Related papers: Learning to superoptimize programs - Workshop Vers…
Deep reinforcement learning has achieved many impressive results in recent years. However, tasks with sparse rewards or long horizons continue to pose significant challenges. To tackle these important problems, we propose a general…
We study paycheck optimization, which examines how to allocate income in order to achieve several competing financial goals. For paycheck optimization, a quantitative methodology is missing, due to a lack of a suitable problem formulation.…
This paper develops algorithms for high-dimensional stochastic control problems based on deep learning and dynamic programming. Unlike classical approximate dynamic programming approaches, we first approximate the optimal policy by means of…
Mappings to structured output spaces (strings, trees, partitions, etc.) are typically learned using extensions of classification algorithms to simple graphical structures (eg., linear chains) in which search and parameter estimation can be…
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…
This article introduces the concept of optimization learning, a methodology to design optimization proxies that learn the input/output mapping of parametric optimization problems. These optimization proxies are trustworthy by design: they…
We study the foundations of variational inference, which frames posterior inference as an optimisation problem, for probabilistic programming. The dominant approach for optimisation in practice is stochastic gradient descent. In particular,…
We formulate selecting the best optimizing system (SBOS) problems and provide solutions for those problems. In an SBOS problem, a finite number of systems are contenders. Inside each system, a continuous decision variable affects the…
Hyperparameter optimization (HPO) is generally treated as a bi-level optimization problem that involves fitting a (probabilistic) surrogate model to a set of observed hyperparameter responses, e.g. validation loss, and consequently…
A scalable graphical method is presented for selecting, and partitioning datasets for the training phase of a classification task. For the heuristic, a clustering algorithm is required to get its computation cost in a reasonable proportion…
We provide methods for in-database support of decision making under uncertainty. Many important decision problems correspond to selecting a package (bag of tuples in a relational database) that jointly satisfy a set of constraints while…
Classification tasks are usually evaluated in terms of accuracy. However, accuracy is discontinuous and cannot be directly optimized using gradient ascent. Popular methods minimize cross-entropy, hinge loss, or other surrogate losses, which…
To make good decisions in the real world people need efficient planning strategies because their computational resources are limited. Knowing which planning strategies would work best for people in different situations would be very useful…
In this paper the connection between stochastic optimal control and reinforcement learning is investigated. Our main motivation is to apply importance sampling to sampling rare events which can be reformulated as an optimal control problem.…
When trying to solve a computational problem, we are often faced with a choice between algorithms that are guaranteed to return the right answer but differ in their runtime distributions (e.g., SAT solvers, sorting algorithms). This paper…
In this work, we provide theoretical guarantees for reward decomposition in deterministic MDPs. Reward decomposition is a special case of Hierarchical Reinforcement Learning, that allows one to learn many policies in parallel and combine…
We present the viewpoint that optimization problems encountered in machine learning can often be interpreted as minimizing a convex functional over a function space, but with a non-convex constraint set introduced by model parameterization.…
In distributed optimization, the practical problem-solving performance is essentially sensitive to algorithm selection, parameter setting, problem type and data pattern. Thus, it is often laborious to acquire a highly efficient method for a…
Optimal control and sequential decision making are widely used in many complex tasks. Optimal control over a sequence of natural images is a first step towards understanding the role of vision in control. Here, we formalize this problem as…
Tiering is an essential technique for building large-scale information retrieval systems. While the selection of documents for high priority tiers critically impacts the efficiency of tiering, past work focuses on optimizing it with respect…