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This paper proposes embedded Gaussian Process Barrier States (GP-BaS), a methodology to safely control unmodeled dynamics of nonlinear system using Bayesian learning. Gaussian Processes (GPs) are used to model the dynamics of the…

Schapire's margin theory provides a theoretical explanation to the success of boosting-type methods and manifests that a good margin distribution (MD) of training samples is essential for generalization. However the statement that a MD is…

We study the problem of optimizing expensive blackbox functions over combinatorial spaces (e.g., sets, sequences, trees, and graphs). BOCS (Baptista and Poloczek, 2018) is a state-of-the-art Bayesian optimization method for tractable…

Bayesian optimization (BO) is a powerful framework for estimating parameters of expensive simulation models, particularly in settings where the likelihood is intractable and evaluations are costly. In stochastic models every simulation is…

Contextual optimization enhances decision quality by leveraging side information to improve predictions of uncertain parameters. However, existing approaches face significant challenges when dealing with multimodal or mixtures of…

In this paper, we tackle Multi-Source Domain Adaptation (MSDA), a task in transfer learning where one adapts multiple heterogeneous, labeled source probability measures towards a different, unlabeled target measure. We propose a novel…

Mixture model-based frameworks are very popular for statistical inference in clustering. While convenient for producing probabilistic estimates of cluster assignments and uncertainty, they are prone to misspecification, which can lead to…

This paper studies Distributionally Robust Optimization (DRO), a fundamental framework for enhancing the robustness and generalization of statistical learning and optimization. An effective ambiguity set for DRO must involve distributions…

With the insight of variance-bias decomposition, we design a new hybrid bagging-boosting algorithm named SBPMT for classification problems. For the boosting part of SBPMT, we propose a new tree model called Probit Model Tree (PMT) as base…

Over the last few years, sampling-based stochastic optimal control (SOC) frameworks have shown impressive performances in reinforcement learning (RL) with applications in robotics. However, such approaches require a large amount of samples…

In the realm of statistical learning, the increasing volume of accessible data and increasing model complexity necessitate robust methodologies. This paper explores two branches of robust Bayesian methods in response to this trend. The…

Gaussian Process (GP) kernels are central to Bayesian optimization (BO), yet designing effective kernels for high-dimensional problems still relies on extensive manual engineering. Existing automated approaches struggle in high dimensions…

This paper studies a class of distributed optimization problems with coupled equality constraints in networked systems. Many existing distributed algorithms rely on solving local subproblems via the $\operatorname{argmin}$ operator in each…

\textit{Objectives}: Data scarcity and domain shifts lead to biased training sets that do not accurately represent deployment conditions. A related practical problem is cross-modal image segmentation, where the objective is to segment…

Score-based generative models (SGMs) have recently emerged as a promising class of generative models. However, a fundamental limitation is that their inference is very slow due to a need for many (e.g., 2000) iterations of sequential…

Controller tuning and parameter optimization are crucial in system design to improve closed-loop system performance. Bayesian optimization has been established as an efficient model-free controller tuning and adaptation method. However,…

Gradient boosting decision trees (GBDTs) have seen widespread adoption in academia, industry and competitive data science due to their state-of-the-art performance in many machine learning tasks. One relative downside to these models is the…

Gradient boosted decision trees (GBDT) is the leading algorithm for many commercial and academic data applications. We give a deep analysis of this algorithm, especially the histogram technique, which is a basis for the regulized…

Copulas provide a modular parameterization of multivariate distributions that decouples the modeling of marginals from the dependencies between them. Gaussian Mixture Copula Model (GMCM) is a highly flexible copula that can model many kinds…

Gaussian Boson Sampling (GBS), which can be realized with a photonic quantum computing model, perform some special kind of sampling tasks. In [4], we introduced algorithms that use GBS samples to approximate Gaussian expectation problems.…