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Hyperparameter optimization (HPO) is a vital step in improving performance in deep learning (DL). Practitioners are often faced with the trade-off between multiple criteria, such as accuracy and latency. Given the high computational needs…
This paper presents an algorithm for solving multiobjective optimization problems involving composite functions, where we minimize a quadratic model that approximates $F(x) - F(x^k)$ and that can be derivative-free. We establish theoretical…
Recently, Gumbel AlphaZero~(GAZ) was proposed to solve classic combinatorial optimization problems such as TSP and JSSP by creating a carefully designed competition model~(consisting of a learning player and a competitor player), which…
Exactly solving multi-objective integer programming (MOIP) problems is often a very time consuming process, especially for large and complex problems. Parallel computing has the potential to significantly reduce the time taken to solve such…
To solve unmodeled optimization problems with hard constraints, this paper proposes a novel zeroth-order approach called Safe Zeroth-order Optimization using Linear Programs (SZO-LP). The SZO-LP method solves a linear program in each…
In this paper we propose a fast algorithm for trivariate interpolation, which is based on the partition of unity method for constructing a global interpolant by blending local radial basis function interpolants and using locally supported…
Multiobjective optimization problems (MOPs) are prevalent in machine learning, with applications in multi-task learning, learning under fairness or robustness constraints, etc. Instead of reducing multiple objective functions into a scalar…
The Performance Estimation Problem methodology makes it possible to determine the exact worst-case performance of an optimization method. In this work, we generalize this framework to first-order methods involving linear operators. This…
Bayesian optimization is a sample-efficient method for solving expensive, black-box optimization problems. Stochastic programming concerns optimization under uncertainty where, typically, average performance is the quantity of interest. In…
Multi-objective Bayesian optimization (MOBO) has shown promising performance on various expensive multi-objective optimization problems (EMOPs). However, effectively modeling complex distributions of the Pareto optimal solutions is…
Data-driven decision-making processes increasingly utilize end-to-end learnable deep neural networks to render final decisions. Sometimes, the output of the forward functions in certain layers is determined by the solutions to mathematical…
The deployment constraints in practical applications necessitate the pruning of large-scale deep learning models, i.e., promoting their weight sparsity. As illustrated by the Lottery Ticket Hypothesis (LTH), pruning also has the potential…
He and Yuan's prediction-correction framework [SIAM J. Numer. Anal. 50: 700-709, 2012] is able to provide convergent algorithms for solving separable convex optimization problems at a rate of $O(1/t)$ ($t$ represents iteration times) in…
Bilevel optimization has found extensive applications in modern machine learning problems such as hyperparameter optimization, neural architecture search, meta-learning, etc. While bilevel problems with a unique inner minimal point (e.g.,…
We demonstrate the applicability of a new PAINT method to speed up iterations of interactive methods in multiobjective optimization. As our test case, we solve a computationally expensive non-linear, five-objective problem of designing and…
This paper reported a general noninterferometric high-accuracy quantitative phase imaging (QPI) method for arbitrary complex valued objects. Given by a typical 4f optical configuration as the imaging system, three frames of small-window…
We propose a novel Moebius interpolator that takes as an input a discrete map between the vertices of two planar triangle meshes, and outputs a smooth map on the input domain. The output map interpolates the discrete map, is continuous…
We propose a hierarchical architecture for efficiently computing high-quality solutions to structured mixed-integer programs (MIPs). To reduce computational effort, our approach decouples the original problem into a higher level problem and…
Real-world optimization problems often do not just involve multiple objectives but also uncertain parameters. In this case, the goal is to find Pareto-optimal solutions that are robust, i.e., reasonably good under all possible realizations…
We develop parallel predictive entropy search (PPES), a novel algorithm for Bayesian optimization of expensive black-box objective functions. At each iteration, PPES aims to select a batch of points which will maximize the information gain…