相关论文: Selection of Ultrahigh-Dimensional Interactions Us…
The combination of exponentially large action spaces, stochastic dynamics, and long-horizon decision-making under limited resources makes Sequential Stochastic Combinatorial Optimization (SSCO) particularly challenging for reinforcement…
Aligning Large Language Models (LLMs) with human feedback is crucial for their development. Existing preference optimization methods such as DPO and KTO, while improved based on Reinforcement Learning from Human Feedback (RLHF), are…
Variable selection in cluster analysis is important yet challenging. It can be achieved by regularization methods, which realize a trade-off between the clustering accuracy and the number of selected variables by using a lasso-type penalty.…
Swarm intelligence is a research field that models the collective behavior in swarms of insects or animals. Several algorithms arising from such models have been proposed to solve a wide range of complex optimization problems. In this…
The explicit regularization and optimality of deep neural networks estimators from independent data have made considerable progress recently. The study of such properties on dependent data is still a challenge. In this paper, we carry out…
While many Particle Swarm Optimization (PSO) algorithms only use fitness to assess the performance of particles, in this work, we adopt Surprisingly Popular Algorithm (SPA) as a complementary metric in addition to fitness. Consequently,…
For solving combinatorial optimisation problems with metaheuristics, different search operators are applied for sampling new solutions in the neighbourhood of a given solution. It is important to understand the relationship between…
Adaptive bandwidth selection is a fundamental challenge in nonparametric regression. This paper introduces a new bandwidth selection procedure inspired by the optimality criteria for $\ell_0$-penalized regression. Although similar in spirit…
In recent years, the use of object proposal as a preprocessing step for target detection to improve computational efficiency has become an effective method. Good object proposal methods should have high object detection recall rate and low…
Safe exploration is a key to applying reinforcement learning (RL) in safety-critical systems. Existing safe exploration methods guaranteed safety under the assumption of regularity, and it has been difficult to apply them to large-scale…
This paper proposes a new feature screening method for the multi-response ultrahigh dimensional linear model by empirical likelihood. Through a multivariate moment condition, the empirical likelihood induced ranking statistics can exploit…
In this paper we consider high-dimensional multiclass classification by sparse multinomial logistic regression. We propose first a feature selection procedure based on penalized maximum likelihood with a complexity penalty on the model size…
We consider the optimization of an uncertain objective over continuous and multi-dimensional decision spaces in problems in which we are only provided with observational data. We propose a novel algorithmic framework that is tractable,…
Prediction+optimization is a common real-world paradigm where we have to predict problem parameters before solving the optimization problem. However, the criteria by which the prediction model is trained are often inconsistent with the goal…
We develop and analyze a set of new sequential simulation-optimization algorithms for large-scale multi-dimensional discrete optimization via simulation problems with a convexity structure. The "large-scale" notion refers to that the…
In classic reinforcement learning (RL) and decision making problems, policies are evaluated with respect to a scalar reward function, and all optimal policies are the same with regards to their expected return. However, many real-world…
We present a model-agnostic framework for jointly optimizing the predictive performance and interpretability of supervised machine learning models for tabular data. Interpretability is quantified via three measures: feature sparsity,…
Offline inverse reinforcement learning (Offline IRL) aims to recover the structure of rewards and environment dynamics that underlie observed actions in a fixed, finite set of demonstrations from an expert agent. Accurate models of…
The Ising model is a useful tool for studying complex interactions within a system. The estimation of such a model, however, is rather challenging, especially in the presence of high-dimensional parameters. In this work, we propose…
Bayesian optimization (BO) has emerged during the last few years as an effective approach to optimizing black-box functions where direct queries of the objective are expensive. In this paper we consider the case where direct access to the…