相关论文: The optimizing mode classification stabilization o…

This paper presents a combined sliding-mode control and subspace stabilization methodology for orbital stabilization of periodic trajectories in underactuated mechanical systems with one degree of underactuation. The approach starts with…

This paper consists of a detailed and novel stochastic optimal control analysis of a coupled non-linear dynamical system. The state equations are modeled as additional food provided prey-predator system with Holling Type-III functional…

Latent variable models are widely used in social and behavioural sciences, including education, psychology, and political science. With the increasing availability of large and complex datasets, high-dimensional latent variable models have…

The performance of stochastic gradient descent (SGD) depends critically on how learning rates are tuned and decreased over time. We propose a method to automatically adjust multiple learning rates so as to minimize the expected error at any…

A new approach to combinatorial optimization based on systematic move-class deflation is proposed. The algorithm combines heuristics of genetic algorithms and simulated annealing, and is mainly entropy-driven. It is tested on two problems…

Stochastic Gradient Descent (SGD) has become popular for solving large scale supervised machine learning optimization problems such as SVM, due to their strong theoretical guarantees. While the closely related Dual Coordinate Ascent (DCA)…

This article is concerned with stability analysis and stabilization of randomly switched systems under a class of switching signals. The switching signal is modeled as a jump stochastic (not necessarily Markovian) process independent of the…

Gradient boosting is a state-of-the-art prediction technique that sequentially produces a model in the form of linear combinations of simple predictors---typically decision trees---by solving an infinite-dimensional convex optimization…

Motivated by applications arising from large scale optimization and machine learning, we consider stochastic quasi-Newton (SQN) methods for solving unconstrained convex optimization problems. The convergence analysis of the SQN methods,…

In this work, we study the stochastic optimal control problem (SOC) mainly from the probabilistic view point, i.e. via the Stochastic Maximum principle (SMP) \cite{Peng4}. We adopt the sample-wise backpropagation scheme proposed in…

In this paper we propose a general framework to characterize and solve the stochastic optimization problems with multiple objectives underlying many real world learning applications. We first propose a projection based algorithm which…

This research paper introduces a model-free optimal controller for discrete-time Markovian jump linear systems (MJLSs), employing principles from the methodology of reinforcement learning (RL). While Q-learning methods have demonstrated…

Trajectory optimization and posture generation are hard problems in robot locomotion, which can be non-convex and have multiple local optima. Progress on these problems is further hindered by a lack of open benchmarks, since comparisons of…

STOchastic Recursive Momentum (STORM)-based algorithms have been widely developed to solve one to $K$-level ($K \geq 3$) stochastic optimization problems. Specifically, they use estimators to mitigate the biased gradient issue and achieve…

In this paper we study simulation based optimization algorithms for solving discrete time optimal stopping problems. This type of algorithms became popular among practioneers working in the area of quantitative finance. Using large…

We show that parametric models trained by a stochastic gradient method (SGM) with few iterations have vanishing generalization error. We prove our results by arguing that SGM is algorithmically stable in the sense of Bousquet and Elisseeff.…

Q-learning has become an important part of the reinforcement learning toolkit since its introduction in the dissertation of Chris Watkins in the 1980s. The purpose of this paper is in part a tutorial on stochastic approximation and…

Bilevel optimization has been developed for many machine learning tasks with large-scale and high-dimensional data. This paper considers a constrained bilevel optimization problem, where the lower-level optimization problem is convex with…

We propose an algorithm to restrict the switching signals of a constrained switched system in order to guarantee its stability, while at the same time attempting to keep the largest possible set of allowed switching signals. Our work is…

In this paper, we propose a multilevel stochastic framework for the solution of nonconvex unconstrained optimization problems. The proposed approach uses random regularized first-order models that exploit an available hierarchical…