Related papers: Design optimization of stochastic complex systems …
Distributionally Favorable Optimization (DFO) is an important framework for decision-making under uncertainty, with applications across fields such as reinforcement learning, online learning, robust statistics, chance-constrained…
Robust parameter estimation is a crucial task in several 3D computer vision pipelines such as Structure from Motion (SfM). State-of-the-art algorithms for robust estimation, however, still suffer from difficulties in converging to…
Preference alignment is pivotal for empowering large language models (LLMs) to generate helpful and harmless responses. However, the performance of preference alignment is highly sensitive to the prevalent noise in the preference data.…
We consider the problem of distributionally robust multimodal machine learning. Existing approaches often rely on merging modalities on the feature level (early fusion) or heuristic uncertainty modeling, which downplays modality-aware…
Distributionally robust optimization (DRO) problems are increasingly seen as a viable method to train machine learning models for improved model generalization. These min-max formulations, however, are more difficult to solve. We therefore…
Machine Learning (ML) models in Robotic Assembly Sequence Planning (RASP) need to be introspective on the predicted solutions, i.e. whether they are feasible or not, to circumvent potential efficiency degradation. Previous works need both…
By leveraging differentiable dynamics, Reparameterization Policy Gradient (RPG) achieves high sample efficiency. However, current approaches are hindered by two critical limitations: the under-utilization of computationally expensive…
We propose kernel distributionally robust optimization (Kernel DRO) using insights from the robust optimization theory and functional analysis. Our method uses reproducing kernel Hilbert spaces (RKHS) to construct a wide range of convex…
Large Reasoning Models (LRMs) have shown exceptional reasoning capabilities, but they also suffer from the issue of overthinking, often generating excessively long and redundant answers. For problems that exceed the model's capabilities,…
This paper presents a robust version of the stratified sampling method when multiple uncertain input models are considered for stochastic simulation. Various variance reduction techniques have demonstrated their superior performance in…
Fitness Dependent Optimizer (FDO) is a recent metaheuristic algorithm that mimics the reproduction behavior of the bee swarm in finding better hives. This algorithm is similar to Particle Swarm Optimization (PSO) but it works differently.…
We address the problem of computing reliable policies in reinforcement learning problems with limited data. In particular, we compute policies that achieve good returns with high confidence when deployed. This objective, known as the…
Simulation-based optimal design techniques are a convenient tool for solving a particular class of optimal design problems. The goal is to find the optimal configuration of factor settings with respect to an expected utility criterion. This…
This paper presents three new computational methods for calculating design sensitivities of statistical moments and reliability of high-dimensional complex systems subject to random input. The first method represents a novel integration of…
Robust optimization (RO) tackles data uncertainty by optimizing for the worst-case scenario of an uncertain parameter and, in its basic form, is sometimes criticized for producing overly-conservative solutions. To reduce the level of…
In this work we introduce a novel approach, based on sampling, for finding assignments that are likely to be solutions to stochastic constraint satisfaction problems and constraint optimisation problems. Our approach reduces the size of the…
A radial basis function (RBF) based sequential surrogate reliability method (SSRM) is proposed, in which a special optimization problem is solved to update the surrogate model of the limit state function (LSF) iteratively. The objective of…
Finite difference (FD) approximation is a classic approach to stochastic gradient estimation when only noisy function realizations are available. In this paper, we first provide a sample-driven method via the bootstrap technique to estimate…
We consider optimal transport based distributionally robust optimization (DRO) problems with locally strongly convex transport cost functions and affine decision rules. Under conventional convexity assumptions on the underlying loss…
Graphical models have found widespread applications in many areas of modern statistics and machine learning. Iterative Proportional Fitting (IPF) and its variants have become the default method for undirected graphical model estimation, and…