Related papers: KOALA++: Efficient Kalman-Based Optimization with …

Black-box algorithms are designed to optimize functions without relying on their underlying analytical structure or gradient information, making them essential when gradients are inaccessible or difficult to compute. Traditional methods for…

Several variations of the Kalman filter algorithm, such as the extended Kalman filter (EKF) and the unscented Kalman filter (UKF), are widely used in science and engineering applications. In this paper, we introduce two algorithms of…

In this paper, we propose a new model reduction technique for linear stochastic systems that builds upon knowledge filtering and utilizes optimal Kalman filtering techniques. This new technique will reduce the dimension of the noise…

We introduce the "NoBackTrack" algorithm to train the parameters of dynamical systems such as recurrent neural networks. This algorithm works in an online, memoryless setting, thus requiring no backpropagation through time, and is scalable,…

Nonlinear differential equations are encountered as models of fluid flow, spiking neurons, and many other systems of interest in the real world. Common features of these systems are that their behaviors are difficult to describe exactly and…

We study adaptive (or online) nonlinear regression with Long-Short-Term-Memory (LSTM) based networks, i.e., LSTM-based adaptive learning. In this context, we introduce an efficient Extended Kalman filter (EKF) based second-order training…

In this paper, we propose a non-parametric method for state estimation of high-dimensional nonlinear stochastic dynamical systems, which evolve according to gradient flows with isotropic diffusion. We combine diffusion maps, a manifold…

We present a numerically-stable parallel-in-time linear Kalman smoother. The smoother uses a novel highly-parallel QR factorization for a class of structured sparse matrices for state estimation, and an adaptation of the SelInv…

We introduce a framework to accelerate the convergence of gradient-based methods with online learning. The framework learns to scale the gradient at each iteration through an online learning algorithm and provably accelerates gradient-based…

Pre-trained language models (PLMs) have achieved remarkable success on various natural language understanding tasks. Simple fine-tuning of PLMs, on the other hand, might be suboptimal for domain-specific tasks because they cannot possibly…

Inferring latent dynamics from multivariate time-series defined over topological cell complexes is crucial for capturing the complex, higher-order interactions inherent in real-world systems such as in water, sensor, and transportation…

This paper presents an algorithm to improve state estimation for legged robots. Among existing model-based state estimation methods for legged robots, the contact-aided invariant extended Kalman filter defines the state on a Lie group to…

First-order stochastic methods are the state-of-the-art in large-scale machine learning optimization owing to efficient per-iteration complexity. Second-order methods, while able to provide faster convergence, have been much less explored…

The application of neural networks in modeling dynamic systems has become prominent due to their ability to estimate complex nonlinear functions. Despite their effectiveness, neural networks face challenges in long-term predictions, where…

A Kalman filter based sequential estimator is presented in the present work. The estimator is integrated in the structure of segregated solvers for the analysis of incompressible flows. This technique provides an augmented flow state…

Training Large Reasoning Model (LRM) is usually unstable and unpredictable, especially on hard problems or weak foundation models. We found that the current post-training scaling strategy can still improve on these cases. We propose…

In Online Continual Learning (OCL) a learning system receives a stream of data and sequentially performs prediction and training steps. Important challenges in OCL are concerned with automatic adaptation to the particular non-stationary…

Disturbance observers have been attracting continuing research efforts and are widely used in many applications. Among them, the Kalman filter-based disturbance observer is an attractive one since it estimates both the state and the…

Improved state space models, such as Recurrent State Space Models (RSSMs), are a key factor behind recent advances in model-based reinforcement learning (RL). Yet, despite their empirical success, many of the underlying design choices are…

We present a reinforcement learning (RL)-driven framework for optimizing block-preconditioner sizes in iterative solvers used in portfolio optimization and option pricing. The covariance matrix in portfolio optimization or the…