10,954 research outputs found
An Algorithmic Theory of Dependent Regularizers, Part 1: Submodular Structure
We present an exploration of the rich theoretical connections between several
classes of regularized models, network flows, and recent results in submodular
function theory. This work unifies key aspects of these problems under a common
theory, leading to novel methods for working with several important models of
interest in statistics, machine learning and computer vision.
In Part 1, we review the concepts of network flows and submodular function
optimization theory foundational to our results. We then examine the
connections between network flows and the minimum-norm algorithm from
submodular optimization, extending and improving several current results. This
leads to a concise representation of the structure of a large class of pairwise
regularized models important in machine learning, statistics and computer
vision.
In Part 2, we describe the full regularization path of a class of penalized
regression problems with dependent variables that includes the graph-guided
LASSO and total variation constrained models. This description also motivates a
practical algorithm. This allows us to efficiently find the regularization path
of the discretized version of TV penalized models. Ultimately, our new
algorithms scale up to high-dimensional problems with millions of variables
Solving Factored MDPs with Hybrid State and Action Variables
Efficient representations and solutions for large decision problems with
continuous and discrete variables are among the most important challenges faced
by the designers of automated decision support systems. In this paper, we
describe a novel hybrid factored Markov decision process (MDP) model that
allows for a compact representation of these problems, and a new hybrid
approximate linear programming (HALP) framework that permits their efficient
solutions. The central idea of HALP is to approximate the optimal value
function by a linear combination of basis functions and optimize its weights by
linear programming. We analyze both theoretical and computational aspects of
this approach, and demonstrate its scale-up potential on several hybrid
optimization problems
Some Results on the Complexity of Numerical Integration
This is a survey (21 pages, 124 references) written for the MCQMC 2014
conference in Leuven, April 2014. We start with the seminal paper of Bakhvalov
(1959) and end with new results on the curse of dimension and on the complexity
of oscillatory integrals. Some small errors of earlier versions are corrected
System Level Synthesis
This article surveys the System Level Synthesis framework, which presents a
novel perspective on constrained robust and optimal controller synthesis for
linear systems. We show how SLS shifts the controller synthesis task from the
design of a controller to the design of the entire closed loop system, and
highlight the benefits of this approach in terms of scalability and
transparency. We emphasize two particular applications of SLS, namely
large-scale distributed optimal control and robust control. In the case of
distributed control, we show how SLS allows for localized controllers to be
computed, extending robust and optimal control methods to large-scale systems
under practical and realistic assumptions. In the case of robust control, we
show how SLS allows for novel design methodologies that, for the first time,
quantify the degradation in performance of a robust controller due to model
uncertainty -- such transparency is key in allowing robust control methods to
interact, in a principled way, with modern techniques from machine learning and
statistical inference. Throughout, we emphasize practical and efficient
computational solutions, and demonstrate our methods on easy to understand case
studies.Comment: To appear in Annual Reviews in Contro
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