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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...
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...
We consider the problem of semi-supervised learning (SSL) from general unlabeled data, which may contain irrelevant samples. Within the binary setting, our model manages to better utilize the information from unlabeled data by formulating them as a three-class (-1,+1, 0) mixture, where class 0 represents the irrelevant data. This distinguishes our work from the traditional SSL problem where unlabeled...
We address cross-layer optimization (CLO) between link and application layer. Using parameterized models of applications and link layer the application data rates and the wireless radio resource allocation are determined such that the perceived quality of the users is good. Conventional approaches consider the sum of all application utilities or the worst application utility as optimization criterion...
Polarimetric synthetic aperture radar (POLSAR) images are widely used for aerial and spatial image applications, such as terrain classification, target detection, etc. However, only monochrome gray images can be derived from SAR data due to the imaging mechanisms of SAR, which limits image presentation and visual appeal. In this paper, we proposed a new approach to colorization for POLSAR images....
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