Related papers: Assign optimization for algorithmic differentiatio…
Robust discrete optimization is a highly active field of research where a plenitude of combinations between decision criteria, uncertainty sets and underlying nominal problems are considered. Usually, a robust problem becomes harder to…
We study two-stage stochastic optimization problems with random recourse, where the adaptive decisions are multiplied with the uncertain parameters in both the objective function and the constraints. To mitigate the computational…
A framework previously introduced in [3] for solving a sequence of stochastic optimization problems with bounded changes in the minimizers is extended and applied to machine learning problems such as regression and classification. The…
Model training algorithms which observe a small portion of the training set in each computational step are ubiquitous in practical machine learning, and include both stochastic and online optimization methods. In the vast majority of cases,…
Automatic Differentiation (AD) has become a dominant technique in ML. AD frameworks have first been implemented for imperative languages using tapes. Meanwhile, functional implementations of AD have been developed, often based on dual…
Learned indices using neural networks have been shown to outperform traditional indices such as B-trees in both query time and memory. However, learning the distribution of a large dataset can be expensive, and updating learned indices is…
The memory dictionary-based contrastive learning method has achieved remarkable results in the field of unsupervised person Re-ID. However, The method of updating memory based on all samples does not fully utilize the hardest sample to…
In this paper, we introduce a technique to enhance the computational efficiency of solution algorithms for high-dimensional discrete simulation-based optimization problems. The technique is based on innovative adaptive partitioning…
Due to the highly non-convex nature of large-scale robust parameter estimation, avoiding poor local minima is challenging in real-world applications where input data is contaminated by a large or unknown fraction of outliers. In this paper,…
The paper provides global optimization algorithms for two particularly difficult nonconvex problems raised by hybrid system identification: switching linear regression and bounded-error estimation. While most works focus on local…
We introduce a combinatorial optimization-enriched machine learning pipeline and a novel learning paradigm to solve inventory routing problems with stochastic demand and dynamic inventory updates. After each inventory update, our approach…
With the increasingly availability of digital microscopy imagery equipments there is a demand for efficient execution of whole slide tissue image applications. Through the process of sensitivity analysis it is possible to improve the output…
Optimization in machine learning, both theoretical and applied, is presently dominated by first-order gradient methods such as stochastic gradient descent. Second-order optimization methods, that involve second derivatives and/or second…
Parallel dataflow systems are a central part of most analytic pipelines for big data. The iterative nature of many analysis and machine learning algorithms, however, is still a challenge for current systems. While certain types of bulk…
Nowadays refinery optimization utilizes sheer amounts of data, which can be handled with modern Linear Programming (LP) software, but the interpreting and applying the results remains challenging. Large petrochemical companies use massive…
Indexing intervals is a fundamental problem, finding a wide range of applications. Recent work on managing large collections of intervals in main memory focused on overlap joins and temporal aggregation problems. In this paper, we propose…
Several problems in modeling and control of stochastically-driven dynamical systems can be cast as regularized semi-definite programs. We examine two such representative problems and show that they can be formulated in a similar manner. The…
Although the field of distributed optimization is well-developed, relevant literature focused on the application of distributed optimization to multi-robot problems is limited. This survey constitutes the second part of a two-part series on…
Alternating direction method of multiplier (ADMM) is a powerful method to solve decentralized convex optimization problems. In distributed settings, each node performs computation with its local data and the local results are exchanged…
Complex computer simulators are increasingly used across fields of science as generative models tying parameters of an underlying theory to experimental observations. Inference in this setup is often difficult, as simulators rarely admit a…