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We employ constraints to control the parameter space of deep neural networks throughout training. The use of customized, appropriately designed constraints can reduce the vanishing/exploding gradients problem, improve smoothness of…

Machine Learning · Computer Science 2021-06-22 Benedict Leimkuhler , Tiffany Vlaar , Timothée Pouchon , Amos Storkey

Optimization by stochastic gradient descent is an important component of many large-scale machine learning algorithms. A wide variety of such optimization algorithms have been devised; however, it is unclear whether these algorithms are…

Machine Learning · Computer Science 2014-02-26 Tom Schaul , Ioannis Antonoglou , David Silver

With the increasing popularity of machine learning techniques, it has become common to see prediction algorithms operating within some larger process. However, the criteria by which we train these algorithms often differ from the ultimate…

Machine Learning · Computer Science 2019-04-26 Priya L. Donti , Brandon Amos , J. Zico Kolter

Many real-world optimization problems contain parameters that are unknown before deployment time, either due to stochasticity or to lack of information (e.g., demand or travel times in delivery problems). A common strategy in such cases is…

Creating impact in real-world settings requires artificial intelligence techniques to span the full pipeline from data, to predictive models, to decisions. These components are typically approached separately: a machine learning model is…

Machine Learning · Computer Science 2018-11-22 Bryan Wilder , Bistra Dilkina , Milind Tambe

Deep learning requires regularization mechanisms to reduce overfitting and improve generalization. We address this problem by a new regularization method based on distributional robust optimization. The key idea is to modify the…

Machine Learning · Computer Science 2020-06-08 Aurora Cobo Aguilera , Antonio Artés-Rodríguez , Fernando Pérez-Cruz , Pablo Martínez Olmos

We consider the problem of multi-class classification and a stochastic opti- mization approach to it. We derive risk bounds for stochastic mirror descent algorithm and provide examples of set geometries that make the use of the algorithm…

Optimization and Control · Mathematics 2016-12-09 Daria Reshetova

Multiclass neural network classifiers are typically trained using cross-entropy loss but evaluated using metrics derived from the confusion matrix, such as Accuracy, $F_\beta$-Score, and Matthews Correlation Coefficient. This mismatch…

Machine Learning · Computer Science 2025-05-27 Deyuan Li , Taesoo Daniel Lee , Marynel Vázquez , Nathan Tsoi

How should we present training examples to learners to teach them classification rules? This is a natural problem when training workers for crowdsourcing labeling tasks, and is also motivated by challenges in data-driven online education.…

Machine Learning · Computer Science 2014-03-10 Adish Singla , Ilija Bogunovic , Gábor Bartók , Amin Karbasi , Andreas Krause

A recent article introduced thecontinuous stochastic gradient method (CSG) for the efficient solution of a class of stochastic optimization problems. While the applicability of known stochastic gradient type methods is typically limited to…

Optimization and Control · Mathematics 2021-11-16 Lukas Pflug , Max Grieshammer , Andrian Uihlein , Michael Stingl

In this paper, we consider a general stochastic optimization problem which is often at the core of supervised learning, such as deep learning and linear classification. We consider a standard stochastic gradient descent (SGD) method with a…

Machine Learning · Statistics 2018-12-27 Lam M. Nguyen , Nam H. Nguyen , Dzung T. Phan , Jayant R. Kalagnanam , Katya Scheinberg

Cross-entropy loss is the standard metric used to train classification models in deep learning and gradient boosting. It is well-known that this loss function fails to account for similarities between the different values of the target. We…

Machine Learning · Statistics 2022-06-16 Brian Lucena

This paper presents an algorithmic framework for solving unconstrained stochastic optimization problems using only stochastic function evaluations. We employ central finite-difference based gradient estimation methods to approximate the…

Optimization and Control · Mathematics 2025-01-14 Raghu Bollapragada , Cem Karamanli

We consider the problem of optimising the expected value of a loss functional over a nonlinear model class of functions, assuming that we have only access to realisations of the gradient of the loss. This is a classical task in statistics,…

Optimization and Control · Mathematics 2026-02-02 Robert Gruhlke , Anthony Nouy , Philipp Trunschke

Although traditional optimization methods focus on finding a single optimal solution, most objective functions in modern machine learning problems, especially those in deep learning, often have multiple or infinite numbers of optima.…

Machine Learning · Computer Science 2022-02-18 Chengyue Gong , Lemeng Wu , Qiang Liu

Machine learning optimization often depends on stochastic gradient descent, where the precision of gradient estimation is vital for model performance. Gradients are calculated from mini-batches formed by uniformly selecting data samples…

Machine Learning · Computer Science 2025-01-29 Corentin Salaün , Xingchang Huang , Iliyan Georgiev , Niloy J. Mitra , Gurprit Singh

Data classification, the process of analyzing data and organizing it into categories, is a fundamental computing problem of natural and artificial information processing systems. Ideally, the performance of classifier models would be…

Machine Learning · Computer Science 2022-06-07 Claus Metzner , Achim Schilling , Maximilian Traxdorf , Konstantin Tziridis , Holger Schulze , Patrick Krauss

In the last years decision-focused learning framework, also known as predict-and-optimize, have received increasing attention. In this setting, the predictions of a machine learning model are used as estimated cost coefficients in the…

Machine Learning · Computer Science 2022-06-20 Jayanta Mandi , Víctor Bucarey , Maxime Mulamba , Tias Guns

Experts classifying data are often imprecise. Recently, several models have been proposed to train classifiers using the noisy labels generated by these experts. How to choose between these models? In such situations, the true labels are…

Methodology · Statistics 2014-05-15 Rafael Izbicki , Rafael Bassi Stern

Annotating multi-class instances is a crucial task in the field of machine learning. Unfortunately, identifying the correct class label from a long sequence of candidate labels is time-consuming and laborious. To alleviate this problem, we…

Machine Learning · Computer Science 2025-12-05 Meng Wei , Zhongnian Li , Yong Zhou , Qiaoyu Guo , Xinzheng Xu