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This paper studies the dynamic programming principle using the measurable selection method for stochastic control of continuous processes. The novelty of this work is to incorporate intermediate expectation constraints on the canonical…
Machine learning systems operate under the assumption that training and test data are sampled from a fixed probability distribution. However, this assumptions is rarely verified in practice, as the conditions upon which data was acquired…
Probabilistic models such as Gaussian processes (GPs) are powerful tools to learn unknown dynamical systems from data for subsequent use in control design. While learning-based control has the potential to yield superior performance in…
In most machine learning applications, classification accuracy is not the primary metric of interest. Binary classifiers which face class imbalance are often evaluated by the $F_\beta$ score, area under the precision-recall curve, Precision…
Simulating turbulent fluid flows is a computationally prohibitive task, as it requires the resolution of fine-scale structures and the capture of complex nonlinear interactions across multiple scales. This is particularly the case in direct…
We propose an efficient optimization algorithm for selecting a subset of training data to induce sparsity for Gaussian process regression. The algorithm estimates an inducing set and the hyperparameters using a single objective, either the…
Predicting the motion of dynamic agents is a critical task for guaranteeing the safety of autonomous systems. A particular challenge is that motion prediction algorithms should obey dynamics constraints and quantify prediction uncertainty…
Transposable data represents interactions among two sets of entities, and are typically represented as a matrix containing the known interaction values. Additional side information may consist of feature vectors specific to entities…
Direct quantile regression involves estimating a given quantile of a response variable as a function of input variables. We present a new framework for direct quantile regression where a Gaussian process model is learned, minimising the…
Neural Processes (NPs; Garnelo et al., 2018a,b) are a rich class of models for meta-learning that map data sets directly to predictive stochastic processes. We provide a rigorous analysis of the standard maximum-likelihood objective used to…
Accurate assessment of systematic uncertainties is an increasingly vital task in physics studies, where large, high-dimensional datasets, like those collected at the Large Hadron Collider, hold the key to new discoveries. Common approaches…
Approaches to keeping a dynamical system within state constraints typically rely on a model-based safety condition to limit the control signals. In the face of significant modeling uncertainty, the system can suffer from important…
Shape constrained regression analysis has applications in dose-response modeling, environmental risk assessment, disease screening and many other areas. Incorporating the shape constraints can improve estimation efficiency and avoid…
Within Bayesian state estimation, considerable effort has been devoted to incorporating constraints into state estimation for process optimization, state monitoring, fault detection and control. Nonetheless, in the domain of state-space…
Failures are challenging for learning to control physical systems since they risk damage, time-consuming resets, and often provide little gradient information. Adding safety constraints to exploration typically requires a lot of prior…
The accurate prediction of time-changing variances is an important task in the modeling of financial data. Standard econometric models are often limited as they assume rigid functional relationships for the variances. Moreover, function…
Continuously learning to solve unseen tasks with limited experience has been extensively pursued in meta-learning and continual learning, but with restricted assumptions such as accessible task distributions, independently and identically…
Learning with limited data is one of the biggest problems of machine learning. Current approaches to this issue consist in learning general representations from huge amounts of data before fine-tuning the model on a small dataset of…
In learning from demonstrations, many generative models of trajectories make simplifying assumptions of independence. Correctness is sacrificed in the name of tractability and speed of the learning phase. The ignored dependencies, which…
Active learning methods for neural networks are usually based on greedy criteria which ultimately give a single new design point for the evaluation. Such an approach requires either some heuristics to sample a batch of design points at one…