Related papers: Cost-Gain Analysis of Sequence Selection for Nonli…
We formulate and analyze a graphical model selection method for inferring the conditional independence graph of a high-dimensional nonstationary Gaussian random process (time series) from a finite-length observation. The observed process…
Several real-world classification problems are example-dependent cost-sensitive in nature, where the costs due to misclassification vary between examples and not only within classes. However, standard classification methods do not take…
This thesis considers sequential decision problems, where the loss/reward incurred by selecting an action may not be inferred from observed feedback. A major part of this thesis focuses on the unsupervised sequential selection problem,…
We consider the problem of sequential prediction and provide tools to study the minimax value of the associated game. Classical statistical learning theory provides several useful complexity measures to study learning with i.i.d. data. Our…
Sequential data such as time series, video, or text can be challenging to analyse as the ordered structure gives rise to complex dependencies. At the heart of this is non-commutativity, in the sense that reordering the elements of a…
This paper deals with subsampled spectral gradient methods for minimizing finite sum. Subsample function and gradient approximations are employed in order to reduce the overall computational cost of the classical spectral gradient methods.…
We introduce a new rule-based optimization method for classification with constraints. The proposed method leverages column generation for linear programming, and hence, is scalable to large datasets. The resulting pricing subproblem is…
Infinite sequences are of tremendous theoretical and practical importance, and in the Information Age sequences of 0s and 1s are of particular interest. Over the past century, the field of symbolic dynamics has developed to study sequences…
Set classification aims to classify a set of observations as a whole, as opposed to classifying individual observations separately. To formally understand the unfamiliar concept of binary set classification, we first investigate the optimal…
Sparse coding and dictionary learning are popular techniques for linear inverse problems such as denoising or inpainting. However in many cases, the measurement process is nonlinear, for example for clipped, quantized or 1-bit measurements.…
The linear complexity is a measure for the unpredictability of a sequence over a finite field and thus for its suitability in cryptography. In 2012, Diem introduced a new figure of merit for cryptographic sequences called expansion…
We present a loss function for neural networks that encompasses an idea of trivial versus non-trivial predictions, such that the network jointly determines its own prediction goals and learns to satisfy them. This permits the network to…
We propose novel algorithms for sequence prediction based on ideas from stringology. These algorithms are time and space efficient and satisfy mistake bounds related to particular stringological complexity measures of the sequence. In this…
The Model Predictive Control (MPC) scheme Funnel MPC enables output tracking of smooth reference signals with prescribed error bounds for nonlinear multi-input multi-output systems with stable internal dynamics. Earlier works achieved the…
We target the problem of developing new low-complexity networks for the sound event detection task. Our goal is to meticulously analyze the performance-complexity trade-off, aiming to be competitive with the large state-of-the-art models,…
In this paper, we propose a novel Mixed-Integer Non-Linear Optimization formulation to construct a risk score, where we optimize the logistic loss with sparsity constraints. Previous approaches are typically designed to handle binary…
One common approach to detecting change-points is minimizing a cost function over possible numbers and locations of change-points. The framework includes several well-established procedures, such as the penalized likelihood and minimum…
Selecting a small set of informative features from a large number of possibly noisy candidates is a challenging problem with many applications in machine learning and approximate Bayesian computation. In practice, the cost of computing…
We consider the problem of feature selection in multi-label classification, considering the costs assigned to groups of features. In this task, the goal is to select a subset of features that will be useful for predicting the label vector,…
This article addresses the following problems: 1) First, a nonlinearity analysis is made looking for the presence of nonlinearities in an early phase of the identification process. The level and the nature of the nonlinearities should be…