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In unconstrained optimisation on an Euclidean space, to prove convergence in Gradient Descent processes (GD) $x_{n+1}=x_n-\delta _n \nabla f(x_n)$ it usually is required that the learning rates $\delta _n$'s are bounded: $\delta _n\leq…

Optimization and Control · Mathematics 2020-01-09 Tuyen Trung Truong

We consider the problem of estimating the expected value of information (the knowledge gradient) for Bayesian learning problems where the belief model is nonlinear in the parameters. Our goal is to maximize some metric, while simultaneously…

Machine Learning · Statistics 2016-11-23 Xinyu He , Warren B. Powell

With the growing popularity of general-purpose Large Language Models (LLMs), comes a need for more global explanations of model behaviors. Concept-based explanations arise as a promising avenue for explaining high-level patterns learned by…

Artificial Intelligence · Computer Science 2024-10-07 Meng Li , Haoran Jin , Ruixuan Huang , Zhihao Xu , Defu Lian , Zijia Lin , Di Zhang , Xiting Wang

As robots are being increasingly used in close proximity to humans and objects, it is imperative that robots operate safely and efficiently under real-world conditions. Yet, the environment is seldom known perfectly. Noisy sensors and…

Robotics · Computer Science 2021-04-13 Antony Thomas , Fulvio Mastrogiovanni , Marco Baglietto

A general achievable upper bound of extractable work under feedback control is given, where nonequilibrium equalities are generalized so as to be applicable to error-free measurements. The upper bound involves a term which arises from the…

Statistical Mechanics · Physics 2014-11-20 Yuto Ashida , Ken Funo , Yûto Murashita , Masahito Ueda

Rating systems are ubiquitous, with applications ranging from product recommendation to teaching evaluations. Confidence intervals for functionals of rating data such as empirical means or quantiles are critical to decision-making in…

Statistics Theory · Mathematics 2019-12-10 Robert Nowak , Ervin Tánczos

Covering arrays find important application in software and hardware interaction testing. For practical applications it is useful to determine or bound the minimum number of rows, CAN$(t,k,v)$, in a covering array for given values of the…

Combinatorics · Mathematics 2016-03-28 Kaushik Sarkar , Charles J. Colbourn

This paper addresses the problem of maintaining safety during training in Reinforcement Learning (RL), such that the safety constraint violations are bounded at any point during learning. In a variety of RL applications the safety of the…

Machine Learning · Computer Science 2023-12-19 Rohan Mitta , Hosein Hasanbeig , Jun Wang , Daniel Kroening , Yiannis Kantaros , Alessandro Abate

We derive bounds on the scope for a confidence band to adapt to the unknown regularity of a nonparametric function that is observed with noise, such as a regression function or density, under the self-similarity condition proposed by Gine…

Statistics Theory · Mathematics 2020-09-07 Timothy B. Armstrong

Most methods for decision-theoretic online learning are based on the Hedge algorithm, which takes a parameter called the learning rate. In most previous analyses the learning rate was carefully tuned to obtain optimal worst-case…

Machine Learning · Statistics 2015-03-04 Tim van Erven , Peter Grünwald , Wouter M. Koolen , Steven de Rooij

High dimensional data can have a surprising property: pairs of data points may be easily separated from each other, or even from arbitrary subsets, with high probability using just simple linear classifiers. However, this is more of a rule…

Machine Learning · Computer Science 2023-11-15 Oliver J. Sutton , Qinghua Zhou , Alexander N. Gorban , Ivan Y. Tyukin

Modern cyber-physical systems are becoming increasingly complex to model, thus motivating data-driven techniques such as reinforcement learning (RL) to find appropriate control agents. However, most systems are subject to hard constraints…

Adaptive confidence balls are constructed for individual resolution levels as well as the entire mean vector in a multiresolution framework. Finite sample lower bounds are given for the minimum expected squared radius for confidence balls…

Statistics Theory · Mathematics 2007-06-13 T. Tony Cai , Mark G. Low

To most applied statisticians, a fitting procedure's degrees of freedom is synonymous with its model complexity, or its capacity for overfitting to data. In particular, it is often used to parameterize the bias-variance tradeoff in model…

Other Statistics · Statistics 2017-01-06 Lucas Janson , William Fithian , Trevor Hastie

For solving a broad class of nonconvex programming problems on an unbounded constraint set, we provide a self-adaptive step-size strategy that does not include line-search techniques and establishes the convergence of a generic approach…

Optimization and Control · Mathematics 2022-12-14 Thang Tran Ngoc , Hai Trinh Ngoc

We study upper and lower bounds on the sample-complexity of learning near-optimal behaviour in finite-state discounted Markov Decision Processes (MDPs). For the upper bound we make the assumption that each action leads to at most two…

Machine Learning · Computer Science 2013-05-17 Tor Lattimore , Marcus Hutter

We develop a formalism for constructing stochastic upper bounds on the expected full sample risk for supervised classification tasks via the Hilbert coresets approach within a transductive framework. We explicitly compute tight and…

Machine Learning · Computer Science 2021-03-30 Spencer Douglas , Piyush Kumar , R. K. Prasanth

We study the sample complexity of the best-case Empirical Risk Minimizer in the setting of stochastic convex optimization. We show that there exists an instance in which the sample size is linear in the dimension, learning is possible, but…

Machine Learning · Computer Science 2026-02-10 Tal Burla , Roi Livni

This study presents a dynamic safety margin-based reinforcement learning framework for local motion planning in dynamic and uncertain environments. The proposed planner integrates real-time trajectory optimization with adaptive gap…

Robotics · Computer Science 2025-05-20 Tengfei Liu , Haoyang Zhong , Jiazheng Hu , Tan Zhang

In this work we provide an analysis of the distribution of the post-adaptation parameters of Gradient-Based Meta-Learning (GBML) methods. Previous work has noticed how, for the case of image-classification, this adaptation only takes place…

Machine Learning · Computer Science 2022-10-03 Gustaf Tegnér , Alfredo Reichlin , Hang Yin , Mårten Björkman , Danica Kragic
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