Related papers: Support Vector Algorithms for Optimizing the Parti…

We develop a scoring and classification procedure based on the PAC-Bayesian approach and the AUC (Area Under Curve) criterion. We focus initially on the class of linear score functions. We derive PAC-Bayesian non-asymptotic bounds for two…

Classification performance is often not uniform over the data. Some areas in the input space are easier to classify than others. Features that hold information about the "difficulty" of the data may be non-discriminative and are therefore…

The classical hinge-loss support vector machines (SVMs) model is sensitive to outlier observations due to the unboundedness of its loss function. To circumvent this issue, recent studies have focused on non-convex loss functions, such as…

Nonparametric regression subject to convexity or concavity constraints is increasingly popular in economics, finance, operations research, machine learning, and statistics. However, the conventional convex regression based on the least…

Recent developments in unmanned aerial vehicles (UAVs) and mobile edge computing (MEC) have provided users with flexible and resilient computing services. However, meeting the computing-intensive and latency-sensitive demands of users poses…

Solving optimization problems with unknown parameters often requires learning a predictive model to predict the values of the unknown parameters and then solving the problem using these values. Recent work has shown that including the…

It has been shown that cooperative coevolution (CC) can effectively deal with large scale optimization problems (LSOPs) through a divide-and-conquer strategy. However, its performance is severely restricted by the current…

Polynomial optimization problems represent a wide class of optimization problems, with a large number of real-world applications. Current approaches for polynomial optimization, such as the sum of squares (SOS) method, rely on large-scale…

Recently, saddle point problems have received much attention due to their powerful modeling capability for a lot of problems from diverse domains. Applications of these problems occur in many applied areas, such as robust optimization,…

We formulate the local ranking problem in the framework of bipartite ranking where the goal is to focus on the best instances. We propose a methodology based on the construction of real-valued scoring functions. We study empirical risk…

In this paper, we aim to develop stochastic hard thresholding algorithms for the important problem of AUC maximization in imbalanced classification. The main challenge is the pairwise loss involved in AUC maximization. We overcome this…

In this paper, we propose new sequential randomized algorithms for convex optimization problems in the presence of uncertainty. A rigorous analysis of the theoretical properties of the solutions obtained by these algorithms, for full…

The performance of many machine learning techniques depends on the choice of an appropriate similarity or distance measure on the input space. Similarity learning (or metric learning) aims at building such a measure from training data so…

Subgradient algorithms for training support vector machines have been quite successful for solving large-scale and online learning problems. However, they have been restricted to linear kernels and strongly convex formulations. This paper…

We introduce a new convex optimization problem, termed quadratic decomposable submodular function minimization. The problem is closely related to decomposable submodular function minimization and arises in many learning on graphs and…

The Receiver Operating Characteristic (ROC) curve is a useful tool that measures the discriminating power of a continuous variable or the accuracy of a pharmaceutical or medical test to distinguish between two conditions or classes. In…

Convolutional Neural Networks (CNNs) have been used for automated detection of prostate cancer where Area Under Receiver Operating Characteristic (ROC) curve (AUC) is usually used as the performance metric. Given that AUC is not…

In this manuscript, we research on the behaviors of surrogates for the rank function on different image processing problems and their optimization algorithms. We first propose a novel nonconvex rank surrogate on the general rank…

Over the last decade, research on automated parameter tuning, often referred to as automatic algorithm configuration (AAC), has made significant progress. Although the usefulness of such tools has been widely recognized in real world…

The selective classifier (SC) has been proposed for rank based uncertainty thresholding, which could have applications in safety critical areas such as medical diagnostics, autonomous driving, and the justice system. The Area Under the…