Wen-Bo Du

2papers

2 Papers

9.0LGMay 9
Non-Parametric Rehearsal Learning via Conditional Mean Embeddings

Wen-Bo Du, Tian-Zuo Wang, Han-Jia Ye et al.

In machine learning, a critical class of decision-related problems concerns preventing predicted undesirable outcomes, referred to as the \textit{avoiding undesired future} (AUF) problem. To address this, the \textit{rehearsal learning} framework has been proposed to model influence relations for effective decisions. However, existing rehearsal methods rely on restrictive parametric assumptions such as linear systems or additive noise, limiting their practical applicability. In this paper, we propose the first non-parametric rehearsal learning approach for AUF without assuming specific functional forms of data generation processes. Specifically, we use kernel machinery to reformulate the AUF objective into a unified representation that disentangles desirability modeling from action-induced distributional changes. To handle the discontinuity of desirability indicator, we present a smooth Probit surrogate and provide an approximation error bound. Meanwhile, we capture the action-induced changes via conditional mean embeddings, and develop a kernel ridge regression based nested estimator for AUF objective with consistency guarantees. Such a formulation naturally accommodates nonlinear systems and non-additive noise, and empirical results on synthetic and real-data-derived semi-synthetic benchmarks demonstrate the effectiveness and flexibility of our approach.

NEJul 30, 2016
Heterogeneous Strategy Particle Swarm Optimization

Wen-Bo Du, Wen Ying, Gang Yan et al.

PSO is a widely recognized optimization algorithm inspired by social swarm. In this brief we present a heterogeneous strategy particle swarm optimization (HSPSO), in which a proportion of particles adopt a fully informed strategy to enhance the converging speed while the rest are singly informed to maintain the diversity. Our extensive numerical experiments show that HSPSO algorithm is able to obtain satisfactory solutions, outperforming both PSO and the fully informed PSO. The evolution process is examined from both structural and microscopic points of view. We find that the cooperation between two types of particles can facilitate a good balance between exploration and exploitation, yielding better performance. We demonstrate the applicability of HSPSO on the filter design problem.