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The bottom-left algorithm is a simple heuristic for the Strip Packing Problem. It places the rectangles in the given order at the lowest free position in the strip, using the left most position in case of ties. Despite its simplicity, the…
Natural gradient has been recently introduced to the field of boosting to enable the generic probabilistic predication capability. Natural gradient boosting shows promising performance improvements on small datasets due to better training…
Sparse decision trees are one of the most common forms of interpretable models. While recent advances have produced algorithms that fully optimize sparse decision trees for prediction, that work does not address policy design, because the…
In the Strip Packing problem, we are given a vertical strip of fixed width and unbounded height, along with a set of axis-parallel rectangles. The task is to place all rectangles within the strip, without overlaps, while minimizing the…
Best subset selection in linear regression is well known to be nonconvex and computationally challenging to solve, as the number of possible subsets grows rapidly with increasing dimensionality of the problem. As a result, finding the…
In dual decomposition, the dual to an optimization problem with a specific structure is solved in distributed fashion using (sub)gradient and recently also fast gradient methods. The traditional dual decomposition suffers from two main…
The dynamic optimality conjecture, postulating the existence of an $O(1)$-competitive online algorithm for binary search trees (BSTs), is among the most fundamental open problems in dynamic data structures. Despite extensive work and some…
The study of optimal decision trees has gained increasing attention in recent years; however, despite substantial progress, it still suffers from two major challenges: First, trees constructed by existing optimal decision tree (ODT)…
The Max-Cut problem is a fundamental NP-hard problem, which is attracting attention in the field of quantum computation these days. Regarding the approximation algorithm of the Max-Cut problem, algorithms based on semidefinite programming…
According to conventional wisdom, ambiguity accelerates optimal timing by decreasing the value of waiting in comparison with the unambiguous benchmark case. We study this mechanism in a multidimensional setting and show that in a…
We present four novel approximation algorithms for finding triangulation of minimum treewidth. Two of the algorithms improve on the running times of algorithms by Robertson and Seymour, and Becker and Geiger that approximate the optimum by…
We study computational aspects of a key problem in robust statistics -- the penalized least trimmed squares (LTS) regression problem, a robust estimator that mitigates the influence of outliers in data by capping residuals with large…
Although deep learning has demonstrated remarkable capability in learning from unstructured data, modern tree-based ensemble models remain superior in extracting relevant information and learning from structured datasets. While several…
The purpose of this paper is two-fold, first, to review a recent method introduced by S. Becker, P. Cheridito, and P. Jentzen, for solving high-dimensional optimal stopping problems using deep Neural Networks, second, to propose an…
Understanding the evolution of a set of genes or species is a fundamental problem in evolutionary biology. The problem we study here takes as input a set of trees describing {possibly discordant} evolutionary scenarios for a given set of…
We introduce and study a class of optimization problems we coin replenishment problems with fixed turnover times: a very natural model that has received little attention in the literature. Nodes with capacity for storing a certain commodity…
Random forests and, more generally, (decision\nobreakdash-)tree ensembles are widely used methods for classification and regression. Recent algorithmic advances allow to compute decision trees that are optimal for various measures such as…
The most common method for DNN pruning is hard thresholding of network weights, followed by retraining to recover any lost accuracy. Recently developed smart pruning algorithms use the DNN response over the training set for a variety of…
Although a large number of optimization algorithms have been proposed for black box optimization problems, the no free lunch theorems inform us that no algorithm can beat others on all types of problems. Different types of optimization…
We propose two algorithms for interpretation and boosting of tree-based ensemble methods. Both algorithms make use of mathematical programming models that are constructed with a set of rules extracted from an ensemble of decision trees. The…