相关论文: Learning Covariances for Estimation with Constrain…

This paper studies convergence properties of inexact iterative solution schemes for bilevel optimization problems. Bilevel optimization problems emerge in control-aware design optimization, where the system design parameters are optimized…

This paper reviews gradient-based techniques to solve bilevel optimization problems. Bilevel optimization is a general way to frame the learning of systems that are implicitly defined through a quantity that they minimize. This…

We design and analyze a novel accelerated gradient-based algorithm for a class of bilevel optimization problems. These problems have various applications arising from machine learning and image processing, where optimal solutions of the two…

Quantifying forecast uncertainty is a key aspect of state-of-the-art numerical weather prediction and data assimilation systems. Ensemble-based data assimilation systems incorporate state-dependent uncertainty quantification based on…

Deep learning has the potential to dramatically impact navigation and tracking state estimation problems critical to autonomous vehicles and robotics. Measurement uncertainties in state estimation systems based on Kalman and other Bayes…

We propose a new approach to solving bilevel optimization problems, intermediate between solving full-system optimality conditions with a Newton-type approach, and treating the inner problem as an implicit function. The overall idea is to…

Many core problems in robotics can be framed as constrained optimization problems. Often on these problems, the robotic system has uncertainty, or it would be advantageous to identify multiple high quality feasible solutions. To enable…

This work addresses the problem of vehicle path planning in the presence of obstacles and uncertainties, which is a fundamental problem in robotics. While many path planning algorithms have been proposed for decades, many of them have dealt…

We propose a two-step estimator for multilevel latent class analysis (LCA) with covariates. The measurement model for observed items is estimated in its first step, and in the second step covariates are added in the model, keeping the…

Variational regularization methods are commonly used to approximate solutions of inverse problems. In recent years, model-based variational regularization methods have often been replaced with data-driven ones such as the fields-of-expert…

Estimating covariance matrices with high-dimensional complex data presents significant challenges, particularly concerning positive definiteness, sparsity, and numerical stability. Existing robust sparse estimators often fail to guarantee…

Autonomous driving has a natural bi-level structure. The goal of the upper behavioural layer is to provide appropriate lane change, speeding up, and braking decisions to optimize a given driving task. However, this layer can only indirectly…

Many strategic decision-making problems, such as environment design for warehouse robots, can be naturally formulated as bi-level reinforcement learning (RL), where a leader agent optimizes its objective while a follower solves a Markov…

Enabling low precision implementations of deep learning models, without considerable performance degradation, is necessary in resource and latency constrained settings. Moreover, exploiting the differences in sensitivity to quantization…

Estimating hyperparameters has been a long-standing problem in machine learning. We consider the case where the task at hand is modeled as the solution to an optimization problem. Here the exact gradient with respect to the hyperparameters…

Two-level stochastic optimization formulations have become instrumental in a number of machine learning contexts such as continual learning, neural architecture search, adversarial learning, and hyperparameter tuning. Practical stochastic…

One of the goals in scaling sequential machine learning methods pertains to dealing with high-dimensional data spaces. A key related challenge is that many methods heavily depend on obtaining the inverse covariance matrix of the data. It is…

In this paper, we provide a mathematical framework for improving generalization in a class of learning problems which is related to point estimations for modeling of high-dimensional nonlinear functions. In particular, we consider a…

A learning approach to selecting regularization parameters in multi-penalty Tikhonov regularization is investigated. It leads to a bilevel optimization problem, where the lower level problem is a Tikhonov regularized problem parameterized…

The covariance matrix plays a fundamental role in many modern exploratory and inferential statistical procedures, including dimensionality reduction, hypothesis testing, and regression. In low-dimensional regimes, where the number of…