Related papers: Beyond the Worst-Case Analysis of Algorithms (Intr…
We extend the quantitative synthesis framework by going beyond the worst-case. On the one hand, classical analysis of two-player games involves an adversary (modeling the environment of the system) which is purely antagonistic and asks for…
We empirically evaluate the finite-time performance of several simulation-optimization algorithms on a testbed of problems with the goal of motivating further development of algorithms with strong finite-time performance. We investigate if…
Proximal operations are among the most common primitives appearing in both practical and theoretical (or high-level) optimization methods. This basic operation typically consists in solving an intermediary (hopefully simpler) optimization…
Fully automatic worst-case complexity analysis has a number of applications in computer-assisted program manipulation. A classical and powerful approach to complexity analysis consists in formally deriving, from the program syntax, a set of…
The research area of algorithms with predictions has seen recent success showing how to incorporate machine learning into algorithm design to improve performance when the predictions are correct, while retaining worst-case guarantees when…
Worst-case optimal join algorithms are the class of join algorithms whose runtime match the worst-case output size of a given join query. While the first provably worst-case optimal join algorithm was discovered relatively recently, the…
It is becoming increasingly apparent that probabilistic approaches can overcome conservatism and computational complexity of the classical worst-case deterministic framework and may lead to designs that are actually safer. In this paper we…
Test functions are important to validate new optimization algorithms and to compare the performance of various algorithms. There are many test functions in the literature, but there is no standard list or set of test functions one has to…
Comparing, or benchmarking, of optimization algorithms is a complicated task that involves many subtle considerations to yield a fair and unbiased evaluation. In this paper, we systematically review the benchmarking process of optimization…
We introduce the smoothed analysis of algorithms, which is a hybrid of the worst-case and average-case analysis of algorithms. In smoothed analysis, we measure the maximum over inputs of the expected performance of an algorithm under small…
Average-case analysis computes the complexity of an algorithm averaged over all possible inputs. Compared to worst-case analysis, it is more representative of the typical behavior of an algorithm, but remains largely unexplored in…
The classical approach to system identification is based on stochastic assumptions about the measurement error, and provides estimates that have random nature. Worst-case identification, on the other hand, only assumes the knowledge of…
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…
Prediction models are often employed in estimating parameters of optimization models. Despite the fact that in an end-to-end view, the real goal is to achieve good optimization performance, the prediction performance is measured on its own.…
Empirical software engineering is concerned with the design and analysis of empirical studies that include software products, processes, and resources. Optimization is a form of data analytics in support of human decision-making.…
Optimization in machine learning typically deals with the minimization of empirical objectives defined by training data. However, the ultimate goal of learning is to minimize the error on future data (test error), for which the training…
The mission of statistics is to provide adequate statistical hypotheses (models) for observed data. But what is an "adequate" model? To answer this question, one needs to use the notions of algorithmic information theory. It turns out that…
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,…
Probabilistic programming is a growing area that strives to make statistical analysis more accessible, by separating probabilistic modelling from probabilistic inference. In practice this decoupling is difficult. No single inference…
Algorithm design is a laborious process and often requires many iterations of ideation and validation. In this paper, we explore automating algorithm design and present a method to learn an optimization algorithm, which we believe to be the…