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This work explores use of novel advances in best subset selection for regression modelling via continuous optimization for offline change point detection and estimation in univariate Gaussian data sequences. The approach exploits…

This paper introduces a new approach that leverages Multi-agent Bayesian Optimization (MABO) to design Distributed Model Predictive Control (DMPC) schemes for multi-agent systems. The primary objective is to learn optimal DMPC schemes even…

Kernel-based online learning has often shown state-of-the-art performance for many online learning tasks. It, however, suffers from a major shortcoming, that is, the unbounded number of support vectors, making it non-scalable and unsuitable…

Modern optimization problems in scientific and engineering domains often rely on expensive black-box evaluations, such as those arising in physical simulations or deep learning pipelines, where gradient information is unavailable or…

Model Predictive Control (MPC)-based Reinforcement Learning (RL) offers a structured and interpretable alternative to Deep Neural Network (DNN)-based RL methods, with lower computational complexity and greater transparency. However,…

Boosting is an ensemble method that combines base models in a sequential manner to achieve high predictive accuracy. A popular learning algorithm based on this ensemble method is eXtreme Gradient Boosting (XGB). We present an adaptation of…

Zero-order optimization has recently received significant attention for designing optimal trajectories and policies for robotic systems. However, most existing methods (e.g., MPPI, CEM, and CMA-ES) are local in nature, as they rely on…

Computational models in fields such as computational neuroscience are often evaluated via stochastic simulation or numerical approximation. Fitting these models implies a difficult optimization problem over complex, possibly noisy parameter…

To address the needs of modeling uncertainty in sensitive machine learning applications, the setup of distributionally robust optimization (DRO) seeks good performance uniformly across a variety of tasks. The recent multi-distribution…

The multi-gradient descent algorithm (MGDA) finds a common descent direction that can improve all objectives by identifying the minimum-norm point in the convex hull of the objective gradients. This method has become a foundational tool in…

Machine-learning (ML) parameterizations of subgrid processes (here of turbulence, convection, and radiation) may one day replace conventional parameterizations by emulating high-resolution physics without the cost of explicit simulation.…

The widespread adoption of edge computing has emerged as a prominent trend for alleviating task processing delays and reducing energy consumption. However, the dynamic nature of network conditions and the varying computation capacities of…

Real-world applications involve various discrete optimization problems. Designing a specialized optimizer for each of these problems is challenging, typically requiring significant domain knowledge and human efforts. Hence, developing…

Edge computing has recently emerged as a promising paradigm to boost the performance of distributed learning by leveraging the distributed resources at edge nodes. Architecturally, the introduction of edge nodes adds an additional…

Robustness to distributional shift is one of the key challenges of contemporary machine learning. Attaining such robustness is the goal of distributionally robust optimization, which seeks a solution to an optimization problem that is…

We study the problem of trajectory optimization in settings where the system dynamics are unknown and it is not possible to simulate trajectories through a surrogate model. When an offline dataset of trajectories is available, an agent…

Multimodal learning is expected to boost model performance by integrating information from different modalities. However, its potential is not fully exploited because the widely-used joint training strategy, which has a uniform objective…

There is a long history in machine learning of model ensembling, beginning with boosting and bagging and continuing to the present day. Much of this history has focused on combining models for classification and regression, but recently…

Adaptive radar waveform design grounded in information-theoretic principles is critical for advancing cognitive radar performance in complex environments. This paper investigates the optimization of phase-coded waveforms under constant…

Designing shape memory alloys (SMAs) that meet performance targets while remaining affordable and sustainable is a complex challenge. In this work, we focus on optimizing SMA compositions to achieve a desired martensitic start temperature…