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Determinantal point processes (DPPs) are specific probability distributions over clouds of points that are used as models and computational tools across physics, probability, statistics, and more recently machine learning. Sampling from…

Machine Learning · Computer Science 2022-03-22 Guillaume Gautier , Guillermo Polito , Rémi Bardenet , Michal Valko

In this work, we consider a time-varying stochastic saddle point problem in which the objective is revealed sequentially, and the data distribution depends on the decision variables. Problems of this type express the distributional…

Optimization and Control · Mathematics 2022-12-07 Killian Wood , Emiliano Dall'Anese

The Determinantal Point Process (DPP) is a parameterized model for multivariate binary variables, characterized by a correlation kernel matrix. This paper proposes a closed form estimator of this kernel, which is particularly easy to…

Machine Learning · Statistics 2025-05-21 Christian Gouriéroux , Yang Lu

Magnetometer is a significant sensor for integrated navigation. However, it suffers from many kinds of unknown dynamic magnetic disturbances. We study the problem of online estimating such disturbances via a nonlinear optimization aided by…

Systems and Control · Computer Science 2019-02-28 Jin Wu

Online parameter identification is of importance, e.g., for model predictive control. Since the parameters have to be identified simultaneously to the process of the modeled system, dynamical update laws are used for state and parameter…

Numerical Analysis · Mathematics 2016-04-20 Romana Boiger , Barbara Kaltenbacher

Determinantal point processes (DPPs) are an elegant model for encoding probabilities over subsets, such as shopping baskets, of a ground set, such as an item catalog. They are useful for a number of machine learning tasks, including product…

Machine Learning · Statistics 2016-08-17 Mike Gartrell , Ulrich Paquet , Noam Koenigstein

Online map generation and trajectory prediction are critical components of the autonomous driving perception-prediction-planning pipeline. While modern vectorized mapping models achieve high geometric accuracy, they typically treat map…

Robotics · Computer Science 2026-03-23 Pritom Gogoi , Faris Janjoš , Bin Yang , Andreas Look

Attaining prototypical features to represent class distributions is well established in representation learning. However, learning prototypes online from streaming data proves a challenging endeavor as they rapidly become outdated, caused…

Computer Vision and Pattern Recognition · Computer Science 2021-10-20 Matthias De Lange , Tinne Tuytelaars

Determinantal Point Processes (DPPs) are probabilistic models that arise in quantum physics and random matrix theory and have recently found numerous applications in computer science. DPPs define distributions over subsets of a given ground…

Data Structures and Algorithms · Computer Science 2017-04-25 L. Elisa Celis , Amit Deshpande , Tarun Kathuria , Damian Straszak , Nisheeth K. Vishnoi

Human decision making is well known to be imperfect and the ability to analyse such processes individually is crucial when attempting to aid or improve a decision-maker's ability to perform a task, e.g. to alert them to potential biases or…

Machine Learning · Computer Science 2022-10-03 Alex J. Chan , Alicia Curth , Mihaela van der Schaar

We introduce scalable algorithms for online learning of neural network parameters and Bayesian sequential decision making. Unlike classical Bayesian neural networks, which induce predictive uncertainty through a posterior over model…

Machine Learning · Computer Science 2025-10-10 Gerardo Duran-Martin , Leandro Sánchez-Betancourt , Álvaro Cartea , Kevin Murphy

Online-learning research has mainly been focusing on minimizing one objective function. In many real-world applications, however, several objective functions have to be considered simultaneously. Recently, an algorithm for dealing with…

Machine Learning · Computer Science 2017-03-21 Guy Uziel , Ran El-Yaniv

Driven by the need for parallelizable hyperparameter optimization methods, this paper studies \emph{open loop} search methods: sequences that are predetermined and can be generated before a single configuration is evaluated. Examples…

Machine Learning · Statistics 2019-05-10 Jesse Dodge , Kevin Jamieson , Noah A. Smith

Determinantal consensus clustering is a promising and attractive alternative to partitioning about medoids and k-means for ensemble clustering. Based on a determinantal point process or DPP sampling, it ensures that subsets of similar…

Computation · Statistics 2021-02-09 Serge Vicente , Alejandro Murua

Non-stationary systems are found throughout the world, from climate patterns under the influence of variation in carbon dioxide concentration, to brain dynamics driven by ascending neuromodulation. Accordingly, there is a need for methods…

Data Analysis, Statistics and Probability · Physics 2024-07-15 Kieran S. Owens , Ben D. Fulcher

Determinantal Point Processes (DPPs) have attracted significant interest from the machine-learning community due to their ability to elegantly and tractably model the delicate balance between quality and diversity of sets. DPPs are commonly…

Machine Learning · Computer Science 2019-02-27 Zelda Mariet , Mike Gartrell , Suvrit Sra

In this paper, the problem of decentralized eigenvalue decomposition of a general symmetric matrix that is important, e.g., in Principal Component Analysis, is studied, and a decentralized online learning algorithm is proposed. Instead of…

Signal Processing · Electrical Eng. & Systems 2023-08-14 Yufan Fan , Minh Trinh-Hoang , Cemil Emre Ardic , Marius Pesavento

Understanding how subsets of items are chosen from offered sets is critical to assortment planning, wireless network planning, and many other applications. There are two seemingly unrelated subset choice models that capture dependencies…

Machine Learning · Computer Science 2023-02-23 Sander Aarts , David B. Shmoys , Alex Coy

The area of online machine learning in big data streams covers algorithms that are (1) distributed and (2) work from data streams with only a limited possibility to store past data. The first requirement mostly concerns software…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-02-19 András A. Benczúr , Levente Kocsis , Róbert Pálovics

We study various discrete nonlinear combinatorial optimization problems in an online learning framework. In the first part, we address the question of whether there are negative results showing that getting a vanishing (or even vanishing…

Data Structures and Algorithms · Computer Science 2020-06-24 Evripidis Bampis , Dimitris Christou , Bruno Escoffier , Nguyen Kim Thang