相关论文: The Power of Second Order Methods for Sequence Pre…

Real-world data contains a vast amount of multimodal information, among which vision and language are the two most representative modalities. Moreover, increasingly heavier models, \textit{e}.\textit{g}., Transformers, have attracted the…

In real-world scenarios, speech signals are inevitably corrupted by various types of interference, making speech enhancement (SE) a critical task for robust speech processing. However, most existing SE methods only handle a limited range of…

Obvious strategyproofness (OSP) is an appealing concept as it allows to maintain incentive compatibility even in the presence of agents that are not fully rational, e.g., those who struggle with contingent reasoning [Li, 2015]. However, it…

This article presents the use of Answer Set Programming (ASP) to mine sequential patterns. ASP is a high-level declarative logic programming paradigm for high level encoding combinatorial and optimization problem solving as well as…

In this paper, we propose an adaptive high-order method for hyperbolic systems of conservation laws. The proposed method is based on a dual formulation approach: Two numerical solutions, corresponding to conservative and nonconservative…

Bayesian inference provides a uniquely rigorous approach to obtain principled justification for uncertainty in predictions, yet it is difficult to articulate suitably general prior belief in the machine learning context, where computational…

In this work, we consider the development of implicit explicit total variation diminishing (TVD) methods (also termed SSP: strong stability preserving) for the compressible isentropic Euler system in the low Mach number regime. The scheme…

Unlike common faults, three-phase short-circuit faults in power systems pose significant challenges. These faults can lead to out-of-step (OOS) conditions and jeopardize the system's dynamic security. The rapid dynamics of these faults…

This paper proposes a neural stochastic optimization method for efficiently solving the two-stage stochastic unit commitment (2S-SUC) problem under high-dimensional uncertainty scenarios. The proposed method approximates the second-stage…

The paper considers the problem of global optimization in the setup of stochastic process bandits. We introduce an UCB algorithm which builds a cascade of discretization trees based on generic chaining in order to render possible his…

Much more attention has been paid to unsupervised feature selection nowadays due to the emergence of massive unlabeled data. The distribution of samples and the latent effect of training a learning method using samples in more effective…

We develop a family of reformulations of an arbitrary consistent linear system into a stochastic problem. The reformulations are governed by two user-defined parameters: a positive definite matrix defining a norm, and an arbitrary discrete…

We develop a general theory to optimize the frequentist regret for sequential learning problems, where efficient bandit and reinforcement learning algorithms can be derived from unified Bayesian principles. We propose a novel optimization…

Stochastic variance reduction has proven effective at accelerating first-order algorithms for solving convex finite-sum optimization tasks such as empirical risk minimization. Incorporating second-order information has proven helpful in…

A general, variational approach to derive low-order reduced systems for nonlinear systems subject to an autonomous forcing, is introduced. The approach is based on the concept of optimal parameterizing manifold (PM) that substitutes the…

The problem of variable-rate lossless data compression is considered, for codes with and without prefix constraints. Sharp bounds are derived for the best achievable compression rate of memoryless sources, when the excess-rate probability…

We use the lens of weak signal asymptotics to study a class of sequentially randomized experiments, including those that arise in solving multi-armed bandit problems. In an experiment with $n$ time steps, we let the mean reward gaps between…

Sequential decisions in volatile, high-stakes settings require more than maximizing expected return; they require principled uncertainty management. This paper presents the Uncertainty-Aware Markov Decision Process (UAMDP), a unified…

Unique Sink Orientations (USOs) are an appealing abstraction of several major optimization problems of applied mathematics such as for instance Linear Programming (LP), Markov Decision Processes (MDPs) or 2-player Turn Based Stochastic…

We define "decision swap regret" which generalizes both prediction for downstream swap regret and omniprediction, and give algorithms for obtaining it for arbitrary multi-dimensional Lipschitz loss functions in online adversarial settings.…