Related papers: Iterative Approximate Cross-Validation
In computational inverse problems, it is common that a detailed and accurate forward model is approximated by a computationally less challenging substitute. The model reduction may be necessary to meet constraints in computing time when…
In-vehicle edge computing is a much anticipated paradigm to serve ever-increasing computation demands originated from the ego vehicle, such as passenger entertainments. In this paper, we explore the unique idea of crowdsourcing passing-by…
While uniform sampling has been widely studied in the matrix completion literature, CUR sampling approximates a low-rank matrix via row and column samples. Unfortunately, both sampling models lack flexibility for various circumstances in…
Quantifying the data uncertainty in learning tasks is often done by learning a prediction interval or prediction set of the label given the input. Two commonly desired properties for learned prediction sets are \emph{valid coverage} and…
Although the leave-subject-out cross-validation (CV) has been widely used in practice for tuning parameter selection for various nonparametric and semiparametric models of longitudinal data, its theoretical property is unknown and solving…
Empirical risk minimization (ERM) can be computationally expensive, with standard solvers scaling poorly even in the convex setting. We propose a novel lossless compression framework for convex ERM based on color refinement, extending prior…
Multi-objective reinforcement learning (MORL) is an extension of ordinary, single-objective reinforcement learning (RL) that is applicable to many real-world tasks where multiple objectives exist without known relative costs. We study the…
Generalized additive partial linear models (GAPLMs) are appealing for model interpretation and prediction. However, for GAPLMs, the covariates and the degree of smoothing in the nonparametric parts are often difficult to determine in…
We consider the problem of minimizing the sum of two convex functions: one is smooth and given by a gradient oracle, and the other is separable over blocks of coordinates and has a simple known structure over each block. We develop an…
Let $F$ be a finite model of cardinality $M$ and denote by $\operatorname {conv}(F)$ its convex hull. The problem of convex aggregation is to construct a procedure having a risk as close as possible to the minimal risk over $\operatorname…
Risk sensitive decision making finds important applications in current day use cases. Existing risk measures consider a single or finite collection of random variables, which do not account for the asymptotic behaviour of underlying…
The conditional value-at-risk (CVaR) is a useful risk measure in fields such as machine learning, finance, insurance, energy, etc. When measuring very extreme risk, the commonly used CVaR estimation method of sample averaging does not work…
This paper examines the nonconvex quadratically constrained quadratic programming (QCQP) problems using an iterative method. One of the existing approaches for solving nonconvex QCQP problems relaxes the rank one constraint on the unknown…
Constrained non-convex optimization problems frequently arise in control applications. Solving such problems is inherently challenging, as existing methods often converge to suboptimal local minima or incur prohibitive computational costs.…
The escalating complexity of System-on-Chip (SoC) designs has created a bottleneck in verification, with traditional techniques struggling to achieve complete coverage. Existing techniques, such as Constrained Random Verification (CRV) and…
Uncertainty modeling has become increasingly important in power system decision-making. The widely-used tractable uncertainty modeling method-chance constraints with Conditional Value at Risk (CVaR) approximation, can be overconservative…
Using exact computer arithmetic, it is possible to determine the (exact) solution of a numerical model without rounding error. For such purposes, a corresponding system of equations should be exactly defined, either directly or by…
Inference networks of traditional Variational Autoencoders (VAEs) are typically amortized, resulting in relatively inaccurate posterior approximation compared to instance-wise variational optimization. Recent semi-amortized approaches were…
Effective Resistance (ER) is a fundamental tool in various graph learning tasks. In this paper, we address the problem of efficiently approximating ER on a graph $\mathcal{G}=(\mathcal{V},\mathcal{E})$ with $n$ vertices and $m$ edges.…
Many modern computational approaches to classical problems in quantitative finance are formulated as empirical loss minimization (ERM), allowing direct applications of classical results from statistical machine learning. These methods,…