Related papers: Learned Optimizers for Analytic Continuation
Learned optimizers -- neural networks that are trained to act as optimizers -- have the potential to dramatically accelerate training of machine learning models. However, even when meta-trained across thousands of tasks at huge…
In this paper, we present a novel nonlinear programming-based approach to fine-tune pre-trained neural networks to improve robustness against adversarial attacks while maintaining high accuracy on clean data. Our method introduces…
Inverse optimization refers to the inference of unknown parameters of an optimization problem based on knowledge of its optimal solutions. This paper considers inverse optimization in the setting where measurements of the optimal solutions…
Optimization is an integral part of modern deep learning. Recently, the concept of learned optimizers has emerged as a way to accelerate this optimization process by replacing traditional, hand-crafted algorithms with meta-learned…
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…
Learning to optimize is an approach that leverages training data to accelerate the solution of optimization problems. Many approaches use unrolling to parametrize the update step and learn optimal parameters. Although L2O has shown…
A vast majority of machine learning algorithms train their models and perform inference by solving optimization problems. In order to capture the learning and prediction problems accurately, structural constraints such as sparsity or low…
In most optimization problems, users have a clear understanding of the function to optimize (e.g., minimize the makespan for scheduling problems). However, the constraints may be difficult to state and their modelling often requires…
Adversarial training can be used to learn models that are robust against perturbations. For linear models, it can be formulated as a convex optimization problem. Compared to methods proposed in the context of deep learning, leveraging the…
A novel Follow-the-Perturbed-Leader type algorithm is proposed and analyzed for solving general long-term constrained optimization problems in an online manner, where the target and constraint functions are oblivious adversarially generated…
The increasing penetration of renewables in distribution networks calls for faster and more advanced voltage regulation strategies. A promising approach is to formulate the problem as an optimization problem, where the optimal reactive…
Solving inverse problems in physics is central to understanding complex systems and advancing technologies in various fields. Iterative optimization algorithms, commonly used to solve these problems, often encounter local minima, chaos, or…
The traditional approach of hand-crafting priors (such as sparsity) for solving inverse problems is slowly being replaced by the use of richer learned priors (such as those modeled by deep generative networks). In this work, we study the…
The goal of this tutorial is to introduce key models, algorithms, and open questions related to the use of optimization methods for solving problems arising in machine learning. It is written with an INFORMS audience in mind, specifically…
Selecting the best hyperparameters for a particular optimization instance, such as the learning rate and momentum, is an important but nonconvex problem. As a result, iterative optimization methods such as hypergradient descent lack global…
Despite the recent development in machine learning, most learning systems are still under the concept of "black box", where the performance cannot be understood and derived. With the rise of safety and privacy concerns in public, designing…
Learning to Optimize is a recently proposed framework for learning optimization algorithms using reinforcement learning. In this paper, we explore learning an optimization algorithm for training shallow neural nets. Such high-dimensional…
We propose a stochastic variance reduced optimization algorithm for solving sparse learning problems with cardinality constraints. Sufficient conditions are provided, under which the proposed algorithm enjoys strong linear convergence…
This paper discusses an outer-approximation guided optimization method for constrained neural network inverse problems with rectified linear units. The constrained neural network inverse problems refer to an optimization problem to find the…
This paper presents a framework to solve constrained optimization problems in an accelerated manner based on High-Order Tuners (HT). Our approach is based on reformulating the original constrained problem as the unconstrained optimization…