Related papers: Learning with Stochastic Orders
The recently developed Distributed Block Proximal Method, for solving stochastic big-data convex optimization problems, is studied in this paper under the assumption of constant stepsizes and strongly convex (possibly non-smooth) local…
In this report, we study decentralized stochastic optimization to minimize a sum of smooth and strongly convex cost functions when the functions are distributed over a directed network of nodes. In contrast to the existing work, we use…
By allowing models to predict without task-specific training, in-context learning (ICL) with pretrained LLMs has enormous potential in NLP. However, a number of problems persist in ICL. In particular, its performance is sensitive to the…
We extend the learning from demonstration paradigm by providing a method for learning unknown constraints shared across tasks, using demonstrations of the tasks, their cost functions, and knowledge of the system dynamics and control…
When the nonconvex problem is complicated by stochasticity, the sample complexity of stochastic first-order methods may depend linearly on the problem dimension, which is undesirable for large-scale problems. In this work, we propose…
With increasing use of digital control it is natural to view control inputs and outputs as stochastic processes assuming values over finite alphabets rather than in a Euclidean space. As control over networks becomes increasingly common,…
Imitation learning algorithms have been interpreted as variants of divergence minimization problems. The ability to compare occupancy measures between experts and learners is crucial in their effectiveness in learning from demonstrations.…
Trajectory optimization is a fundamental stochastic optimal control problem. This paper deals with a trajectory optimization approach for dynamical systems subject to measurement noise that can be fitted into linear time-varying stochastic…
We study the problem of learning the preferences of drivers and planners in the context of last mile delivery. Given a data set containing historical decisions and delivery locations, the goal is to capture the implicit preferences of the…
Steerable convolutional neural networks (SCNNs) enhance task performance by modelling geometric symmetries through equivariance constraints on weights. Yet, unknown or varying symmetries can lead to overconstrained weights and decreased…
This work explores a novel perspective on solving nonconvex and nonsmooth optimization problems by leveraging sampling based methods. Instead of treating the objective function purely through traditional (often deterministic) optimization…
Consider the problem of learning the drift coefficient of a stochastic differential equation from a sample path. In this paper, we assume that the drift is parametrized by a high dimensional vector. We address the question of how long the…
This work focuses on the training dynamics of one associative memory module storing outer products of token embeddings. We reduce this problem to the study of a system of particles, which interact according to properties of the data…
Neural stochastic differential equation model with a Brownian motion term can capture epistemic uncertainty of deep neural network from the perspective of a dynamical system. The goal of this paper is to improve the convergence rate of the…
We consider the problem of the estimation of a high-dimensional probability distribution from i.i.d. samples of the distribution using model classes of functions in tree-based tensor formats, a particular case of tensor networks associated…
Sparse learning is a very important tool for mining useful information and patterns from high dimensional data. Non-convex non-smooth regularized learning problems play essential roles in sparse learning, and have drawn extensive attentions…
Real-world sequential decision making problems commonly involve partial observability, which requires the agent to maintain a memory of history in order to infer the latent states, plan and make good decisions. Coping with partial…
Stochastic optimization is a widely used approach for optimization under uncertainty, where uncertain input parameters are modeled by random variables. Exact or approximation algorithms have been obtained for several fundamental problems in…
Learning dynamics from dissipative chaotic systems is notoriously difficult due to their inherent instability, as formalized by their positive Lyapunov exponents, which exponentially amplify errors in the learned dynamics. However, many of…
This paper formulates a stochastic optimal control problem for linear networked control systems featuring stochastic packet disordering with a unique stabilizing solution certified. The problem is solved by proposing reinforcement learning…