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We propose new restarting strategies for the accelerated coordinate descent method. Our main contribution is to show that for a well chosen sequence of restarting times, the restarted method has a nearly geometric rate of convergence. A…

Optimization and Control · Mathematics 2019-10-04 Olivier Fercoq , Zheng Qu

We consider regression problems with binary weights. Such optimization problems are ubiquitous in quantized learning models and digital communication systems. A natural approach is to optimize the corresponding Lagrangian using variants of…

Machine Learning · Computer Science 2020-12-01 Nisan Chiprut , Amir Globerson , Ami Wiesel

We consider the sequential decision-making problem where the mean outcome is a non-linear function of the chosen action. Compared with the linear model, two curious phenomena arise in non-linear models: first, in addition to the "learning…

Machine Learning · Statistics 2024-01-11 Nived Rajaraman , Yanjun Han , Jiantao Jiao , Kannan Ramchandran

We study the problem of estimating the mode and maximum of an unknown regression function in the presence of noise. We adopt the Bayesian approach by using tensor-product B-splines and endowing the coefficients with Gaussian priors. In the…

Statistics Theory · Mathematics 2018-03-16 William Weimin Yoo , Subhashis Ghosal

We take a Bayesian perspective to illustrate a connection between training speed and the marginal likelihood in linear models. This provides two major insights: first, that a measure of a model's training speed can be used to estimate its…

Machine Learning · Computer Science 2020-10-28 Clare Lyle , Lisa Schut , Binxin Ru , Yarin Gal , Mark van der Wilk

We investigate an optimal stopping problem for the expected value of a discounted payoff on a regime-switching geometric Brownian motion under two constraints on the possible stopping times: only at exogenous random times and only during a…

Probability · Mathematics 2024-11-20 Takuji Arai , Masahiko Takenaka

Iterative trajectory optimization techniques for non-linear dynamical systems are among the most powerful and sample-efficient methods of model-based reinforcement learning and approximate optimal control. By leveraging time-variant local…

Systems and Control · Electrical Eng. & Systems 2019-08-01 Onur Celik , Hany Abdulsamad , Jan Peters

This contribution proposes a method to make agents in a microscopic simulation of pedestrian traffic walk approximately along a path of estimated minimal remaining travel time to their destination. Usually models of pedestrian dynamics are…

Physics and Society · Physics 2014-07-15 Tobias Kretz , Andree Grosse , Stefan Hengst , Lukas Kautzsch , Andrej Pohlmann , Peter Vortisch

Hikers and hillwalkers typically use the gradient in the direction of travel (walking slope) as the main variable in established methods for predicting walking time (via the walking speed) along a route. Research into fell-running has…

Applications · Statistics 2023-12-27 Andrew Wood , William Mackaness , T. Ian Simpson , J. Douglas Armstrong

Policy iteration is one of the classical frameworks of reinforcement learning, which requires a known initial stabilizing control. However, finding the initial stabilizing control depends on the known system model. To relax this requirement…

Systems and Control · Electrical Eng. & Systems 2025-03-20 Dongdong Li , Jiuxiang Dong

Despite recent progress improving the efficiency and quality of motion planning, planning collision-free and dynamically-feasible trajectories in partially-mapped environments remains challenging, since constantly replanning as unseen…

Robotics · Computer Science 2023-06-16 Abhish Khanal , Hoang-Dung Bui , Gregory J. Stein , Erion Plaku

I develop a continuous-time model in which an incumbent batch-service provider faces stochastic passenger arrivals and must decide when to dispatch under the threat of customer defection to a faster entrant. The incumbent's problem is…

Theoretical Economics · Economics 2025-05-28 Md Mahadi Hasan

Due to the inherent safety concerns associated with traffic movement in unconstrained two-dimensional settings, it is important that pedestrians' and other modes' movements such as bicyclists are modeled as a risk-taking stochastic dynamic…

Physics and Society · Physics 2024-07-30 Mohaiminul Haque , Samer Hamdar , Alireza Talebpour

The effects of real-time provision of travel-time information on the behaviour of drivers are considered. The model of Marecek et al. [arXiv:1406.7639, Int. J. Control 88(10), 2015] is extended to consider uncertainty in the response of a…

Optimization and Control · Mathematics 2017-05-26 Jakub Marecek , Robert Shorten , Jia Yuan Yu

We consider a piecewise deterministic Markov decision process, where the expected exponential utility of total (nonnegative) cost is to be minimized. The cost rate, transition rate and post-jump distributions are under control. The state…

Optimization and Control · Mathematics 2017-11-22 Xin Guo , Yi Zhang

We consider the problem of reinforcement learning when provided with (1) a baseline control policy and (2) a set of constraints that the learner must satisfy. The baseline policy can arise from demonstration data or a teacher agent and may…

Machine Learning · Computer Science 2021-07-13 Tsung-Yen Yang , Justinian Rosca , Karthik Narasimhan , Peter J. Ramadge

We study a simple geometric model of transportation facility that consists of two points between which the travel speed is high. This elementary definition can model shuttle services, tunnels, bridges, teleportation devices, escalators or…

Computational Geometry · Computer Science 2011-11-09 J. Cardinal , S. Collette , F. Hurtado , S. Langerman , B. Palop

This paper studies the long-time behavior of optimal solutions for a class of linear-convex optimal control problems. We focus on a partial exponential turnpike property, established without imposing controllability or stabilizability…

Optimization and Control · Mathematics 2026-02-10 Jingrui Sun , Lvning Yuan

An analysis of marathon pacing and elevation change is presented. It is based on an empirical observation of how the pace of elite and non-elite marathon runners change over the course of the marathon and a simple approximation of the…

Popular Physics · Physics 2012-10-03 J. B. Elliott

Team pursuit track cycling is a bicycle racing sport held on velodromes and is part of the Summer Olympics. It involves the use of strategies to minimize the overall time that a team of cyclists needs to complete a race. We present an…

Neural and Evolutionary Computing · Computer Science 2011-06-17 Markus Wagner , Jareth Day , Diora Jordan , Trent Kroeger , Frank Neumann