Related papers: Computing Dynamic User Equilibrium on Large-Scale …
This script offers an implementation-oriented introduction to deep learning methods for solving and estimating high-dimensional dynamic stochastic models in economics and finance. Its starting point is the curse of dimensionality:…
Predictive uncertainty estimation is essential for deploying Deep Neural Networks in real-world autonomous systems. However, most successful approaches are computationally intensive. In this work, we attempt to address these challenges in…
In matching markets such as kidney exchanges and freight exchanges, delayed matching has been shown to improve overall market efficiency. The benefits of delay are highly sensitive to participants' sojourn times and departure behavior, and…
Dynamic Algorithm Configuration (DAC) aims to dynamically control a target algorithm's hyperparameters in order to improve its performance. Several theoretical and empirical results have demonstrated the benefits of dynamically controlling…
Stochastic differential equations have proved to be a valuable governing framework for many real-world systems which exhibit ``noise'' or randomness in their evolution. One quality of interest in such systems is the shape of their…
We consider the load balancing problem in large-scale heterogeneous systems with multiple dispatchers. We introduce a general framework called Local-Estimation-Driven (LED). Under this framework, each dispatcher keeps local (possibly…
Storm surge and waves are responsible for a substantial portion of tropical and extratropical cyclones-related damages. While high-fidelity numerical models have significantly advanced the simulation accuracy of storm surge and waves, they…
Optimization using network traffic models requires computing gradients of objective functions with respect to model parameters. However, derivation of such gradients has often been considered difficult or impractical due to their complexity…
Current approaches to scheduling workloads on heterogeneous systems with specialized accelerators often rely on manual partitioning, offloading tasks with specific compute patterns to accelerators. This method requires extensive…
Embedding is a useful technique to project a high-dimensional feature into a low-dimensional space, and it has many successful applications including link prediction, node classification and natural language processing. Current approaches…
Reliable channel estimation (CE) is fundamental for robust communication in dynamic wireless environments, where models must generalize across varying conditions such as signal-to-noise ratios (SNRs), the number of resource blocks (RBs),…
Partial Differential Equations (PDEs) are central to science and engineering. Since solving them is computationally expensive, a lot of effort has been put into approximating their solution operator via both traditional and recently…
In this chapter, we utilize dynamical systems to analyze several aspects of machine learning algorithms. As an expository contribution we demonstrate how to re-formulate a wide variety of challenges from deep neural networks, (stochastic)…
Network Utility Maximization (NUM) studies the problems of allocating traffic rates to network users in order to maximize the users' total utility subject to network resource constraints. In this paper, we propose a new NUM framework,…
Several non-linear operators in stochastic analysis, such as solution maps to stochastic differential equations, depend on a temporal structure which is not leveraged by contemporary neural operators designed to approximate general maps…
Advanced traffic navigation systems, which provide routing recommendations to drivers based on real-time congestion information, are nowadays widely adopted by roadway transportation users. Yet, the emerging effects on the traffic dynamics…
Dynamic computation has emerged as a promising avenue to enhance the inference efficiency of deep networks. It allows selective activation of computational units, leading to a reduction in unnecessary computations for each input sample.…
In multiple access channels (MAC), multiple users share a transmission medium to communicate with a common receiver. Traditional constellations like quadrature amplitude modulation are optimized for point-to-point systems and lack…
When network users are satisficing decision-makers, the resulting traffic pattern attains a satisficing user equilibrium, which may deviate from the (perfectly rational) user equilibrium. In a satisficing user equilibrium traffic pattern,…
Ordinary and partial differential equations (ODEs/PDEs) play a paramount role in analyzing and simulating complex dynamic processes across all corners of science and engineering. In recent years machine learning tools are aspiring to…