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The need to estimate a positive definite solution to an overdetermined linear system of equations with multiple right hand side vectors arises in several process control contexts. The coefficient and the right hand side matrices are…
In the setting of additive regression model for continuous time process, we establish the optimal uniform convergence rates and optimal asymptotic quadratic error of additive regression. To build our estimate, we use the marginal…
We propose a flexible gradient-based framework for learning linear programs from optimal decisions. Linear programs are often specified by hand, using prior knowledge of relevant costs and constraints. In some applications, linear programs…
In this paper, we develop fast algorithms for two stochastic submodular maximization problems. We start with the well-studied adaptive submodular maximization problem subject to a cardinality constraint. We develop the first linear-time…
In this paper, we show empirical evidence on how to construct the optimal feature selection or input representation used by the input layer of a feedforward neural network for the propose of forecasting spatial-temporal signals. The…
We provide algorithms for isotonic regression minimizing $L_0$ error (Hamming distance). This is also known as monotonic relabeling, and is applicable when labels have a linear ordering but not necessarily a metric. There may be…
Linear fixed point equations in Hilbert spaces arise in a variety of settings, including reinforcement learning, and computational methods for solving differential and integral equations. We study methods that use a collection of random…
In this paper, we propose to learn a Mahalanobis distance to perform alignment of multivariate time series. The learning examples for this task are time series for which the true alignment is known. We cast the alignment problem as a…
We adapt a manifold sampling algorithm for the nonsmooth, nonconvex formulations of learning that arise when imposing robustness to outliers present in the training data. We demonstrate the approach on objectives based on trimmed loss.…
In this article, a compliance minimisation scheme for designing spatially varying orthotropic porous structures is proposed. With the utilisation of conformal mapping, the porous structures here can be generated by two controlling field…
This paper considers sequential adaptive estimation of sparse signals under a constraint on the total sensing effort. The advantage of adaptivity in this context is the ability to focus more resources on regions of space where signal…
We propose conformal hyperrectangular prediction regions for multi-target regression. We propose split conformal prediction algorithms for both point and quantile regression to form hyperrectangular prediction regions, which allow for easy…
There exists a correlation between geospatial activity temporal patterns and type of land use. A novel self-supervised approach is proposed to stratify landscape based on mobility activity time series. First, the time series signal is…
Linear discriminant analysis is a widely used method for classification. However, the high dimensionality of predictors combined with small sample sizes often results in large classification errors. To address this challenge, it is crucial…
This work presents the first finite-time analysis for the last-iterate convergence of average-reward $Q$-learning with an asynchronous implementation. A key feature of the algorithm we study is the use of adaptive stepsizes, which serve as…
In this paper, we study a simple and generic framework to tackle the problem of learning model parameters when a fraction of the training samples are corrupted. We first make a simple observation: in a variety of such settings, the…
We propose novel optimal designs for longitudinal data for the common situation where the resources for longitudinal data collection are limited, by determining the optimal locations in time where measurements should be taken. As for all…
One of the limiting factors of using support vector machines (SVMs) in large scale applications are their super-linear computational requirements in terms of the number of training samples. To address this issue, several approaches that…
Bayesian optimization is a sequential method for minimizing objective functions that are expensive to evaluate and about which few assumptions can be made. By using all gathered data to train a Gaussian process model for the function and…
We consider the problem of detecting change-points in univariate time series by fitting a continuous piecewise linear signal using the residual sum of squares. Values of the inferred signal at slope breaks are restricted to a finite set of…