Related papers: Constraint Learning to Define Trust Regions in Pre…
We establish a broad methodological foundation for mixed-integer optimization with learned constraints. We propose an end-to-end pipeline for data-driven decision making in which constraints and objectives are directly learned from data…
Constrained optimization in high-dimensional black-box settings is difficult due to expensive evaluations, the lack of gradient information, and complex feasibility regions. In this work, we propose a Bayesian optimization method that…
Incorporating domain-specific constraints into machine learning models is essential for generating predictions that are both accurate and feasible in real-world applications. This paper introduces new methods for training Output-Constrained…
In this paper, we propose and analyze a trust-region model-based algorithm for solving unconstrained stochastic optimization problems. Our framework utilizes random models of an objective function $f(x)$, obtained from stochastic…
Various natural language processing tasks are structured prediction problems where outputs are constructed with multiple interdependent decisions. Past work has shown that domain knowledge, framed as constraints over the output space, can…
Incorporating constraints is a major concern in probabilistic machine learning. A wide variety of problems require predictions to be integrated with reasoning about constraints, from modelling routes on maps to approving loan predictions.…
We present an algorithm to perform trust-region-based optimization for nonlinear unconstrained problems. The method selectively uses function and gradient evaluations at different floating-point precisions to reduce the overall energy…
In this paper (part 1), we describe a derivative-free trust-region method for solving unconstrained optimization problems. We will discuss a method when we relax the model order assumption and use artificial neural network techniques to…
Solving stochastic optimal control problems with quadratic control costs can be viewed as approximating a target path space measure, e.g. via gradient-based optimization. In practice, however, this optimization is challenging in particular…
This paper introduces new perspectives on analog design space search. To minimize the time-to-market, this endeavor better cast as constraint satisfaction problem than global optimization defined in prior arts. We incorporate model-based…
The trust region method is an algorithm traditionally used in the field of derivative free optimization. The method works by iteratively constructing surrogate models (often linear or quadratic functions) to approximate the true objective…
Unsupervised feature learning often finds low-dimensional embeddings that capture the structure of complex data. For tasks for which prior expert topological knowledge is available, incorporating this into the learned representation may…
In this paper, we study a few challenging theoretical and numerical issues on the well known trust region policy optimization for deep reinforcement learning. The goal is to find a policy that maximizes the total expected reward when the…
Uncertainty estimation in machine learning has traditionally focused on the prediction stage, aiming to quantify confidence in model outputs while treating learned representations as deterministic and reliable by default. In this work, we…
In this work, we present a trust-region optimization framework that employs Hermite kernel surrogate models. The method targets optimization problems with computationally demanding objective functions, for which direct optimization is often…
Protein structure prediction has been a grand challenge for over 50 years, owing to its broad scientific and application interests. There are two primary types of modeling algorithms, template-free modeling and template-based modeling. The…
Machine learning models can assign fixed predictions that preclude individuals from changing their outcome. Existing approaches to audit fixed predictions do so on a pointwise basis, which requires access to an existing dataset of…
A powerful and flexible approach to structured prediction consists in embedding the structured objects to be predicted into a feature space of possibly infinite dimension by means of output kernels, and then, solving a regression problem in…
We introduce a constrained optimization method for policy gradient reinforcement learning, which uses a virtual trust region to regulate each policy update. In addition to using the proximity of one single old policy as the normal trust…
In this work, we present a heretofore unseen application of Ising machines to perform trust region-based optimisation with box constraints. This is done by considering a specific form of opto-electronic oscillator-based coherent Ising…