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In today's information systems, the availability of massive amounts of data necessitates the development of fast and accurate algorithms to summarize these data and represent them in a succinct format. One crucial problem in big data…
The stochastic multi-armed bandit (MAB) problem is a common model for sequential decision problems. In the standard setup, a decision maker has to choose at every instant between several competing arms, each of them provides a scalar random…
Malware code often resorts to various self-protection techniques to complicate analysis. One such technique is applying Mixed-Boolean Arithmetic (MBA) expressions as a way to create opaque predicates and diversify and obfuscate the data…
We discuss a method of parameter reduction in complex models known as the Manifold Boundary Approximation Method (MBAM). This approach, based on a geometric interpretation of statistics, maps the model reduction problem to a geometric…
We consider the problem of estimating rare event probabilities, focusing on systems whose evolution is governed by differential equations with uncertain input parameters. If the system dynamics is expensive to compute, standard sampling…
Learning of low-rank matrices is fundamental to many machine learning applications. A state-of-the-art algorithm is the rank-one matrix pursuit (R1MP). However, it can only be used in matrix completion problems with the square loss. In this…
In this article, we present a review of the recent developments on the topic of Multilevel Monte Carlo (MLMC) algorithm, in the paradigm of applications in financial engineering. We specifically focus on the recent studies conducted in two…
We consider a bilevel optimization problem in which the ground set is partitioned between two decision makers, a leader and a follower, whose optimization problems are interleaved. We study the Bilevel Independent Set problem, and its…
Assigning items to owners is a common problem found in various real-world applications, for example, audience-channel matching in marketing campaigns, borrower-lender matching in loan management, and shopper-merchant matching in e-commerce.…
In multi-task learning, difficulty levels of different tasks are varying. There are many works to handle this situation and we classify them into five categories, including the direct sum approach, the weighted sum approach, the maximum…
Stochastic collocation methods for approximating the solution of partial differential equations with random input data (e.g., coefficients and forcing terms) suffer from the curse of dimensionality whereby increases in the stochastic…
Machine learning (ML) is revolutionizing the world, affecting almost every field of science and industry. Recent algorithms (in particular, deep networks) are increasingly data-hungry, requiring large datasets for training. Thus, the…
This paper proposes a new algorithm for multiple sparse regression in high dimensions, where the task is to estimate the support and values of several (typically related) sparse vectors from a few noisy linear measurements. Our algorithm is…
The memory subsystem has always been a bottleneck in performance as well as significant power contributor in memory intensive applications. Many researchers have presented multi-layered memory hierarchies as a means to design energy and…
Gradient Boosting (GB) is a popular methodology used to solve prediction problems by minimizing a differentiable loss function, $L$. GB performs very well on tabular machine learning (ML) problems; however, as a pure ML solver it lacks the…
We develop a novel Markov chain Monte Carlo (MCMC) method that exploits a hierarchy of models of increasing complexity to efficiently generate samples from an unnormalized target distribution. Broadly, the method rewrites the Multilevel…
Multi-armed bandits (MAB) model sequential decision making problems, in which a learner sequentially chooses arms with unknown reward distributions in order to maximize its cumulative reward. Most of the prior work on MAB assumes that the…
The aim of this paper is to develop an algebraic multigrid method to solve eigenvalue problems based on the combination of the multilevel correction scheme and the algebraic multigrid method for linear equations. Our approach uses the…
Meta-learning offers a principled framework leveraging \emph{task-invariant} priors from related tasks, with which \emph{task-specific} models can be fine-tuned on downstream tasks, even with limited data records. Gradient-based…
In this paper we explore several approaches for sampling weight vectors in the context of weighted sum scalarisation approaches for solving multi-criteria decision making (MCDM) problems. This established method converts a multi-objective…