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Bayesian optimization relies on iteratively constructing and optimizing an acquisition function. The latter turns out to be a challenging, non-convex optimization problem itself. Despite the relative importance of this step, most algorithms…

Optimization and Control · Mathematics 2026-04-22 Yilin Xie , Shiqiang Zhang , Joel A. Paulson , Calvin Tsay

The problem of fitting experimental data to a given model function $f(t; p_1,p_2,\dots,p_N)$ is conventionally solved numerically by methods such as that of Levenberg-Marquardt, which are based on approximating the Chi-squared measure of…

Optimization and Control · Mathematics 2017-03-14 Alberto Herrera-Gomez , R. Michael Porter

Several techniques were proposed to model the Piecewise linear (PWL) functions, including convex combination, incremental and multiple choice methods. Although the incremental method was proved to be very efficient, the attention of the…

Optimization and Control · Mathematics 2018-02-13 Mutaz Tuffaha , Jan Tommy Gravdahl

In this paper we present a novel non-parametric method of simplifying piecewise linear curves and we apply this method as a statistical approximation of structure within sequential data in the plane. We consider the problem of minimizing…

Computational Geometry · Computer Science 2012-05-31 Stephane Durocher , Alexandre Leblanc , Jason Morrison , Matthew Skala

This paper introduces a novel methodology for Feature Selection for Functional Classification, FSFC, that addresses the challenge of jointly performing feature selection and classification of functional data in scenarios with categorical…

The minimal feature removal problem in the post-hoc explanation area aims to identify the minimal feature set (MFS). Prior studies using the greedy algorithm to calculate the minimal feature set lack the exploration of feature interactions…

Artificial Intelligence · Computer Science 2024-02-09 Qian Chen , Taolin Zhang , Dongyang Li , Xiaofeng He

This paper studies chance-constrained stochastic optimization problems with finite support. It presents an iterative method that solves reduced-size chance-constrained models obtained by partitioning the scenario set. Each reduced problem…

Optimization and Control · Mathematics 2024-11-26 Marius Roland , Alexandre Forel , Thibaut Vidal

In supervised machine learning, feature selection plays a very important role by potentially enhancing explainability and performance as measured by computing time and accuracy-related metrics. In this paper, we investigate a method for…

Machine Learning · Computer Science 2024-02-02 Raisa Islam , Subhasish Mazumdar , Rakibul Islam

In this paper we shall review the common problems associated with Piecewise Linear Separation incremental algorithms. This kind of neural models yield poor performances when dealing with some classification problems, due to the evolving…

Neural and Evolutionary Computing · Computer Science 2007-12-24 Alejandro Chinea Manrique De Lara , Juan Manuel Moreno , Arostegui Jordi Madrenas , Joan Cabestany

This paper presents an efficient approach to image segmentation that approximates the piecewise-smooth (PS) functional in [12] with explicit solutions. By rendering some rational constraints on the initial conditions and the final solutions…

Computer Vision and Pattern Recognition · Computer Science 2016-12-09 Huihui Song , Yuhui Zheng , Kaihua Zhang

We present fast classification techniques for sparse generalized linear and additive models. These techniques can handle thousands of features and thousands of observations in minutes, even in the presence of many highly correlated…

Machine Learning · Computer Science 2022-11-01 Jiachang Liu , Chudi Zhong , Margo Seltzer , Cynthia Rudin

In real-world machine learning applications, data subsets correspond to especially critical outcomes: vulnerable cyclist detections are safety-critical in an autonomous driving task, and "question" sentences might be important to a dialogue…

Machine Learning · Computer Science 2020-03-03 Vincent S. Chen , Sen Wu , Zhenzhen Weng , Alexander Ratner , Christopher Ré

The analysis of complex nonlinear systems is often carried out using simpler piecewise linear representations of them. A principled and practical technique is proposed to linearize and evaluate arbitrary continuous nonlinear functions using…

Optimization and Control · Mathematics 2017-11-10 Guillermo Gallego , Daniel Berjón , Narciso García

In machine learning, the process of feature selection involves finding a reduced subset of features that captures most of the information required to train an accurate and efficient model. This work presents FeatureCuts, a novel feature…

Machine Learning · Computer Science 2025-08-05 Andy Hu , Devika Prasad , Luiz Pizzato , Nicholas Foord , Arman Abrahamyan , Anna Leontjeva , Cooper Doyle , Dan Jermyn

We consider the problem of minimizing a sum of several convex non-smooth functions. We introduce a new algorithm called the selective linearization method, which iteratively linearizes all but one of the functions and employs simple…

Optimization and Control · Mathematics 2016-08-16 Yu Du , Xiaodong Lin , Andrzej Ruszczynski

We study the assortment optimization problem under general linear constraints, where the customer choice behavior is captured by the Cross-Nested Logit model. In this problem, there is a set of products organized into multiple subsets (or…

Optimization and Control · Mathematics 2023-04-19 Cuong Le , Tien Mai

In this paper, we construct an algorithm for minimising piecewise smooth functions for which derivative information is not available. The algorithm constructs a pair of quadratic functions, one on each side of the point with smallest known…

Optimization and Control · Mathematics 2020-12-14 Jonathan Grant-Peters , Raphael Hauser

In this paper, we propose a stochastic method for solving equality constrained optimization problems that utilizes predictive variance reduction. Specifically, we develop a method based on the sequential quadratic programming paradigm that…

Optimization and Control · Mathematics 2023-03-28 Albert S. Berahas , Jiahao Shi , Zihong Yi , Baoyu Zhou

We provide an exact algorithm to solve the log-linear continuous (fractional) knapsack problem. The algorithm is based on two lemmas that follow from the application of weak duality theorem and complementary slackness theorem to the linear…

Optimization and Control · Mathematics 2024-08-21 Somdeb Lahiri

We consider approximations formed by the sum of a linear combination of given functions enhanced by ridge functions -- a Linear/Ridge expansion. For an explicitly or implicitly given function, we reformulate finding a best Linear/Ridge…

Numerical Analysis · Mathematics 2021-07-12 Constantin Greif , Philipp Junk , Karsten Urban