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We numerically investigate an adaptive version of the parareal algorithm in the context of molecular dynamics. This adaptive variant has been originally introduced in [F. Legoll, T. Lelievre and U. Sharma, SISC 2022]. We focus here on test…
Training autonomous agents with sparse rewards is a long-standing problem in online reinforcement learning (RL), due to low data efficiency. Prior work overcomes this challenge by extracting useful knowledge from offline data, often…
While fine-tuning is a de facto standard method for training deep neural networks, it still suffers from overfitting when using small target datasets. Previous methods improve fine-tuning performance by maintaining knowledge of the source…
In recent years, deep learning models have demonstrated remarkable success in various domains, such as computer vision, natural language processing, and speech recognition. However, the generalization capabilities of these models can be…
In this paper, we design a novel distributed learning algorithm using stochastic compressed communications. In detail, we pursue a modular approach, merging ADMM and a gradient-based approach, benefiting from the robustness of the former…
Score-based diffusion models currently constitute the state of the art in continuous generative modeling. These methods are typically formulated via overdamped or underdamped Ornstein--Uhlenbeck-type stochastic differential equations, in…
This paper considers stochastic-constrained stochastic optimization where the stochastic constraint is to satisfy that the expectation of a random function is below a certain threshold. In particular, we study the setting where data samples…
In order to improve the ability of cognitive radar (CR) to adapt to the environment, the required ambiguity function (AF) can be synthesized by designing the waveform. The key to this problem is how to minimize the interference power.…
In many practical applications, spatial data are often collected at areal levels (i.e., block data) and the inferences and predictions about the variable at points or blocks different from those at which it has been observed typically…
We propose Domain Adaptation via Feature Refinement (DAFR2), a simple yet effective framework for unsupervised domain adaptation under distribution shift. The proposed method synergistically combines three key components: adaptation of…
In this article, we employ a collection of stochastic differential equations with drift and diffusion coefficients approximated by neural networks to predict the trend of chaotic time series which has big jump properties. Our contributions…
Learning pair interactions from experimental or simulation data is of great interest for molecular simulations. We propose a general stochastic method for learning pair interactions from data using differentiable simulations (DiffSim).…
We study reinforcement learning for controlled diffusion processes with unbounded continuous state spaces, bounded continuous actions, and polynomially growing rewards: settings that arise naturally in finance, economics, and operations…
This paper focuses on a stochastic system identification problem: given time series observations of a stochastic differential equation (SDE) driven by L\'{e}vy $\alpha$-stable noise, estimate the SDE's drift field. For $\alpha$ in the…
Neural networks are traditionally trained under the assumption that data come from a stationary distribution. However, settings which violate this assumption are becoming more popular; examples include supervised learning under…
In this paper, we introduce a new approach for integrating score-based models with the Metropolis-Hastings algorithm. While traditional score-based diffusion models excel in accurately learning the score function from data points, they lack…
We propose a method that enables practitioners to conveniently incorporate custom non-decomposable performance metrics into differentiable learning pipelines, notably those based upon neural network architectures. Our approach is based on…
Although achieving remarkable progress, it is very difficult to induce a supervised classifier without any labeled data. Unsupervised domain adaptation is able to overcome this challenge by transferring knowledge from a labeled source…
We address data assimilation for linear and nonlinear dynamical systems via the so-called \emph{model reference adaptive system}. Continuing our theoretical developments in \cite{Tram_Kaltenbacher_2021}, we deliver the first practical…
Unlike unsupervised approaches such as autoencoders that learn to reconstruct their inputs, this paper introduces an alternative approach to unsupervised feature learning called divergent discriminative feature accumulation (DDFA) that…