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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…

Optimization and Control · Mathematics 2025-01-08 Pascal Van Hentenryck

Due to the nonlinear nature of Deep Neural Networks (DNNs), one can not guarantee convergence to a unique global minimum of the loss when using optimizers relying only on local information, such as SGD. Indeed, this was a primary source of…

Training deep neural networks for solving machine learning problems is one great challenge in the field, mainly due to its associated optimisation problem being highly non-convex. Recent developments have suggested that many training…

Machine Learning · Computer Science 2017-11-23 Hao Shen

Learning meaningful representations using deep neural networks involves designing efficient training schemes and well-structured networks. Currently, the method of stochastic gradient descent that has a momentum with dropout is one of the…

Machine Learning · Computer Science 2016-01-15 Taehoon Lee , Minsuk Choi , Sungroh Yoon

We study optimization algorithms for the finite sum problems frequently arising in machine learning applications. First, we propose novel variants of stochastic gradient descent with a variance reduction property that enables linear…

Machine Learning · Computer Science 2017-07-06 Jakub Konečný

In most optimization problems, users have a clear understanding of the function to optimize (e.g., minimize the makespan for scheduling problems). However, the constraints may be difficult to state and their modelling often requires…

Artificial Intelligence · Computer Science 2021-11-24 Mohamed-Bachir Belaid , Arnaud Gotlieb , Nadjib Lazaar

End-to-end learning has become a widely applicable and studied problem in training predictive ML models to be aware of their impact on downstream decision-making tasks. These end-to-end models often outperform traditional methods that…

Machine Learning · Computer Science 2025-05-19 Rares Cristian , Pavithra Harsha , Georgia Perakis , Brian Quanz

Learning to optimize (L2O) has recently emerged as a promising approach to solving optimization problems by exploiting the strong prediction power of neural networks and offering lower runtime complexity than conventional solvers. While L2O…

Machine Learning · Computer Science 2021-12-21 Zhihui Shao , Jianyi Yang , Cong Shen , Shaolei Ren

Learning to Optimize (LtO) is a problem setting in which a machine learning (ML) model is trained to emulate a constrained optimization solver. Learning to produce optimal and feasible solutions subject to complex constraints is a difficult…

Machine Learning · Computer Science 2024-03-18 James Kotary , Ferdinando Fioretto

In recent years deep reinforcement learning (RL) systems have attained superhuman performance in a number of challenging task domains. However, a major limitation of such applications is their demand for massive amounts of training data. A…

In training neural networks, it is common practice to use partial gradients computed over batches, mostly very small subsets of the training set. This approach is motivated by the argument that such a partial gradient is close to the true…

Machine Learning · Computer Science 2024-11-25 Jan Spörer , Bernhard Bermeitinger , Tomas Hrycej , Niklas Limacher , Siegfried Handschuh

Stochastic optimisation algorithms are the de facto standard for machine learning with large amounts of data. Handling only a subset of available data in each optimisation step dramatically reduces the per-iteration computational costs,…

Numerical Analysis · Mathematics 2024-12-19 Matthias J. Ehrhardt , Zeljko Kereta , Jingwei Liang , Junqi Tang

We propose a hierarchical training algorithm for standard feed-forward neural networks that adaptively extends the network architecture as soon as the optimization reaches a stationary point. By solving small (low-dimensional) optimization…

Numerical Analysis · Mathematics 2024-10-31 Michael Feischl , Alexander Rieder , Fabian Zehetgruber

Over the past decade, deep neural networks have demonstrated significant success using the training scheme that involves mini-batch stochastic gradient descent on extensive datasets. Expanding upon this accomplishment, there has been a…

Machine Learning · Computer Science 2024-11-11 Jaehyeon Son , Soochan Lee , Gunhee Kim

Learned Optimizers (LOs), a type of Meta-learning, have gained traction due to their ability to be parameterized and trained for efficient optimization. Traditional gradient-based methods incorporate explicit regularization techniques such…

Machine Learning · Computer Science 2025-10-13 Suraj Kumar Sahoo , Narayanan C Krishnan

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.…

Optimization and Control · Mathematics 2024-02-16 Jannes Quer , Enric Ribera Borrell

Mathematical optimization is widely used in various research fields. With a carefully-designed objective function, mathematical optimization can be quite helpful in solving many problems. However, objective functions are usually…

Machine Learning · Computer Science 2019-05-27 Younghan Jeon , Minsik Lee , Jin Young Choi

The rise of computer vision applications in the real world puts the security of the deep neural networks at risk. Recent works demonstrate that convolutional neural networks are susceptible to adversarial examples - where the input images…

Computer Vision and Pattern Recognition · Computer Science 2024-08-22 Sina Hajer Ahmadi , Hassan Bahrami

The paper aims to investigate relevant computational issues of deep neural network architectures with an eye to the interaction between the optimization algorithm and the classification performance. In particular, we aim to analyze the…

Optimization and Control · Mathematics 2024-05-06 Corrado Coppola , Lorenzo Papa , Marco Boresta , Irene Amerini , Laura Palagi

Leveraging machine learning to facilitate the optimization process is an emerging field that holds the promise to bypass the fundamental computational bottleneck caused by classic iterative solvers in critical applications requiring…

Machine Learning · Computer Science 2022-07-18 Xinran Liu , Yuzhe Lu , Ali Abbasi , Meiyi Li , Javad Mohammadi , Soheil Kolouri
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