相关论文: Online Adaptive Machine Learning Based Algorithm f…

Inertial algorithms for minimizing nonsmooth and nonconvex functions as the inertial proximal alternating linearized minimization algorithm (iPALM) have demonstrated their superiority with respect to computation time over their non inertial…

Accurately modeling the friction torque in robotic joints has long been challenging due to the request for a robust mathematical description. Traditional model-based approaches are often labor-intensive, requiring extensive experiments and…

Dropout and other feature noising schemes have shown promising results in controlling over-fitting by artificially corrupting the training data. Though extensive theoretical and empirical studies have been performed for generalized linear…

We derive improved regression and classification rates for support vector machines using Gaussian kernels under the assumption that the data has some low-dimensional intrinsic structure that is described by the box-counting dimension. Under…

Instrumental variable (IV) regression can be approached through its formulation in terms of conditional moment restrictions (CMR). Building on variants of the generalized method of moments, most CMR estimators are implicitly based on…

Accurate time series prediction over long future horizons is challenging and of great interest to both practitioners and academics. As a well-known intelligent algorithm, the standard formulation of Support Vector Regression (SVR) could be…

Accurate on-orbit reliability prediction for satellite electronics is often hindered by limited data availability, varying operational conditions, and considerable unit-to-unit variability. To overcome these obstacles, this paper proposes a…

Past few years have witnessed a growing recognition of intelligent techniques for the construction of efficient and reliable intrusion detection systems. Due to increasing incidents of cyber attacks, building effective intrusion detection…

This paper proposes a semiparametric stochastic volatility (SV) model that relaxes the restrictive Gaussian assumption in both the return and volatility error terms, allowing them to follow flexible, nonparametric distributions with…

We consider a generic empirical composition optimization problem, where there are empirical averages present both outside and inside nonlinear loss functions. Such a problem is of interest in various machine learning applications, and…

This paper presents an adaptive online learning framework for systems with uncertain parameters to ensure safety-critical control in non-stationary environments. Our approach consists of two phases. The initial phase is centered on a novel…

This paper aims at refined error analysis for binary classification using support vector machine (SVM) with Gaussian kernel and convex loss. Our first result shows that for some loss functions such as the truncated quadratic loss and…

We tackle the calibration of the so-called Stochastic-Local Volatility (SLV) model. This is the class of financial models that combines the local and stochastic volatility features and has been subject of the attention by many researchers…

Voltage stability refers to the ability of a power system to maintain acceptable voltages among all buses under normal operating conditions and after a disturbance. In this paper, a measurement-based voltage stability assessment (VSA)…

We develop a new algorithm for inference in structural vector autoregressions (SVARs) identified with sign restrictions that can accommodate big data and modern identification schemes. The key innovation of our approach is to move beyond…

Recent work in financial machine learning has shown the virtue of complexity: the phenomenon by which deep learning methods capable of learning highly nonlinear relationships outperform simpler approaches in financial forecasting. While…

We present a neural network based calibration method that performs the calibration task within a few milliseconds for the full implied volatility surface. The framework is consistently applicable throughout a range of volatility models…

Bayesian inference over the reward presents an ideal solution to the ill-posed nature of the inverse reinforcement learning problem. Unfortunately current methods generally do not scale well beyond the small tabular setting due to the need…

Support vector machines (SVMs) are widely used and constitute one of the best examined and used machine learning models for two-class classification. Classification in SVM is based on a score procedure, yielding a deterministic…

Operating autonomous vehicles at the absolute limits of handling requires precise, real-time identification of highly non-linear tire dynamics. However, traditional online optimization methods suffer from "cold-start" initialization…