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This paper addresses tracking of a moving target in a multi-agent network. The target follows a linear dynamics corrupted by an adversarial noise, i.e., the noise is not generated from a statistical distribution. The location of the target…

Optimization and Control · Mathematics 2017-02-22 Shahin Shahrampour , Ali Jadbabaie

Despite a variety of available techniques the issue of the proper regularization parameter choice for inverse problems still remains one of the biggest challenges. The main difficulty lies in constructing a rule, allowing to compute the…

Numerical Analysis · Mathematics 2017-10-13 Ernesto De Vito , Massimo Fornasier , Valeriya Naumova

Online learning represents an important family of machine learning algorithms, in which a learner attempts to resolve an online prediction (or any type of decision-making) task by learning a model/hypothesis from a sequence of data…

Machine Learning · Computer Science 2018-10-23 Steven C. H. Hoi , Doyen Sahoo , Jing Lu , Peilin Zhao

Inverse optimization (IO) aims to determine optimization model parameters from observed decisions. However, IO is not part of a data scientist's toolkit in practice, especially as many general-purpose machine learning packages are widely…

Optimization and Control · Mathematics 2021-02-23 Elaheh H. Iraj , Daria Terekhov

Given a set of observations generated by an optimization process, the goal of inverse optimization is to determine likely parameters of that process. We cast inverse optimization as a form of deep learning. Our method, called deep inverse…

Machine Learning · Computer Science 2018-12-04 Yingcong Tan , Andrew Delong , Daria Terekhov

We consider the optimization of an uncertain objective over continuous and multi-dimensional decision spaces in problems in which we are only provided with observational data. We propose a novel algorithmic framework that is tractable,…

Machine Learning · Statistics 2018-10-30 Dimitris Bertsimas , Christopher McCord

Inverse linear programming (LP) has received increasing attention due to its potential to generate efficient optimization formulations that can closely replicate the behavior of a complex system. However, inversely inferred parameters and…

Optimization and Control · Mathematics 2022-02-22 Zahed Shahmoradi , Taewoo Lee

Multi-objective Markov decision processes are a special kind of multi-objective optimization problem that involves sequential decision making while satisfying the Markov property of stochastic processes. Multi-objective reinforcement…

Machine Learning · Computer Science 2023-08-22 Sherif Abdelfattah , Kathryn Kasmarik , Jiankun Hu

Inverse optimal control (IOC) aims to estimate the underlying cost that governs the observed behavior of an expert system. However, in practical scenarios, the collected data is often corrupted by noise, which poses significant challenges…

Optimization and Control · Mathematics 2026-02-10 Ziliang Wang , Axel Ringh , Han Zhang

In this paper, we aim to utilize only offline trajectory data to train a policy for multi-objective RL. We extend the offline policy-regularized method, a widely-adopted approach for single-objective offline RL problems, into the…

Machine Learning · Computer Science 2024-01-05 Qian Lin , Chao Yu , Zongkai Liu , Zifan Wu

Research in unsupervised text generation has been gaining attention over the years. One recent approach is local search towards a heuristically defined objective, which specifies language fluency, semantic meanings, and other task-specific…

Computation and Language · Computer Science 2022-03-24 Weikai Steven Lu

We study the problem of online learning (OL) from revealed preferences: a learner wishes to learn a non-strategic agent's private utility function through observing the agent's utility-maximizing actions in a changing environment. We adopt…

Optimization and Control · Mathematics 2021-06-07 Violet Xinying Chen , Fatma Kılınç-Karzan

In real-world problems, uncertainties (e.g., errors in the measurement, precision errors) often lead to poor performance of numerical algorithms when not explicitly taken into account. This is also the case for control problems, where…

Optimization and Control · Mathematics 2020-12-18 Carlos Ignacio Hernández Castellanos , Sina Ober-Blöbaum , Sebastian Peitz

Sensitivity to adversarial noise hinders deployment of machine learning algorithms in security-critical applications. Although many adversarial defenses have been proposed, robustness to adversarial noise remains an open problem. The most…

Machine Learning · Computer Science 2020-08-13 Alex Serban , Erik Poll , Joost Visser

One fundamental problem when solving inverse problems is how to find regularization parameters. This article considers solving this problem using data-driven bilevel optimization, i.e. we consider the adaptive learning of the regularization…

Statistics Theory · Mathematics 2021-01-08 Neil K. Chada , Claudia Schillings , Xin T. Tong , Simon Weissmann

We consider the problem of performing inverse reinforcement learning when the trajectory of the expert is not perfectly observed by the learner. Instead, a noisy continuous-time observation of the trajectory is provided to the learner. This…

Robotics · Computer Science 2017-10-30 Shervin Shahryari , Prashant Doshi

We introduce a simple but general online learning framework in which a learner plays against an adversary in a vector-valued game that changes every round. Even though the learner's objective is not convex-concave (and so the minimax…

Machine Learning · Computer Science 2022-10-14 Daniel Lee , Georgy Noarov , Mallesh Pai , Aaron Roth

While neural networks have made significant strides in many AI tasks, they remain vulnerable to a range of noise types, including natural corruptions, adversarial noise, and low-resolution artifacts. Many existing approaches focus on…

Computer Vision and Pattern Recognition · Computer Science 2024-09-30 Zhiling Zhou , Zirui Liu , Chengming Xu , Yanwei Fu , Xinwei Sun

Overparameterization and overfitting are common concerns when designing and training deep neural networks, that are often counteracted by pruning and regularization strategies. However, these strategies remain secondary to most learning…

Machine Learning · Computer Science 2020-09-01 Malena Reiners , Kathrin Klamroth , Michael Stiglmayr

The minimization of convex functions which are only available through partial and noisy information is a key methodological problem in many disciplines. In this paper we consider convex optimization with noisy zero-th order information,…

Machine Learning · Computer Science 2016-05-27 Francis Bach , Vianney Perchet