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In this paper, we show how a simulated Markov decision process (MDP) built by the so-called \emph{baseline} policies, can be used to compute a different policy, namely the \emph{simulated optimal} policy, for which the performance of this…

Optimization and Control · Mathematics 2014-10-13 Yinlam Chow , Mohammad Ghavamzadeh

Feature selection has emerged as a crucial technique in refining recommender systems. Recent advancements leveraging Automated Machine Learning (AutoML) has drawn significant attention, particularly in two main categories: early feature…

Information Retrieval · Computer Science 2025-09-16 Fan Hu , Gaofeng Lu , Jun Chen , Chaonan Guo , Yuekui Yang , Xirong Li

The predictive quality of machine learning models is typically measured in terms of their (approximate) expected prediction error or the so-called Area Under the Curve (AUC) for a particular data distribution. However, when the models are…

Machine Learning · Computer Science 2018-02-08 Hiva Ghanbari , Katya Scheinberg

With very few exceptions, recent research in fair division has mostly focused on deterministic allocations. Deviating from this trend, we study the fairness notion of interim envy-freeness (iEF) for lotteries over allocations, which serves…

Computer Science and Game Theory · Computer Science 2024-11-27 Ioannis Caragiannis , Panagiotis Kanellopoulos , Maria Kyropoulou

The effective capacity (EC) has been recently established as a rigorous alternative to the classical Shannon's ergodic capacity since it accounts for the delay constraints imposed by future wireless applications and their impact on the…

Information Theory · Computer Science 2019-10-25 K. Denia Kanellopoulou , Kostas P. Peppas , P. Takis Mathiopoulos

Bayesian procedures designed to quantify truncation errors in perturbative calculations of quantum chromodynamics observables are adapted to expansions in effective field theory (EFT). In the Bayesian approach, such truncation errors are…

Nuclear Theory · Physics 2016-05-12 R. J. Furnstahl , N. Klco , D. R. Phillips , S. Wesolowski

Bayesian optimisation is a popular, surrogate model-based approach for optimising expensive black-box functions. Given a surrogate model, the next location to expensively evaluate is chosen via maximisation of a cheap-to-query acquisition…

Machine Learning · Computer Science 2020-03-31 George De Ath , Richard M. Everson , Jonathan E. Fieldsend , Alma A. M. Rahat

The iterative ensemble Kalman filter (IEnKF) is widely used in inverse problems to estimate system parameters from limited observations. However, the IEnKF, when applied to nonlinear systems, can be plagued by poor convergence. Here we…

Optimization and Control · Mathematics 2019-10-11 Jiacheng Wu , Jian-Xun Wang , Shawn C. Shadden

Distribution-free uncertainty estimation for ensemble methods is increasingly desirable due to the widening deployment of multi-modal black-box predictive models. Conformal prediction is one approach that avoids such distributional…

Methodology · Statistics 2025-05-26 Eduardo Ochoa Rivera , Yash Patel , Ambuj Tewari

Bayesian Optimization (BO) is an efficient tool for optimizing black-box functions, but its theoretical guarantees typically hold in the asymptotic regime. In many critical real-world applications such as drug discovery or materials design,…

Machine Learning · Computer Science 2025-11-04 Diantong Li , Kyunghyun Cho , Chong Liu

This paper studies the problem of distributed multi-agent Bayesian optimization with both coupled black-box constraints and known affine constraints. A primal-dual distributed algorithm is proposed that achieves similar regret/violation…

Machine Learning · Computer Science 2023-10-03 Wenjie Xu , Yuning Jiang , Bratislav Svetozarevic , Colin N. Jones

Accurate and computationally light algorithms for estimating the State of Charge (SoC) of a battery's cells are crucial for effective battery management on embedded systems. In this letter, we propose an Adaptive Extended Kalman Filter…

Systems and Control · Electrical Eng. & Systems 2025-04-09 António Barros , Edoardo Peretti , Davide Fabroni , Diego Carrera , Pasqualina Fragneto , Giacomo Boracchi

We consider signals that follow a parametric distribution where the parameter values are unknown. To estimate such signals from noisy measurements in scalar channels, we study the empirical performance of an empirical Bayes (EB) approach…

Information Theory · Computer Science 2014-05-12 Yanting Ma , Jin Tan , Nikhil Krishnan , Dror Baron

Observers for systems with Lie group symmetries are an active area of research that is seeing significant impact in a number of practical domains, including aerospace, robotics, and mechatronics. This paper builds on the theory of the…

Systems and Control · Electrical Eng. & Systems 2022-10-26 Hiya Gada , Pieter van Goor , Ravi Banavar , Robert Mahony

Physico-chemical continuum battery models are typically parameterized by manual fits, relying on the individual expertise of researchers. In this article, we introduce a computer algorithm that directly utilizes the experience of battery…

Data Analysis, Statistics and Probability · Physics 2023-02-08 Yannick Kuhn , Hannes Wolf , Arnulf Latz , Birger Horstmann

We present the Bayesian consensus filter (BCF) for tracking a moving target using a networked group of sensing agents and achieving consensus on the best estimate of the probability distributions of the target's states. Our BCF framework…

Optimization and Control · Mathematics 2016-10-14 Saptarshi Bandyopadhyay , Soon-Jo Chung

In this work, we discuss a general class of the estimators for the cumulative distribution function (CDF) based on judgment post stratification (JPS) sampling scheme which includes both empirical and kernel distribution functions.…

Methodology · Statistics 2024-05-03 Mina Azizi Kouhanestani , Ehsan Zamanzade , Sareh Goli

Optimization of real-world black-box functions defined over purely categorical variables is an active area of research. In particular, optimization and design of biological sequences with specific functional or structural properties have a…

Machine Learning · Computer Science 2022-02-25 Hamid Dadkhahi , Jesus Rios , Karthikeyan Shanmugam , Payel Das

Feature-based algorithm selection aims to automatically find the best one from a portfolio of optimization algorithms on an unseen problem based on its landscape features. Feature-based algorithm selection has recently received attention in…

Neural and Evolutionary Computing · Computer Science 2022-04-27 Ryoji Tanabe

Empirical data plays an important role in evolutionary computation research. To make better use of the available data, ontologies have been proposed in the literature to organize their storage in a structured way. However, the full…

Neural and Evolutionary Computing · Computer Science 2023-01-25 Ana Kostovska , Diederick Vermetten , Sašo Džeroski , Panče Panov , Tome Eftimov , Carola Doerr