相关论文: Learning in Inverse Optimization: Incenter Cost, A…

This paper presents a model-free reinforcement learning (RL) algorithm to solve the risk-averse optimal control (RAOC) problem for discrete-time nonlinear systems. While successful RL algorithms have been presented to learn optimal control…

Learning representations for solutions of constrained optimization problems (COPs) with unknown cost functions is challenging, as models like (Variational) Autoencoders struggle to enforce constraints when decoding structured outputs. We…

In inverse reinforcement learning (IRL), a learning agent infers a reward function encoding the underlying task using demonstrations from experts. However, many existing IRL techniques make the often unrealistic assumption that the agent…

Traditional maximum entropy and sparsity-based algorithms for analytic continuation often suffer from the ill-posed kernel matrix or demand tremendous computation time for parameter tuning. Here we propose a neural network method by convex…

Optimal Transport is a useful metric to compare probability distributions and to compute a pairing given a ground cost. Its entropic regularization variant (eOT) is crucial to have fast algorithms and reflect fuzzy/noisy matchings. This…

Inverse reinforcement learning (IRL) aims to learn a reward function and a corresponding policy that best fit the demonstrated trajectories of an expert. However, current IRL works cannot learn incrementally from an ongoing trajectory…

Inverse optimization seeks to recover unknown objective parameters from observed decisions, yet fundamental questions about when recovery is possible have received limited formal treatment. This paper develops a comprehensive theoretical…

We provide new perspectives and inference algorithms for Maximum Entropy (MaxEnt) Inverse Reinforcement Learning (IRL), which provides a principled method to find a most non-committal reward function consistent with given expert…

An algorithm is proposed for solving optimization problems arising in neural network training for supervised learning. The unique feature of the algorithm is the use of an auxiliary loss, in addition to the original loss employed for model…

Bayesian optimization (BO) has been broadly applied to computational expensive problems, but it is still challenging to extend BO to high dimensions. Existing works are usually under strict assumption of an additive or a linear embedding…

Inverse optimal control (IOC) is a promising paradigm for learning and mimicking optimal control strategies from capable demonstrators, or gaining a deeper understanding of their intentions, by estimating an unknown objective function from…

Inverse reinforcement learning (IRL) for linear systems seeks a cost function whose optimal controller reproduces an expert policy from data. Existing data-driven methods for discrete-time linear systems are largely built on iterative…

The computational cost of solving an inverse problem governed by PDEs, using multiple experiments, increases linearly with the number of experiments. A recently proposed method to decrease this cost uses only a small number of random linear…

We study the efficient numerical solution of linear inverse problems with operator valued data which arise, e.g., in seismic exploration, inverse scattering, or tomographic imaging. The high-dimensionality of the data space implies…

Cost functions have the potential to provide compact and understandable generalizations of motion. The goal of Inverse Optimal Control (IOC) is to analyze an observed behavior which is assumed to be optimal with respect to an unknown cost…

The Bayesian approach has proved to be a coherent approach to handle ill posed Inverse problems. However, the Bayesian calculations need either an optimization or an integral calculation. The maximum a posteriori (MAP) estimation requires…

Inverse optimal control (IOC) aims to estimate the underlying cost that governs the observed behavior of an expert system. However, in practical scenarios, the collected data is often corrupted by noise, which poses significant challenges…

This paper proposes an active learning (AL) algorithm to solve regression problems based on inverse-distance weighting functions for selecting the feature vectors to query. The algorithm has the following features: (i) supports both…

This paper introduces an optimal control framework to address the inverse problem using a learned regularizer, with applications in image reconstruction. We build upon the concept of Learnable Optimization Algorithms (LOA), which combine…

In the Bayesian approach to inverse problems, data are often informative, relative to the prior, only on a low-dimensional subspace of the parameter space. Significant computational savings can be achieved by using this subspace to…