相关论文: Statistical Mechanics of Soft Margin Classifiers

We investigate Monte Carlo based algorithms for solving stochastic control problems with probabilistic constraints. Our motivation comes from microgrid management, where the controller tries to optimally dispatch a diesel generator while…

Bayesian max-margin models have shown superiority in various practical applications, such as text categorization, collaborative prediction, social network link prediction and crowdsourcing, and they conjoin the flexibility of Bayesian…

A framework previously introduced in [3] for solving a sequence of stochastic optimization problems with bounded changes in the minimizers is extended and applied to machine learning problems such as regression and classification. The…

Using methods of Statistical Physics, we investigate the generalization performance of support vector machines (SVMs), which have been recently introduced as a general alternative to neural networks. For nonlinear classification rules, the…

Sampling-based Model Predictive Control (MPC) is a flexible control framework that can reason about non-smooth dynamics and cost functions. Recently, significant work has focused on the use of machine learning to improve the performance of…

A neural population responding to multiple appearances of a single object defines a manifold in the neural response space. The ability to classify such manifolds is of interest, as object recognition and other computational tasks require a…

As machine learning applications grow increasingly ubiquitous and complex, they face an increasing set of requirements beyond accuracy. The prevalent approach to handle this challenge is to aggregate a weighted combination of requirement…

Recent theoretical results show that gradient descent on deep neural networks under exponential loss functions locally maximizes classification margin, which is equivalent to minimizing the norm of the weight matrices under margin…

Supervised learning with large-scale data usually leads to complex optimization problems, especially for classification tasks with multiple classes. Stochastic subgradient methods can enable efficient learning with a large number of samples…

The support vector machine (SVM) algorithm is well known to the computer learning community for its very good practical results. The goal of the present paper is to study this algorithm from a statistical perspective, using tools of…

We present Neural Stochastic Contraction Metrics (NSCM), a new design framework for provably-stable robust control and estimation for a class of stochastic nonlinear systems. It uses a spectrally-normalized deep neural network to construct…

Recently, there has been much interest in finding globally optimal Bayesian network structures. These techniques were developed for generative scores and can not be directly extended to discriminative scores, as desired for classification.…

I will show that there is a deep relation between error-correction codes and certain mathematical models of spin glasses. In particular minimum error probability decoding is equivalent to finding the ground state of the corresponding spin…

Strategic classification, i.e. classification under possible strategic manipulations of features, has received a lot of attention from both the machine learning and the game theory community. Most works focus on analysing properties of the…

The classical hinge-loss support vector machines (SVMs) model is sensitive to outlier observations due to the unboundedness of its loss function. To circumvent this issue, recent studies have focused on non-convex loss functions, such as…

Stochastic gradient Markov chain Monte Carlo (SG-MCMC) has become increasingly popular for simulating posterior samples in large-scale Bayesian modeling. However, existing SG-MCMC schemes are not tailored to any specific probabilistic…

One of the main challenges for feature representation in deep learning-based classification is the design of appropriate loss functions that exhibit strong discriminative power. The classical softmax loss does not explicitly encourage…

We consider controller synthesis for stochastic and partially unknown environments in which safety is essential. Specifically, we abstract the problem as a Markov decision process in which the expected performance is measured using a cost…

We explicitly quantify the empirically observed phenomenon that estimation under a stochastic block model (SBM) is hard if the model contains classes that are similar. More precisely, we consider estimation of certain functionals of random…

Modern machine learning is trained by stochastic gradient descent (SGD), whose performance critically depends on how the learning rate (LR) is adjusted and decreased over time. Yet existing LR regimes may be intricate, or need to tune one…