Related papers: Optimal Regularization for a Data Source
A number of results related to statistical classification on convex sets are presented. In particular, the focus is on the case where some of the covariates in the data and observation being classified can be missing. The form of the…
Dropout is a simple but effective technique for learning in neural networks and other settings. A sound theoretical understanding of dropout is needed to determine when dropout should be applied and how to use it most effectively. In this…
Reverse Unrestricted MIxed DAta Sampling (RU-MIDAS) regressions are used to model high-frequency responses by means of low-frequency variables. However, due to the periodic structure of RU-MIDAS regressions, the dimensionality grows quickly…
We consider a minimax problem motivated by distributionally robust optimization (DRO) when the worst-case distribution is continuous, leading to significant computational challenges due to the infinite-dimensional nature of the optimization…
Variational regularization is commonly used to solve linear inverse problems, and involves augmenting a data fidelity by a regularizer. The regularizer is used to promote a priori information and is weighted by a regularization parameter.…
We introduce a new framework for data denoising, partially inspired by martingale optimal transport. For a given noisy distribution (the data), our approach involves finding the closest distribution to it among all distributions which 1)…
A common goal in statistics and machine learning is to learn models that can perform well against distributional shifts, such as latent heterogeneous subpopulations, unknown covariate shifts, or unmodeled temporal effects. We develop and…
This paper considers structural optimization under a reliability constraint, where the input distribution is only partially known. Specifically, when we only know that the expected value vector and the variance-covariance matrix of the…
The design of data-driven formulations for machine learning and decision-making with good out-of-sample performance is a key challenge. The observation that good in-sample performance does not guarantee good out-of-sample performance is…
Regularization and interior point approaches offer valuable perspectives to address constrained nonlinear optimization problems in view of control applications. This paper discusses the interactions between these techniques and proposes an…
This article introduces a generalization of the discrete optimal transport, with applications to color image manipulations. This new formulation includes a relaxation of the mass conservation constraint and a regularization term. These two…
We consider the variational reconstruction framework for inverse problems and propose to learn a data-adaptive input-convex neural network (ICNN) as the regularization functional. The ICNN-based convex regularizer is trained adversarially…
Inverse optimization refers to the inference of unknown parameters of an optimization problem based on knowledge of its optimal solutions. This paper considers inverse optimization in the setting where measurements of the optimal solutions…
As application demands for online convex optimization accelerate, the need for designing new methods that simultaneously cover a large class of convex functions and impose the lowest possible regret is highly rising. Known online…
We present a variational multi-label segmentation algorithm based on a robust Huber loss for both the data and the regularizer, minimized within a convex optimization framework. We introduce a novel constraint on the common areas, to bias…
We develop regularization methods to find flat minima while training deep neural networks. These minima generalize better than sharp minima, yielding models outperforming baselines on real-world test data (which may be distributed…
The problem of minimization of the least squares functional with a smooth, lower semi-continuous, convex regularizer $J(\cdot)$ is considered to be solved. Over some compact and convex subset $\Omega$ of the Hilbert space $\mathcal{H},$ the…
We initiate a formal study of reproducibility in optimization. We define a quantitative measure of reproducibility of optimization procedures in the face of noisy or error-prone operations such as inexact or stochastic gradient computations…
Regularization-based approaches for injecting constraints in Machine Learning (ML) were introduced to improve a predictive model via expert knowledge. We tackle the issue of finding the right balance between the loss (the accuracy of the…
Convex optimization with sparsity-promoting convex regularization is a standard approach for estimating sparse signals in noise. In order to promote sparsity more strongly than convex regularization, it is also standard practice to employ…