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We derive a stochastic gradient algorithm for semidefinite optimization using randomization techniques. The algorithm uses subsampling to reduce the computational cost of each iteration and the subsampling ratio explicitly controls…

Optimization and Control · Mathematics 2011-08-30 Alexandre d'Aspremont

We study the problem of learning mixtures of low-rank models, i.e. reconstructing multiple low-rank matrices from unlabelled linear measurements of each. This problem enriches two widely studied settings -- low-rank matrix sensing and mixed…

Machine Learning · Statistics 2021-03-10 Yanxi Chen , Cong Ma , H. Vincent Poor , Yuxin Chen

Online minimization of an unknown convex function over the interval $[0,1]$ is considered under first-order stochastic bandit feedback, which returns a random realization of the gradient of the function at each query point. Without knowing…

Machine Learning · Statistics 2020-02-21 Sattar Vakili , Sudeep Salgia , Qing Zhao

Gradient-based methods enable efficient search capabilities in high dimensions. However, in order to apply them effectively in offline optimization paradigms such as offline Reinforcement Learning (RL) or Imitation Learning (IL), we require…

Machine Learning · Computer Science 2023-10-18 H. J. Terry Suh , Glen Chou , Hongkai Dai , Lujie Yang , Abhishek Gupta , Russ Tedrake

We analyze convergence rates of stochastic optimization procedures for non-smooth convex optimization problems. By combining randomized smoothing techniques with accelerated gradient methods, we obtain convergence rates of stochastic…

Optimization and Control · Mathematics 2012-04-10 John C. Duchi , Peter L. Bartlett , Martin J. Wainwright

Stochastic gradient algorithms are the main focus of large-scale optimization problems and led to important successes in the recent advancement of the deep learning algorithms. The convergence of SGD depends on the careful choice of…

Machine Learning · Computer Science 2017-03-03 Caglar Gulcehre , Jose Sotelo , Marcin Moczulski , Yoshua Bengio

Scalable real-time assortment optimization has become essential in e-commerce operations due to the need for personalization and the availability of a large variety of items. While this can be done when there are simplistic assortment…

Artificial Intelligence · Computer Science 2021-03-03 Theja Tulabandhula , Deeksha Sinha , Saketh Karra

This paper considers ranking inference of $n$ items based on the observed data on the top choice among $M$ randomly selected items at each trial. This is a useful modification of the Plackett-Luce model for $M$-way ranking with only the top…

Methodology · Statistics 2023-01-09 Jianqing Fan , Zhipeng Lou , Weichen Wang , Mengxin Yu

Kernel methods augmented with random features give scalable algorithms for learning from big data. But it has been computationally hard to sample random features according to a probability distribution that is optimized for the data, so as…

Quantum Physics · Physics 2021-11-02 Hayata Yamasaki , Sathyawageeswar Subramanian , Sho Sonoda , Masato Koashi

The superior performance of ensemble methods with infinite models are well known. Most of these methods are based on optimization problems in infinite-dimensional spaces with some regularization, for instance, boosting methods and convex…

Machine Learning · Statistics 2017-12-18 Atsushi Nitanda , Taiji Suzuki

We consider the problem of statistical inference for ranking data, specifically rank aggregation, under the assumption that samples are incomplete in the sense of not comprising all choice alternatives. In contrast to most existing methods,…

Machine Learning · Statistics 2017-12-05 Mohsen Ahmadi Fahandar , Eyke Hüllermeier , Inés Couso

Online learning to rank (OL2R) optimizes the utility of returned search results based on implicit feedback gathered directly from users. To improve the estimates, OL2R algorithms examine one or more exploratory gradient directions and…

Information Retrieval · Computer Science 2018-11-28 Huazheng Wang , Ramsey Langley , Sonwoo Kim , Eric McCord-Snook , Hongning Wang

Online learning to rank is a sequential decision-making problem where in each round the learning agent chooses a list of items and receives feedback in the form of clicks from the user. Many sample-efficient algorithms have been proposed…

Machine Learning · Statistics 2019-03-20 Tor Lattimore , Branislav Kveton , Shuai Li , Csaba Szepesvari

It seems that in the current age, computers, computation, and data have an increasingly important role to play in scientific research and discovery. This is reflected in part by the rise of machine learning and artificial intelligence,…

Machine Learning · Computer Science 2024-05-15 Ronan Keane

The problem of relevance ranking consists of sorting a set of objects with respect to a given criterion. Since users may prefer different relevance criteria, the ranking algorithms should be adaptable to the user needs. Two main approaches…

Machine Learning · Computer Science 2023-11-06 Leonardo Rigutini , Tiziano Papini , Marco Maggini , Franco Scarselli

A very simple first-order algorithm is proposed for solving nonlinear optimization problems with deterministic nonlinear equality constraints. This algorithm adaptively selects steps in the plane tangent to the constraints or steps that…

Optimization and Control · Mathematics 2026-03-11 Serge Gratton , Philippe L. Toint

The statistical modelling of ranking data has a long history and encompasses various perspectives on how observed rankings arise. One of the most common models, the Plackett-Luce model, is frequently used to aggregate rankings from multiple…

Methodology · Statistics 2025-07-02 Sjoerd Hermes , Joost van Heerwaarden , Pariya Behrouzi

Sorting is a tedious but simple task for human intelligence and can be solved fairly easily algorithmically. However, for Large Language Models (LLMs) this task is surprisingly hard, as some properties of sorting are among known weaknesses…

Machine Learning · Computer Science 2025-04-14 Steffen Herbold

Bipartite ranking aims to learn a real-valued ranking function that orders positive instances before negative instances. Recent efforts of bipartite ranking are focused on optimizing ranking accuracy at the top of the ranked list. Most…

Machine Learning · Computer Science 2020-07-07 Nan Li , Rong Jin , Zhi-Hua Zhou

Fairness in ranking models is crucial, as disparities in exposure can disproportionately affect protected groups. Most fairness-aware ranking systems focus on ensuring comparable average exposure for groups across the entire ranked list,…

Machine Learning · Computer Science 2025-09-23 Boyang Zhang , Quanqi Hu , Mingxuan Sun , Qihang Lin , Tianbao Yang
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