Related papers: tvopt: A Python Framework for Time-Varying Optimiz…
We study online optimization problems in which the cost function depends on latent, time-varying parameters that are unmeasurable and governed by unknown dynamics. Specifically, we consider a strongly convex cost function whose linear term…
In this paper we propose a recursive online algorithm for estimating the parameters of a time-varying ARCH process. The estimation is done by updating the estimator at time point $t-1$ with observations about the time point $t$ to yield an…
We propose a new architecture for optimization modeling frameworks in which solvers are expressed as computation graphs in a framework like TensorFlow rather than as standalone programs built on a low-level linear algebra interface. Our new…
Vision-language models (VLMs), such as CLIP, have gained significant popularity as foundation models, with numerous fine-tuning methods developed to enhance performance on downstream tasks. However, due to their inherent vulnerability and…
Time-varying parameters (TVPs) models are frequently used in economics to capture structural change. I highlight a rather underutilized fact -- that these are actually ridge regressions. Instantly, this makes computations, tuning, and…
This paper presents EvolveMT for efficiently combining multiple machine translation (MT) engines. The proposed system selects the output from a single engine for each segment by utilizing online learning techniques to predict the most…
Deep learning has been recently applied to a multitude of computer vision and medical image analysis problems. Although recent research efforts have improved the state of the art, most of the methods cannot be easily accessed, compared or…
We propose an adaptive method for online time-varying (TV) convex optimization, termed $\mathcal{L}_{1}$ adaptive optimization ($\mathcal{L}_{1}$-AO). TV optimizers utilize a prediction model to exploit the temporal structure of TV…
We present a new framework for solving general topology optimization (TO) problems that find an optimal material distribution within a design space to maximize the performance of a structure while satisfying design constraints. These…
Time-varying parameter VARs with stochastic volatility are routinely used for structural analysis and forecasting in settings involving a few endogenous variables. Applying these models to high-dimensional datasets has proved to be…
Optimization is a ubiquitous modeling tool and is often deployed in settings which repeatedly solve similar instances of the same problem. Amortized optimization methods use learning to predict the solutions to problems in these settings,…
Iterative compilation is a widely adopted technique to optimize programs for different constraints such as performance, code size and power consumption in rapidly evolving hardware and software environments. However, in case of statically…
Motivated by energy management for micro-grids, we study convex optimization problems with uncertainty in the objective function and sequential decision making. To solve these problems, we propose a new framework called ``Online…
In this paper, we consider the problem of stochastic optimization, where the objective function is in terms of the expectation of a (possibly non-convex) cost function that is parametrized by a random variable. While the convergence speed…
Network Function Virtualization (NFV) can cost-efficiently provide network services by running different virtual network functions (VNFs) at different virtual machines (VMs) in a correct order. This can result in strong couplings between…
Identifying dependencies among variables in a complex system is an important problem in network science. Structural equation models (SEM) have been used widely in many fields for topology inference, because they are tractable and…
Visual prompt tuning (VPT), i.e., fine-tuning some lightweight prompt tokens, provides an efficient and effective approach for adapting pre-trained models to various downstream tasks. However, most prior art indiscriminately uses a fixed…
Decision Trees are prominent prediction models for interpretable Machine Learning. They have been thoroughly researched, mostly in the batch setting with a fixed labelled dataset, leading to popular algorithms such as C4.5, ID3 and CART.…
Test-time prompt tuning for vision-language models (VLMs) is getting attention because of their ability to learn with unlabeled data without fine-tuning. Although test-time prompt tuning methods for VLMs can boost accuracy, the resulting…
This article investigates the problem of controlling linear time-invariant systems subject to time-varying and a priori unknown cost functions, state and input constraints, and exogenous disturbances. We combine the online convex…