Related papers: Poor starting points in machine learning
We study online convex optimization under stochastic sub-gradient observation faults, where we introduce adaptive algorithms with minimax optimal regret guarantees. We specifically study scenarios where our sub-gradient observations can be…
We take a closer look at some theoretical challenges of Machine Learning as a function approximation, gradient descent as the default optimization algorithm, limitations of fixed length and width networks and a different approach to RNNs…
Maneuver decision-making can be regarded as a Markov decision process and can be address by reinforcement learning. However, original reinforcement learning algorithms can hardly solve the maneuvering decision-making problem. One reason is…
Markov Chain Monte Carlo (MCMC) algorithms are often used for approximate inference inside learning, but their slow mixing can be difficult to diagnose and the approximations can seriously degrade learning. To alleviate these issues, we…
This paper surveys the machine learning literature and presents in an optimization framework several commonly used machine learning approaches. Particularly, mathematical optimization models are presented for regression, classification,…
Algorithms for min-max optimization and variational inequalities are often studied under monotonicity assumptions. Motivated by non-monotone machine learning applications, we follow the line of works [Diakonikolas et al., 2021, Lee and Kim,…
Momentum is known to accelerate the convergence of gradient descent in strongly convex settings without stochastic gradient noise. In stochastic optimization, such as training neural networks, folklore suggests that momentum may help deep…
Much of the teaching of machine learning focuses on iterative hill-climbing approaches and the use of local knowledge to gain information leading to local or global maxima. In this paper we advocate the teaching of alternative methods of…
Two major momentum-based techniques that have achieved tremendous success in optimization are Polyak's heavy ball method and Nesterov's accelerated gradient. A crucial step in all momentum-based methods is the choice of the momentum…
A major challenge in training large-scale machine learning models is configuring the training process to maximize model performance, i.e., finding the best training setup from a vast design space. In this work, we unlock a gradient-based…
The goal of this tutorial is to introduce key models, algorithms, and open questions related to the use of optimization methods for solving problems arising in machine learning. It is written with an INFORMS audience in mind, specifically…
Boosting is a highly successful ML-born optimization setting in which one is required to computationally efficiently learn arbitrarily good models based on the access to a weak learner oracle, providing classifiers performing at least…
Recently, machine learning (ML) methods have been developed for increasing the accuracy of robot mechanisms. Complex mechanical issues such as non-linear friction, backlash, flexibility of structure transmission elements can cause these…
The fragility of deep neural networks to adversarially-chosen inputs has motivated the need to revisit deep learning algorithms. Including adversarial examples during training is a popular defense mechanism against adversarial attacks. This…
We consider a statistical inverse learning problem, where we observe the image of a function $f$ through a linear operator $A$ at i.i.d. random design points $X_i$, superposed with an additive noise. The distribution of the design points is…
Optimization problems are ubiquitous in our societies and are present in almost every segment of the economy. Most of these optimization problems are NP-hard and computationally demanding, often requiring approximate solutions for…
Inventory Routing Problem (IRP) is a crucial challenge in supply chain management as it involves optimizing efficient route selection while considering the uncertainty of inventory demand planning. To solve IRPs, usually a two-stage…
Despite significant recent advances in deep neural networks, training them remains a challenge due to the highly non-convex nature of the objective function. State-of-the-art methods rely on error backpropagation, which suffers from several…
Gradient Boosting Machine (GBM) is an extremely powerful supervised learning algorithm that is widely used in practice. GBM routinely features as a leading algorithm in machine learning competitions such as Kaggle and the KDDCup. In this…
We consider sketching algorithms which first compress data by multiplication with a random sketch matrix, and then apply the sketch to quickly solve an optimization problem, e.g., low-rank approximation and regression. In the learning-based…