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In this manuscript, we analyze the sparse signal recovery (compressive sensing) problem from the perspective of convex optimization by stochastic proximal gradient descent. This view allows us to significantly simplify the recovery analysis…

Data Structures and Algorithms · Computer Science 2013-04-19 Rong Jin , Tianbao Yang , Shenghuo Zhu

We begin by presenting a simple lossy compressor operating at near-zero rate: The encoder merely describes the indices of the few maximal source components, while the decoder's reconstruction is a natural estimate of the source components…

Information Theory · Computer Science 2016-03-09 Albert No , Tsachy Weissman

Trial-and-error based reinforcement learning (RL) has seen rapid advancements in recent times, especially with the advent of deep neural networks. However, the majority of autonomous RL algorithms require a large number of interactions with…

Systems and Control · Computer Science 2018-02-23 Sanket Kamthe , Marc Peter Deisenroth

Training Gaussian process-based models typically involves an $ O(N^3)$ computational bottleneck due to inverting the covariance matrix. Popular methods for overcoming this matrix inversion problem cannot adequately model all types of latent…

Machine Learning · Statistics 2020-03-04 Michael Minyi Zhang , Sinead A. Williamson

Deep Gaussian Processes learn probabilistic data representations for supervised learning by cascading multiple Gaussian Processes. While this model family promises flexible predictive distributions, exact inference is not tractable.…

Machine Learning · Statistics 2020-10-23 Jakob Lindinger , David Reeb , Christoph Lippert , Barbara Rakitsch

This paper considers the posterior contraction of non-parametric Bayesian inference on non-homogeneous Poisson processes. We consider the quality of inference on a rate function $\lambda$, given non-identically distributed realisations,…

Statistics Theory · Mathematics 2019-06-26 James A. Grant , David S. Leslie

Multi-output regression models must exploit dependencies between outputs to maximise predictive performance. The application of Gaussian processes (GPs) to this setting typically yields models that are computationally demanding and have…

Machine Learning · Statistics 2019-02-27 James Requeima , Will Tebbutt , Wessel Bruinsma , Richard E. Turner

We study a distributionally robust optimization formulation (i.e., a min-max game) for two representative problems in Bayesian nonparametric estimation: Gaussian process regression and, more generally, linear inverse problems. Our…

Optimization and Control · Mathematics 2025-01-14 Xuhui Zhang , Jose Blanchet , Youssef Marzouk , Viet Anh Nguyen , Sven Wang

Gaussian process is one of the most popular non-parametric Bayesian methodologies for modeling the regression problem. It is completely determined by its mean and covariance functions. And its linear property makes it relatively…

Machine Learning · Statistics 2020-06-16 Wenqi Fang , Huiyun Li , Hui Huang , Shaobo Dang , Zhejun Huang , Zheng Wang

This work leverages tools from evolutionary game theory to solve unconstrained nonconvex optimization problems. Specifically, we lift such a problem to an optimization over probability measures, whose minimizers exactly correspond to the…

Optimization and Control · Mathematics 2024-09-11 Brendon G. Anderson , Samuel Pfrommer , Somayeh Sojoudi

Many robotic tasks, such as human-robot interactions or the handling of fragile objects, require tight control and limitation of appearing forces and moments alongside sensible motion control to achieve safe yet high-performance operation.…

Robotics · Computer Science 2023-03-09 Janine Matschek , Johanna Bethge , Rolf Findeisen

We develop a framework for Gaussian processes regression constrained by boundary value problems. The framework may be applied to infer the solution of a well-posed boundary value problem with a known second-order differential operator and…

Machine Learning · Computer Science 2020-12-23 Mamikon Gulian , Ari Frankel , Laura Swiler

We consider the estimation of quadratic functionals in a Gaussian sequence model where the eigenvalues are supposed to be unknown and accessible through noisy observations only. Imposing smoothness assumptions both on the signal and the…

Statistics Theory · Mathematics 2019-07-16 Martin Kroll

This paper proposes a hybrid learning and optimization framework for mobile manipulators for complex and physically interactive tasks. The framework exploits an admittance-type physical interface to obtain intuitive and simplified human…

Mixture models arise in many regression problems, but most methods have seen limited adoption partly due to these algorithms' highly-tailored and model-specific nature. On the other hand, transformers are flexible, neural sequence models…

Machine Learning · Computer Science 2023-11-15 Reese Pathak , Rajat Sen , Weihao Kong , Abhimanyu Das

This paper investigates a recursive formulation of auto-regressive multi-fidelity Gaussian process regression in the challenging setting of noisy and non-nested high- and low-fidelity data. We propose a decoupled optimization strategy based…

Applications · Statistics 2026-05-21 Nils Baillie , Baptiste Kerleguer , Cyril Feau , Josselin Garnier

The paper provides a thorough investigation of Direct loss minimization (DLM), which optimizes the posterior to minimize predictive loss, in sparse Gaussian processes. For the conjugate case, we consider DLM for log-loss and DLM for square…

Machine Learning · Computer Science 2020-10-29 Yadi Wei , Rishit Sheth , Roni Khardon

Reinforcement learning provides a framework for learning to control which actions to take towards completing a task through trial-and-error. In many applications observing interactions is costly, necessitating sample-efficient learning. In…

Machine Learning · Statistics 2020-11-04 Charles Gadd , Markus Heinonen , Harri Lähdesmäki , Samuel Kaski

Computing accurate estimates of the Fourier transform of analog signals from discrete data points is important in many fields of science and engineering. The conventional approach of performing the discrete Fourier transform of the data…

Machine Learning · Statistics 2017-12-08 Luca Ambrogioni , Eric Maris

Off-the-shelf Gaussian Process (GP) covariance functions encode smoothness assumptions on the structure of the function to be modeled. To model complex and non-differentiable functions, these smoothness assumptions are often too…

Machine Learning · Statistics 2016-04-12 Roberto Calandra , Jan Peters , Carl Edward Rasmussen , Marc Peter Deisenroth