Related papers: Data-driven Algorithm Selection and Parameter Tuni…
In this work, a new multiobjective optimization algorithm called multiobjective learner performance-based behavior algorithm is proposed. The proposed algorithm is based on the process of transferring students from high school to college.…
Machine Learning algorithms have had a profound impact on the field of computer science over the past few decades. These algorithms performance is greatly influenced by the representations that are derived from the data in the learning…
Data-driven algorithm selection is a powerful approach for choosing effective heuristics for computational problems. It operates by evaluating a set of candidate algorithms on a collection of representative training instances and selecting…
Gaussian processes are a powerful framework for quantifying uncertainty and for sequential decision-making but are limited by the requirement of solving linear systems. In general, this has a cubic cost in dataset size and is sensitive to…
Machine learning problems with multiple objective functions appear either in learning with multiple criteria where learning has to make a trade-off between multiple performance metrics such as fairness, safety and accuracy; or, in…
The analysis in Part I revealed interesting properties for subgradient learning algorithms in the context of stochastic optimization when gradient noise is present. These algorithms are used when the risk functions are non-smooth and…
In all but the most trivial optimization problems, the structure of the solutions exhibit complex interdependencies between the input parameters. Decades of research with stochastic search techniques has shown the benefit of explicitly…
The predict+optimize problem combines machine learning ofproblem coefficients with a combinatorial optimization prob-lem that uses the predicted coefficients. While this problemcan be solved in two separate stages, it is better to…
Conventional rule learning algorithms aim at finding a set of simple rules, where each rule covers as many examples as possible. In this paper, we argue that the rules found in this way may not be the optimal explanations for each of the…
Robust Optimization has traditionally taken a pessimistic, or worst-case viewpoint of uncertainty which is motivated by a desire to find sets of optimal policies that maintain feasibility under a variety of operating conditions. In this…
In this paper, we present a cross-entropy optimization method for hyperparameter optimization in stochastic gradient-based approaches to train deep neural networks. The value of a hyperparameter of a learning algorithm often has great…
Novel technologies in automated machine learning ease the complexity of algorithm selection and hyperparameter optimization. Hyperparameters are important for machine learning models as they significantly influence the performance of…
This article provides an original understanding of the behavior of a class of graph-oriented semi-supervised learning algorithms in the limit of large and numerous data. It is demonstrated that the intuition at the root of these methods…
We present an algorithm for a class of statistical inference problems. The main idea is to reformulate the inference problem as an optimization procedure, based on the generation of surrogate (auxiliary) functions. This approach is…
Majorization-minimization algorithms consist of iteratively minimizing a majorizing surrogate of an objective function. Because of its simplicity and its wide applicability, this principle has been very popular in statistics and in signal…
Optimization problems in engineering and applied mathematics are typically solved in an iterative fashion, by systematically adjusting the variables of interest until an adequate solution is found. The iterative algorithms that govern these…
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…
The use of machine learning techniques to improve the performance of branch-and-bound optimization algorithms is a very active area in the context of mixed integer linear problems, but little has been done for non-linear optimization. To…
We develop a principled approach to end-to-end learning in stochastic optimization. First, we show that the standard end-to-end learning algorithm admits a Bayesian interpretation and trains a posterior Bayes action map. Building on the…
Machine Learning algorithms have been extensively researched throughout the last decade, leading to unprecedented advances in a broad range of applications, such as image classification and reconstruction, object recognition, and text…