Related papers: Using dynamic loss weighting to boost improvements…
The theory of covariance control and covariance steering (CS) deals with controlling the dispersion of trajectories of a dynamical system, under the implicit assumption that accurate prior knowledge of the system being controlled is…
This paper proposes a novel method for determining the number of factors in linear factor models under stability considerations. An instability measure is proposed based on the principal angle between the estimated loading spaces obtained…
Gradient boosted trees are competition-winning, general-purpose, non-parametric regressors, which exploit sequential model fitting and gradient descent to minimize a specific loss function. The most popular implementations are tailored to…
Ordinary differential equations (ODEs) provide a powerful framework for modeling dynamic systems arising in a wide range of scientific domains. However, most existing ODE methods focus on a single system, and do not adequately address the…
Capturing aleatoric uncertainty is a critical part of many machine learning systems. In deep learning, a common approach to this end is to train a neural network to estimate the parameters of a heteroscedastic Gaussian distribution by…
Deep convolutional neural networks are known to be unstable during training at high learning rate unless normalization techniques are employed. Normalizing weights or activations allows the use of higher learning rates, resulting in faster…
Many real-world decision problems are characterized by multiple conflicting objectives which must be balanced based on their relative importance. In the dynamic weights setting the relative importance changes over time and specialized…
Nonlinear dynamical systems are ubiquitous in nature and they are hard to forecast. Not only they may be sensitive to small perturbations in their initial conditions, but they are often composed of processes acting at multiple scales.…
Diffusion models have recently shown promise in offline RL. However, these methods often suffer from high training costs and slow convergence, particularly when using transformer-based denoising backbones. While several optimization…
Well-known for its simplicity and effectiveness in classification, AdaBoost, however, suffers from overfitting when class-conditional distributions have significant overlap. Moreover, it is very sensitive to noise that appears in the…
We propose a novel Dynamic Restrained Uncertainty Weighting Loss to experimentally handle the problem of balancing the contributions of multiple tasks on the ICML ExVo 2022 Challenge. The multitask aims to recognize expressed emotions and…
Accurate wind power forecasts depend on reliable wind speed forecasts. Numerical Weather Predictions (NWPs) utilize huge amounts of computing time, but still have rather low spatial and temporal resolution. However, stochastic wind speed…
Uncertainty sets are at the heart of robust optimization (RO) because they play a key role in determining the RO models' tractability, robustness, and conservativeness. Different types of uncertainty sets have been proposed that model…
We present a novel approach for the control of uncertain, linear time-invariant systems, which are perturbed by potentially unbounded, additive disturbances. We propose a \emph{doubly robust} data-driven state-feedback controller to ensure…
Forecast combination is widely recognized as a preferred strategy over forecast selection due to its ability to mitigate the uncertainty associated with identifying a single "best" forecast. Nonetheless, sophisticated combinations are often…
This paper addresses the problem of providing robust estimators under a functional logistic regression model. Logistic regression is a popular tool in classification problems with two populations. As in functional linear regression,…
We present Natural Gradient Boosting (NGBoost), an algorithm for generic probabilistic prediction via gradient boosting. Typical regression models return a point estimate, conditional on covariates, but probabilistic regression models…
Non-linear dynamical systems represent a compact, flexible, and robust tool for reactive motion generation. The effectiveness of dynamical systems relies on their ability to accurately represent stable motions. Several approaches have been…
Numerous studies have focused on learning and understanding the dynamics of physical systems from video data, such as spatial intelligence. Artificial intelligence requires quantitative assessments of the uncertainty of the model to ensure…
In robust optimization, the uncertainty set is used to model all possible outcomes of uncertain parameters. In the classic setting, one assumes that this set is provided by the decision maker based on the data available to her. Only…