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Conic programming has well-documented merits in a gamut of signal processing and machine learning tasks. This contribution revisits a recently developed first-order conic descent (CD) solver, and advances it in three aspects: intuition,…

In this paper, we present a sequential sampling-based algorithm for the two-stage distributionally robust linear programming (2-DRLP) models. The 2-DRLP models are defined over a general class of ambiguity sets with discrete or continuous…

An increasing number of machine learning problems, such as robust or adversarial variants of existing algorithms, require minimizing a loss function that is itself defined as a maximum. Carrying a loop of stochastic gradient ascent (SGA)…

DBSCAN is a very classic algorithm for data clus- tering, which is widely used in many fields. However, with the data scale growing much more bigger than before, the traditional serial algorithm can not meet the performance requirement.…

Multidimensional scaling (MDS) is a popular dimensionality reduction techniques that has been widely used for network visualization and cooperative localization. However, the traditional stress minimization formulation of MDS necessitates…

This paper develops algorithms for decentralized machine learning over a network, where data are distributed, computation is localized, and communication is restricted between neighbors. A line of recent research in this area focuses on…

This paper considers the stochastic convex composite optimization problem and presents multi-cut stochastic approximation (SA) methods for solving it, whose models in expectation overestimate its objective function. The multi-cut model…

Recent advances in symbolic dynamic programming (SDP) combined with the extended algebraic decision diagram (XADD) data structure have provided exact solutions for mixed discrete and continuous (hybrid) MDPs with piecewise linear dynamics…

We tackle the challenge of detecting multiple change points in large time series by optimising a penalised likelihood derived from exponential family models. Dynamic programming algorithms can solve this task exactly with at most quadratic…

Dynamic Mode Decomposition (DMD) has emerged as a powerful tool for analyzing the dynamics of non-linear systems from experimental datasets. Recently, several attempts have extended DMD to the context of low-rank approximations. This…

We present the Multiple Criteria Decision Analysis Methods Selection Software (MCDA-MSS). This decision support system helps analysts answering a recurring question in decision science: Which is the most suitable Multiple Criteria Decision…

In this paper, we analyze the convergence rate of the gradient temporal difference learning (GTD) family of algorithms. Previous analyses of this class of algorithms use ODE techniques to prove asymptotic convergence, and to the best of our…

We study the problem of computing deterministic optimal policies for constrained Markov decision processes (MDPs) with continuous state and action spaces, which are widely encountered in constrained dynamical systems. Designing…

In this paper, we propose an efficient semidefinite programming (SDP) approach to worst-case linear discriminant analysis (WLDA). Compared with the traditional LDA, WLDA considers the dimensionality reduction problem from the worst-case…

Choosing the optimization algorithm that performs best on a given machine learning problem is often delicate, and there is no guarantee that current state-of-the-art algorithms will perform well across all tasks. Consequently, the more…

The sheer size of modern neural networks makes model serving a serious computational challenge. A popular class of compression techniques overcomes this challenge by pruning or sparsifying the weights of pretrained networks. While useful,…

Fixed-point iteration algorithms like RTA (response time analysis) and QPA (quick processor-demand analysis) are arguably the most popular ways of solving schedulability problems for preemptive uniprocessor FP (fixed-priority) and EDF…

Recently, a new multi-step temporal learning algorithm, called $Q(\sigma)$, unifies $n$-step Tree-Backup (when $\sigma=0$) and $n$-step Sarsa (when $\sigma=1$) by introducing a sampling parameter $\sigma$. However, similar to other…

This study presents optimization problems to jointly determine long-term network design, mid-term fleet sizing strategy, and short-term routing and ridesharing matching in shared autonomous vehicle (SAV) systems with pre-booked and…

Differential Dynamic Programming (DDP) has become a well established method for unconstrained trajectory optimization. Despite its several applications in robotics and controls however, a widely successful constrained version of the…