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This work studies discrete-time discounted Markov decision processes with continuous state and action spaces and addresses the inverse problem of inferring a cost function from observed optimal behavior. We first consider the case in which…

Optimization and Control · Mathematics 2024-05-27 Angeliki Kamoutsi , Peter Schmitt-Förster , Tobias Sutter , Volkan Cevher , John Lygeros

We introduce a data-driven approach to analyze the performance of continuous optimization algorithms using generalization guarantees from statistical learning theory. We study classical and learned optimizers to solve families of parametric…

Optimization and Control · Mathematics 2025-10-07 Rajiv Sambharya , Bartolomeo Stellato

We propose an algorithm combining calibrated prediction and generalization bounds from learning theory to construct confidence sets for deep neural networks with PAC guarantees---i.e., the confidence set for a given input contains the true…

Machine Learning · Computer Science 2020-02-18 Sangdon Park , Osbert Bastani , Nikolai Matni , Insup Lee

The use of machine learning techniques to improve the performance of branch-and-bound optimization algorithms is a very active area in the context of mixed integer linear problems, but little has been done for non-linear optimization. To…

We revisit the question of reducing online learning to approximate optimization of the offline problem. In this setting, we give two algorithms with near-optimal performance in the full information setting: they guarantee optimal regret and…

Machine Learning · Computer Science 2018-04-24 Elad Hazan , Wei Hu , Yuanzhi Li , Zhiyuan Li

We study contrastive learning under the PAC learning framework. While a series of recent works have shown statistical results for learning under contrastive loss, based either on the VC-dimension or Rademacher complexity, their algorithms…

Machine Learning · Computer Science 2025-07-08 Jie Shen

PAC-learning usually aims to compute a small subset ($\varepsilon$-sample/net) from $n$ items, that provably approximates a given loss function for every query (model, classifier, hypothesis) from a given set of queries, up to an additive…

Machine Learning · Computer Science 2020-06-11 Alaa Maalouf , Ibrahim Jubran , Murad Tukan , Dan Feldman

In this paper we consider a family of algorithms for approximate implicitization of rational parametric curves and surfaces. The main approximation tool in all of the approaches is the singular value decomposition, and they are therefore…

Numerical Analysis · Mathematics 2016-05-30 Oliver J. D. Barrowclough , Tor Dokken

Distilling data into compact and interpretable analytic equations is one of the goals of science. Instead, contemporary supervised machine learning methods mostly produce unstructured and dense maps from input to output. Particularly in…

Machine Learning · Computer Science 2021-05-14 Matthias Werner , Andrej Junginger , Philipp Hennig , Georg Martius

As illustrated by the success of integer linear programming, linear integer arithmetic is a powerful tool for modelling combinatorial problems. Furthermore, the probabilistic extension of linear programming has been used to formulate…

Artificial Intelligence · Computer Science 2024-10-17 Lennert De Smet , Pedro Zuidberg Dos Martires

A caveat to many applications of the current Deep Learning approach is the need for large-scale data. One improvement suggested by Kolmogorov Complexity results is to apply the minimum description length principle with computationally…

Machine Learning · Computer Science 2022-08-25 Brieuc Pinon , Raphaël Jungers , Jean-Charles Delvenne

We consider the problem of probably approximately correct (PAC) ranking $n$ items by adaptively eliciting subset-wise preference feedback. At each round, the learner chooses a subset of $k$ items and observes stochastic feedback indicating…

Machine Learning · Computer Science 2019-03-06 Aadirupa Saha , Aditya Gopalan

In this work we consider the task of constructing prediction intervals in an inductive batch setting. We present a discriminative learning framework which optimizes the expected error rate under a budget constraint on the interval sizes.…

Machine Learning · Computer Science 2018-02-28 Nir Rosenfeld , Yishay Mansour , Elad Yom-Tov

We aim at the solution of inverse problems in imaging, by combining a penalized sparse representation of image patches with an unconstrained smooth one. This allows for a straightforward interpretation of the reconstruction. We formulate…

Image and Video Processing · Electrical Eng. & Systems 2025-03-18 Stanislas Ducotterd , Sebastian Neumayer , Michael Unser

Sparse estimation methods capable of tolerating outliers have been broadly investigated in the last decade. We contribute to this research considering high-dimensional regression problems contaminated by multiple mean-shift outliers which…

Methodology · Statistics 2025-10-21 Luca Insolia , Ana Kenney , Francesca Chiaromonte , Giovanni Felici

Machine Learning models incorporating multiple layered learning networks have been seen to provide effective models for various classification problems. The resulting optimization problem to solve for the optimal vector minimizing the…

Optimization and Control · Mathematics 2018-07-03 Vyacheslav Kungurtsev , Tomas Pevny

Robust optimization is a common framework in optimization under uncertainty when the problem parameters are not known, but it is rather known that the parameters belong to some given uncertainty set. In the robust optimization framework the…

Optimization and Control · Mathematics 2014-02-27 Aharon Ben-Tal , Elad Hazan , Tomer Koren , Shie Mannor

PAC-Bayes learning is a comprehensive setting for (i) studying the generalisation ability of learning algorithms and (ii) deriving new learning algorithms by optimising a generalisation bound. However, optimising generalisation bounds might…

Machine Learning · Statistics 2024-11-27 Antoine Picard-Weibel , Roman Moscoviz , Benjamin Guedj

This paper studies first-order algorithms for solving fully composite optimization problems over convex and compact sets. We leverage the structure of the objective by handling its differentiable and non-differentiable components…

Optimization and Control · Mathematics 2023-07-13 Maria-Luiza Vladarean , Nikita Doikov , Martin Jaggi , Nicolas Flammarion

In this paper, we consider smooth convex optimization problems with simple constraints and inexactness in the oracle information such as value, partial or directional derivatives of the objective function. We introduce a unifying framework,…

Optimization and Control · Mathematics 2020-12-17 Pavel Dvurechensky , Alexander Gasnikov , Alexander Tiurin , Vladimir Zholobov
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