相关论文: A generalised log-determinant regularizer for onli…

Data-driven algorithms can adapt their internal structure or parameters to inputs from unknown application-specific distributions, by learning from a training sample of inputs. Several recent works have applied this approach to problems in…

We consider a class of pattern matching problems where a normalising transformation is applied at every alignment. Normalised pattern matching plays a key role in fields as diverse as image processing and musical information processing…

We study the $(\varepsilon, \delta)$-PAC policy identification problem in finite-horizon episodic Markov Decision Processes. Existing approaches provide finite-time guarantees for approximate settings ($\varepsilon>0$) but suffer from high…

In this paper we study the problem of convergence and generalization error bound of stochastic momentum for deep learning from the perspective of regularization. To do so, we first interpret momentum as solving an $\ell_2$-regularized…

Many online learning algorithms, including classical online PCA methods, enforce explicit normalization steps that discard the evolving norm of the parameter vector. We show that this norm can in fact encode meaningful information about the…

Optimal power flow (OPF) is an important problem in the operation of electric power systems. Due to the OPF problem's non-convexity, there may exist multiple local optima. Certifiably obtaining the global solution is important for certain…

We present a new optimization-theoretic approach to analyzing Follow-the-Leader style algorithms, particularly in the setting where perturbations are used as a tool for regularization. We show that adding a strongly convex penalty function…

We consider offline policy optimization (OPO) in contextual bandits, where one is given a fixed dataset of logged interactions. While pessimistic regularizers are typically used to mitigate distribution shift, prior implementations thereof…

The paper suggests the use of Multi-Valued Decision Diagrams (MDDs) as the supporting data structure for a generic global constraint. We give an algorithm for maintaining generalized arc consistency (GAC) on this constraint that amortizes…

Planning under partial obervability is essential for autonomous robots. A principled way to address such planning problems is the Partially Observable Markov Decision Process (POMDP). Although solving POMDPs is computationally intractable,…

Robust principal component analysis is an important representative method in data analysis. It is usually viewed as an optimization problem involving the rank and $\ell_0$-norm of matrices. In this paper, we study the rank and $\ell_0$…

Algorithms often have tunable parameters that impact performance metrics such as runtime and solution quality. For many algorithms used in practice, no parameter settings admit meaningful worst-case bounds, so the parameters are made…

The momentum acceleration technique is widely adopted in many optimization algorithms. However, there is no theoretical answer on how the momentum affects the generalization performance of the optimization algorithms. This paper studies…

We revisit the question of reducing online learning to approximate optimization of the offline problem. In this setting, we give two algorithms with near-optimal performance in the full information setting: they guarantee optimal regret and…

Online map matching is a fundamental problem in location-based services, aiming to incrementally match trajectory data step-by-step onto a road network. However, existing methods fail to meet the needs for efficiency, robustness, and…

We propose a minimax concave penalized multi-armed bandit algorithm under generalized linear model (G-MCP-Bandit) for a decision-maker facing high-dimensional data in an online learning and decision-making process. We demonstrate that the…

We describe a framework for deriving and analyzing online optimization algorithms that incorporate adaptive, data-dependent regularization, also termed preconditioning. Such algorithms have been proven useful in stochastic optimization by…

The Generalized Linear Model (GLM) for the Gamma distribution (glmGamma) is widely used in modeling continuous, non-negative and positive-skewed data, such as insurance claims and survival data. However, model selection for GLM depends on…

Motion planning under uncertainty is essential for reliable robot operation. Despite substantial advances over the past decade, the problem remains difficult for systems with complex dynamics. Most state-of-the-art methods perform search…

We consider the problem of distributed online optimization, with a group of learners connected via a dynamic communication graph. The goal of the learners is to track the global minimizer of a sum of time-varying loss functions in a…