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In this paper we propose a general algorithmic framework for first-order methods in optimization in a broad sense, including minimization problems, saddle-point problems and variational inequalities. This framework allows to obtain many…

We study the high-dimensional linear regression problem with categorical predictors that have many levels. We propose a new estimation approach, which performs model compression via two mechanisms by simultaneously encouraging (a)…

Methodology · Statistics 2026-03-30 Kayhan Behdin , Riade Benbaki , Peter Radchenko , Rahul Mazumder

We introduce a framework based on bilevel programming that unifies gradient-based hyperparameter optimization and meta-learning. We show that an approximate version of the bilevel problem can be solved by taking into explicit account the…

Machine Learning · Statistics 2018-07-04 Luca Franceschi , Paolo Frasconi , Saverio Salzo , Riccardo Grazzi , Massimilano Pontil

In many contexts, customized and weighted classification scores are designed in order to evaluate the goodness of the predictions carried out by neural networks. However, there exists a discrepancy between the maximization of such scores…

Machine Learning · Computer Science 2023-05-24 Francesco Marchetti , Sabrina Guastavino , Cristina Campi , Federico Benvenuto , Michele Piana

Accurately and efficiently estimating system performance under uncertainty is paramount in power system planning and operation. Monte Carlo simulation is often used for this purpose, but convergence may be slow, especially when detailed…

Computation · Statistics 2020-10-23 Simon Tindemans , Goran Strbac

In this paper, we propose a multilevel stochastic framework for the solution of nonconvex unconstrained optimization problems. The proposed approach uses random regularized first-order models that exploit an available hierarchical…

Optimization and Control · Mathematics 2025-11-27 Filippo Marini , Margherita Porcelli , Elisa Riccietti

Support vector machine (SVM) is a popular classifier known for accuracy, flexibility, and robustness. However, its intensive computation has hindered its application to large-scale datasets. In this paper, we propose a new optimal leverage…

Methodology · Statistics 2023-08-25 Yixin Han , Jun Yu , Nan Zhang , Cheng Meng , Ping Ma , Wenxuan Zhong , Changliang Zou

Several recently devised machine learning (ML) algorithms have shown improved accuracy for various predictive problems. Model searches, which explore to find an optimal ML algorithm and hyperparameter values for the target problem, play a…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-08-28 Yoshiki Takahashi , Masato Asahara , Kazuyuki Shudo

Algorithm selection and hyperparameter tuning are critical steps in both academic and applied machine learning. On the other hand, these steps are becoming ever increasingly delicate due to the extensive rise in the number, diversity, and…

Machine Learning · Computer Science 2023-09-15 Ahmad Esmaeili , Julia T. Rayz , Eric T. Matson

As machine learning permeates more industries and models become more expensive and time consuming to train, the need for efficient automated hyperparameter optimization (HPO) has never been more pressing. Multi-step planning based…

Machine Learning · Computer Science 2022-11-18 Lucio M. Dery , Abram L. Friesen , Nando De Freitas , Marc'Aurelio Ranzato , Yutian Chen

With the rapid growth of Internet services, recommendation systems play a central role in delivering personalized content. Faced with massive user requests and complex model architectures, the key challenge for real-time recommendation…

Information Retrieval · Computer Science 2025-08-14 Junli Shao , Jing Dong , Dingzhou Wang , Kowei Shih , Dannier Li , Chengrui Zhou

Multi-scale architecture, including hierarchical vision transformer, has been commonly applied to high-resolution semantic segmentation to deal with computational complexity with minimum performance loss. In this paper, we propose a novel…

Computer Vision and Pattern Recognition · Computer Science 2024-06-17 Jiwon Yoo , Jangwon Lee , Gyeonghwan Kim

Deep learning methods have predominantly been applied to large artificial neural networks. Despite their state-of-the-art performance, these large networks typically do not generalize well to datasets with limited sample sizes. In this…

Machine Learning · Statistics 2016-11-17 Eric Strobl , Shyam Visweswaran

In this paper, we consider the problem of stochastic optimization, where the objective function is in terms of the expectation of a (possibly non-convex) cost function that is parametrized by a random variable. While the convergence speed…

Information Theory · Computer Science 2019-10-23 Naeimeh Omidvar , An Liu , Vincent Lau , Danny H. K. Tsang , Mohammad Reza Pakravan

In scientific machine learning, regression networks have been recently applied to approximate solution maps (e.g., potential-ground state map of Schr\"odinger equation). In this paper, we aim to reduce the generalization error without…

Numerical Analysis · Mathematics 2021-02-16 Zhihan Li , Yuwei Fan , Lexing Ying

The deployment of large-scale models, such as large language models (LLMs) and sophisticated image generation systems, incurs substantial costs due to their computational demands. To mitigate these costs and address challenges related to…

Machine Learning · Computer Science 2024-10-30 Yuzhe Yang , Yipeng Du , Ahmad Farhan , Claudio Angione , Yue Zhao , Harry Yang , Fielding Johnston , James Buban , Patrick Colangelo

We design and analyze a novel accelerated gradient-based algorithm for a class of bilevel optimization problems. These problems have various applications arising from machine learning and image processing, where optimal solutions of the two…

Optimization and Control · Mathematics 2023-11-20 Sepideh Samadi , Daniel Burbano , Farzad Yousefian

Bilevel optimization is a powerful tool for modeling hierarchical decision making processes. However, the resulting problems are challenging to solve - both in theory and practice. Fortunately, there have been significant algorithmic…

Optimization and Control · Mathematics 2023-01-25 Yasmine Beck , Ivana Ljubić , Martin Schmidt

As both machine learning models and the datasets on which they are evaluated have grown in size and complexity, the practice of using a few summary statistics to understand model performance has become increasingly problematic. This is…

Many key problems in machine learning and data science are routinely modeled as optimization problems and solved via optimization algorithms. With the increase of the volume of data and the size and complexity of the statistical models used…

Optimization and Control · Mathematics 2020-08-28 Filip Hanzely
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