Related papers: Feature subset selection for kernel SVM classifica…
In the last twenty-five years (1990-2014), algorithmic advances in integer optimization combined with hardware improvements have resulted in an astonishing 200 billion factor speedup in solving Mixed Integer Optimization (MIO) problems. We…
Recent advancements in Mixed Integer Optimization (MIO) algorithms, paired with hardware enhancements, have led to significant speedups in resolving MIO problems. These strategies have been utilized for optimal subset selection,…
A scoring system is a linear classifier composed of a small number of explanatory variables, each assigned a small integer coefficient. This system is highly interpretable and allows predictions to be made with simple manual calculations…
Multivariate decision trees are powerful machine learning tools for classification and regression that attract many researchers and industry professionals. An optimal binary tree has two types of vertices, (i) branching vertices which have…
Decision trees are powerful tools for classification and regression that attract many researchers working in the burgeoning area of machine learning. One advantage of decision trees over other methods is their interpretability, which is…
This paper addresses feature subset selection for Support Vector Machines (SVMs) based on the cross-validation criterion. Unlike statistical criteria such as the Akaike information criterion (AIC) and the Bayesian information criterion…
We propose a novel high-dimensional linear regression estimator: the Discrete Dantzig Selector, which minimizes the number of nonzero regression coefficients subject to a budget on the maximal absolute correlation between the features and…
In recent years, feature selection has become a challenging problem in several machine learning fields, such as classification problems. Support Vector Machine (SVM) is a well-known technique applied in classification tasks. Various…
Decision trees are among the most popular machine learning models and are used routinely in applications ranging from revenue management and medicine to bioinformatics. In this paper, we consider the problem of learning optimal binary…
This work focuses on support vector machine (SVM) with feature selection. A MILP formulation is proposed for the problem. The choice of suitable features to construct the separating hyperplanes has been modelled in this formulation by…
We use cutting-edge mixed integer optimization (MIO) methods to develop a framework for detection and estimation of structural breaks in time series regression models. The framework is constructed based on the least squares problem subject…
We propose a method to solve online mixed-integer optimization (MIO) problems at very high speed using machine learning. By exploiting the repetitive nature of online optimization, we are able to greatly speedup the solution time. Our…
A particularly interesting instance of supervised learning with kernels is when each training example is associated with two objects, as in pairwise classification (Brunner et al., 2012), and in supervised learning of preference relations…
Training deep networks and tuning hyperparameters on large datasets is computationally intensive. One of the primary research directions for efficient training is to reduce training costs by selecting well-generalizable subsets of training…
We study the problem of choosing the best subset of p features in linear regression given n observations. This problem naturally contains two objective functions including minimizing the amount of bias and minimizing the number of…
In exciting new work, Bertsimas et al. (2016) showed that the classical best subset selection problem in regression modeling can be formulated as a mixed integer optimization (MIO) problem. Using recent advances in MIO algorithms, they…
Inverse Optimization (IO) is a framework for learning the unknown objective function of an expert decision-maker from a past dataset. In this paper, we extend the hypothesis class of IO objective functions to a reproducing kernel Hilbert…
Embedded Feature Selection (FS) is a classical approach for interpretable machine learning, aiming to identify the most relevant features of a dataset while simultaneously training the model. We consider an approach based on a hard…
The goal of supervised feature selection is to find a subset of input features that are responsible for predicting output values. The least absolute shrinkage and selection operator (Lasso) allows computationally efficient feature selection…
Binary Classification plays an important role in machine learning. For linear classification, SVM is the optimal binary classification method. For nonlinear classification, the SVM algorithm needs to complete the classification task by…