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Optimization problems with rank constraints arise in many applications, including matrix regression, structured PCA, matrix completion and matrix decomposition problems. An attractive heuristic for solving such problems is to factorize the…

Statistics Theory · Mathematics 2015-09-11 Yudong Chen , Martin J. Wainwright

While most approaches to the problem of Inverse Reinforcement Learning (IRL) focus on estimating a reward function that best explains an expert agent's policy or demonstrated behavior on a control task, it is often the case that such…

Machine Learning · Computer Science 2020-05-01 Dexter R. R. Scobee , S. Shankar Sastry

Motivated by several applications, we consider the problem of randomly rounding a fractional solution in a matroid (base) polytope to an integral one. We consider the pipage rounding technique and also present a new technique, randomized…

Data Structures and Algorithms · Computer Science 2009-11-07 Chandra Chekuri , Jan Vondrak , Rico Zenklusen

This paper introduces a novel theoretical framework and a suite of highly efficient, parallelizable algorithms for solving the large-scale multicommodity flow (MCF) feasibility problem. We reframe the classical constraint-satisfaction…

Optimization and Control · Mathematics 2025-08-26 Pengfei Liu

The magnetostatic field distribution in a nonlinear medium amounts to the unique minimizer of the magnetic coenergy over all fields that can be generated by the same current. This is a nonlinear saddlepoint problem whose numerical solution…

Numerical Analysis · Mathematics 2024-03-28 Herbert Egger , Felix Engertsberger , Klaus Roppert

Deep learning representations are often difficult to interpret, which can hinder their deployment in sensitive applications. Concept Bottleneck Models (CBMs) have emerged as a promising approach to mitigate this issue by learning…

Machine Learning · Computer Science 2026-01-30 Antonio Almudévar , José Miguel Hernández-Lobato , Alfonso Ortega

Contention resolution schemes have proven to be an incredibly powerful concept which allows to tackle a broad class of problems. The framework has been initially designed to handle submodular optimization under various types of constraints,…

Data Structures and Algorithms · Computer Science 2018-11-27 Marek Adamczyk , Michał Włodarczyk

We study a variational problem on $H^1({\mathbb R})$ under an $L^\infty$-constraint related to Sobolev-type inequalities for a class of generalized potentials, including $L^p$-potentials, non-positive potentials, and signed Radon measures.…

Analysis of PDEs · Mathematics 2025-05-16 Vina Apriliani , Masato Kimura , Hiroshi Ohtsuka

Mean-field variational inference is one of the most popular approaches to inference in discrete random fields. Standard mean-field optimization is based on coordinate descent and in many situations can be impractical. Thus, in practice,…

Computer Vision and Pattern Recognition · Computer Science 2015-12-04 Pierre Baqué , Timur Bagautdinov , François Fleuret , Pascal Fua

A typical bottleneck of model predictive control algorithms is the computational burden in order to compute the receding horizon feedback law which is predominantly determined by the length of the prediction horizon. Based on a relaxed…

Optimization and Control · Mathematics 2014-01-16 Jürgen Pannek , Karl Worthmann

Deterministic model predictive control (MPC), while powerful, is often insufficient for effectively controlling autonomous systems in the real-world. Factors such as environmental noise and model error can cause deviations from the expected…

Optimization and Control · Mathematics 2024-07-29 Alex Oshin , Hassan Almubarak , Evangelos A. Theodorou

This paper considers the problem of finding near-optimal Markovian randomized (MR) policies for finite-state-action, infinite-horizon, constrained risk-sensitive Markov decision processes (CRSMDPs). Constraints are in the form of standard…

Optimization and Control · Mathematics 2023-03-14 Uday Kumar M , Sanjay P Bhat , Veeraruna Kavitha , Nandyala Hemachandra

Due to the intractable partition function, the exact likelihood function for a Markov random field (MRF), in many situations, can only be approximated. Major approximation approaches include pseudolikelihood and Laplace approximation. In…

Machine Learning · Computer Science 2018-03-28 Jie Liu , Hao Zheng

As an alternative to the well-known methods of "chaining" and "bracketing" that have been developed in the study of random fields, a new method, which is based on a stochastic maximal inequality derived by using the Taylor expansion, is…

Probability · Mathematics 2020-08-03 Yoichi Nishiyama

There are no computationally feasible algorithms that provide solutions to the finite horizon Risk-sensitive Constrained Markov Decision Process (Risk-CMDP) problem, even for problems with moderate horizon. With an aim to design the same,…

Optimization and Control · Mathematics 2023-03-27 Vartika Singh , Veeraruna Kavitha

Partially observable Markov decision processes (POMDPs) provide an elegant mathematical framework for modeling complex decision and planning problems in stochastic domains in which states of the system are observable only indirectly, via a…

Artificial Intelligence · Computer Science 2011-06-02 M. Hauskrecht

General purpose optimization techniques can be used to solve many problems in engineering computations, although their cost is often prohibitive when the number of degrees of freedom is very large. We describe a multilevel approach to speed…

Optimization and Control · Mathematics 2022-07-26 Rosa Donat , Sergio López Ureña

We study the implicit bias of generic optimization methods, such as mirror descent, natural gradient descent, and steepest descent with respect to different potentials and norms, when optimizing underdetermined linear regression or…

Machine Learning · Statistics 2020-06-24 Suriya Gunasekar , Jason Lee , Daniel Soudry , Nathan Srebro

Reinforcement learning (RL) in episodic, factored Markov decision processes (FMDPs) is studied. We propose an algorithm called FMDP-BF, which leverages the factorization structure of FMDP. The regret of FMDP-BF is shown to be exponentially…

Machine Learning · Computer Science 2021-03-11 Xiaoyu Chen , Jiachen Hu , Lihong Li , Liwei Wang

The paper studies coincidence points of parameterized set-valued mappings (multifunctions), which provide an extended framework to cover several important topics in variational analysis and optimization that include the existence of…

Optimization and Control · Mathematics 2022-03-23 Aram V. Arutyunov , Boris S. Mordukhovich , Sergey E. Zhukovskiy