Related papers: Hazard Gradient Penalty for Survival Analysis
We consider the problem of estimating parameters of stochastic differential equations (SDEs) with discrete-time observations that are either completely or partially observed. The transition density between two observations is generally…
Despite an extensive body of literature on deep learning optimization, our current understanding of what makes an optimization algorithm effective is fragmented. In particular, we do not understand well whether enhanced optimization…
Given functional data from a survival process with time-dependent covariates, we derive a smooth convex representation for its nonparametric log-likelihood functional and obtain its functional gradient. From this, we devise a generic…
Gaussian processes (GPs) are popular as nonlinear regression models for expensive computer simulations, yet GP performance relies heavily on estimation of unknown covariance parameters. Maximum likelihood estimation (MLE) is common, but it…
Regularization for optimization is a crucial technique to avoid overfitting in machine learning. In order to obtain the best performance, we usually train a model by tuning the regularization parameters. It becomes costly, however, when a…
We study the variable selection problem in survival analysis to identify the most important factors affecting survival time. Our method incorporates prior knowledge of mutual correlations among variables, represented through a graph. We…
Survival analysis deals with modeling the time until an event occurs, and accurate probability estimates are crucial for decision-making, particularly in the competing-risks setting where multiple events are possible. While recent work has…
In distributed optimization, the communication of model updates can be a performance bottleneck. Consequently, gradient compression has been proposed as a means of increasing optimization throughput. In general, due to information loss,…
Gradient regularization (GR) is a method that penalizes the gradient norm of the training loss during training. While some studies have reported that GR can improve generalization performance, little attention has been paid to it from the…
Reinforcement Learning from Human Feedback (RLHF) has advanced alignment capabilities significantly but remains hindered by two core challenges: \textbf{reward hacking} and \textbf{stable optimization}. Current solutions independently…
The conditional gradient method (CGM) has been widely used for fast sparse approximation, having a low per iteration computational cost for structured sparse regularizers. We explore the sparsity acquiring properties of a generalized CGM…
In online learning an algorithm plays against an environment with losses possibly picked by an adversary at each round. The generality of this framework includes problems that are not adversarial, for example offline optimization, or saddle…
We present a new microscopic ODE-based model for pedestrian dynamics: the Gradient Navigation Model. The model uses a superposition of gradients of distance functions to directly change the direction of the velocity vector. The velocity is…
For many algorithms, parameter tuning remains a challenging and critical task, which becomes tedious and infeasible in a multi-parameter setting. Multi-penalty regularization, successfully used for solving undetermined sparse regression of…
We consider an optimization problem with strongly convex objective and linear inequalities constraints. To be able to deal with a large number of constraints we provide a penalty reformulation of the problem. As penalty functions we use a…
Training Neural Ordinary Differential Equations (ODEs) is often computationally expensive. Indeed, computing the forward pass of such models involves solving an ODE which can become arbitrarily complex during training. Recent works have…
With changing climatic conditions, we are already seeing an increase in extreme weather events and their secondary consequences, including landslides. Landslides threaten infrastructure, including roads, railways, buildings, and human life.…
When data are right-censored, i.e. some outcomes are missing due to a limited period of observation, survival analysis can compute the "time to event". Multiple classes of outcomes lead to a classification variant: predicting the most…
The key of the out-of-distribution (OOD) generalization is to generalize invariance from training domains to target domains. The variance risk extrapolation (V-REx) is a practical OOD method, which depends on a domain-level regularization…
This paper examines reinforcement learning (RL) in infinite-horizon decision processes with almost-sure safety constraints, crucial for applications like autonomous systems, finance, and resource management. We propose a doubly-regularized…