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Computing reachability probabilities is at the heart of probabilistic model checking. All model checkers compute these probabilities in an iterative fashion using value iteration. This technique approximates a fixed point from below by…

Logic in Computer Science · Computer Science 2018-04-16 Tim Quatmann , Joost-Pieter Katoen

As deep neural networks (DNNs) prove their importance and feasibility, more and more DNN-based apps, such as detection and classification of objects, have been developed and deployed on autonomous vehicles (AVs). To meet their growing…

Machine Learning · Computer Science 2023-02-06 Minkyoung Cho , Kang G. Shin

The focus of this paper is on stochastic variational inequalities (VI) under Markovian noise. A prominent application of our algorithmic developments is the stochastic policy evaluation problem in reinforcement learning. Prior…

Optimization and Control · Mathematics 2021-08-17 Georgios Kotsalis , Guanghui Lan , Tianjiao Li

We develop a Coordinate Ascent Variational Inference (CAVI) algorithm for Bayesian Mixed Data Sampling (MIDAS) regression with linear weight parameterizations. The model separates impact coeffcients from weighting function parameters…

Machine Learning · Computer Science 2026-02-24 Luigi Simeone

Recent advances in robot foundation models trained on large-scale human teleoperation data have enabled robots to perform increasingly complex real-world tasks. However, scaling these systems remains difficult because collecting…

Approximate value iteration (AVI) is a family of algorithms for reinforcement learning (RL) that aims to obtain an approximation of the optimal value function. Generally, AVI algorithms implement an iterated procedure where each step…

Machine Learning · Computer Science 2024-03-07 Théo Vincent , Alberto Maria Metelli , Boris Belousov , Jan Peters , Marcello Restelli , Carlo D'Eramo

Processes (MDPs) often require frequent decision making, that is, taking an action every microsecond, second, or minute. Infinite horizon discount reward formulation is still relevant for a large portion of these applications, because…

Optimization and Control · Mathematics 2014-12-17 Yin-Lam Chow , Junjie Qin

Policy iteration and value iteration are at the core of many (approximate) dynamic programming methods. For Markov Decision Processes with finite state and action spaces, we show that they are instances of semismooth Newton-type methods to…

Optimization and Control · Mathematics 2022-06-28 Matilde Gargiani , Andrea Zanelli , Dominic Liao-McPherson , Tyler Summers , John Lygeros

This work considers two distinct settings: imitation learning and goal-conditioned reinforcement learning. In either case, effective solutions require the agent to reliably reach a specified state (a goal), or set of states (a…

Machine Learning · Computer Science 2020-02-18 Yannick Schroecker , Charles Isbell

Value functions are central to Dynamic Programming and Reinforcement Learning but their exact estimation suffers from the curse of dimensionality, challenging the development of practical value-function (VF) estimation algorithms. Several…

Artificial Intelligence · Computer Science 2021-04-20 Sergio Rozada , Victor Tenorio , Antonio G. Marques

The rising growth of deep neural networks (DNNs) and datasets in size motivates the need for efficient solutions for simultaneous model selection and training. Many methods for hyperparameter optimization (HPO) of iterative learners,…

Machine Learning · Computer Science 2023-02-28 Syrine Belakaria , Janardhan Rao Doppa , Nicolo Fusi , Rishit Sheth

Deep reinforcement learning (RL) algorithms suffer severe performance degradation when the interaction data is scarce, which limits their real-world application. Recently, visual representation learning has been shown to be effective and…

Machine Learning · Computer Science 2022-08-17 Yang Yue , Bingyi Kang , Zhongwen Xu , Gao Huang , Shuicheng Yan

In recent years, information relaxation and duality in dynamic programs have been studied extensively, and the resulted primal-dual approach has become a powerful procedure in solving dynamic programs by providing lower-upper bounds on the…

Optimization and Control · Mathematics 2016-10-26 Helin Zhu , Fan Ye , Enlu Zhou

Boosting variational inference (BVI) approximates an intractable probability density by iteratively building up a mixture of simple component distributions one at a time, using techniques from sparse convex optimization to provide both…

Machine Learning · Statistics 2019-10-29 Trevor Campbell , Xinglong Li

Time- and state-domain methods are two common approaches for nonparametric prediction. The former predominantly uses the data in the recent history while the latter mainly relies on historical information. The question of combining these…

Statistics Theory · Mathematics 2007-06-13 Jianqing Fan , Yingying Fan , Jiancheng Jiang

Many sequential decision problems can be formulated as Markov Decision Processes (MDPs) where the optimal value function (or cost-to-go function) can be shown to satisfy a monotone structure in some or all of its dimensions. When the state…

Optimization and Control · Mathematics 2015-09-03 Daniel R. Jiang , Warren B. Powell

We introduce YOASOVI, an algorithm for performing fast, self-correcting stochastic optimization for Variational Inference (VI) on large Bayesian heirarchical models. To accomplish this, we take advantage of available information on the…

Machine Learning · Statistics 2024-06-06 Dominic B. Dayta

Recently, removing objects from videos and filling in the erased regions using deep video inpainting (VI) algorithms has attracted considerable attention. Usually, a video sequence and object segmentation masks for all frames are required…

Computer Vision and Pattern Recognition · Computer Science 2023-03-01 Sangjin Lee , Suhwan Cho , Sangyoun Lee

We extend the existing framework of semi-implicit variational inference (SIVI) and introduce doubly semi-implicit variational inference (DSIVI), a way to perform variational inference and learning when both the approximate posterior and the…

Machine Learning · Statistics 2019-03-19 Dmitry Molchanov , Valery Kharitonov , Artem Sobolev , Dmitry Vetrov

The vanishing ideal of a set of points $X = \{\mathbf{x}_1, \ldots, \mathbf{x}_m\}\subseteq \mathbb{R}^n$ is the set of polynomials that evaluate to $0$ over all points $\mathbf{x} \in X$ and admits an efficient representation by a finite…

Machine Learning · Computer Science 2023-02-13 Elias Wirth , Hiroshi Kera , Sebastian Pokutta