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A new directional derivative and a new subdifferential for set-valued convex functions are constructed, and a set-valued version of the so-called 'max-formula' is proven. The new concepts are used to characterize solutions of convex…

Optimization and Control · Mathematics 2012-07-24 Andreas H. Hamel , Carola Schrage

We investigate the computation of the gradient of the value function in parametric convex optimization problems. We derive general expression for the gradient of the value function in terms of the cost function, constraints and Lagrange…

Optimization and Control · Mathematics 2016-07-04 Mato Baotić

We derive an exact representation of the topological effect on the dynamics of sequence processing neural networks within signal-to-noise analysis. A new network structure parameter, loopiness coefficient, is introduced to quantitatively…

Disordered Systems and Neural Networks · Physics 2008-05-11 Pan Zhang , Yong Chen

Training a neural network using backpropagation algorithm requires passing error gradients sequentially through the network. The backward locking prevents us from updating network layers in parallel and fully leveraging the computing…

Machine Learning · Computer Science 2019-05-30 Zhouyuan Huo , Bin Gu , Heng Huang

Contraction theory is a mathematical framework for studying the convergence, robustness, and modularity properties of dynamical systems and algorithms. In this opinion paper, we provide five main opinions on the virtues of contraction…

Systems and Control · Electrical Eng. & Systems 2025-07-24 Alexander Davydov , Francesco Bullo

Consider an agent taking two successive decisions to maximize his expected utility under uncertainty. After his first decision, a signal is revealed that provides information about the state of nature. The observation of the signal allows…

Risk Management · Quantitative Finance 2009-07-24 Michel De Lara

This paper suggests a statistical framework for describing the relations between the physical and conceptual entities of a brain-like model. Features and concept instances are put into context, where the paper suggests that features may be…

Neural and Evolutionary Computing · Computer Science 2024-11-12 Kieran Greer

In human perception and cognition, a fundamental operation that brains perform is interpretation: constructing coherent neural states from noisy, incomplete, and intrinsically ambiguous evidence. The problem of interpretation is well…

Machine Learning · Computer Science 2019-09-30 Michael Iuzzolino , Yoram Singer , Michael C. Mozer

Capsule networks were proposed as an alternative approach to Convolutional Neural Networks (CNNs) for learning object-centric representations, which can be leveraged for improved generalization and sample complexity. Unlike CNNs, capsule…

Computer Vision and Pattern Recognition · Computer Science 2022-06-07 Fabio De Sousa Ribeiro , Kevin Duarte , Miles Everett , Georgios Leontidis , Mubarak Shah

This paper proposes a theory of stock market predictability patterns based on a model of heterogeneous beliefs. In a discrete finite time framework, some agents receive news about an asset's fundamental value through a noisy signal. The…

Pricing of Securities · Quantitative Finance 2024-06-13 Jiho Park

Conformal prediction is a learning framework controlling prediction coverage of prediction sets, which can be built on any learning algorithm for point prediction. This work proposes a learning framework named conformal loss-controlling…

Machine Learning · Computer Science 2024-01-24 Di Wang , Ping Wang , Zhong Ji , Xiaojun Yang , Hongyue Li

Uplift is a particular case of conditional treatment effect modeling. Such models deal with cause-and-effect inference for a specific factor, such as a marketing intervention or a medical treatment. In practice, these models are built on…

Machine Learning · Statistics 2021-05-12 Mouloud Belbahri , Olivier Gandouet , Alejandro Murua , Vahid Partovi Nia

We introduce a novel framework to account for sensitivity to rewards uncertainty in sequential decision-making problems. While risk-sensitive formulations for Markov decision processes studied so far focus on the distribution of the…

Machine Learning · Computer Science 2020-09-16 Nelson Vadori , Sumitra Ganesh , Prashant Reddy , Manuela Veloso

The Reward Prediction Error hypothesis proposes that phasic activity in the midbrain dopaminergic system reflects prediction errors needed for learning in reinforcement learning. Besides the well-documented association between dopamine and…

Neurons and Cognition · Quantitative Biology 2022-07-26 William H. Alexander , Samuel J. Gershman

Neural Processes (NPs) families encode distributions over functions to a latent representation, given context data, and decode posterior mean and variance at unknown locations. Since mean and variance are derived from the same latent space,…

Machine Learning · Computer Science 2020-07-03 Xuesong Wang , Lina Yao , Xianzhi Wang , Feiping Nie

Nowadays, in many scientific and industrial fields there is an increasing need for estimating treatment effects and answering causal questions. The key for addressing these problems is the wealth of observational data and the processes for…

Machine Learning · Statistics 2022-05-24 Niki Kiriakidou , Christos Diou

With an increasing high penetration of solar photovoltaic generation in electric power grids, voltage phasors and branch power flows experience more severe fluctuations. In this context, probabilistic power flow (PPF) study aims at…

Systems and Control · Electrical Eng. & Systems 2022-05-03 Kejun Chen , Yu Zhang

Empirical evidence shows that human behaviour often deviates from game-theoretical rationality. For instance, humans may hold unrealistic expectations about future outcomes. As the evolutionary roots of such biases remain unclear, we…

Multiagent Systems · Computer Science 2025-08-29 Marco Saponara , Elias Fernandez Domingos , Jorge M. Pacheco , Tom Lenaerts

We introduce Graph Neural Processes (GNP), inspired by the recent work in conditional and latent neural processes. A Graph Neural Process is defined as a Conditional Neural Process that operates on arbitrary graph data. It takes features of…

Machine Learning · Computer Science 2019-10-03 Andrew Carr , David Wingate

In many applications, such as economics, operations research and reinforcement learning, one often needs to estimate a multivariate regression function f subject to a convexity constraint. For example, in sequential decision processes the…

Methodology · Statistics 2011-09-05 Lauren A. Hannah , David B. Dunson