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We consider the optimization problem of minimizing an objective functional, which admits a variational form and is defined over probability distributions on the constrained domain, which poses challenges to both theoretical analysis and…

Optimization and Control · Mathematics 2023-07-11 Dai Hai Nguyen , Tetsuya Sakurai

Min-max problems have broad applications in machine learning, including learning with non-decomposable loss and learning with robustness to data distribution. Convex-concave min-max problem is an active topic of research with efficient…

Optimization and Control · Mathematics 2021-05-12 Hassan Rafique , Mingrui Liu , Qihang Lin , Tianbao Yang

We introduce a bottleneck method for learning data representations based on information deficiency, rather than the more traditional information sufficiency. A variational upper bound allows us to implement this method efficiently. The…

Information Theory · Computer Science 2020-11-05 Pradeep Kr. Banerjee , Guido Montúfar

We present a model-based offline reinforcement learning policy performance lower bound that explicitly captures dynamics model misspecification and distribution mismatch and we propose an empirical algorithm for optimal offline policy…

Machine Learning · Computer Science 2023-01-30 Kefan Dong , Yannis Flet-Berliac , Allen Nie , Emma Brunskill

The approximate degree of a Boolean function $f(x_{1},x_{2},\ldots,x_{n})$ is the minimum degree of a real polynomial that approximates $f$ pointwise within $1/3$. Upper bounds on approximate degree have a variety of applications in…

Computational Complexity · Computer Science 2018-01-16 Alexander A. Sherstov

We improve both upper and lower bounds for the distribution-free testing of monotone conjunctions. Given oracle access to an unknown Boolean function $f:\{0,1\}^n \rightarrow \{0,1\}$ and sampling oracle access to an unknown distribution…

Discrete Mathematics · Computer Science 2015-11-12 Xi Chen , Jinyu Xie

It is widely recognized in modern machine learning practice that access to a diverse set of tasks can enhance performance across those tasks. This observation suggests that, unlike in general multi-objective optimization, the objectives in…

Machine Learning · Computer Science 2025-09-09 Ben Kretzu , Karen Ullrich , Yonathan Efroni

Implicit neural networks are a general class of learning models that replace the layers in traditional feedforward models with implicit algebraic equations. Compared to traditional learning models, implicit networks offer competitive…

Machine Learning · Computer Science 2021-12-13 Saber Jafarpour , Matthew Abate , Alexander Davydov , Francesco Bullo , Samuel Coogan

Solving partially observable Markov decision processes (POMDPs) typically requires reasoning about the values of exponentially many state beliefs. Towards practical performance, state-of-the-art solvers use value bounds to guide this…

Artificial Intelligence · Computer Science 2025-02-11 Merlijn Krale , Wietze Koops , Sebastian Junges , Thiago D. Simão , Nils Jansen

In this paper we address the convergence of stochastic approximation when the functions to be minimized are not convex and nonsmooth. We show that the "mean-limit" approach to the convergence which leads, for smooth problems, to the ODE…

Optimization and Control · Mathematics 2018-05-08 Szymon Majewski , Błażej Miasojedow , Eric Moulines

We develop a new algorithm for the Brownian dynamics of soft matter systems that evolves time by spatially correlated Monte Carlo moves. The algorithm uses vector wavelets as its basic moves and produces hydrodynamics in the low Reynolds…

Soft Condensed Matter · Physics 2017-04-26 Oliver T Dyer , Robin C Ball

We introduce the Variational Holder (VH) bound as an alternative to Variational Bayes (VB) for approximate Bayesian inference. Unlike VB which typically involves maximization of a non-convex lower bound with respect to the variational…

Machine Learning · Statistics 2015-06-22 Guillaume Bouchard , Balaji Lakshminarayanan

Offline reinforcement learning, which seeks to utilize offline/historical data to optimize sequential decision-making strategies, has gained surging prominence in recent studies. Due to the advantage that appropriate function approximators…

Machine Learning · Computer Science 2022-03-14 Ming Yin , Yaqi Duan , Mengdi Wang , Yu-Xiang Wang

We provide a new proof of the linear convergence of the alternating direction method of multipliers (ADMM) when one of the objective terms is strongly convex. Our proof is based on a framework for analyzing optimization algorithms…

Optimization and Control · Mathematics 2015-05-20 Robert Nishihara , Laurent Lessard , Benjamin Recht , Andrew Packard , Michael I. Jordan

Many large scale problems in computational fluid dynamics such as uncertainty quantification, Bayesian inversion, data assimilation and PDE constrained optimization are considered very challenging computationally as they require a large…

Computational Physics · Physics 2020-04-22 Kjetil O. Lye , Siddhartha Mishra , Deep Ray

The challenge of taking many variables into account in optimization problems may be overcome under the hypothesis of low effective dimensionality. Then, the search of solutions can be reduced to the random embedding of a low dimensional…

Optimization and Control · Mathematics 2018-10-23 Mickaël Binois , David Ginsbourger , Olivier Roustant

In this note, we consider the complexity of maintaining the longest increasing subsequence (LIS) of an array under (i) inserting an element, and (ii) deleting an element of an array. We show that no algorithm can support queries and updates…

Data Structures and Algorithms · Computer Science 2021-02-24 Paweł Gawrychowski , Wojciech Janczewski

Model-based algorithms, which learn a dynamics model from logged experience and perform some sort of pessimistic planning under the learned model, have emerged as a promising paradigm for offline reinforcement learning (offline RL).…

Machine Learning · Computer Science 2022-01-28 Tianhe Yu , Aviral Kumar , Rafael Rafailov , Aravind Rajeswaran , Sergey Levine , Chelsea Finn

This paper considers distributed optimization algorithms, with application in binary classification via distributed support-vector-machines (D-SVM) over multi-agent networks subject to some link nonlinearities. The agents solve a…

Systems and Control · Electrical Eng. & Systems 2023-04-14 Mohammadreza Doostmohammadian , Alireza Aghasi , Houman Zarrabi

Multiclass probability estimation is the problem of estimating conditional probabilities of a data point belonging to a class given its covariate information. It has broad applications in statistical analysis and data science. Recently a…

Methodology · Statistics 2022-09-23 Liyun Zeng , Hao Helen Zhang