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This paper presents a model-free reinforcement learning (RL) algorithm to solve the risk-averse optimal control (RAOC) problem for discrete-time nonlinear systems. While successful RL algorithms have been presented to learn optimal control…

Systems and Control · Electrical Eng. & Systems 2021-03-29 Yuzhen Han , Majid Mazouchi , Subramanya Nageshrao , Hamidreza Modares

Artificial neural network training with stochastic gradient descent can be destabilized by "bad batches" with high losses. This is often problematic for training with small batch sizes, high order loss functions or unstably high learning…

Machine Learning · Computer Science 2020-05-21 Jeffrey M. Ede , Richard Beanland

We propose a reinforcement learning (RL) framework under a broad class of risk objectives, characterized by convex scoring functions. This class covers many common risk measures, such as variance, Expected Shortfall, entropic Value-at-Risk,…

Mathematical Finance · Quantitative Finance 2025-05-16 Shanyu Han , Yang Liu , Xiang Yu

The cubic regularization (CR) algorithm has attracted a lot of attentions in the literature in recent years. We propose a new reformulation of the cubic regularization subproblem. The reformulation is an unconstrained convex problem that…

Optimization and Control · Mathematics 2021-12-20 Rujun Jiang , Zhishuo Zhou , Zirui Zhou

Inverse problems are fundamental in fields like medical imaging, geophysics, and computerized tomography, aiming to recover unknown quantities from observed data. However, these problems often lack stability due to noise and…

Numerical Analysis · Mathematics 2024-06-26 Andrea Ebner , Matthias Schwab , Markus Haltmeier

Classical model-based imaging methods for ultrasound elasticity inverse problem require prior constraints about the underlying elasticity patterns, while finding the appropriate hand-crafted prior for each tissue type is a challenge. In…

Image and Video Processing · Electrical Eng. & Systems 2021-06-16 Narges Mohammadi , Marvin M. Doyley , Mujdat Cetin

Solving inverse problems \(Ax = y\) is central to a variety of practically important fields such as medical imaging, remote sensing, and non-destructive testing. The most successful and theoretically best-understood method is convex…

Numerical Analysis · Mathematics 2025-09-23 Daniel Obmann , Gyeongha Hwang , Markus Haltmeier

Adversarial training can be used to learn models that are robust against perturbations. For linear models, it can be formulated as a convex optimization problem. Compared to methods proposed in the context of deep learning, leveraging the…

Machine Learning · Statistics 2025-03-20 Antônio H. RIbeiro , Thomas B. Schön , Dave Zahariah , Francis Bach

Machine learning models often suffer from catastrophic forgetting of previously learned knowledge when learning new classes. Various methods have been proposed to mitigate this issue. However, rehearsal-based learning, which retains samples…

Machine Learning · Computer Science 2024-10-10 Hossein Rezaei , Mohammad Sabokrou

Unlike traditional learning to rank models that depend on hand-crafted features, neural representation learning models learn higher level features for the ranking task by training on large datasets. Their ability to learn new features…

Information Retrieval · Computer Science 2018-05-10 Daniel Cohen , Bhaskar Mitra , Katja Hofmann , W. Bruce Croft

Deep reinforcement learning has recently made significant progress in solving computer games and robotic control tasks. A known problem, though, is that policies overfit to the training environment and may not avoid rare, catastrophic…

Machine Learning · Computer Science 2019-04-02 Xinlei Pan , Daniel Seita , Yang Gao , John Canny

There is growing body of learning problems for which it is natural to organize the parameters into matrix, so as to appropriately regularize the parameters under some matrix norm (in order to impose some more sophisticated prior knowledge).…

Machine Learning · Computer Science 2010-10-19 Sham M. Kakade , Shai Shalev-Shwartz , Ambuj Tewari

How to improve discriminative feature learning is central in classification. Existing works address this problem by explicitly increasing inter-class separability and intra-class similarity, whether by constructing positive and negative…

Machine Learning · Computer Science 2024-08-21 Qingsong Zhao , Yi Wang , Shuguang Dou , Chen Gong , Yin Wang , Cairong Zhao

We present an approach to learning regular spatial transformations between image pairs in the context of medical image registration. Contrary to optimization-based registration techniques and many modern learning-based methods, we do not…

Human beings can quickly adapt to environmental changes by leveraging learning experience. However, adapting deep neural networks to dynamic environments by machine learning algorithms remains a challenge. To better understand this issue,…

Computer Vision and Pattern Recognition · Computer Science 2021-03-24 Shixiang Tang , Peng Su , Dapeng Chen , Wanli Ouyang

Domain Randomization (DR) is known to require a significant amount of training data for good performance. We argue that this is due to DR's strategy of random data generation using a uniform distribution over simulation parameters, as a…

Computer Vision and Pattern Recognition · Computer Science 2021-08-31 Rawal Khirodkar , Kris M. Kitani

While variational methods have been among the most powerful tools for solving linear inverse problems in imaging, deep (convolutional) neural networks have recently taken the lead in many challenging benchmarks. A remaining drawback of deep…

Computer Vision and Pattern Recognition · Computer Science 2019-08-20 Tim Meinhardt , Michael Moeller , Caner Hazirbas , Daniel Cremers

In this work, we investigate various approaches that use learning from training data to solve inverse problems, following a bi-level learning approach. We consider a general framework for optimal inversion design, where training data can be…

Numerical Analysis · Mathematics 2021-10-07 Julianne Chung , Matthias Chung , Silvia Gazzola , Mirjeta Pasha

Adversarial training (AT) as a regularization method has proved its effectiveness in various tasks, such as image classification and text classification. Though there are successful applications of AT in many tasks of natural language…

Computation and Language · Computer Science 2019-11-12 Ziqing Yang , Yiming Cui , Wanxiang Che , Ting Liu , Shijin Wang , Guoping Hu

Inverse problems arise in a number of domains such as medical imaging, remote sensing, and many more, relying on the use of advanced signal and image processing approaches -- such as sparsity-driven techniques -- to determine their…

Machine Learning · Computer Science 2019-02-01 Jaweria Amjad , Zhaoyan Lyu , Miguel R. D. Rodrigues