Related papers: Benders, Nested Benders and Stochastic Programming…
Part I of this paper considered optimization problems over networks where agents have individual objectives to meet, or individual parameter vectors to estimate, subject to subspace constraints that require the objectives across the network…
Recently, convex nested stochastic composite optimization (NSCO) has received considerable attention for its applications in reinforcement learning and risk-averse optimization. The current NSCO algorithms have worse stochastic oracle…
Decomposition, statically dividing a program into multiple units, is a common programming technique for realizing parallelism and refining programs. The decomposition of a sequential program into components is tedious, due to the…
We revisit the elegant observation of T. Cover '65 which, perhaps, is not as well-known to the broader community as it should be. The first goal of the tutorial is to explain---through the prism of this elementary result---how to solve…
We study the foundations of variational inference, which frames posterior inference as an optimisation problem, for probabilistic programming. The dominant approach for optimisation in practice is stochastic gradient descent. In particular,…
In this paper, we have studied a decomposition method for solving a class of nonconvex two-stage stochastic programs, where both the objective and constraints of the second-stage problem are nonlinearly parameterized by the first-stage…
Instance segmentation is a computer vision task where separate objects in an image are detected and segmented. State-of-the-art deep neural network models require large amounts of labeled data in order to perform well in this task. Making…
Recurrent Neural Networks (RNNs) are a class of machine learning algorithms used for applications with time-series and sequential data. Recently, there has been a strong interest in executing RNNs on embedded devices. However, difficulties…
As the size of modern data sets exceeds the disk and memory capacities of a single computer, machine learning practitioners have resorted to parallel and distributed computing. Given that optimization is one of the pillars of machine…
Second order conic programming (SOCP) has been used to model various applications in power systems, such as operation and expansion planning. In this paper, we present a two-stage stochastic mixed integer SOCP (MISOCP) model for the…
In a series of recent works, we have generalised the consistency results in the stochastic block model literature to the case of uniform and non-uniform hypergraphs. The present paper continues the same line of study, where we focus on…
Lowering the barriers to computer programming requires understanding how to scaffold learning. Parsons problems, which require learners to drag-and-drop blocks of code into the correct order and indentation, are proving to be beneficial for…
In this study, we consider two classes of multicriteria two-stage stochastic programs in finite probability spaces with multivariate risk constraints. The first-stage problem features a multivariate stochastic benchmarking constraint based…
Randomized algorithms provide solutions to two ubiquitous problems: (1) the distributed calculation of a principal component analysis or singular value decomposition of a highly rectangular matrix, and (2) the distributed calculation of a…
The stochastic subgradient method is a widely-used algorithm for solving large-scale optimization problems arising in machine learning. Often these problems are neither smooth nor convex. Recently, Davis et al. [1-2] characterized the…
In this paper, we introduce a set of tools for providing user-friendly explanations in an explanation-based constraint programming system. The idea is to represent the constraints of a problem as an hierarchy (a tree). Users are then…
Sequential algorithms are popular for experimental design, enabling emulation, optimisation and inference to be efficiently performed. For most of these applications bespoke software has been developed, but the approach is general and many…
We consider distributed optimization problems where forming the Hessian is computationally challenging and communication is a significant bottleneck. We develop unbiased parameter averaging methods for randomized second order optimization…
An algorithm for a family of self-starting high-order implicit time integration schemes with controllable numerical dissipation is proposed for both linear and nonlinear transient problems. This work builds on the previous works of the…
The nested error regression model is a useful tool for analyzing clustered (grouped) data, and is especially used in small area estimation. The classical nested error regression model assumes normality of random effects and error terms, and…