Related papers: The Predicted-Updates Dynamic Model: Offline, Incr…
This paper addresses the challenge of dynamic multi-objective optimization problems (DMOPs) by introducing novel approaches for accelerating prediction strategies within the evolutionary algorithm framework. Since the objectives of DMOPs…
This paper addresses the data-driven identification of latent dynamical representations of partially-observed systems, i.e., dynamical systems for which some components are never observed, with an emphasis on forecasting applications,…
As deep neural networks are increasingly deployed in dynamic, real-world environments, relying on a single static model is often insufficient. Changes in input data distributions caused by sensor drift or lighting variations necessitate…
Autonomous systems often must predict the motions of nearby agents from partial and noisy data. This paper asks and answers the question: "can we learn, in real-time, a nonlinear predictive model of another agent's motions?" Our online…
We study the decentralized online regularized linear regression algorithm over random time-varying graphs. At each time step, every node runs an online estimation algorithm consisting of an innovation term processing its own new…
A new formulation of Stochastic Model Predictive Output Feedback Control is presented and analyzed as a translation of Stochastic Optimal Output Feedback Control into a receding horizon setting. This requires lifting the design into a…
This paper introduces the notion of upper-linearizable/quadratizable functions, a class that extends concavity and DR-submodularity in various settings, including monotone and non-monotone cases over different convex sets. A general…
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…
Dynamical systems with high intrinsic dimensionality are often characterized by extreme events having the form of rare transitions several standard deviations away from the mean. For such systems, order-reduction methods through projection…
Projection-based reduced order models are effective at approximating parameter-dependent differential equations that are parametrically separable. When parametric separability is not satisfied, which occurs in both linear and nonlinear…
We consider distributed optimization under communication constraints for training deep learning models. We propose a new algorithm, whose parameter updates rely on two forces: a regular gradient step, and a corrective direction dictated by…
For discrete-time linear systems subject to parametric uncertainty described by random variables, we develop a sampling-based Stochastic Model Predictive Control algorithm. Unlike earlier results employing a scenario approximation, we…
Real-time forecasting from streaming data poses critical challenges: handling non-stationary dynamics, operating under strict computational limits, and adapting rapidly without catastrophic forgetting. However, many existing approaches face…
We present and mathematically analyze an online adjoint algorithm for the optimization of partial differential equations (PDEs). Traditional adjoint algorithms would typically solve a new adjoint PDE at each optimization iteration, which…
The artificial segmentation of an investment management process into a workflow with silos of offline human operators can restrict silos from collectively and adaptively pursuing a unified optimal investment goal. To meet the investor's…
In algorithmic markets, predictive models become part of the data-generating process they aim to forecast. Once their outputs are converted into trades, allocations, execution schedules, or risk controls, they change the future data on…
This paper proposes a dynamic regression (DR) framework that enhances existing deep spatiotemporal models by incorporating structured learning for the error process in traffic forecasting. The framework relaxes the assumption of time…
Deep learning models are widely used across computer vision and other domains. When working on the model induction, selecting the right architecture for a given dataset often relies on repetitive trial-and-error procedures. This procedure…
Recent years have witnessed remarkable progress in autonomous driving, with systems evolving from modular pipelines to end-to-end architectures. However, most existing methods are trained offline and lack mechanisms to adapt to new…
Deep Learning (DL) model-based AI services are increasingly offered in a variety of predictive analytics services such as computer vision, natural language processing, speech recognition. However, the quality of the DL models can degrade…