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Building surrogate models is one common approach when we attempt to learn unknown black-box functions. Bayesian optimization provides a framework which allows us to build surrogate models based on sequential samples drawn from the function…

Machine Learning · Computer Science 2021-09-17 Hengrui Luo , James W. Demmel , Younghyun Cho , Xiaoye S. Li , Yang Liu

In adversarial machine learning, deep neural networks can fit the adversarial examples on the training dataset but have poor generalization ability on the test set. This phenomenon is called robust overfitting, and it can be observed when…

Machine Learning · Computer Science 2022-11-01 Jiancong Xiao , Yanbo Fan , Ruoyu Sun , Jue Wang , Zhi-Quan Luo

We consider the problem of minimizing a strongly convex smooth function where the gradients are subject to additive worst-case deterministic errors that are square-summable. We study the trade-offs between the convergence rate and…

Optimization and Control · Mathematics 2023-10-23 Mert Gurbuzbalaban

As we seek to deploy machine learning models beyond virtual and controlled domains, it is critical to analyze not only the accuracy or the fact that it works most of the time, but if such a model is truly robust and reliable. This paper…

Machine Learning · Computer Science 2020-07-07 Samuel Henrique Silva , Peyman Najafirad

Proximal gradient algorithms (PGA), while foundational for inverse problems like image reconstruction, often yield unstable convergence and suboptimal solutions by violating the critical non-negativity constraint. We identify the gradient…

Machine Learning · Computer Science 2025-10-28 Hanzhang Wang , Zonglin Liu , Jingyi Xu , Chenyang Wang , Zhiwei Zhong , Qiangqiang Shen

Algorithmic recourse seeks to provide actionable recommendations for individuals to overcome unfavorable classification outcomes from automated decision-making systems. Recourse recommendations should ideally be robust to reasonably small…

Machine Learning · Computer Science 2022-06-14 Ricardo Dominguez-Olmedo , Amir-Hossein Karimi , Bernhard Schölkopf

Recent advances in 3D Gaussian Splatting (3DGS) have focused on accelerating optimization while preserving reconstruction quality. However, many proposed methods entangle implementation-level improvements with fundamental algorithmic…

Computer Vision and Pattern Recognition · Computer Science 2026-02-11 Florian Hahlbohm , Linus Franke , Martin Eisemann , Marcus Magnor

In this paper we introduce a novel model for Gaussian process (GP) regression in the fully Bayesian setting. Motivated by the ideas of sparsification, localization and Bayesian additive modeling, our model is built around a recursive…

Statistics Theory · Mathematics 2022-06-06 Hengrui Luo , Giovanni Nattino , Matthew T. Pratola

A key drawback of the current generation of artificial decision-makers is that they do not adapt well to changes in unexpected situations. This paper addresses the situation in which an AI for aerial dog fighting, with tunable parameters…

Machine Learning · Statistics 2016-12-14 Brett Israelsen , Nisar Ahmed

Convolved Gaussian Process (CGP) is able to capture the correlations not only between inputs and outputs but also among the outputs. This allows a superior performance of using CGP than standard Gaussian Process (GP) in the modelling of…

Neural and Evolutionary Computing · Computer Science 2017-09-14 Gang Cao , Edmund M-K Lai , Fakhrul Alam

Accounting for inequality constraints, such as boundedness, monotonicity or convexity, is challenging when modeling costly-to-evaluate black box functions. In this regard, finite-dimensional Gaussian process (GP) regression models bring a…

Statistics Theory · Mathematics 2022-03-11 François Bachoc , Andrés F. López Lopera , Olivier Roustant

High order momentum-based parameter update algorithms have seen widespread applications in training machine learning models. Recently, connections with variational approaches have led to the derivation of new learning algorithms with…

Optimization and Control · Mathematics 2021-06-08 Joseph E. Gaudio , Anuradha M. Annaswamy , José M. Moreu , Michael A. Bolender , Travis E. Gibson

Ensuring safety in industrial control systems usually involves imposing constraints at the design stage of the control algorithm. Enforcing constraints is challenging if the underlying functional form is unknown. The challenge can be…

Optimization and Control · Mathematics 2023-06-09 Marta Zagorowska , Efe C. Balta , Varsha Behrunani , Alisa Rupenyan , John Lygeros

The goal of this paper is to characterize Gaussian-Process optimization in the setting where the function domain is large relative to the number of admissible function evaluations, i.e., where it is impossible to find the global optimum. We…

Machine Learning · Computer Science 2022-01-26 Manuel Wüthrich , Bernhard Schölkopf , Andreas Krause

While $\mathcal{H}_\infty$ methods can introduce robustness against worst-case perturbations, their nominal performance under conventional stochastic disturbances is often drastically reduced. Though this fundamental tradeoff between…

Systems and Control · Electrical Eng. & Systems 2023-05-29 Bruce D. Lee , Thomas T. C. K. Zhang , Hamed Hassani , Nikolai Matni

Due to their flexibility, Gaussian processes (GPs) have been widely used in nonparametric function estimation. A prior information about the underlying function is often available. For instance, the physical system (computer model output)…

Methodology · Statistics 2017-11-21 Hassan Maatouk

Improving the robustness of deep neural networks (DNNs) to adversarial examples is an important yet challenging problem for secure deep learning. Across existing defense techniques, adversarial training with Projected Gradient Decent (PGD)…

Machine Learning · Computer Science 2022-04-26 Yisen Wang , Xingjun Ma , James Bailey , Jinfeng Yi , Bowen Zhou , Quanquan Gu

Our goal is to compute a policy that guarantees improved return over a baseline policy even when the available MDP model is inaccurate. The inaccurate model may be constructed, for example, by system identification techniques when the true…

Optimization and Control · Mathematics 2015-06-17 Yinlam Chow , Marek Petrik , Mohammad Ghavamzadeh

Algorithmic stability is an important notion that has proven powerful for deriving generalization bounds for practical algorithms. The last decade has witnessed an increasing number of stability bounds for different algorithms applied on…

Machine Learning · Statistics 2023-10-31 Lingjiong Zhu , Mert Gurbuzbalaban , Anant Raj , Umut Simsekli

This work uses Push GP to automatically design both local and population-based optimisers for continuous-valued problems. The optimisers are trained on a single function optimisation landscape, using random transformations to discourage…

Neural and Evolutionary Computing · Computer Science 2021-05-31 Michael Lones