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Invariant risk minimization (IRM) has recently emerged as a promising alternative for domain generalization. Nevertheless, the loss function is difficult to optimize for nonlinear classifiers and the original optimization objective could…

Machine Learning · Computer Science 2022-03-22 Bo Li , Yifei Shen , Yezhen Wang , Wenzhen Zhu , Colorado J. Reed , Jun Zhang , Dongsheng Li , Kurt Keutzer , Han Zhao

Recently, a deep-learning algorithm referred to as Deep Galerkin Method (DGM), has gained a lot of attention among those trying to solve numerically Mean Field Games with finite horizon, even if the performance seems to be decreasing…

Optimization and Control · Mathematics 2024-03-01 René Carmona , Claire Zeng

We consider the stochastic geometry model where the location of each node is a random point in a given metric space, or the existence of each node is uncertain. We study the problems of computing the expected lengths of several…

Data Structures and Algorithms · Computer Science 2015-02-18 Lingxiao Huang , Jian Li

Partially observable Markov decision processes (POMDPs) provide a modeling framework for autonomous decision making under uncertainty and imperfect sensing, e.g. robot manipulation and self-driving cars. However, optimal control of POMDPs…

Artificial Intelligence · Computer Science 2020-01-22 Mohamadreza Ahmadi , Rangoli Sharan , Joel W. Burdick

Estimation of Markov Random Field and covariance models from high-dimensional data represents a canonical problem that has received a lot of attention in the literature. A key assumption, widely employed, is that of {\em sparsity} of the…

Optimization and Control · Mathematics 2018-05-16 Davoud Ataee Tarzanagh , George Michailidis

Message Passing Neural Networks (MPNNs) are widely used for learning on graphs, but their ability to process long-range information is limited by the phenomenon of oversquashing. This limitation has led some researchers to advocate Graph…

Machine Learning · Computer Science 2025-11-26 Yaaqov Mishayev , Yonatan Sverdlov , Tal Amir , Nadav Dym

Model-based Reinforcement Learning (MBRL) has been widely adapted due to its sample efficiency. However, existing worst-case regret analysis typically requires optimistic planning, which is not realistic in general. In contrast, motivated…

Machine Learning · Statistics 2023-01-10 Lingxiao Wang , Ping Li

In this paper, we study the problem of transferring the available Markov Decision Process (MDP) models to learn and plan efficiently in an unknown but similar MDP. We refer to it as \textit{Model Transfer Reinforcement Learning (MTRL)}…

Machine Learning · Computer Science 2023-02-21 Hannes Eriksson , Debabrota Basu , Tommy Tram , Mina Alibeigi , Christos Dimitrakakis

Given a pair of random variables $(X,Y)\sim P_{XY}$ and two convex functions $f_1$ and $f_2$, we introduce two bottleneck functionals as the lower and upper boundaries of the two-dimensional convex set that consists of the pairs…

Information Theory · Computer Science 2018-11-16 Hsiang Hsu , Shahab Asoodeh , Salman Salamatian , Flavio P. Calmon

Bayesian inference of Gibbs random fields (GRFs) is often referred to as a doubly intractable problem, since the likelihood function is intractable. The exploration of the posterior distribution of such models is typically carried out with…

Computation · Statistics 2017-10-16 Aidan Boland , Nial Friel , Florian Maire

Submodular optimization plays a key role in many real-world problems. In many real-world scenarios, it is also necessary to handle uncertainty, and potentially disruptive events that violate constraints in stochastic settings need to be…

Machine Learning · Computer Science 2019-11-27 Benjamin Doerr , Carola Doerr , Aneta Neumann , Frank Neumann , Andrew M. Sutton

We consider distributed estimation of the inverse covariance matrix, also called the concentration or precision matrix, in Gaussian graphical models. Traditional centralized estimation often requires global inference of the covariance…

Machine Learning · Statistics 2015-06-15 Zhaoshi Meng , Dennis Wei , Ami Wiesel , Alfred O. Hero

This paper explores the use of Maximum Causal Entropy Inverse Reinforcement Learning (IRL) within the context of discrete-time stationary Mean-Field Games (MFGs) characterized by finite state spaces and an infinite-horizon,…

Systems and Control · Electrical Eng. & Systems 2025-07-22 Berkay Anahtarci , Can Deha Kariksiz , Naci Saldi

We consider the problem of constrained Markov Decision Process (CMDP) where an agent interacts with a unichain Markov Decision Process. At every interaction, the agent obtains a reward. Further, there are $K$ cost functions. The agent aims…

Machine Learning · Computer Science 2022-06-22 Mridul Agarwal , Qinbo Bai , Vaneet Aggarwal

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 It\^o's formula and on a new…

Probability · Mathematics 2016-02-12 Yoichi Nishiyama

We study multi-robot persistent monitoring on weighted graphs, where node weights encode monitoring priorities and edge weights encode travel distances. The goal is to design joint robot trajectories that minimize the worst-case weighted…

Robotics · Computer Science 2026-05-12 Weizhen Wang , Ziheng Wang , Jianping He , Xinping Guan , Xiaoming Duan

While globally optimal solutions to many convex programs can be computed efficiently in polynomial time, this is, in general, not possible for nonconvex optimization problems. Therefore, locally optimal approaches or other efficient…

Information Theory · Computer Science 2020-07-03 Bho Matthiesen , Christoph Hellings , Eduard A. Jorswieck , Wolfgang Utschick

Learning with hidden variables is a central challenge in probabilistic graphical models that has important implications for many real-life problems. The classical approach is using the Expectation Maximization (EM) algorithm. This…

Machine Learning · Computer Science 2012-12-12 Gal Elidan , Nir Friedman

In this work we consider optimal stopping problems with conditional convex risk measures called optimised certainty equivalents. Without assuming any kind of time-consistency for the underlying family of risk measures, we derive a novel…

Mathematical Finance · Quantitative Finance 2014-12-16 Denis Belomestny , Volker Kraetschmer

We propose a novel approach for navigating in polygonal environments by synthesizing controllers that take as input relative displacement measurements with respect to a set of landmarks. Our algorithm is based on solving a sequence of…

Systems and Control · Electrical Eng. & Systems 2020-10-13 Mahroo Bahreinian , Erfan Aasi , Roberto Tron