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Min-max problems have broad applications in machine learning, including learning with non-decomposable loss and learning with robustness to data distribution. Convex-concave min-max problem is an active topic of research with efficient…

Optimization and Control · Mathematics 2021-05-12 Hassan Rafique , Mingrui Liu , Qihang Lin , Tianbao Yang

This paper considers a class of constrained convex stochastic composite optimization problems whose objective function is given by the summation of a differentiable convex component, together with a nonsmooth but convex component. The…

Optimization and Control · Mathematics 2021-09-14 Ruyu Wang , Chao Zhang , Lichun Wang , Yuanhai Shao

Adding constraint support in Machine Learning has the potential to address outstanding issues in data-driven AI systems, such as safety and fairness. Existing approaches typically apply constrained optimization techniques to ML training,…

Machine Learning · Computer Science 2021-03-01 Fabrizio Detassis , Michele Lombardi , Michela Milano

In this paper we develop proximal methods for statistical learning. Proximal point algorithms are useful in statistics and machine learning for obtaining optimization solutions for composite functions. Our approach exploits closed-form…

Machine Learning · Statistics 2015-06-02 Nicholas G. Polson , James G. Scott , Brandon T. Willard

These lecture notes for a graduate course cover generalized derivative concepts useful in deriving necessary optimality conditions and numerical algorithms for nondifferentiable optimization problems in inverse problems, imaging, and…

Optimization and Control · Mathematics 2022-03-16 Christian Clason

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

Variational analysis provides the theoretical foundations and practical tools for constructing optimization algorithms without being restricted to smooth or convex problems. We survey the central concepts in the context of a concrete but…

Optimization and Control · Mathematics 2025-04-08 Johannes O. Royset

In this paper, we investigate optimization problems with nonnegative and orthogonal constraints, where any feasible matrix of size $n \times p$ exhibits a sparsity pattern such that each row accommodates at most one nonzero entry. Our…

Optimization and Control · Mathematics 2025-11-06 Lei Wang , Xin Liu , Xiaojun Chen

Many real-world systems problems require reasoning about the long term consequences of actions taken to configure and manage the system. These problems with delayed and often sequentially aggregated reward, are often inherently…

Machine Learning · Computer Science 2019-09-06 Ameer Haj-Ali , Nesreen K. Ahmed , Ted Willke , Joseph Gonzalez , Krste Asanovic , Ion Stoica

The present work investigates the segmentation of textures by formulating it as a strongly convex optimization problem, aiming to favor piecewise constancy of fractal features (local variance and local regularity) widely used to model…

Optimization and Control · Mathematics 2021-04-19 Barbara Pascal , Nelly Pustelnik , Patrice Abry

Machine learning techniques have been widely employed as effective tools in addressing various engineering challenges in recent years, particularly for the challenging task of microstructure-informed materials modeling. This work provides a…

Materials Science · Physics 2024-05-29 Xiang-Long Peng , Mozhdeh Fathidoost , Binbin Lin , Yangyiwei Yang , Bai-Xiang Xu

Automata learning has been successfully applied in the verification of hardware and software. The size of the automaton model learned is a bottleneck for scalability, and hence optimizations that enable learning of compact representations…

Formal Languages and Automata Theory · Computer Science 2019-11-04 Gerco van Heerdt , Matteo Sammartino , Alexandra Silva

We investigate finite-dimensional constrained structured optimization problems, featuring composite objective functions and set-membership constraints. Offering an expressive yet simple language, this problem class provides a modeling…

Optimization and Control · Mathematics 2023-02-09 Alberto De Marchi , Xiaoxi Jia , Christian Kanzow , Patrick Mehlitz

Representation learning aims to extract meaningful lower-dimensional embeddings from data, known as representations. Despite its widespread application, there is no established definition of a ``good'' representation. Typically, the…

Machine Learning · Computer Science 2024-12-05 Mahalakshmi Sabanayagam , Omar Al-Dabooni , Pascal Esser

This paper addresses the problem of evaluating the quality of finite element meshes for the purpose of structural mechanic simulations. It proposes the application of a machine learning model trained on data collected from expert…

Machine Learning · Computer Science 2021-07-23 Joachim Sprave , Christian Drescher

We consider the problem of global optimization of an unknown non-convex smooth function with zeroth-order feedback. In this setup, an algorithm is allowed to adaptively query the underlying function at different locations and receives noisy…

Machine Learning · Statistics 2018-03-26 Yining Wang , Sivaraman Balakrishnan , Aarti Singh

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…

Machine Learning · Statistics 2021-11-08 Bernhard Stankewitz , Nicole Mücke , Lorenzo Rosasco

Nonlinear embedding manifold learning methods provide invaluable visual insights into the structure of high-dimensional data. However, due to a complicated nonconvex objective function, these methods can easily get stuck in local minima and…

Machine Learning · Computer Science 2019-12-30 Max Vladymyrov

Machine learning algorithms have been used widely in various applications and areas. To fit a machine learning model into different problems, its hyper-parameters must be tuned. Selecting the best hyper-parameter configuration for machine…

Machine Learning · Computer Science 2022-10-06 Li Yang , Abdallah Shami

The growing prevalence of nonsmooth optimization problems in machine learning has spurred significant interest in generalized smoothness assumptions. Among these, the (L0, L1)-smoothness assumption has emerged as one of the most prominent.…

Optimization and Control · Mathematics 2026-02-24 Zhirayr Tovmasyan , Grigory Malinovsky , Laurent Condat , Peter Richtárik