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Initial value problems -- a system of ordinary differential equations and corresponding initial conditions -- can be used to describe many physical phenomena including those arise in classical mechanics. We have developed a novel approach…
The solution to partial differential equations using deep learning approaches has shown promising results for several classes of initial and boundary-value problems. However, their ability to surpass, particularly in terms of accuracy,…
The efficient computation of parametric solution sensitivities is a key challenge in the integration of learning-enhanced methods with nonlinear model predictive control (MPC), as their availability is crucial for many learning algorithms.…
Deep Learning (DL) aims at learning the \emph{meaningful representations}. A meaningful representation refers to the one that gives rise to significant performance improvement of associated Machine Learning (ML) tasks by replacing the raw…
We study the problem of inverse reinforcement learning (IRL), where the learning agent recovers a reward function using expert demonstrations. Most of the existing IRL techniques make the often unrealistic assumption that the agent has…
To enhance the accuracy of power load forecasting in wind farms, this study introduces an advanced combined forecasting method that integrates Variational Mode Decomposition (VMD) with an Improved Particle Swarm Optimization (IPSO)…
We propose a neural network-based algorithm for solving forward and inverse problems for partial differential equations in unsupervised fashion. The solution is approximated by a deep neural network which is the minimizer of a cost…
This paper introduces a novel model-free and a partially model-free algorithm for inverse optimal control (IOC), also known as inverse reinforcement learning (IRL), aimed at estimating the cost function of continuous-time nonlinear…
The emergence of huge-scale, data-intensive linear optimization (LO) problems in applications such as machine learning has driven the need for more computationally efficient interior point methods (IPMs). While conventional IPMs are…
We introduce EVIL (\textbf{EV}olving \textbf{I}nterpretable algorithms with \textbf{L}LMs), an approach that uses LLM-guided evolutionary search to discover simple, interpretable algorithms for dynamical systems inference. Rather than…
We propose a numerical method based on physics-informed Random Projection Neural Networks for the solution of Initial Value Problems (IVPs) of Ordinary Differential Equations (ODEs) with a focus on stiff problems. We address an Extreme…
We propose an input convex neural network (ICNN)-based self-supervised learning framework to solve continuous constrained optimization problems. By integrating the augmented Lagrangian method (ALM) with the constraint correction mechanism,…
In insurance mathematics optimal control problems over an infinite time horizon arise when computing risk measures. Their solutions correspond to solutions of deterministic semilinear (degenerate) elliptic partial differential equations. In…
An effective form of the Variation Evolving Method (VEM), which originates from the continuous-time dynamics stability theory, is developed for the classic time-optimal control problem with control constraint. Within the mathematic…
Extreme learning machine (ELM) is a network model that arbitrarily initializes the first hidden layer and can be computed speedily. In order to improve the classification performance of ELM, a $\ell_2$ and $\ell_{0.5}$ regularization ELM…
A dynamic method to solve the Non-linear Programming (NLP) problem with Equality Constraints (ECs) and Inequality Constraints (IECs) is proposed. Inspired by the Lyapunov continuous-time dynamics stability theory in the control field, the…
Although deep learning based approximation algorithms have been applied very successfully to numerous problems, at the moment the reasons for their performance are not entirely understood from a mathematical point of view. Recently,…
Continuous-time models such as Neural ODEs and Neural Flows have shown promising results in analyzing irregularly sampled time series frequently encountered in electronic health records. Based on these models, time series are typically…
We provide new perspectives and inference algorithms for Maximum Entropy (MaxEnt) Inverse Reinforcement Learning (IRL), which provides a principled method to find a most non-committal reward function consistent with given expert…
The goal of the Inverse reinforcement learning (IRL) task is to identify the underlying reward function and the corresponding optimal policy from a set of expert demonstrations. While most IRL algorithms' theoretical guarantees rely on a…