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This paper addresses the prediction stability, prediction accuracy and control capability of the current probabilistic model-based reinforcement learning (MBRL) built on neural networks. A novel approach dropout-based probabilistic…

Systems and Control · Electrical Eng. & Systems 2023-09-21 Wenjun Huang , Yunduan Cui , Huiyun Li , Xinyu Wu

For reliable operation, next generation autonomous agents will need enhanced situational perception as well as precise navigation capabilities. The global navigation satellite system (GNSS) signals that are utilized by practically all…

Signal Processing · Electrical Eng. & Systems 2020-07-30 Nicolas Souli , Panayiotis Kolios , Georgios Ellinas

The subject of stochastic approximation was founded by Robbins and Monro [Ann. Math. Statist. 22 (1951) 400--407]. After five decades of continual development, it has developed into an important area in systems control and optimization, and…

Statistics Theory · Mathematics 2010-11-12 Faming Liang

Clustered Regularly Interspaced Short Palindromic Repeats (CRISPR) is a gene editing technology that has revolutionized the fields of biology and medicine. However, one of the challenges of using CRISPR is predicting the on-target efficacy…

Machine Learning · Computer Science 2024-03-06 Mohammad Rostami , Amin Ghariyazi , Hamed Dashti , Mohammad Hossein Rohban , Hamid R. Rabiee

Accurately predicting the dynamics of robotic systems is crucial for model-based control and reinforcement learning. The most common way to estimate dynamics is by fitting a one-step ahead prediction model and using it to recursively…

Machine Learning · Computer Science 2021-09-02 Nathan O. Lambert , Albert Wilcox , Howard Zhang , Kristofer S. J. Pister , Roberto Calandra

Curriculum learning (CL) is a commonly used machine learning training strategy. However, we still lack a clear theoretical understanding of CL's benefits. In this paper, we study the benefits of CL in the multitask linear regression problem…

Machine Learning · Statistics 2021-11-16 Ziping Xu , Ambuj Tewari

The prediction of complex nonlinear dynamical systems with the help of machine learning techniques has become increasingly popular. In particular, reservoir computing turned out to be a very promising approach especially for the…

Data Analysis, Statistics and Probability · Physics 2020-01-08 Alexander Haluszczynski , Christoph Räth

Predictions of the future state of the Earth's atmosphere suffer from the consequences of chaos: numerical weather forecast models quickly diverge from observations as uncertainty in the initial state is amplified by nonlinearity. One…

Mathematical Physics · Physics 2015-03-19 Ross M. Lieb-Lappen , Christopher M. Danforth

In this article we compare the performances of a logistic regression and a feed forward neural network for credit scoring purposes. Our results show that the logistic regression gives quite good results on the dataset and the neural network…

Statistical Finance · Quantitative Finance 2025-01-23 Matthieu Garcin , Samuel Stephan

Growing set of optimization and regression techniques, based upon sparse representations of signals, to build models from data sets has received widespread attention recently with the advent of compressed sensing. This paper deals with the…

Dynamical Systems · Mathematics 2021-10-26 Amartya Mukherjee , Yusuf Aydogdu , Thambirajah Ravichandran , Navaratnam Sri Namachchivaya

Learning-based low rank approximation algorithms can significantly improve the performance of randomized low rank approximation with sketch matrix. With the learned value and fixed non-zero positions for sketch matrices from learning-based…

Machine Learning · Computer Science 2022-12-19 Tiejin Chen , Yicheng Tao

Structured learning is appropriate when predicting structured outputs such as trees, graphs, or sequences. Most prior work requires the training set to consist of complete trees, graphs or sequences. Specifying such detailed ground truth…

Machine Learning · Computer Science 2012-07-03 Xinghua Lou , Fred Hamprecht

Motivated by recent progress in data assimilation, we develop an algorithm to dynamically learn the parameters of a chaotic system from partial observations. Under reasonable assumptions, we rigorously establish the convergence of this…

Classical Analysis and ODEs · Mathematics 2021-08-20 Elizabeth Carlson , Joshua Hudson , Adam Larios , Vincent R. Martinez , Eunice Ng , Jared P. Whitehead

The use of cumulative incidence functions for characterizing the risk of one type of event in the presence of others has become increasingly popular over the past decade. The problems of modeling, estimation and inference have been treated…

Methodology · Statistics 2021-06-25 Youngjoo Cho , Annette M. Molinaro , Chen Hu , Robert L. Strawderman

Machine learning classification tasks often benefit from predicting a set of possible labels with confidence scores to capture uncertainty. However, existing methods struggle with the high-dimensional nature of the data and the lack of…

Machine Learning · Computer Science 2024-07-08 Rui Luo , Zhixin Zhou

Convex regression (CR) problem deals with fitting a convex function to a finite number of observations. It has many applications in various disciplines, such as statistics, economics, operations research, and electrical engineering.…

Optimization and Control · Mathematics 2014-09-24 Necdet Serhat Aybat , Zi Wang

Continual learning is motivated by the need to adapt to real-world dynamics in tasks and data distribution while mitigating catastrophic forgetting. Despite significant advances in continual learning techniques, the theoretical…

Methodology · Statistics 2025-08-22 Yihan Zhao , Wenqing Su , Ying Yang

Recent studies have demonstrated that correntropy is an efficient tool for analyzing higher-order statistical moments in nonGaussian noise environments. Although it has been used with complex data, some adaptations were then necessary…

Information Theory · Computer Science 2016-06-16 João P. F. Guimarães , Aluisio I. R. Fontes , Joilson B. A. Rego , Allan de M. Martins

We present an algorithm for learning mixtures of Markov chains and Markov decision processes (MDPs) from short unlabeled trajectories. Specifically, our method handles mixtures of Markov chains with optional control input by going through a…

Machine Learning · Statistics 2023-02-07 Chinmaya Kausik , Kevin Tan , Ambuj Tewari

Linear regression is effective at identifying interpretable trends in a data set, but averages out potentially different effects on subgroups within data. We propose an iterative algorithm based on the randomized Kaczmarz (RK) method to…

Numerical Analysis · Mathematics 2022-12-09 Erin George , Yotam Yaniv , Deanna Needell