相关论文: Optimal adaptation for early stopping in statistic…

We investigate implicit regularization schemes for gradient descent methods applied to unpenalized least squares regression to solve the problem of reconstructing a sparse signal from an underdetermined system of linear measurements under…

Increasingly high-dimensional data sets require that estimation methods do not only satisfy statistical guarantees but also remain computationally feasible. In this context, we consider $ L^{2} $-boosting via orthogonal matching pursuit in…

In this paper we investigate an adaptive discretization strategy for ill-posed linear prob- lems combined with a regularization from a class of semiiterative methods. We show that such a discretization approach in combination with a…

In this paper, we aim at recovering an unknown signal x0 from noisy L1measurements y=Phi*x0+w, where Phi is an ill-conditioned or singular linear operator and w accounts for some noise. To regularize such an ill-posed inverse problem, we…

A nonlinear optimization method is proposed for the solution of inverse medium problems with spatially varying properties. To avoid the prohibitively large number of unknown control variables resulting from standard grid-based…

We consider the problem of learning the optimal policy for Markov decision processes with safety constraints. We formulate the problem in a reach-avoid setup. Our goal is to design online reinforcement learning algorithms that ensure safety…

We consider the problem of reconstructing the shape of an impenetrable sound-soft obstacle from scattering measurements. The input data is assumed to be the far-field pattern generated when a plane wave impinges on an unknown obstacle from…

Blind inverse problems arise in many experimental settings where both the signal of interest and the forward operator are (partially) unknown. In this context, methods developed for the non-blind case cannot be adapted in a straightforward…

It is an interesting open problem to achieve adaptive prescribed-time control for strict-feedback systems with unknown and fast or even abrupt time-varying parameters. In this paper we present a solution with the aid of several design and…

In this work, we address the solution of both linear and nonlinear ill-posed inverse problems by developing a novel graph-based regularization framework, where the regularization term is formulated through an iteratively updated graph…

We study the problem of adaptively controlling a known discrete-time nonlinear system subject to unmodeled disturbances. We prove the first finite-time regret bounds for adaptive nonlinear control with matched uncertainty in the stochastic…

This paper explores adaptive variance reduction methods for stochastic optimization based on the STORM technique. Existing adaptive extensions of STORM rely on strong assumptions like bounded gradients and bounded function values, or suffer…

We investigate an entropy-regularized reinforcement learning (RL) approach to optimal stopping problems motivated by real option models. Classical stopping rules are strict and non-randomized, limiting natural exploration in RL settings. To…

Finding a sparse representation of a possibly noisy signal can be modeled as a variational minimization with l_q-sparsity constraints for q less than one. Especially for real-time, on-line, or iterative applications, in which problems of…

Early stopping based on hold-out data is a popular regularization technique designed to mitigate overfitting and increase the predictive accuracy of neural networks. Models trained with early stopping often provide relatively accurate…

Inverse optimization refers to the inference of unknown parameters of an optimization problem based on knowledge of its optimal solutions. This paper considers inverse optimization in the setting where measurements of the optimal solutions…

In this study, we present and analyze a novel variant of the stochastic gradient descent method, referred as Stochastic data-driven Bouligand Landweber iteration tailored for addressing the system of non-smooth ill-posed inverse problems.…

The aim of this paper is to investigate the use of an entropic projection method for the iterative regularization of linear ill-posed problems. We derive a closed form solution for the iterates and analyze their convergence behaviour both…

Various algorithms for reinforcement learning (RL) exhibit dramatic variation in their convergence rates as a function of problem structure. Such problem-dependent behavior is not captured by worst-case analyses and has accordingly inspired…

The question of fast convergence in the classical problem of high dimensional linear regression has been extensively studied. Arguably, one of the fastest procedures in practice is Iterative Hard Thresholding (IHT). Still, IHT relies…