Related papers: Neural Optimal Transport Meets Multivariate Confor…
In this paper we study multivariate ranks and quantiles, defined using the theory of optimal transport, and build on the work of Chernozhukov et al.(2017) and Hallin et al.(2021). We study the characterization, computation and properties of…
We propose an inexact variable-metric proximal point algorithm to accelerate gradient-based optimization algorithms. The proposed scheme, called QNing can be notably applied to incremental first-order methods such as the stochastic…
This paper presents a new deep learning-based framework for robust nonlinear estimation and control using the concept of a Neural Contraction Metric (NCM). The NCM uses a deep long short-term memory recurrent neural network for a global…
We present neural mixture distributional regression (NMDR), a holistic framework to estimate complex finite mixtures of distributional regressions defined by flexible additive predictors. Our framework is able to handle a large number of…
Enabling robots to solve multiple manipulation tasks has a wide range of industrial applications. While learning-based approaches enjoy flexibility and generalizability, scaling these approaches to solve such compositional tasks remains a…
This paper proposes a novel '$\nu$-support vector quantile regression' ($\nu$-SVQR) model for the quantile estimation. It can facilitate the automatic control over accuracy by creating a suitable asymmetric $\epsilon$-insensitive zone…
While the Vector Autoregression (VAR) model has received extensive attention for modelling complex time series, quantile VAR analysis remains relatively underexplored for high-dimensional time series data. To address this disparity, we…
Conditional Value at Risk (CVaR) is a prominent risk measure that is being used extensively in various domains. We develop a new formula for the gradient of the CVaR in the form of a conditional expectation. Based on this formula, we…
We consider a class of optimization problems with Cartesian variational inequality (CVI) constraints, where the objective function is convex and the CVI is associated with a monotone mapping and a convex Cartesian product set. This…
We describe the class of convexified convolutional neural networks (CCNNs), which capture the parameter sharing of convolutional neural networks in a convex manner. By representing the nonlinear convolutional filters as vectors in a…
Optimal transport has found widespread applications in signal processing and machine learning. Among its many equivalent formulations, optimal transport seeks to reconstruct a random variable/vector with a prescribed distribution at the…
The field of machine learning is subject to an increasing interest in models that are not only accurate but also interpretable and robust, thus allowing their end users to understand and trust AI systems. This paper presents a novel method…
Efficient resource allocation is essential for optimizing various tasks in wireless networks, which are usually formulated as generalized assignment problems (GAP). GAP, as a generalized version of the linear sum assignment problem,…
We investigate the capacitated vehicle routing problem (CVRP) under a robotics context, where a vehicle with limited payload must complete delivery (or pickup) tasks to serve a set of geographically distributed customers with varying…
The Capacitated Vehicle Routing Problem (CVRP) is an NP-optimization problem (NPO) that has been of great interest for decades for both, science and industry. The CVRP is a variant of the vehicle routing problem characterized by capacity…
In this paper, an unmanned aerial vehicle (UAV)-assisted wireless network is considered in which a battery-constrained UAV is assumed to move towards energy-constrained ground nodes to receive status updates about their observed processes.…
This paper considers doing quantile regression on censored data using neural networks (NNs). This adds to the survival analysis toolkit by allowing direct prediction of the target variable, along with a distribution-free characterisation of…
The traditional Capacitated Vehicle Routing Problem (CVRP) minimizes the total distance of the routes under the capacity constraints of the vehicles. But more often, the objective involves multiple criteria including not only the total…
Vector Quantization (VQ) is a well-known technique in deep learning for extracting informative discrete latent representations. VQ-embedded models have shown impressive results in a range of applications including image and speech…
We present a framework for bi-level trajectory optimization in which a system's dynamics are encoded as the solution to a constrained optimization problem and smooth gradients of this lower-level problem are passed to an upper-level…