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We propose a data-driven method to establish probabilistic performance guarantees for parametric optimization problems solved via iterative algorithms. Our approach addresses two key challenges: providing convergence guarantees to…

Optimization and Control · Mathematics 2025-10-31 Jingyi Huang , Paul Goulart , Kostas Margellos

This study presents a methodology to treat performance-based seismic design as an inverse engineering problem, where design parameters are directly derived to achieve specific performance objectives. By implementing explainable machine…

Machine Learning · Computer Science 2025-08-04 Mohsen Zaker Esteghamati

We propose a new and computationally efficient algorithm for maximizing the observed log-likelihood for a multivariate normal data matrix with missing values. We show that our procedure based on iteratively regressing the missing on the…

Methodology · Statistics 2012-11-21 Nicolas Städler , Daniel J. Stekhoven , Peter Bühlmann

Surrogate-assisted evolutionary algorithms have been widely developed to solve complex and computationally expensive multi-objective optimization problems in recent years. However, when dealing with high-dimensional optimization problems,…

Neural and Evolutionary Computing · Computer Science 2024-03-19 Guodong Chen , Jiu Jimmy Jiao , Xiaoming Xue , Zhongzheng Wang

Optimization algorithms are very different from human optimizers. A human being would gain more experiences through problem-solving, which helps her/him in solving a new unseen problem. Yet an optimization algorithm never gains any…

Neural and Evolutionary Computing · Computer Science 2024-10-28 Xunzhao Yu , Yan Wang , Ling Zhu , Dimitar Filev , Xin Yao

We present a framework to train a structured prediction model by performing smoothing on the inference algorithm it builds upon. Smoothing overcomes the non-smoothness inherent to the maximum margin structured prediction objective, and…

Machine Learning · Statistics 2019-02-11 Krishna Pillutla , Vincent Roulet , Sham M. Kakade , Zaid Harchaoui

Constrained submodular function maximization has been used in subset selection problems such as selection of most informative sensor locations. While these models have been quite popular, the solutions Constrained submodular function…

Data Structures and Algorithms · Computer Science 2020-10-15 Alfredo Torrico , Mohit Singh , Sebastian Pokutta , Nika Haghtalab , Joseph , Naor , Nima Anari

This dissertation shows that careful injection of noise into sample data can substantially speed up Expectation-Maximization algorithms. Expectation-Maximization algorithms are a class of iterative algorithms for extracting maximum…

Machine Learning · Statistics 2014-11-26 Osonde Adekorede Osoba

Incorporating a deep generative model as the prior distribution in inverse problems has established substantial success in reconstructing images from corrupted observations. Notwithstanding, the existing optimization approaches use gradient…

Machine Learning · Computer Science 2023-01-31 Tianci Liu , Tong Yang , Quan Zhang , Qi Lei

For obtaining optimal first-order convergence guarantee for stochastic optimization, it is necessary to use a recurrent data sampling algorithm that samples every data point with sufficient frequency. Most commonly used data sampling…

Optimization and Control · Mathematics 2024-07-23 William G. Powell , Hanbaek Lyu

We present a new machine learning approach to estimate personalized treatment effects in the classical potential outcomes framework with binary outcomes. To overcome the problem that both treatment and control outcomes for the same unit are…

Machine Learning · Statistics 2018-05-07 Siong Thye Goh , Cynthia Rudin

In computer-aided engineering design, the goal of a designer is to find an optimal design on a given requirement using the numerical simulator in loop with an optimization method. In this design optimization process, a good design…

Machine Learning · Computer Science 2023-03-01 Harsh Vardhan , Peter Volgyesi , Janos Sztipanovits

A thesis submitted for the degree of Doctor of Philosophy of The Australian National University. In this work we introduce several new optimisation methods for problems in machine learning. Our algorithms broadly fall into two categories:…

Machine Learning · Computer Science 2016-03-22 Aaron Defazio

Stochastic kinetic models (SKMs) are increasingly used to account for the inherent stochasticity exhibited by interacting populations of species in areas such as epidemiology, population ecology and systems biology. Species numbers are…

Computation · Statistics 2023-04-06 Tom E. Lowe , Andrew Golightly , Chris Sherlock

An algorithm capable of finding a likely global optimum (minimum) and a set of sub-optimal points for arbitrary generic functions of several variables is presented. The algorithm is designed to deal even with functions of complex behavior,…

Optimization and Control · Mathematics 2017-08-23 Glauco Masotti

Much recent research has been conducted in the area of Bayesian learning, particularly with regard to the optimization of hyper-parameters via Gaussian process regression. The methodologies rely chiefly on the method of maximizing the…

Machine Learning · Statistics 2014-05-13 James Brofos

This paper presents algorithms for parallelization of inference in hidden Markov models (HMMs). In particular, we propose parallel backward-forward type of filtering and smoothing algorithm as well as parallel Viterbi-type…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-09-07 Sakira Hassan , Simo Särkkä , Ángel F. García-Fernández

Arising in semi-parametric statistics, control applications, and as sub-problems in global optimization methods, certain optimization problems can have objective functions requiring numerical integration to evaluate, yet gradient function…

Optimization and Control · Mathematics 2025-03-06 Christian Varner , Vivak Patel

We propose an optimum mechanism for providing monetary incentives to the data sources of a statistical estimator such as linear regression, so that high quality data is provided at low cost, in the sense that the sum of payments and…

Machine Learning · Statistics 2015-04-27 Yang Cai , Constantinos Daskalakis , Christos H. Papadimitriou

Minimisation of discrete energies defined over factors is an important problem in computer vision, and a vast number of MAP inference algorithms have been proposed. Different inference algorithms perform better on factor graph models (GMs)…

Computer Vision and Pattern Recognition · Computer Science 2016-08-10 Paul Henderson , Vittorio Ferrari