Related papers: Exact Computation of Maximum Rank Correlation Esti…
Several researchers have proposed minimisation of maximum mean discrepancy (MMD) as a method to quantise probability measures, i.e., to approximate a target distribution by a representative point set. We consider sequential algorithms that…
In this work, we aim to calibrate the score outputs of an estimator for the binary classification problem by finding an 'optimal' mapping to class probabilities, where the 'optimal' mapping is in the sense that minimizes the classification…
It is well-known that by adding integrality constraints to the semidefinite programming (SDP) relaxation of the max-cut problem, the resulting integer semidefinite program is an exact formulation of the problem. In this paper we show…
We present exact mixed-integer linear programming formulations for verifying the performance of first-order methods for parametric quadratic optimization. We formulate the verification problem as a mixed-integer linear program where the…
We consider $(\epsilon,\delta)$-PAC maximum-selection and ranking for general probabilistic models whose comparisons probabilities satisfy strong stochastic transitivity and stochastic triangle inequality. Modifying the popular knockout…
The Multi-Objective Mixed-Integer Programming (MOMIP) problem is one of the most challenging. To derive its Pareto optimal solutions one can use the well-known Chebyshev scalarization and Mixed-Integer Programming (MIP) solvers. However,…
Mixed-integer linear programming (MILP) is widely employed for modeling combinatorial optimization problems. In practice, similar MILP instances with only coefficient variations are routinely solved, and machine learning (ML) algorithms are…
Mixed-integer linear programming (MILP) is at the core of many advanced algorithms for solving fundamental problems in combinatorial optimization. The complexity of solving MILPs directly correlates with their support size, which is the…
We present an algorithm to obtain the maximum likelihood estimates of the correlation parameters of elliptical copulas. Previously existing methods for this task were either fast but only approximate or exact but very time-consuming,…
We consider the problem of learning optimal binary classification trees. Literature on the topic has burgeoned in recent years, motivated both by the empirical suboptimality of heuristic approaches and the tremendous improvements in…
The maximum-entropy sampling problem is a fundamental and challenging combinatorial-optimization problem, with application in spatial statistics. It asks to find a maximum-determinant order-$s$ principal submatrix of an order-$n$ covariance…
The task of estimating a matrix given a sample of observed entries is known as the \emph{matrix completion problem}. Most works on matrix completion have focused on recovering an unknown real-valued low-rank matrix from a random sample of…
In this paper, we investigate the trade-off between convergence rate and computational cost when minimizing a composite functional with proximal-gradient methods, which are popular optimisation tools in machine learning. We consider the…
This paper proposes a Heaviside composite optimization approach and presents a progressive (mixed) integer programming (PIP) method for solving multi-class classification and multi-action treatment problems with constraints. A Heaviside…
Maximum likelihood estimation is a fundamental optimization problem in statistics. We study this problem on manifolds of matrices with bounded rank. These represent mixtures of distributions of two independent discrete random variables. We…
We investigate time-optimal Multi-Robot Coverage Path Planning (MCPP) for both unweighted and weighted terrains, which aims to minimize the coverage time, defined as the maximum travel time of all robots. Specifically, we focus on a…
Planning in hybrid systems with both discrete and continuous control variables is important for dealing with real-world applications such as extra-planetary exploration and multi-vehicle transportation systems. Meanwhile, generating…
In this paper, we give an algorithm that finds an epsilon-approximate solution to a mixed integer quadratic programming (MIQP) problem. The algorithm runs in polynomial time if the rank of the quadratic function and the number of integer…
Given matrices A and B and vectors a, b, c and d, all with non-negative entries, we consider the problem of computing min {c.x: x in Z^n_+, Ax > a, Bx < b, x < d}. We give a bicriteria-approximation algorithm that, given epsilon in (0, 1],…
Consider a collection of m competing machine learning algorithms. Given their performance on a benchmark of datasets, we would like to identify the best performing algorithm. Specifically, which algorithm is most likely to ``win'' (rank…