Related papers: Tridiagonal Maximum-Entropy Sampling and Tridiagon…

High-dimensional Bayesian Optimization (BO) has attracted significant attention in recent research. However, existing methods have mainly focused on optimizing in continuous domains, while combinatorial (ordinal and categorical) and mixed…

The Performance Estimation Problem (PEP) approach consists in computing worst-case performance bounds on optimization algorithms by solving an optimization problem: one maximizes an error criterion over all initial conditions allowed and…

We present experimental work on a primal-dual framework simultaneously approximating maximum cut and weighted fractional cut-covering instances. In this primal-dual framework, we solve a semidefinite programming (SDP) relaxation to either…

We consider the problem of constrained multi-objective blackbox optimization using expensive function evaluations, where the goal is to approximate the true Pareto set of solutions satisfying a set of constraints while minimizing the number…

Parametric boundary representation models (B-Reps) are the de facto standard in CAD, graphics, and robotics, yet converting them into valid meshes remains fragile. The difficulty originates from the unavoidable approximation of high-order…

Deep learning recommendation systems serve personalized content under diverse tail-latency targets and input-query loads. In order to do so, state-of-the-art recommendation models rely on terabyte-scale embedding tables to learn user…

The Minimum Set Cover Problem (MSCP) is a classical NP-hard combinatorial optimization problem with numerous applications in science and engineering. Although a wide range of exact, approximate, and metaheuristic approaches have been…

This paper investigates the deep learning optimization problem with softmax cross-entropy loss. We propose a layer separation strategy to alleviate the strong nonconvexity encountered during training deep networks. For cross-entropy models…

We present a novel, practical, and provable approach for solving diagonally constrained semi-definite programming (SDP) problems at scale using accelerated non-convex programming. Our algorithm non-trivially combines acceleration motions…

Mirror descent (MD) is a powerful first-order optimization technique that subsumes several optimization algorithms including gradient descent (GD). In this work, we develop a semi-definite programming (SDP) framework to analyze the…

We report on an improvement to the implementation of the Maximum Entropy Method (MEM). It amounts to departing from the search space obtained through a singular value decomposition (SVD) of the Kernel. Based on the shape of the SVD basis…

We consider the reinforcement learning problem for the constrained Markov decision process (CMDP), which plays a central role in satisfying safety or resource constraints in sequential learning and decision-making. In this problem, we are…

We consider the problem of designing deterministic graph algorithms for the model of Massively Parallel Computation (MPC) that improve with the sparsity of the input graph, as measured by the notion of arboricity. For the problems of…

MAP is the problem of finding a most probable instantiation of a set of variables in a Bayesian network given some evidence. Unlike computing posterior probabilities, or MPE (a special case of MAP), the time and space complexity of…

We study a posterior sampling approach to efficient exploration in constrained reinforcement learning. Alternatively to existing algorithms, we propose two simple algorithms that are more efficient statistically, simpler to implement and…

We study Sinkhorn EM (sEM), a variant of the expectation maximization (EM) algorithm for mixtures based on entropic optimal transport. sEM differs from the classic EM algorithm in the way responsibilities are computed during the expectation…

Marginal MAP problems are notoriously difficult tasks for graphical models. We derive a general variational framework for solving marginal MAP problems, in which we apply analogues of the Bethe, tree-reweighted, and mean field…

We propose a novel information-theoretic approach for Bayesian optimization called Predictive Entropy Search (PES). At each iteration, PES selects the next evaluation point that maximizes the expected information gained with respect to the…

Maximum entropy principle (MEP) offers an effective and unbiased approach to inferring unknown probability distributions when faced with incomplete information, while neural networks provide the flexibility to learn complex distributions…

The cross-entropy (CE) method is a popular stochastic method for optimization due to its simplicity and effectiveness. Designed for rare-event simulations where the probability of a target event occurring is relatively small, the CE-method…