Related papers: A Unifying Framework for Global Optimization: From…
We introduce the Knob-Meter-Rule (KMR) framework, a unified formalism for representing and reasoning about model efficiency techniques in deep learning. By abstracting diverse methods, including pruning, quantization, knowledge…
We introduce a unified framework for the study of multilevel mixed integer linear optimization problems and multistage stochastic mixed integer linear optimization problems with recourse. The framework highlights the common mathematical…
We consider the global minimization of a particular type of minimum structured optimization problems wherein the variables must belong to some basic set, the feasible domain is described by the intersection of a large number of functional…
In this paper, we present a unified framework for decision making under uncertainty. Our framework is based on the composite of two risk measures, where the inner risk measure accounts for the risk of decision given the exact distribution…
Most supervised machine learning tasks are subject to irreducible prediction errors. Probabilistic predictive models address this limitation by providing probability distributions that represent a belief over plausible targets, rather than…
Classification is a fundamental task in supervised learning, while achieving valid misclassification rate control remains challenging due to possibly the limited predictive capability of the classifiers or the intrinsic complexity of the…
This manuscript studies a general approach to construct confidence sets for the solution of stochastic optimization, rendering empirical risk minimization as special cases. Statistical inference for stochastic optimization poses significant…
Even if path planning can be solved using standard techniques from dynamic programming and control, the problem can also be approached using probabilistic inference. The algorithms that emerge using the latter framework bear some appealing…
Many real-world classification tasks require predicting multiple labels per instance, necessitating the optimization of complex evaluation metrics such as the $F$-measure and Jaccard index. While the Empirical Utility Maximization (EUM)…
We propose a generalised framework for the updating of a prior ensemble to a posterior ensemble, an essential yet challenging part in ensemble-based filtering methods. The proposed framework is based on a generalised and fully Bayesian view…
We propose and analyze a novel theoretical and algorithmic framework for structured prediction. While so far the term has referred to discrete output spaces, here we consider more general settings, such as manifolds or spaces of probability…
We consider the problem of global optimization with noisy zeroth order oracles - a well-motivated problem useful for various applications ranging from hyper-parameter tuning for deep learning to new material design. Existing work relies on…
Understanding generalization in deep learning has been one of the major challenges in statistical learning theory over the last decade. While recent work has illustrated that the dataset and the training algorithm must be taken into account…
Recent advances in convex optimization have leveraged computer-assisted proofs to develop optimized first-order methods that improve over classical algorithms. However, each optimized method is specially tailored for a particular problem…
Information-Geometric Optimization (IGO) is a unified framework of stochastic algorithms for optimization problems. Given a family of probability distributions, IGO turns the original optimization problem into a new maximization problem on…
We introduce a verification framework to exactly verify the worst-case performance of sequential convex programming (SCP) algorithms for parametric non-convex optimization. The verification problem is formulated as an optimization problem…
Studies on simulation input uncertainty often built on the availability of input data. In this paper, we investigate an inverse problem where, given only the availability of output data, we nonparametrically calibrate the input models and…
World models have recently emerged as a promising approach to reinforcement learning (RL), achieving state-of-the-art performance across a wide range of visual control tasks. This work aims to obtain a deep understanding of the robustness…
We introduce the notion of heterogeneous calibration that applies a post-hoc model-agnostic transformation to model outputs for improving AUC performance on binary classification tasks. We consider overconfident models, whose performance is…
In this paper, we investigate the probabilistic formal verification of stochastic dynamical systems over continuous state spaces. Motivated by problems in state estimation and information-flow security, we introduce the notion of…