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A burgeoning paradigm in algorithm design is the field of algorithms with predictions, in which algorithms can take advantage of a possibly-imperfect prediction of some aspect of the problem. While much work has focused on using predictions…
Motivated by the practical challenge in monitoring the performance of a large number of algorithmic trading orders, this paper provides a methodology that leads to automatic discovery of the causes that lie behind a poor trading…
Formulating real-world optimization problems often begins with making predictions from historical data (e.g., an optimizer that aims to recommend fast routes relies upon travel-time predictions). Typically, learning the prediction model…
We introduce and test a general machine-learning-based technique for the inference of short term causal dependence between state variables of an unknown dynamical system from time series measurements of its state variables. Our technique…
Deep learning models are yielding increasingly better performances thanks to multiple factors. To be successful, model may have large number of parameters or complex architectures and be trained on large dataset. This leads to large…
The effectiveness of supervised learning techniques has made them ubiquitous in research and practice. In high-dimensional settings, supervised learning commonly relies on dimensionality reduction to improve performance and identify the…
Most of machine learning deals with vector parameters. Ideally we would like to take higher order information into account and make use of matrix or even tensor parameters. However the resulting algorithms are usually inefficient. Here we…
In this paper, we propose an online learning-based predictive control (LPC) approach designed for nonlinear systems that lack explicit system dynamics. Unlike traditional model predictive control (MPC) algorithms that rely on known system…
We present a new method for measuring the effectiveness of online learning resources, through the analysis of time-stamped log data of students' interaction with a sequence of online learning modules created based on the concept of mastery…
This paper presents a machine learning approach for tuning the parameters of a family of stabilizing controllers for orbital tracking. An augmented random search algorithm is deployed, which aims at minimizing a cost function combining…
Optimization is a ubiquitous modeling tool and is often deployed in settings which repeatedly solve similar instances of the same problem. Amortized optimization methods use learning to predict the solutions to problems in these settings,…
This thesis explores a number of online machine learning algorithms. From a theoret- ical perspective, it assesses their employability for a particular function approximation problem where the analytical models fall short. Furthermore, it…
We consider the problem of online learning of optimal control for repeatedly operated systems in the presence of parametric uncertainty. During each round of operation, environment selects system parameters according to a fixed but unknown…
We develop an online gradient algorithm for optimizing the performance of product-form networks through online adjustment of control parameters. The use of standard algorithms for finding optimal parameter settings is hampered by the…
Almost all optimization algorithms have algorithm-dependent parameters, and the setting of such parameter values can largely influence the behaviour of the algorithm under consideration. Thus, proper parameter tuning should be carried out…
The movement of large quantities of data during the training of a Deep Neural Network presents immense challenges for machine learning workloads. To minimize this overhead, especially on the movement and calculation of gradient information,…
Onboard learning is a transformative approach in edge AI, enabling real-time data processing, decision-making, and adaptive model training directly on resource-constrained devices without relying on centralized servers. This paradigm is…
In this work, multiplicative stochasticity is applied to the learning rate of stochastic optimization algorithms, giving rise to stochastic learning-rate schemes. In-expectation theoretical convergence results of Stochastic Gradient Descent…
We establish a fundamental connection between optimal structure learning and optimal conditional independence testing by showing that the minimax optimal rate for structure learning problems is determined by the minimax rate for conditional…
Automated machine learning (AutoML) methods improve upon existing models by optimizing various aspects of their design. While present methods focus on hyperparameters and neural network topologies, other aspects of neural network design can…