Related papers: Discrete symbolic optimization and Boltzmann sampl…
Symbolic regression (SR) is a powerful technique for discovering the analytical mathematical expression from data, finding various applications in natural sciences due to its good interpretability of results. However, existing methods face…
In this paper we present an alternative approach to symbolic segmentation; instead of implementing a new method we approach symbolic segmentation as an algorithm selection problem. That is, let there be $n$ available algorithms for symbolic…
Variational inequalities are a formalism that includes games, minimization, saddle point, and equilibrium problems as special cases. Methods for variational inequalities are therefore universal approaches for many applied tasks, including…
In this paper, we study numerical approximations for optimal control of a class of stochastic partial differential equations with partial observations. The system state evolves in a Hilbert space, whereas observations are given in…
Markov models are often used to capture the temporal patterns of sequential data for statistical learning applications. While the Hidden Markov modeling-based learning mechanisms are well studied in literature, we analyze a…
Many time series are effectively generated by a combination of deterministic continuous flows along with discrete jumps sparked by stochastic events. However, we usually do not have the equation of motion describing the flows, or how they…
In this paper, we study the problem of maximizing continuous submodular functions that naturally arise in many learning applications such as those involving utility functions in active learning and sensing, matrix approximations and network…
Contextual optimization enhances decision quality by leveraging side information to improve predictions of uncertain parameters. However, existing approaches face significant challenges when dealing with multimodal or mixtures of…
The problem of optimising functions with intractable gradients frequently arise in machine learning and statistics, ranging from maximum marginal likelihood estimation procedures to fine-tuning of generative models. Stochastic approximation…
This work develops novel strategies for optimal planning with semantic observations using continuous state partially observable markov decision processes (CPOMDPs). Two major innovations are presented in relation to Gaussian mixture (GM)…
Transformers are designed for discrete tokens, yet many real-world signals are continuous processes observed through noisy sampling. Discrete tokenizations (raw values, patches, finite differences) can be brittle in low signal-to-noise…
Cognitive diagnosis assessment is a fundamental and crucial task for student learning. It models the student-exercise interaction, and discovers the students' proficiency levels on each knowledge attribute. In real-world intelligent…
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…
Stochastic gradient descent (SGD) method is popular for solving non-convex optimization problems in machine learning. This work investigates SGD from a viewpoint of graduated optimization, which is a widely applied approach for non-convex…
We propose a stochastic conditional gradient method (CGM) for minimizing convex finite-sum objectives formed as a sum of smooth and non-smooth terms. Existing CGM variants for this template either suffer from slow convergence rates, or…
In this article, we discuss two algorithms tailored to discrete-time deterministic finite-horizon nonlinear optimal control problems or so-called deterministic trajectory optimization problems. Both algorithms can be derived from an…
We introduce the class of multistage stochastic optimization problems with a random number of stages. For such problems, we show how to write dynamic programming equations and detail the Stochastic Dual Dynamic Programming algorithm to…
In this paper, we propose a stochastic search algorithm for solving general optimization problems with little structure. The algorithm iteratively finds high quality solutions by randomly sampling candidate solutions from a parameterized…
Feature attribution methods, or saliency maps, are one of the most popular approaches for explaining the decisions of complex machine learning models such as deep neural networks. In this study, we propose a stochastic optimization approach…
This paper studies the dynamic programming principle using the measurable selection method for stochastic control of continuous processes. The novelty of this work is to incorporate intermediate expectation constraints on the canonical…