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This study presents the extension of the data-driven optimal prediction approach to the dynamical system with control. The optimal prediction is used to analyze dynamical systems in which the states consist of resolved and unresolved…

Dynamical Systems · Mathematics 2024-06-05 Aleksandr Katrutsa , Ivan Oseledets , Sergey Utyuzhnikov

Though reinforcement learning has greatly benefited from the incorporation of neural networks, the inability to verify the correctness of such systems limits their use. Current work in explainable deep learning focuses on explaining only a…

Machine Learning · Computer Science 2019-05-30 Nicholay Topin , Manuela Veloso

We consider the problem of defining and fitting models of autoregressive time series of probability distributions on a compact interval of $\mathbb{R}$. An order-$1$ autoregressive model in this context is to be understood as a Markov…

Methodology · Statistics 2023-03-17 Laya Ghodrati , Victor M. Panaretos

Markov networks are models for compactly representing complex probability distributions. They are composed by a structure and a set of numerical weights. The structure qualitatively describes independences in the distribution, which can be…

Machine Learning · Computer Science 2014-07-31 Alejandro Edera , Yanela Strappa , Facundo Bromberg

We describe an abstract control-theoretic framework in which the validity of the dynamic programming principle can be established in continuous time by a verification of a small number of structural properties. As an application we treat…

Optimization and Control · Mathematics 2014-03-18 Gordan Zitkovic

We propose a new method called the Metropolis-adjusted Mirror Langevin algorithm for approximate sampling from distributions whose support is a compact and convex set. This algorithm adds an accept-reject filter to the Markov chain induced…

Computation · Statistics 2024-06-24 Vishwak Srinivasan , Andre Wibisono , Ashia Wilson

In this work we present an adaptive Newton-type method to solve nonlinear constrained optimization problems in which the constraint is a system of partial differential equations discretized by the finite element method. The adaptive…

Optimization and Control · Mathematics 2017-06-05 Thomas Carraro , Simon Dörsam , Stefan Frei , Daniel Schwarz

The inductive biases of trained neural networks are difficult to understand and, consequently, to adapt to new settings. We study the inductive biases of linearizations of neural networks, which we show to be surprisingly good summaries of…

Machine Learning · Statistics 2021-04-29 Wesley J. Maddox , Shuai Tang , Pablo Garcia Moreno , Andrew Gordon Wilson , Andreas Damianou

This paper proposes an adaptive neural-compilation framework to address the problem of efficient program learning. Traditional code optimisation strategies used in compilers are based on applying pre-specified set of transformations that…

Artificial Intelligence · Computer Science 2016-05-27 Rudy Bunel , Alban Desmaison , Pushmeet Kohli , Philip H. S. Torr , M. Pawan Kumar

Switching dynamical systems provide a powerful, interpretable modeling framework for inference in time-series data in, e.g., the natural sciences or engineering applications. Since many areas, such as biology or discrete-event systems, are…

Machine Learning · Computer Science 2021-09-30 Lukas Köhs , Bastian Alt , Heinz Koeppl

An indirect data-driven control and transfer learning approach based on a data-driven feedback linearization with neural canonical control structures is proposed. An artificial neural network auto-encoder structure trained on recorded…

Optimization and Control · Mathematics 2024-11-05 Lukas Ecker , Markus Schöberl

Direct discretization of continuum kinetic equations, like the Vlasov equation, are under-utilized because the distribution function generally exists in a high-dimensional (>3D) space and computational cost increases geometrically with…

Mathematical Software · Computer Science 2015-06-04 J. A. F. Hittinger , J. W. Banks

Adaptive importance sampling is a powerful tool to sample from complicated target densities, but its success depends sensitively on the initial proposal density. An algorithm is presented to automatically perform the initialization using…

Computation · Statistics 2013-05-01 Frederik Beaujean , Allen Caldwell

Approximate dynamic programming is a popular method for solving large Markov decision processes. This paper describes a new class of approximate dynamic programming (ADP) methods- distributionally robust ADP-that address the curse of…

Machine Learning · Statistics 2012-05-22 Marek Petrik

Herein we suggest a mobile robot-training algorithm that is based on the preference approximation of the decision taker who controls the robot, which in its turn is managed by the Markov chain. Setup of the model parameters is made on the…

Robotics · Computer Science 2015-09-07 Valery Vilisov

We propose novel randomized optimization methods for high-dimensional convex problems based on restrictions of variables to random subspaces. We consider oblivious and data-adaptive subspaces and study their approximation properties via…

Information Theory · Computer Science 2020-12-15 Jonathan Lacotte , Mert Pilanci

Many real-world problems require to optimise trajectories under constraints. Classical approaches are based on optimal control methods but require an exact knowledge of the underlying dynamics, which could be challenging or even out of…

Applications · Statistics 2021-02-08 Florent Dewez , Benjamin Guedj , Arthur Talpaert , Vincent Vandewalle

In many contexts, customized and weighted classification scores are designed in order to evaluate the goodness of the predictions carried out by neural networks. However, there exists a discrepancy between the maximization of such scores…

Machine Learning · Computer Science 2023-05-24 Francesco Marchetti , Sabrina Guastavino , Cristina Campi , Federico Benvenuto , Michele Piana

We propose using an adaptive sampling method to detect changes for a system with multiple lines. The adaptive sampling utilizes the information in responses to learn on which line is more likely to have a change thus allocating more units…

Applications · Statistics 2025-12-18 Yanqing Yi , Su-Fen Yang

We derive optimal order a posteriori error estimates for fully discrete approximations of linear Schr\"odinger-type equations, in the $L^\infty(L^2)-$norm. For the discretization in time we use the Crank-Nicolson method, while for the space…

Numerical Analysis · Mathematics 2013-04-10 Theodoros Katsaounis , Irene Kyza