Related papers: Parallel and Flexible Dynamic Programming via the …
We show that the Bellman operator underlying the options framework leads to a matrix splitting, an approach traditionally used to speed up convergence of iterative solvers for large linear systems of equations. Based on standard comparison…
Motivated by the need for adaptive, secure and responsive scheduling in a great range of computing applications, including human-centered and time-critical applications, this paper proposes a scheduling framework that seamlessly adds…
Parallel programming in high-performance computing depends on low-level APIs such as MPI, requiring users to manage synchronization and resources manually. Several correctness checking tools exist to help bug-free code development, though…
In this paper, we consider an approach to the parallelizing of the algorithms realizing the modified probability changigng method with adaptation and partial rollback procedure for constrained pseudo-Boolean optimization problems. Existing…
Computational intensity and sequential nature of estimation techniques for Bayesian methods in statistics and machine learning, combined with their increasing applications for big data analytics, necessitate both the identification of…
Dynamic programming (DP) is a cornerstone of combinatorial optimization, yet its inherently sequential structure has long limited its scalability in scenario-based stochastic programming (SP). This paper introduces a GPU-accelerated…
We describe an approximate dynamic programming approach to compute lower bounds on the optimal value function for a discrete time, continuous space, infinite horizon setting. The approach iteratively constructs a family of lower bounding…
Differential computation (DC) is a highly general incremental computation/view maintenance technique that can maintain the output of an arbitrary and possibly recursive dataflow computation upon changes to its base inputs. As such, it is a…
A systematic mathematical framework for the study of numerical algorithms would allow comparisons, facilitate conjugacy arguments, as well as enable the discovery of improved, accelerated, data-driven algorithms. Over the course of the last…
This paper proposes a general formulation for temporal parallelisation of dynamic programming for optimal control problems. We derive the elements and associative operators to be able to use parallel scans to solve these problems with…
Efficient operator scheduling is a fundamental challenge in software compilation and hardware synthesis. While recent differentiable approaches have sought to replace traditional ones like exact solvers or heuristics with gradient-based…
Bayesian Optimization aims at optimizing an unknown non-convex/concave function that is costly to evaluate. We are interested in application scenarios where concurrent function evaluations are possible. Under such a setting, BO could choose…
We propose a method of approximating multivariate Gaussian probabilities using dynamic programming. We show that solving the optimization problem associated with a class of discrete-time finite horizon Markov decision processes with…
Differential Dynamic Programming (DDP) is one of the indirect methods for solving an optimal control problem. Several extensions to DDP have been proposed to add stagewise state and control constraints, which can mainly be classified as…
A low out-degree orientation directs each edge of an undirected graph with the goal of minimizing the maximum out-degree of a vertex. In the parallel batch-dynamic setting, one can insert or delete batches of edges, and the goal is to…
Mini-batch optimization has proven to be a powerful paradigm for large-scale learning. However, the state of the art parallel mini-batch algorithms assume synchronous operation or cyclic update orders. When worker nodes are heterogeneous…
The design of multiple experiments is commonly undertaken via suboptimal strategies, such as batch (open-loop) design that omits feedback or greedy (myopic) design that does not account for future effects. This paper introduces new…
We propose mS2GD: a method incorporating a mini-batching scheme for improving the theoretical complexity and practical performance of semi-stochastic gradient descent (S2GD). We consider the problem of minimizing a strongly convex function…
Harnessing parallelism in seemingly sequential models is a central challenge for modern machine learning. Several approaches have been proposed for evaluating sequential processes in parallel using iterative fixed-point methods, like…
The Koopman operator and its data-driven approximations, such as extended dynamic mode decomposition (EDMD), are widely used for analysing, modelling, and controlling nonlinear dynamical systems. However, when the true Koopman…