5 papers
Spectral Differential Network Analysis for High-Dimensional Time Series
Michael Hellstern, Byol Kim, Zaid Harchaoui +1
Spectral networks derived from multivariate time series data arise in many domains, from brain science to Earth science. Often, it is of interest to study how these networks change…
Iterative Linear Quadratic Optimization for Nonlinear Control: Differentiable Programming Algorithmic Templates
Vincent Roulet, Siddhartha Srinivasa, Maryam Fazel +1
Iterative optimization algorithms depend on access to information about the objective function. In a differentiable programming framework, this information, such as gradients, can…
On Global and Local Convergence of Iterative Linear Quadratic Optimization Algorithms for Discrete Time Nonlinear Control
Vincent Roulet, Siddhartha Srinivasa, Maryam Fazel +1
A classical approach for solving discrete time nonlinear control on a finite horizon consists in repeatedly minimizing linear quadratic approximations of the original problem aroun…
Drago: Primal-Dual Coupled Variance Reduction for Faster Distributionally Robust Optimization
Ronak Mehta, Jelena Diakonikolas, Zaid Harchaoui
We consider the penalized distributionally robust optimization (DRO) problem with a closed, convex uncertainty set, a setting that encompasses learning using -DRO and spectral/$…
Iterated Schrödinger bridge approximation to Wasserstein Gradient Flows
Medha Agarwal, Zaid Harchaoui, Garrett Mulcahy +1
We introduce a novel discretization scheme for Wasserstein gradient flows that involves successively computing Schrödinger bridges with the same marginals. This is different from…