Systems | Information | Learning | Optimization
 

Linear Dueling Bandits

Dueling bandits is a variant of the multi-armed bandit problem where instead of playing an arm and observing the reward at each instant, you duel two arms (pairwise comparison) and observe the winner among the two. Linear bandits is a special case of contextual bandits where the reward of an …

Multi-Resolution Spatio-Temporal Analysis of Atmospheric Contamination

In a typical atmospheric contamination, “gas leaks” for instance, people are able to identify a deliberate pungent odor and the system responsible for the contamination contents have other various safe guards in place to protect environmental contamination. What happens when the contamination is deliberate and none of the safe guards …

GuBoLi — The World’s Greatest Solver for Box-Constrained Nonconvex Quadratic Programs

I will first explain to you the standard methodology for finding globally optimal solutions to nonconvex quadratic programs. I then will tell you a couple simple tricks, inspired by integer programming, that can speed up these algorithms by multiple orders of magnitude. If time allows, I can discuss a result …

A data-dependent weighted LASSO

Sparse linear inverse problems appear in a variety of settings, but often the noise contaminating observations cannot accurately be described as bounded or arising from a Gaussian distribution. Poisson observations in particular are a characteristic feature of several real-world applications. Previous work on sparse Poisson inverse problems encountered several limiting …