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We propose a nonsmooth bilevel programming method for training linear learning models with hyperparameters optimized via T-fold cross-validation (CV). This algorithm scales well in the sample size. The method handles loss functions with embedded maxima such as in support vector machines. Current practice constructs models over a predefined grid of hyperparameter combinations and selects the best one,...
Many everyday human skills can be framed in terms of performing some task subject to constraints imposed by the environment. Constraints are usually unobservable and frequently change between contexts. In this paper, we present a novel approach for learning (unconstrained) control policies from movement data, where observations are recorded under different constraint settings. Our approach seamlessly...
Clustering of real-world data is often ill-posed. Because of noise and intrinsic ambiguity in data, optimization models attempting to maximize a fitness function can be misled by the assumption of uniqueness of the solution. In this work we present a methodology including classic and novel techniques to approach clustering in a systematic way, with two application examples to biological data sets...
There is a growing realization that uncertain information is a first-class citizen in modern database management. As such, we need techniques to correctly and efficiently process uncertain data in database systems. In particular, data reduction techniques that can produce concise, accurate synopses of large probabilistic relations are crucial. Similar to their deterministic relation counterparts,...
We propose an approach for inferring bounds on the finite-horizon return of a control policy from an off-policy sample of trajectories collecting state transitions, rewards, and control actions. In this paper, the dynamics, control policy, and reward function are supposed to be deterministic and Lipschitz continuous. Under these assumptions, a polynomial algorithm, in terms of the sample size and...
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