Related papers: Surrogate Functions for Maximizing Precision at th…

NDCG, namely Normalized Discounted Cumulative Gain, is a widely used ranking metric in information retrieval and machine learning. However, efficient and provable stochastic methods for maximizing NDCG are still lacking, especially for deep…

We investigate optimal order execution problems in discrete time with instantaneous price impact and stochastic resilience. First, in the setting of linear transient price impact we derive a closed-form recursion for the optimal strategy,…

Hyperparameter optimization is the process of identifying the appropriate hyperparameter configuration of a given machine learning model with regard to a given learning task. For smaller data sets, an exhaustive search is possible; However,…

Measurement-constrained datasets, often encountered in semi-supervised learning, arise when data labeling is costly, time-intensive, or hindered by confidentiality or ethical concerns, resulting in a scarcity of labeled data. In certain…

Evaluation metrics in machine learning are often hardly taken as loss functions, as they could be non-differentiable and non-decomposable, e.g., average precision and F1 score. This paper aims to address this problem by revisiting the…

ListNet is a well-known listwise learning to rank model and has gained much attention in recent years. A particular problem of ListNet, however, is the high computation complexity in model training, mainly due to the large number of object…

Offline optimization is an emerging problem in many experimental engineering domains including protein, drug or aircraft design, where online experimentation to collect evaluation data is too expensive or dangerous. To avoid that, one has…

Many applications in machine learning require optimizing a function whose true gradient is unknown, but where surrogate gradient information (directions that may be correlated with, but not necessarily identical to, the true gradient) is…

Bayesian Optimization is a popular tool for tuning algorithms in automatic machine learning (AutoML) systems. Current state-of-the-art methods leverage Random Forests or Gaussian processes to build a surrogate model that predicts algorithm…

Discrete optimization belongs to the set of $\mathcal{NP}$-hard problems, spanning fields such as mixed-integer programming and combinatorial optimization. A current standard approach to solving convex discrete optimization problems is the…

We present a detailed study of cardinality-aware top-$k$ classification, a novel approach that aims to learn an accurate top-$k$ set predictor while maintaining a low cardinality. We introduce a new target loss function tailored to this…

Perceptron is a classic online algorithm for learning a classification function. In this paper, we provide a novel extension of the perceptron algorithm to the learning to rank problem in information retrieval. We consider popular listwise…

Gradient-based optimization is now ubiquitous across graphics, but unfortunately can not be applied to problems with undefined or zero gradients. To circumvent this issue, the loss function can be manually replaced by a ``surrogate'' that…

In this paper we introduce a novel way of estimating prediction uncertainty in deep networks through the use of uncertainty surrogates. These surrogates are features of the penultimate layer of a deep network that are forced to match…

The study of first-order optimization is sensitive to the assumptions made on the objective functions. These assumptions induce complexity classes which play a key role in worst-case analysis, including the fundamental concept of algorithm…

Area under ROC (AUC) is an important metric for binary classification and bipartite ranking problems. However, it is difficult to directly optimizing AUC as a learning objective, so most existing algorithms are based on optimizing a…

Training spiking neural networks to approximate universal functions is essential for studying information processing in the brain and for neuromorphic computing. Yet the binary nature of spikes poses a challenge for direct gradient-based…

Machine learning methods are increasingly used to build computationally inexpensive surrogates for complex physical models. The predictive capability of these surrogates suffers when data are noisy, sparse, or time-dependent. As we are…

We propose a novel method for gradient-based optimization of black-box simulators using differentiable local surrogate models. In fields such as physics and engineering, many processes are modeled with non-differentiable simulators with…

Stochastic Gradient Descent (SGD) has played a central role in machine learning. However, it requires a carefully hand-picked stepsize for fast convergence, which is notoriously tedious and time-consuming to tune. Over the last several…