüler , Robin Schiewer , Tobias Glasmachers , Laurenz Wiskott

Machine learning provides algorithms that can learn from data and make inferences or predictions on data. Stochastic acceptors or probabilistic automata are stochastic automata without output that can model components in machine learning…

Machine Learning · Computer Science 2018-12-27 Karl-Heinz Zimmermann

We propose a machine learning framework to accelerate numerical computations of time-dependent ODEs and PDEs. Our method is based on recasting (generalizations of) existing numerical methods as artificial neural networks, with a set of…

Numerical Analysis · Mathematics 2019-03-08 Siddhartha Mishra

We develop an indirect-adaptive model predictive control algorithm for uncertain linear systems subject to constraints. The system is modeled as a polytopic linear parameter varying system where the convex combination vector is constant but…

Systems and Control · Computer Science 2015-09-25 Stefano Di Cairano

For systems with uncertain linear models, bounded additive disturbances and state and control constraints, a robust model predictive control algorithm incorporating online model adaptation is proposed. Sets of model parameters are…

Optimization and Control · Mathematics 2020-07-16 Xiaonan Lu , Mark Cannon , Denis Koksal-Rivet

Machine and deep learning survival models demonstrate similar or even improved time-to-event prediction capabilities compared to classical statistical learning methods yet are too complex to be interpreted by humans. Several model-agnostic…

Machine Learning · Computer Science 2023-04-17 Mateusz Krzyziński , Mikołaj Spytek , Hubert Baniecki , Przemysław Biecek

Probabilistic programming languages (PPLs) are a powerful modeling tool, able to represent any computable probability distribution. Unfortunately, probabilistic program inference is often intractable, and existing PPLs mostly rely on…

Artificial Intelligence · Computer Science 2016-10-19 Daniel Ritchie , Paul Horsfall , Noah D. Goodman

Maximum a posteriori (MAP) inference in discrete-valued Markov random fields is a fundamental problem in machine learning that involves identifying the most likely configuration of random variables given a distribution. Due to the…

Machine Learning · Computer Science 2020-07-03 Jonathan N. Lee , Aldo Pacchiano , Peter Bartlett , Michael I. Jordan

In this paper, we propose an adaptive group Lasso deep neural network for high-dimensional function approximation where input data are generated from a dynamical system and the target function depends on few active variables or few linear…

Machine Learning · Computer Science 2021-12-06 Lam Si Tung Ho , Nicholas Richardson , Giang Tran

We consider the scenario where the parameters of a probabilistic model are expected to vary over time. We construct a novel prior distribution that promotes sparsity and adapts the strength of correlation between parameters at successive…

Machine Learning · Statistics 2015-11-10 Dani Yogatama , Bryan R. Routledge , Noah A. Smith

Despite exceptional predictive performance of Deep sequence models (DSMs), the main concern of their deployment centers around the lack of uncertainty awareness. In contrast, probabilistic models quantify the uncertainty associated with…

Machine Learning · Computer Science 2026-03-03 Wenlong Chen

Models that employ latent variables to capture structure in observed data lie at the heart of many current unsupervised learning algorithms, but exact maximum-likelihood learning for powerful and flexible latent-variable models is almost…

Machine Learning · Statistics 2020-08-18 Li K. Wenliang , Theodore Moskovitz , Heishiro Kanagawa , Maneesh Sahani

This paper presents a computationally efficient robust model predictive control law for discrete linear time invariant systems subject to additive disturbances that may depend on the state and/or input norms. Despite the dependency being…

Optimization and Control · Mathematics 2019-08-12 Danylo Malyuta , Behcet Acikmese , Martin Cacan

We propose a recurrent neural network for a "model-free" simulation of a dynamical system with unknown parameters without prior knowledge. The deep learning model aims to jointly learn the nonlinear time marching operator and the effects of…

Machine Learning · Computer Science 2021-03-01 Kyongmin Yeo , Dylan E. C. Grullon , Fan-Keng Sun , Duane S. Boning , Jayant R. Kalagnanam

Machine learning (ML) tools such as encoder-decoder deep convolutional neural networks (CNN) are able to extract relationships between inputs and outputs of large complex systems directly from raw data. For time-varying systems the…

Accelerator Physics · Physics 2021-03-25 Alexander Scheinker , Frederick Cropp , Sergio Paiagua , Daniele Filippetto

We study computational and statistical aspects of learning Latent Markov Decision Processes (LMDPs). In this model, the learner interacts with an MDP drawn at the beginning of each epoch from an unknown mixture of MDPs. To sidestep known…

Machine Learning · Computer Science 2024-06-13 Fan Chen , Constantinos Daskalakis , Noah Golowich , Alexander Rakhlin

Adaptive learning rate algorithms such as RMSProp are widely used for training deep neural networks. RMSProp offers efficient training since it uses first order gradients to approximate Hessian-based preconditioning. However, since the…

Machine Learning · Computer Science 2017-09-29 Yasutoshi Ida , Yasuhiro Fujiwara , Sotetsu Iwamura

In tasks aiming for long-term returns, planning becomes essential. We study generative modeling for planning with datasets repurposed from offline reinforcement learning. Specifically, we identify temporal consistency in the absence of…

Machine Learning · Computer Science 2025-08-19 Deqian Kong , Dehong Xu , Minglu Zhao , Bo Pang , Jianwen Xie , Andrew Lizarraga , Yuhao Huang , Sirui Xie , Ying Nian Wu