Related papers: Variational Online Mirror Descent for Robust Learn…

In this work, we revisit the discrete-time Schr\"{o}dinger Bridge (SB) and Density Steering (DS) problems for Gaussian mixture model (GMM) boundary distributions. Building on the existing literature, we construct a set of feasible Markovian…

This study employs a neural network that represents the solution to a Schr\"odinger bridge problem to perform super-resolution of 2-m temperature in an urban area. Schr\"odinger bridges generally describe transformations between two data…

The Stochastic Gradient Descent method (SGD) and its stochastic variants have become methods of choice for solving finite-sum optimization problems arising from machine learning and data science thanks to their ability to handle large-scale…

We study distributionally robust optimization with Sinkhorn distance -- a variant of Wasserstein distance based on entropic regularization. We derive a convex programming dual reformulation for general nominal distributions, transport…

We study the space complexity of solving the bias-regularized SVM problem in the streaming model. This is a classic supervised learning problem that has drawn lots of attention, including for developing fast algorithms for solving the…

Stochastic gradient descent (SGD) is commonly used for optimization in large-scale machine learning problems. Langford et al. (2009) introduce a sparse online learning method to induce sparsity via truncated gradient. With high-dimensional…

Approximate inference in Bayesian deep networks exhibits a dilemma of how to yield high fidelity posterior approximations while maintaining computational efficiency and scalability. We tackle this challenge by introducing a novel…

We consider Online Convex Optimization (OCO) in the setting where the costs are $m$-strongly convex and the online learner pays a switching cost for changing decisions between rounds. We show that the recently proposed Online Balanced…

In this article, we study the convergence of Mirror Descent (MD) and Optimistic Mirror Descent (OMD) for saddle point problems satisfying the notion of coherence as proposed in Mertikopoulos et al. We prove convergence of OMD with exact…

Ultra Low Field (64 mT) brain MRI improves accessibility but suffers from reduced image quality compared to 3 T. As paired 64 mT - 3 T scans are scarce, we propose an unpaired 64 mT $\rightarrow$ 3 T translation framework that enhances…

This paper investigates group distributionally robust optimization (GDRO) with the goal of learning a model that performs well over $m$ different distributions. First, we formulate GDRO as a stochastic convex-concave saddle-point problem,…

Finding optimal policies for Partially Observable Markov Decision Processes (POMDPs) is challenging due to their uncountable state spaces when transformed into fully observable Markov Decision Processes (MDPs) using belief states.…

We study a federated classification problem over a network of multiple clients and a central server, in which each client's local data remains private and is subject to uncertainty in both the features and labels. To address these…

Learning-to-optimize is an emerging framework that seeks to speed up the solution of certain optimization problems by leveraging training data. Learned optimization solvers have been shown to outperform classical optimization algorithms in…

Diffusion and Schr\"{o}dinger Bridge models have established state-of-the-art performance in generative modeling but are often hampered by significant computational costs and complex training procedures. While continuous-time bridges…

Sampling from an unnormalized target distribution is an essential problem with many applications in probabilistic inference. Stein Variational Gradient Descent (SVGD) has been shown to be a powerful method that iteratively updates a set of…

We propose a scalable robust learning algorithm combining kernel smoothing and robust optimization. Our method is motivated by the convex analysis perspective of distributionally robust optimization based on probability metrics, such as the…

Learning probability distributions on the weights of neural networks (NNs) has recently proven beneficial in many applications. Bayesian methods, such as Stein variational gradient descent (SVGD), offer an elegant framework to reason about…

We consider the problem of online reinforcement learning for the Stochastic Shortest Path (SSP) problem modeled as an unknown MDP with an absorbing state. We propose PSRL-SSP, a simple posterior sampling-based reinforcement learning…

We propose and analyze a Stein variational reduced basis method (SVRB) to solve large-scale PDE-constrained Bayesian inverse problems. To address the computational challenge of drawing numerous samples requiring expensive PDE solves from…