24 papers
Discrete-Time Adaptive Control in High Dimensions: Near Dimension-Free Performance via Mirror Descent
Mohammad Boveiri, Peyman Mohajerin Esfahani
Motivated by the use of modern high-capacity models in real-time control problems, this paper studies the adaptive control of high-dimensional discrete-time nonlinear systems with…
Nonlinear Bayesian Estimator for Parameter Learning: A Fixed-Point Characterization
Sasan Vakili, Daniël Woonings, Pradyumna Paruchuri +1
This paper presents a nonlinear parameter estimator for Wiener-type state-space models obtained as a fixed-point architecture that couples two affine minimum mean-squared error (MM…
Tight Generalization Bounds for Noiseless Inverse Optimization
Pouria Fatemi, Hoomaan Maskan, Suvrit Sra +1
Inverse optimization (IO) seeks to infer the parameters of a decision-maker's objective from observed context--action data. We study noiseless IO, where demonstrations are generate…
Locally Linear Convergence for Nonsmooth Convex Optimization via Coupled Smoothing and Momentum
Reza Rahimi Baghbadorani, Sergio Grammatico, Peyman Mohajerin Esfahani
We propose an adaptive accelerated smoothing technique for a nonsmooth convex optimization problem where the smoothing update rule is coupled with the momentum parameter. We also e…
A Saddle Point Algorithm for Robust Data-Driven Factor Model Problems
Shabnam Khodakaramzadeh, Soroosh Shafiee, Gabriel de Albuquerque Gleizer +1
We study the factor model problem, which aims to uncover low-dimensional structures in high-dimensional datasets. Adopting a robust data-driven approach, we formulate the problem a…
A Hybrid Algorithm for Monotone Variational Inequalities
Reza Rahimi Baghbadorani, Peyman Mohajerin Esfahani, Sergio Grammatico
Inspired by the adaptive Golden Ratio Algorithm (aGRAAL), we propose two new methods for solving monotone variational inequalities. We show that by selecting the momentum parameter…