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Iterative numerical algorithms are typically equipped with a stopping criterion, where the iteration process is terminated when some error or misfit measure is deemed to be below a given tolerance. This is a useful setting for comparing…

Numerical Analysis · Computer Science 2014-12-04 Uri Ascher , Farbod Roosta-Khorasani

In a wide array of areas, algorithms are matching and surpassing the performance of human experts, leading to consideration of the roles of human judgment and algorithmic prediction in these domains. The discussion around these…

Computer Vision and Pattern Recognition · Computer Science 2019-04-01 Maithra Raghu , Katy Blumer , Greg Corrado , Jon Kleinberg , Ziad Obermeyer , Sendhil Mullainathan

In this paper, we propose a novel semi-supervised feature selection framework by mining correlations among multiple tasks and apply it to different multimedia applications. Instead of independently computing the importance of features for…

Machine Learning · Computer Science 2017-07-11 Xiaojun Chang , Yi Yang

Recent approaches to training algorithm selectors in the black-box optimisation domain have advocated for the use of training data that is algorithm-centric in order to encapsulate information about how an algorithm performs on an instance,…

Machine Learning · Computer Science 2025-01-22 Quentin Renau , Emma Hart

In financial asset management, choosing a portfolio requires balancing returns, risk, exposure, liquidity, volatility and other factors. These concerns are difficult to compare explicitly, with many asset managers using an intuitive or…

Computational Engineering, Finance, and Science · Computer Science 2017-08-28 Kevin Tee , Michael McCourt , Ruben Martinez-Cantin , Ian Dewancker , Frank Liu

Quantum computation holds promise for the solution of many intractable problems. However, since many quantum algorithms are stochastic in nature they can only find the solution of hard problems probabilistically. Thus the efficiency of the…

Quantum Physics · Physics 2009-11-07 Sebastian Maurer , Tad Hogg , Bernardo Huberman

We formulate selecting the best optimizing system (SBOS) problems and provide solutions for those problems. In an SBOS problem, a finite number of systems are contenders. Inside each system, a continuous decision variable affects the…

Methodology · Statistics 2025-11-04 Nian Si , Yifu Tang , Zeyu Zheng

Max-cut, clustering, and many other partitioning problems that are of significant importance to machine learning and other scientific fields are NP-hard, a reality that has motivated researchers to develop a wealth of approximation…

Data Structures and Algorithms · Computer Science 2018-10-17 Maria-Florina Balcan , Vaishnavh Nagarajan , Ellen Vitercik , Colin White

Data driven algorithm design is an important aspect of modern data science and algorithm design. Rather than using off the shelf algorithms that only have worst case performance guarantees, practitioners often optimize over large families…

Data Structures and Algorithms · Computer Science 2020-11-17 Maria-Florina Balcan

The goal of coreset selection in supervised learning is to produce a weighted subset of data, so that training only on the subset achieves similar performance as training on the entire dataset. Existing methods achieved promising results in…

Machine Learning · Computer Science 2023-01-25 Xiao Zhou , Renjie Pi , Weizhong Zhang , Yong Lin , Tong Zhang

We study the generalization performance of online learning algorithms trained on samples coming from a dependent source of data. We show that the generalization error of any stable online algorithm concentrates around its regret--an easily…

Machine Learning · Statistics 2012-06-08 Alekh Agarwal , John C. Duchi

People are often reluctant to incorporate information produced by algorithms into their decisions, a phenomenon called ``algorithm aversion''. This paper shows how algorithm aversion arises when the choice to follow an algorithm conveys…

Theoretical Economics · Economics 2024-08-02 Gregory Weitzner

Randomized experiments have been critical tools of decision making for decades. However, subjects can show significant heterogeneity in response to treatments in many important applications. Therefore it is not enough to simply know which…

Machine Learning · Computer Science 2017-09-13 Yan Zhao , Xiao Fang , David Simchi-Levi

The options framework is a popular approach for building temporally extended actions in reinforcement learning. In particular, the option-critic architecture provides general purpose policy gradient theorems for learning actions from…

Machine Learning · Computer Science 2020-02-07 Matthew Riemer , Ignacio Cases , Clemens Rosenbaum , Miao Liu , Gerald Tesauro

Recommender systems present a customized list of items based upon user or item characteristics with the objective of reducing a large number of possible choices to a smaller ranked set most likely to appeal to the user. A variety of…

Information Retrieval · Computer Science 2024-07-02 William Noffsinger

Fair algorithm evaluation is conditioned on the existence of high-quality benchmark datasets that are non-redundant and are representative of typical optimization scenarios. In this paper, we evaluate three heuristics for selecting diverse…

Neural and Evolutionary Computing · Computer Science 2022-04-26 Gjorgjina Cenikj , Ryan Dieter Lang , Andries Petrus Engelbrecht , Carola Doerr , Peter Korošec , Tome Eftimov

Instance-specific algorithm selection (AS) deals with the automatic selection of an algorithm from a fixed set of candidates most suitable for a specific instance of an algorithmic problem class, where "suitability" often refers to an…

Machine Learning · Computer Science 2020-11-18 Alexander Tornede , Marcel Wever , Eyke Hüllermeier

During the last few years, there has been an interest in comparing simple or heuristic procedures for portfolio selection, such as the naive, equal weights, portfolio choice, against more "sophisticated" portfolio choices, and in explaining…

Portfolio Management · Quantitative Finance 2022-06-07 Henryk Gzyl , Alfredo Rios

Much as replacing hand-designed features with learned functions has revolutionized how we solve perceptual tasks, we believe learned algorithms will transform how we train models. In this work we focus on general-purpose learned optimizers…

Machine Learning · Computer Science 2020-09-24 Luke Metz , Niru Maheswaranathan , C. Daniel Freeman , Ben Poole , Jascha Sohl-Dickstein

Greedy algorithms are widely used for problems in machine learning such as feature selection and set function optimization. Unfortunately, for large datasets, the running time of even greedy algorithms can be quite high. This is because for…

Machine Learning · Statistics 2017-03-09 Rajiv Khanna , Ethan Elenberg , Alexandros G. Dimakis , Sahand Negahban , Joydeep Ghosh