Related papers: The Information Autoencoding Family: A Lagrangian …

Network resource allocation shows revived popularity in the era of data deluge and information explosion. Existing stochastic optimization approaches fall short in attaining a desirable cost-delay tradeoff. Recognizing the central role of…

The naive application of Reinforcement Learning algorithms to continuous control problems -- such as locomotion and manipulation -- often results in policies which rely on high-amplitude, high-frequency control signals, known colloquially…

Recently, reinforcement learning (RL) is receiving more and more attentions due to its successful demonstrations outperforming human performance in certain challenging tasks. In our recent paper `primal-dual Q-learning framework for LQR…

We propose the concept of a Lagrangian game to solve constrained Markov games. Such games model scenarios where agents face cost constraints in addition to their individual rewards, that depend on both agent joint actions and the evolving…

We investigate finite-dimensional constrained structured optimization problems, featuring composite objective functions and set-membership constraints. Offering an expressive yet simple language, this problem class provides a modeling…

This paper presents a new exact method to calculate worst-case parameter realizations in two-stage robust optimization problems with categorical or binary-valued uncertain data. Traditional exact algorithms for these problems, notably…

Hidden convexity is a powerful idea in optimization: under the right transformations, nonconvex problems that are seemingly intractable can be solved efficiently using convex optimization. We introduce the notion of a Lagrangian dual…

Near isometric orthogonal embeddings to lower dimensions are a fundamental tool in data science and machine learning. In this paper, we present the construction of such embeddings that minimizes the maximum distortion for a given set of…

Learning optimal resource allocation policies in wireless systems can be effectively achieved by formulating finite dimensional constrained programs which depend on system configuration, as well as the adopted learning parameterization. The…

Training robust deep learning (DL) systems for disease detection from medical images is challenging due to limited images covering different disease types and severity. The problem is especially acute, where there is a severe class…

Generative Adversarial Networks (GANs) have achieved remarkable results in the task of generating realistic natural images. In most successful applications, GAN models share two common aspects: solving a challenging saddle point…

We consider a linear iterative solver for large scale linearly constrained quadratic minimization problems that arise, for example, in optimization with PDEs. By a primal-dual projection (PDP) iteration, which can be interpreted and…

In this paper, we consider the minimization of a nonsmooth nonconvex objective function $f(x)$ over a closed convex subset $\mathcal{X}$ of $\mathbb{R}^n$, with additional nonsmooth nonconvex constraints $c(x) = 0$. We develop a unified…

Modern generative models are usually designed to match target distributions directly in the data space, where the intrinsic dimension of data can be much lower than the ambient dimension. We argue that this discrepancy may contribute to the…

Variational Autoencoders (VAEs) were originally motivated (Kingma & Welling, 2014) as probabilistic generative models in which one performs approximate Bayesian inference. The proposal of $\beta$-VAEs (Higgins et al., 2017) breaks this…

This paper addresses a class of general nonsmooth and nonconvex composite optimization problems subject to nonlinear equality constraints. We assume that a part of the objective function and the functional constraints exhibit local…

Bayesian optimisation in the latent space of a Variational AutoEncoder (VAE) is a powerful framework for optimisation tasks over complex structured domains, such as the space of scientifically interesting molecules. However, existing…

In this paper, we study the learning of safe policies in the setting of reinforcement learning problems. This is, we aim to control a Markov Decision Process (MDP) of which we do not know the transition probabilities, but we have access to…

Recently there has been an enormous interest in generative models for images in deep learning. In pursuit of this, Generative Adversarial Networks (GAN) and Variational Auto-Encoder (VAE) have surfaced as two most prominent and popular…

Devising deep latent variable models for multi-modal data has been a long-standing theme in machine learning research. Multi-modal Variational Autoencoders (VAEs) have been a popular generative model class that learns latent representations…