Related papers: An Extended Validity Domain for Constraint Learnin…
Machine learning enables the extraction of useful information from large, diverse datasets. However, despite many successful applications, machine learning continues to suffer from performance and transparency issues. These challenges can…
A crucial aspect in reliable machine learning is to design a deployable system in generalizing new related but unobserved environments. Domain generalization aims to alleviate such a prediction gap between the observed and unseen…
Although Reinforcement Learning (RL) algorithms have found tremendous success in simulated domains, they often cannot directly be applied to physical systems, especially in cases where there are hard constraints to satisfy (e.g. on safety…
Two algorithms are proposed, analyzed, and tested for solving continuous optimization problems with nonlinear equality constraints. Each is an extension of a stochastic momentum-based method from the unconstrained setting to the setting of…
We study a class of constrained reinforcement learning (RL) problems in which multiple constraint specifications are not identified before training. It is challenging to identify appropriate constraint specifications due to the undefined…
Machine Learning is becoming more prevalent in science and engineering, but many approaches do not provide meaningful uncertainty estimates and predictions may also violate known physical knowledge. We propose a Bayesian framework to embed…
This paper studies model-based bandit and reinforcement learning (RL) with nonlinear function approximations. We propose to study convergence to approximate local maxima because we show that global convergence is statistically intractable…
In this work, we study over-parameterization as a necessary condition for having the ability for the models to extrapolate outside the convex hull of training set. We specifically, consider classification models, e.g., image classification…
We consider several classes of highly important semidefinite optimization problems that involve both a convex objective function (smooth or nonsmooth) and additional linear or nonlinear smooth and convex constraints, which are ubiquitous in…
Modern deep learning tools are remarkably effective in addressing intricate problems. However, their operation as black-box models introduces increased uncertainty in predictions. Additionally, they contend with various challenges,…
We consider a stochastic inventory control problem under censored demands, lost sales, and positive lead times. This is a fundamental problem in inventory management, with significant literature establishing near-optimality of a simple…
In this dissertation we study statistical and online learning problems from an optimization viewpoint.The dissertation is divided into two parts : I. We first consider the question of learnability for statistical learning problems in the…
In this paper, we introduce a novel variation of model-agnostic meta-learning, where an extra multiplicative parameter is introduced in the inner-loop adaptation. Our variation creates a shortcut in the parameter space for the inner-loop…
Deep Learning (DL) has made remarkable achievements in computer vision and adopted in safety critical domains such as medical imaging or autonomous drive. Thus, it is necessary to understand the uncertainty of the model to effectively…
In most optimization problems, users have a clear understanding of the function to optimize (e.g., minimize the makespan for scheduling problems). However, the constraints may be difficult to state and their modelling often requires…
Submodularity is a discrete domain functional property that can be interpreted as mimicking the role of the well-known convexity/concavity properties in the continuous domain. Submodular functions exhibit strong structure that lead to…
The primary goal of motion planning is to generate safe and efficient trajectories for vehicles. Traditionally, motion planning models are trained using imitation learning to mimic the behavior of human experts. However, these models often…
The paper concerns the study of new classes of nonlinear and nonconvex optimization problems of the so-called infinite programming that are generally defined on infinite-dimensional spaces of decision variables and contain infinitely many…
Active learning methods have shown great promise in reducing the number of samples necessary for learning. As automated learning systems are adopted into real-time, real-world decision-making pipelines, it is increasingly important that…
In this paper, we generalize the chance optimization problems and introduce constrained volume optimization where enables us to obtain convex formulation for challenging problems in systems and control. We show that many different problems…