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In this study, we develop a stochastic optimal control approach with reinforcement learning structure to learn the unknown parameters appeared in the drift and diffusion terms of the stochastic differential equation. By choosing an…

Optimization and Control · Mathematics 2023-08-22 Shuzhen Yang

Functional data analysis almost always involves smoothing discrete observations into curves, because they are never observed in continuous time and rarely without error. Although smoothing parameters affect the subsequent inference,…

Methodology · Statistics 2025-04-07 Sunny G. W. Wang , Valentin Patilea , Nicolas Klutchnikoff

A simple and interpretable way to learn a dynamical system from data is to interpolate its vector-field with a kernel. In particular, this strategy is highly efficient (both in terms of accuracy and complexity) when the kernel is…

Machine Learning · Statistics 2024-10-07 Jonghyeon Lee , Edward De Brouwer , Boumediene Hamzi , Houman Owhadi

Various Graph Neural Networks (GNNs) have been successful in analyzing data in non-Euclidean spaces, however, they have limitations such as oversmoothing, i.e., information becomes excessively averaged as the number of hidden layers…

Machine Learning · Computer Science 2024-01-23 Jaeyoon Sim , Sooyeon Jeon , InJun Choi , Guorong Wu , Won Hwa Kim

Modelling robot dynamics accurately is essential for control, motion optimisation and safe human-robot collaboration. Given the complexity of modern robotic systems, dynamics modelling remains non-trivial, mostly in the presence of…

Robotics · Computer Science 2022-05-11 David Jorge , Gabriella Pizzuto , Michael Mistry

In Programming by Demonstration, the robot learns novel skills from human demonstrations. After learning, the robot should be able not only to reproduce the skill, but also to generalize it to shifted domains without collecting new training…

Robotics · Computer Science 2023-11-07 Hector Perez-Villeda , Justus Piater , Matteo Saveriano

Stochastic gradient algorithms are the main focus of large-scale optimization problems and led to important successes in the recent advancement of the deep learning algorithms. The convergence of SGD depends on the careful choice of…

Machine Learning · Computer Science 2017-03-03 Caglar Gulcehre , Jose Sotelo , Marcin Moczulski , Yoshua Bengio

We propose an algorithm for the adaptation of the learning rate for stochastic gradient descent (SGD) that avoids the need for validation set use. The idea for the adaptiveness comes from the technique of extrapolation: to get an estimate…

Machine Learning · Statistics 2020-08-28 Antti Koskela , Antti Honkela

Recent works leveraging Graph Neural Networks to approach graph matching tasks have shown promising results. Recent progress in learning discrete distributions poses new opportunities for learning graph matching models. In this work, we…

Machine Learning · Computer Science 2021-09-14 Linfeng Liu , Michael C. Hughes , Soha Hassoun , Li-Ping Liu

Stochastic Gradient Descent (SGD) is a known stochastic iterative method popular for large-scale convex optimization problems due to its simple implementation and scalability. Some objectives, such as those found in complex-valued neural…

Machine Learning · Computer Science 2026-05-26 Natanael Alpay , Emeric Battaglia

Differential equations are a ubiquitous tool to study dynamics, ranging from physical systems to complex systems, where a large number of agents interact through a graph with non-trivial topological features. Data-driven approximations of…

Statistical Mechanics · Physics 2024-04-26 Vaiva Vasiliauskaite , Nino Antulov-Fantulin

Stochastic Gradient Descent (SGD) is one of the most widely used techniques for online optimization in machine learning. In this work, we accelerate SGD by adaptively learning how to sample the most useful training examples at each time…

Machine Learning · Computer Science 2016-03-16 Guillaume Bouchard , Théo Trouillon , Julien Perez , Adrien Gaidon

This study addresses the problem of convolutional kernel learning in univariate, multivariate, and multidimensional time series data, which is crucial for interpreting temporal patterns in time series and supporting downstream machine…

Machine Learning · Computer Science 2025-04-17 Xinyu Chen , HanQin Cai , Fuqiang Liu , Jinhua Zhao

Gaussian Processes (GPs) provide a general and analytically tractable way of modeling complex time-varying, nonparametric functions. The Automatic Bayesian Covariance Discovery (ABCD) system constructs natural-language description of…

Machine Learning · Computer Science 2016-02-15 Yunseong Hwang , Anh Tong , Jaesik Choi

Supervised graph prediction addresses regression problems where the outputs are structured graphs. Although several approaches exist for graph-valued prediction, principled uncertainty quantification remains limited. We propose a conformal…

Machine Learning · Statistics 2026-03-30 Gabriel Melo , Thibaut de Saivre , Anna Calissano , Florence d'Alché-Buc

Stochastic gradient descent (SGD) provides a simple and efficient way to solve a broad range of machine learning problems. Here, we focus on distribution regression (DR), involving two stages of sampling: Firstly, we regress from…

Machine Learning · Statistics 2021-03-08 Nicole Mücke

We study the problem of estimating from data, a sparse approximation to the inverse covariance matrix. Estimating a sparsity constrained inverse covariance matrix is a key component in Gaussian graphical model learning, but one that is…

Machine Learning · Statistics 2011-06-28 Suvrit Sra , Dongmin Kim

We introduce the convolutional spectral kernel (CSK), a novel family of non-stationary, nonparametric covariance kernels for Gaussian process (GP) models, derived from the convolution between two imaginary radial basis functions. We present…

Machine Learning · Statistics 2019-10-15 Zheyang Shen , Markus Heinonen , Samuel Kaski

Statistical (machine learning) tools for equation discovery require large amounts of data that are typically computer generated rather than experimentally observed. Multiscale modeling and stochastic simulations are two areas where learning…

Machine Learning · Statistics 2021-03-17 Joseph Bakarji , Daniel M. Tartakovsky

Stochastic gradient descent algorithms for training linear and kernel predictors are gaining more and more importance, thanks to their scalability. While various methods have been proposed to speed up their convergence, the model selection…

Machine Learning · Computer Science 2014-06-17 Francesco Orabona