Related papers: Minimax Learning for Remote Prediction
The increasing penetration of renewable generation and distributed energy resources requires new operating practices for power systems, wherein risk is explicitly quantified and managed. However, traditional risk-assessment frameworks are…
This paper studies the off-policy evaluation problem, where one aims to estimate the value of a target policy based on a sample of observations collected by another policy. We first consider the multi-armed bandit case, establish a minimax…
In the remote state estimation problem, an observer tries to reconstruct the state of a dynamical system at a remote location, where no direct sensor measurements are available. The observer only has access to information sent through a…
Nowadays, the major challenge in machine learning is the Big Data challenge. The big data problems due to large number of data points or large number of features in each data point, or both, the training of models have become very slow. The…
Deep learning has had remarkable success at analyzing handheld imagery such as consumer photos due to the availability of large-scale human annotations (e.g., ImageNet). However, remote sensing data lacks such extensive annotation and thus…
Learning the optimized solution as a function of environmental parameters is effective in solving numerical optimization in real time for time-sensitive applications. Existing works of learning to optimize train deep neural networks (DNN)…
In relation extraction with distant supervision, noisy labels make it difficult to train quality models. Previous neural models addressed this problem using an attention mechanism that attends to sentences that are likely to express the…
Learning from imprecise labels such as "animal" or "bird", but making precise predictions like "snow bunting" at inference time is an important capability for any classifier when expertly labeled training data is scarce. Contributions by…
We consider online learning when the time horizon is unknown. We apply a minimax analysis, beginning with the fixed horizon case, and then moving on to two unknown-horizon settings, one that assumes the horizon is chosen randomly according…
In this paper, we develop a randomized algorithm and theory for learning a sparse model from large-scale and high-dimensional data, which is usually formulated as an empirical risk minimization problem with a sparsity-inducing regularizer.…
We present estimators for a well studied statistical estimation problem: the estimation for the linear regression model with soft sparsity constraints ($\ell_q$ constraint with $0<q\leq1$) in the high-dimensional setting. We first present a…
Many structured prediction problems (particularly in vision and language domains) are ambiguous, with multiple outputs being correct for an input - e.g. there are many ways of describing an image, multiple ways of translating a sentence;…
We consider the problem of revealing/sharing data in an efficient and secure way via a compact representation. The representation should ensure reliable reconstruction of the desired features/attributes while still preserve privacy of the…
We establish an algorithm to learn feedback maps from data for a class of robust model predictive control (MPC) problems. The algorithm accounts for the approximation errors due to the learning directly at the synthesis stage, ensuring…
Few-shot learning or meta-learning leverages the data scarcity problem in machine learning. Traditionally, training data requires a multitude of samples and labeling for supervised learning. To address this issue, we propose a one-shot…
Safe reinforcement learning (RL) aims to learn policies that satisfy certain constraints before deploying them to safety-critical applications. Previous primal-dual style approaches suffer from instability issues and lack optimality…
The fundamental theorem of statistical learning states that for binary classification problems, any Empirical Risk Minimization (ERM) learning rule has close to optimal sample complexity. In this paper we seek for a generic optimal learner…
We propose a general framework for machine learning based optimization under uncertainty. Our approach replaces the complex forward model by a surrogate, which is learned simultaneously in a one-shot sense when solving the optimal control…
With the widespread adoption of machine learning systems, the need to curtail their behavior has become increasingly apparent. This is evidenced by recent advancements towards developing models that satisfy robustness, safety, and fairness…
We study sparse linear regression over a network of agents, modeled as an undirected graph (with no centralized node). The estimation problem is formulated as the minimization of the sum of the local LASSO loss functions plus a quadratic…