Related papers: Ranking via Sinkhorn Propagation
Many latent-variable applications, including community detection, collaborative filtering, genomic analysis, and NLP, model data as generated by low-rank matrices. Yet despite considerable research, except for very special cases, the number…
A rank estimator in robust regression is a minimizer of a function which depends (in addition to other factors) on the ordering of residuals but not on their values. Here we focus on the optimization aspects of rank estimators. We…
In this work we unify a number of inference learning methods, that are proposed in the literature as alternative training algorithms to the ones based on regular error back-propagation. These inference learning methods were developed with…
We study the averaging-based distributed optimization solvers over random networks. We show a general result on the convergence of such schemes using weight-matrices that are row-stochastic almost surely and column-stochastic in expectation…
Entropic optimal transport problems are regularized versions of optimal transport problems. These models play an increasingly important role in machine learning and generative modelling. For finite spaces, these problems are commonly solved…
Sparse reduced rank regression is an essential statistical learning method. In the contemporary literature, estimation is typically formulated as a nonconvex optimization that often yields to a local optimum in numerical computation. Yet,…
We design a new iterative algorithm, called REINFORCE-OPT, for solving a general type of optimization problems. This algorithm parameterizes the solution search rule and iteratively updates the parameter using a reinforcement learning (RL)…
Many real-world optimization problems contain parameters that are unknown before deployment time, either due to stochasticity or to lack of information (e.g., demand or travel times in delivery problems). A common strategy in such cases is…
A key challenge with machine learning approaches for ranking is the gap between the performance metrics of interest and the surrogate loss functions that can be optimized with gradient-based methods. This gap arises because ranking metrics…
Learning-to-rank techniques have proven to be extremely useful for prioritization problems, where we rank items in order of their estimated probabilities, and dedicate our limited resources to the top-ranked items. This work exposes a…
We consider a natural model of online preference aggregation, where sets of preferred items $R_1, R_2, \ldots, R_t$ along with a demand for $k_t$ items in each $R_t$, appear online. Without prior knowledge of $(R_t, k_t)$, the learner…
Riemannian submanifold optimization with momentum is computationally challenging because, to ensure that the iterates remain on the submanifold, we often need to solve difficult differential equations. Here, we simplify such difficulties…
This paper describes an efficient reduction of the learning problem of ranking to binary classification. The reduction guarantees an average pairwise misranking regret of at most that of the binary classifier regret, improving a recent…
Low rank approximation is a commonly occurring problem in many computer vision and machine learning applications. There are two common ways of optimizing the resulting models. Either the set of matrices with a given rank can be explicitly…
Permutation-valued features arise in a variety of applications, either in a direct way when preferences are elicited over a collection of items, or an indirect way in which numerical ratings are converted to a ranking. To date, there has…
The optimal mass transport problem gives a geometric framework for optimal allocation, and has recently gained significant interest in application areas such as signal processing, image processing, and computer vision. Even though it can be…
The use of machine learning techniques to improve the performance of branch-and-bound optimization algorithms is a very active area in the context of mixed integer linear problems, but little has been done for non-linear optimization. To…
Representation learning is a widely adopted framework for learning in data-scarce environments to obtain a feature extractor or representation from various different yet related tasks. Despite extensive research on representation learning,…
We reconsider randomized algorithms for the low-rank approximation of symmetric positive semi-definite (SPSD) matrices such as Laplacian and kernel matrices that arise in data analysis and machine learning applications. Our main results…
In this paper we first identify a basic limitation in gradient descent-based optimization methods when used in conjunctions with smooth kernels. An analysis based on the spectral properties of the kernel demonstrates that only a vanishingly…