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Learned Sparse Retrieval (LSR) is an effective IR approach that exploits pre-trained language models for encoding text into a learned bag of words. Several efforts in the literature have shown that sparsity is key to enabling a good…
Modern machine learning is trained by stochastic gradient descent (SGD), whose performance critically depends on how the learning rate (LR) is adjusted and decreased over time. Yet existing LR regimes may be intricate, or need to tune one…
Randomized rounding is a standard method, based on the probabilistic method, for designing combinatorial approximation algorithms. In Raghavan's seminal paper introducing the method (1988), he writes: "The time taken to solve the linear…
Regularized empirical risk minimization (rERM) has become important in data-intensive fields such as genomics and advertising, with stochastic gradient methods typically used to solve the largest problems. However, ill-conditioned…
Stochastic resonance (SR) is a phenomenon in which signal to noise (SN) ratio gets improved by noise addition rather than removal as envisaged classically. SR was first claimed in climatology a few decades ago and then in other disciplines…
This thesis introduces stochastic generalized routing problem model and proposes exact and heuristic algorithms to solve it efficiently, in a wide range of problem sizes. At first, the classic routing problem with its common variations in…
A widely used heuristic for solving stochastic optimization problems is to use a deterministic rolling horizon procedure, which has been modified to handle uncertainty (e.g. buffer stocks, schedule slack). This approach has been criticized…
We introduce a novel algorithm that leverages stochastic sampling techniques to compute the perturbative triples correction in the coupled-cluster (CC) framework. By combining elements of randomness and determinism, our algorithm achieves a…
We propose a method to efficiently compute the forward stochastic reach (FSR) set and its probability measure for nonlinear systems with an affine disturbance input, that is stochastic and bounded. This method is applicable to systems with…
Stochastic versions of proximal methods have gained much attention in statistics and machine learning. These algorithms tend to admit simple, scalable forms, and enjoy numerical stability via implicit updates. In this work, we propose and…
Symbolic regression (SR) is a data analysis problem where we search for the mathematical expression that best fits a numerical dataset. It is a global optimization problem. The most popular approach to SR is by genetic programming (SRGP).…
Two-stage stochastic optimization is a framework for modeling uncertainty, where we have a probability distribution over possible realizations of the data, called scenarios, and decisions are taken in two stages: we make first-stage…
Stochastic optimisation algorithms are the de facto standard for machine learning with large amounts of data. Handling only a subset of available data in each optimisation step dramatically reduces the per-iteration computational costs,…
We introduce Stochastic Asymptotical Regularization (SAR) methods for the uncertainty quantification of the stable approximate solution of ill-posed linear-operator equations, which are deterministic models for numerous inverse problems in…
Stochastic resonance (SR) - a counter-intuitive phenomenon in which the signal due to a weak periodic force in a nonlinear system can be {\it enhanced} by the addition of external noise - is reviewed. A theoretical approach based on linear…
The spectral risk has wide applications in machine learning, especially in real-world decision-making, where people are not only concerned with models' average performance. By assigning different weights to the losses of different sample…
In this paper we describe a new tool, SReach, which solves probabilistic bounded reachability problems for two classes of stochastic hybrid systems. The first one is (nonlinear) hybrid automata with parametric uncertainty. The second one is…
We develop and analyze a variant of the SARAH algorithm, which does not require computation of the exact gradient. Thus this new method can be applied to general expectation minimization problems rather than only finite sum problems. While…
Randomized algorithms, such as randomized sketching or stochastic optimization, are a promising approach to ease the computational burden in analyzing large datasets. However, randomized algorithms also produce non-deterministic outputs,…
Iterative sketching and sketch-and-precondition are well-established randomized algorithms for solving large-scale, over-determined linear least-squares problems. In this paper, we introduce a new perspective that interprets Iterative…