no code implementations • 13 Jan 2021 • Anirban Chaudhuri, Boris Kramer, Matthew Norton, Johannes O. Royset, Karen Willcox
CRiBDO is contrasted with reliability-based design optimization (RBDO), where uncertainties are accounted for via the probability of failure, through a structural and a thermal design problem.
Optimization and Control Computational Engineering, Finance, and Science Data Analysis, Statistics and Probability Computation
1 code implementation • 24 Oct 2019 • Matthew Norton, Johannes O. Royset
The theoretical and empirical performance of Empirical Risk Minimization (ERM) often suffers when loss functions are poorly behaved with large Lipschitz moduli and spurious sharp minimizers.
no code implementations • 8 Dec 2018 • Xiaoyong Yuan, Zheng Feng, Matthew Norton, Xiaolin Li
Utilizing recently introduced concepts from statistics and quantitative risk management, we present a general variant of Batch Normalization (BN) that offers accelerated convergence of Neural Network training compared to conventional BN.
no code implementations • 20 Nov 2017 • Matthew Norton, Akiko Takeda, Alexander Mafusalov
In this paper, we explore an optimistic, or best-case view of uncertainty and show that it can be a fruitful approach.