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This paper proposes an approach, Spectral Dynamics Embedding Control (SDEC), to optimal control for nonlinear stochastic systems. This method reveals an infinite-dimensional feature representation induced by the system's nonlinear…

Machine Learning · Computer Science 2025-08-27 Zhaolin Ren , Tongzheng Ren , Haitong Ma , Na Li , Bo Dai

This paper presents a new insight into improving the performance of Stochastic Neighbour Embedding (t-SNE) by using Isolation kernel instead of Gaussian kernel. Isolation kernel outperforms Gaussian kernel in two aspects. First, the use of…

Machine Learning · Computer Science 2024-01-30 Ye Zhu , Kai Ming Ting

The recent advancements in computational power and machine learning algorithms have led to vast improvements in manifold areas of research. Especially in finance, the application of machine learning enables both researchers and…

Statistical Finance · Quantitative Finance 2020-05-21 Sven Husmann , Antoniya Shivarova , Rick Steinert

Nonparametric regression problems with qualitative constraints such as monotonicity or convexity are ubiquitous in applications. For example, in predicting the yield of a factory in terms of the number of labor hours, the monotonicity of…

Statistics Theory · Mathematics 2023-11-21 Soham Mallick , Siddhaarth Sarkar , Arun Kumar Kuchibhotla

Biomedical research often produces high-dimensional data confounded by batch effects such as systematic experimental variations, different protocols and subject identifiers. Without proper correction, low-dimensional representation of…

Large models and enormous data are essential driving forces of the unprecedented successes achieved by modern algorithms, especially in scientific computing and machine learning. Nevertheless, the growing dimensionality and model…

Machine Learning · Computer Science 2023-10-04 Yijun Dong

Stein Variational Gradient Descent (SVGD) is a widely used sampling algorithm that has been successfully applied in several areas of Machine Learning. SVGD operates by iteratively moving a set of interacting particles (which represent the…

Machine Learning · Computer Science 2024-06-24 Victor Priser , Pascal Bianchi , Adil Salim

In stochastic optimization, a common tool to deal sequentially with large sample is to consider the well-known stochastic gradient algorithm. Nevertheless, since the stepsequence is the same for each direction, this can lead to bad results…

Optimization and Control · Mathematics 2023-03-03 Antoine Godichon-Baggioni , Pierre Tarrago

Network embedding has recently attracted lots of attentions in data mining. Existing network embedding methods mainly focus on networks with pairwise relationships. In real world, however, the relationships among data points could go beyond…

Social and Information Networks · Computer Science 2018-02-01 Ke Tu , Peng Cui , Xiao Wang , Fei Wang , Wenwu Zhu

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

Dimensionality reduction methods, also known as projections, are frequently used for exploring multidimensional data in machine learning, data science, and information visualization. Among these, t-SNE and its variants have become very…

Machine Learning · Computer Science 2019-02-22 Mateus Espadoto , Nina S. T. Hirata , Alexandru C. Telea

Dimension is an inherent bottleneck to some modern learning tasks, where optimization methods suffer from the size of the data. In this paper, we study non-isotropic distributions of data and develop tools that aim at reducing these…

Machine Learning · Statistics 2025-02-12 Mathieu Even , Laurent Massoulié

Complex nonlinear dynamics are ubiquitous in many fields. Moreover, we rarely have access to all of the relevant state variables governing the dynamics. Delay embedding allows us, in principle, to account for unobserved state variables.…

Machine Learning · Computer Science 2022-04-27 Uttam Bhat , Stephan B. Munch

In usual (non-stochastic) tensor network calculations, the truncated singular value decomposition (SVD) is often used for approximating a tensor, and it causes systematic errors. By introducing stochastic noise in the approximation,…

High Energy Physics - Lattice · Physics 2023-07-05 Erika Arai , Hiroshi Ohki , Shinji Takeda , Masaaki Tomii

We consider a class of stochastic smooth convex optimization problems under rather general assumptions on the noise in the stochastic gradient observation. As opposed to the classical problem setting in which the variance of noise is…

Optimization and Control · Mathematics 2024-08-23 Sasila Ilandarideva , Anatoli Juditsky , Guanghui Lan , Tianjiao Li

Many relevant problems in the area of systems and control, such as controller synthesis, observer design and model reduction, can be viewed as optimization problems involving dynamical systems: for instance, maximizing performance in the…

Optimization and Control · Mathematics 2023-11-15 Pascal Den Boef , Jos Maubach , Wil Schilders , Nathan van de Wouw

Linear-threshold networks (LTNs) capture the mesoscale behavior of interacting populations of neurons and are of particular interest to control theorists due to their dynamical richness and relative ease of analysis. The aim of this paper…

Systems and Control · Electrical Eng. & Systems 2026-04-21 William Retnaraj , Simone Betteti , Alexander Davydov , Francesco Bullo , Jorge Cortes

In this paper, we propose a general framework for the asymptotic analysis of node-based verification-based algorithms. In our analysis we tend the signal length $n$ to infinity. We also let the number of non-zero elements of the signal $k$…

Information Theory · Computer Science 2010-01-14 Yaser Eftekhari , Amir H. Banihashemi , Ioannis Lambadaris

We study the convergence rate of randomly truncated stochastic algorithms, which consist in the truncation of the standard Robbins-Monro procedure on an increasing sequence of compact sets. Such a truncation is often required in practice to…

Probability · Mathematics 2010-04-08 Jérôme Lelong

We study the convergence rate of randomly truncated stochastic algorithms, which consist in the truncation of the standard Robbins-Monro procedure on an increasing sequence of compact sets. Such a truncation is often required in practice to…

Probability · Mathematics 2010-03-23 Jérôme Lelong