Feature matching problem that incorporates pairwise constraints is usually formulated as a quadratic assignment problem (QAP). Since it is NP-hard, relaxation models are required. In this paper, we first formulate the QAP from the match selection point of view; and then propose a local sparse model for matching problem. Our local sparse matching (LSM) method has the following advantages: (1) It is parameter-free; (2) It generates a local sparse solution which is closer to a discrete matrix than most other continuous relaxation methods for the matching problem. (3) The one-to-one matching constraints are better maintained in LSM solution. Promising experimental results show the effectiveness of the Proposed LSM method.

Mitigating risk in decision-making has been a long-standing problem. Due to the mathematical challenge of its nonlinear nature, especially in adaptive decision-making problems, finding optimal policies is typically intractable. With a focus on efficient algorithms, we ask how well we can approximate the optimal policies for the difficult case of general utility models of risk. Little is known about efficient algorithms beyond the very special cases of linear (risk-neutral) and exponential utilities since general utilities are not separable and preclude the use of traditional dynamic programming techniques. In this paper, we consider general utility functions and investigate efficient computation of approximately optimal routing policies, where the goal is to maximize the expected utility of arriving at a destination around a given deadline. We present an adaptive discretization variant of successive approximation which gives an $\error$-optimal policy in polynomial time. The main insight is to perform discretization at the utility level space, which results in a nonuniform discretization of the domain, and applies for any monotone utility function.

Curriculum learning (CL) or self-paced learning (SPL) represents a recently proposed learning regime inspired by the learning process of humans and animals that gradually proceeds from easy to more complex samples in training. The two methods share a similar conceptual learning paradigm, but differ in specific learning schemes. In CL, the curriculum is predetermined by prior knowledge, and remain fixed thereafter. Therefore, this type of method heavily relies on the quality of prior knowledge while ignoring feedback about the learner. In SPL, the curriculum is dynamically determined to adjust to the learning pace of the leaner. However, SPL is unable to deal with prior knowledge, rendering it prone to overfitting. In this paper, we discover the missing link between CL and SPL, and propose a unified framework named self-paced curriculum leaning (SPCL). SPCL is formulated as a concise optimization problem that takes into account both prior knowledge known before training and the learning progress during training. In comparison to human education, SPCL is analogous to "instructor-student-collaborative" learning mode, as opposed to "instructor-driven" in CL or "student-driven" in SPL. Empirically, we show that the advantage of SPCL on two tasks.

Our society is organized around a number of (interdependent) global systems. Logistic and supply chains, health services, energy networks, financial markets, computer networks, and cities are just a few examples of such global, complex systems. These global systems are socio-technical and involve interactions between complex infrastructures, man-made processes, natural phenomena, multiple stakeholders, and human behavior. For the first time in the history of manking, we have access to data sets of unprecedented scale and accuracy about these infrastructures, processes, natural phenomena, and human behaviors. In addition, progress in high-performancing computing, data mining, machine learning, and decision support opens the possibility of looking at these problems more holistically, capturing many of these aspects simultaneously. This paper addresses emergent architectures enabling controlling, predicting and reaoning on these systems.

Reinforcement learning for robot control tasks in continuous environments is a challenging problem due to the dimensionality of the state and action spaces, time and resource costs for learning with a real robot as well as constraints imposed for its safe operation. In this paper we propose a model-based reinforcement learning approach for continuous environments with constraints. The approach combines model-based reinforcement learning with recent advances in approximate optimal control. This results in a bounded-rationality agent that makes decisions in real-time by efficiently solving a sequence of constrained optimization problems on learned sparse Gaussian process models. Such a combination has several advantages. No high-dimensional policy needs to be computed or stored while the learning problem often reduces to a set of lower-dimensional models of the dynamics. In addition, hard constraints can easily be included and objectives can also be changed in real-time to allow for multiple or dynamic tasks. The efficacy of the approach is demonstrated on both an extended cart pole domain and a challenging quadcopter navigation task using real data.

Sales pipeline win-propensity prediction is fundamental to effective sales management. In contrast to using subjective human rating, we propose a modern machine learning paradigm to estimate the win-propensity of sales leads over time. A profile-specific two-dimensional Hawkes processes model is developed to capture the influence from seller's activities on their leads to the win outcome, coupled with lead's personalized profiles. It is motivated by two observations: i) sellers tend to frequently focus their selling activities and efforts on a few leads during a relatively short time. This is evidenced and reflected by their concentrated interactions with the pipeline, including login, browsing and updating the sales leads which are logged by the system; ii) the pending opportunity is prone to reach its win outcome shortly after such temporally concentrated interactions. Our model is deployed and in continual use to a large, global, B2B multinational technology enterprize (Fortune 500) with a case study. Due to the generality and flexibility of the model, it also enjoys the potential applicability to other real-world problems.

Markov Decision Problems, MDPs offer an effective mechanism for planning under uncertainty. However, due to unavoidable uncertainty over models, it is difficult to obtain an exact specification of an MDP. We are interested in solving MDPs, where transition and reward functions are not exactly specified. Existing research has primarily focussed on computing infinite horizon stationary policies when optimizing robustness, regret and percentile based objectives. We focus specifically on finite horizon problems with a special emphasis on objectives that are separable over individual instantiations of model uncertainty (i.e., objectives that can be expressed as a sum over instantiations of model uncertainty): (a) First, we identify two separable objectives for uncertain MDPs: Average Value Maximization (AVM) and Confidence Probability Maximisation (CPM). (b) Second, we provide optimization based solutions to compute policies for uncertain MDPs with such objectives. In particular, we exploit the separability of AVM and CPM objectives by employing Lagrangian dual decomposition(LDD). (c) Finally, we demonstrate the utility of the LDD approach on a benchmark problem from the literature.

Sequential decision problems that involve multiple objectives are prevalent. Consider for example a driver of a semi-autonomous car who may want to optimize competing objectives such as travel time and the effort associated with manual driving. We introduce a rich model called Lexicographic MDP (LMDP) and a corresponding planning algorithm called LVI that generalize previous work by allowing for conditional lexicographic preferences with slack. We analyze the convergence characteristics of LVI and establish its game theoretic properties. The performance of LVI in practice is tested within a realistic benchmark problem in the domain of semi-autonomous driving. Finally, we demonstrate how GPU-based optimization can improve the scalability of LVI and other value iteration algorithms for MDPs.

Conditional Value at Risk (CVaR) is a prominent risk measure that is being used extensively in various domains. We develop a new formula for the gradient of the CVaR in the form of a conditional expectation. Based on this formula, we propose a novel sampling-based estimator for the gradient of the CVaR, in the spirit of the likelihood-ratio method. We analyze the bias of the estimator, and prove the convergence of a corresponding stochastic gradient descent algorithm to a local CVaR optimum. Our method allows to consider CVaR optimization in new domains. As an example, we consider a reinforcement learning application, and learn a risk-sensitive controller for the game of Tetris.

Multi-view point registration is a relatively less studied problem compared with two-view point registration. Directly applying pairwise registration often leads to matching discrepancy as the mapping between two point sets can be determined either by direct correspondences or by any intermediate point set. Also, the local two-view registration tends to be sensitive to noises. We propose a novel multi-view registration method, where the optimal registration is achieved via an efficient and effective alternating concave minimization process. We further extend our solution to a general case in practice of registration among point sets with different cardinalities. Extensive empirical evaluations of peer methods on both synthetic data and real images suggest our method is robust to large disturbance. In particular, it is shown that our method outperforms peer point matching methods and performs competitively against graph matching approaches. The latter approaches utilize the additional second-order information at the cost of exponentially increased run-time, thus usually being less efficient.