Related papers: Online Optimization Methods for the Quantification…
How should we present training examples to learners to teach them classification rules? This is a natural problem when training workers for crowdsourcing labeling tasks, and is also motivated by challenges in data-driven online education.…
Recently there has been a surge of interest in operations research (OR) and the machine learning (ML) community in combining prediction algorithms and optimization techniques to solve decision-making problems in the face of uncertainty.…
We present methods for online linear optimization that take advantage of benign (as opposed to worst-case) sequences. Specifically if the sequence encountered by the learner is described well by a known "predictable process", the algorithms…
Estimating prevalence, the fraction of a population with a certain medical condition, is fundamental to epidemiology. Traditional methods rely on classification of test samples taken at random from a population. Such approaches to…
We gain robustness on the quantification of a risk measurement by accounting for all sources of uncertainties tainting the inputs of a computer code. We evaluate the maximum quantile over a class of distributions defined only by constraints…
For regulatory and interpretability reasons, logistic regression is still widely used. To improve prediction accuracy and interpretability, a preprocessing step quantizing both continuous and categorical data is usually performed:…
It has been found that stochastic algorithms often find good solutions much more rapidly than inherently-batch approaches. Indeed, a very useful rule of thumb is that often, when solving a machine learning problem, an iterative technique…
Estimating the prevalence of a medical condition, or the proportion of the population in which it occurs, is a fundamental problem in healthcare and public health. Accurate estimates of the relative prevalence across groups -- capturing,…
Existing approaches to resource allocation for nowadays stochastic networks are challenged to meet fast convergence and tolerable delay requirements. The present paper leverages online learning advances to facilitate stochastic resource…
Selecting the best hyperparameters for a particular optimization instance, such as the learning rate and momentum, is an important but nonconvex problem. As a result, iterative optimization methods such as hypergradient descent lack global…
In this work, we study a new approach to optimizing the margin distribution realized by binary classifiers. The classical approach to this problem is simply maximization of the expected margin, while more recent proposals consider…
The promise of learning to learn for robotics rests on the hope that by extracting some information about the learning process itself we can speed up subsequent similar learning tasks. Here, we introduce a computationally efficient online…
In this dissertation we study statistical and online learning problems from an optimization viewpoint.The dissertation is divided into two parts : I. We first consider the question of learnability for statistical learning problems in the…
In many real life situations, including job and loan applications, gatekeepers must make justified and fair real-time decisions about a person's fitness for a particular opportunity. In this paper, we aim to accomplish approximate group…
Recent advances in probabilistic modelling have led to a large number of simulation-based inference algorithms which do not require numerical evaluation of likelihoods. However, a public benchmark with appropriate performance metrics for…
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,…
Optimization in machine learning typically deals with the minimization of empirical objectives defined by training data. However, the ultimate goal of learning is to minimize the error on future data (test error), for which the training…
Distributed nonconvex optimization underpins key functionalities of numerous distributed systems, ranging from power systems, smart buildings, cooperative robots, vehicle networks to sensor networks. Recently, it has also merged as a…
Hybrid classical quantum optimization methods have become an important tool for efficiently solving problems in the current generation of NISQ computers. These methods use an optimization algorithm executed in a classical computer, fed with…
Over the past decade humans have experienced exponential growth in the use of online resources, in particular social media and microblogging websites such as Facebook, Twitter, YouTube and also mobile applications such as WhatsApp, Line,…