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This paper considers an optimization problem for a dynamical system whose evolution depends on a collection of binary decision variables. We develop scalable approximation algorithms with provable suboptimality bounds to provide…

Optimization and Control · Mathematics 2016-10-31 Insoon Yang , Samuel A. Burden , Ram Rajagopal , S. Shankar Sastry , Claire J. Tomlin

Hyperparameter optimization is both a practical issue and an interesting theoretical problem in training of deep architectures. Despite many recent advances the most commonly used methods almost universally involve training multiple and…

Machine Learning · Computer Science 2019-09-10 Vlad Pushkarov , Jonathan Efroni , Mykola Maksymenko , Maciej Koch-Janusz

A typical assumption in supervised machine learning is that the train (source) and test (target) datasets follow completely the same distribution. This assumption is, however, often violated in uncertain real-world applications, which…

Machine Learning · Computer Science 2021-08-17 Masahiro Nomura , Yuta Saito

Bilevel programming has recently received attention in the literature due to its wide range of applications, including reinforcement learning and hyper-parameter optimization. However, it is widely assumed that the underlying bilevel…

Machine Learning · Computer Science 2024-10-11 Parvin Nazari , Ahmad Mousavi , Davoud Ataee Tarzanagh , George Michailidis

We consider a class of learning problem of point estimation for modeling high-dimensional nonlinear functions, whose learning dynamics is guided by model training dataset, while the estimated parameter in due course provides an acceptable…

Optimization and Control · Mathematics 2024-10-29 Getachew K. Befekadu

Several studies point out different causes of performance degradation in supervised machine learning. Problems such as class imbalance, overlapping, small-disjuncts, noisy labels, and sparseness limit accuracy in classification algorithms.…

Machine Learning · Computer Science 2020-04-17 Gustavo A. Valencia-Zapata , Carolina Gonzalez-Canas , Michael G. Zentner , Okan Ersoy , Gerhard Klimeck

It is already reported in the literature that the performance of a machine learning algorithm is greatly impacted by performing proper Hyper-Parameter optimization. One of the ways to perform Hyper-Parameter optimization is by manual search…

Machine Learning · Computer Science 2020-05-26 Sayan Putatunda , Kiran Rama

We consider recent work of Haber and Ruthotto 2017 and Chang et al. 2018, where deep learning neural networks have been interpreted as discretisations of an optimal control problem subject to an ordinary differential equation constraint. We…

Optimization and Control · Mathematics 2019-10-02 Martin Benning , Elena Celledoni , Matthias J. Ehrhardt , Brynjulf Owren , Carola-Bibiane Schönlieb

We propose a new methodology for parameterized constrained robust optimization, an important class of optimization problems under uncertainty, based on learning with a self-supervised penalty-based loss function. Whereas supervised learning…

Optimization and Control · Mathematics 2025-03-10 Wyame Benslimane , Paul Grigas

Bilevel Optimization has experienced significant advancements recently with the introduction of new efficient algorithms. Mirroring the success in single-level optimization, stochastic gradient-based algorithms are widely used in bilevel…

Optimization and Control · Mathematics 2024-11-12 Junyi Li , Heng Huang

Hyperparameter optimization (HPO) is generally treated as a bi-level optimization problem that involves fitting a (probabilistic) surrogate model to a set of observed hyperparameter responses, e.g. validation loss, and consequently…

Machine Learning · Computer Science 2021-10-18 Hadi S. Jomaa , Jonas Falkner , Lars Schmidt-Thieme

Quadratic programming is a workhorse of modern nonlinear optimization, control, and data science. Although regularized methods offer convergence guarantees under minimal assumptions on the problem data, they can exhibit the slow…

Optimization and Control · Mathematics 2026-05-18 Jeremy Bertoncini , Alberto De Marchi , Matthias Gerdts , Simon Gottschalk

This paper investigates the parameter space of machine learning (ML) algorithms in aggravating or mitigating fairness bugs. Data-driven software is increasingly applied in social-critical applications where ensuring fairness is of paramount…

Software Engineering · Computer Science 2022-02-15 Saeid Tizpaz-Niari , Ashish Kumar , Gang Tan , Ashutosh Trivedi

Common computational problems, such as parameter estimation in dynamic models and PDE constrained optimization, require data fitting over a set of auxiliary parameters subject to physical constraints over an underlying state. Naive…

Optimization and Control · Mathematics 2017-09-19 Aleksandr Y. Aravkin , Dmitriy Drusvyatskiy , Tristan van Leeuwen

Semi-supervised learning deals with the problem of how, if possible, to take advantage of a huge amount of not classified data, to perform classification, in situations when, typically, the labelled data are few. Even though this is not…

Statistics Theory · Mathematics 2017-12-18 Alejandro Cholaquidis , Ricardo Fraiman , Mariela Sued

In this paper, we propose a random gradient-free method for optimization in infinite dimensional Hilbert spaces, applicable to functional optimization in diverse settings. Though such problems are often solved through finite-dimensional…

Optimization and Control · Mathematics 2025-12-25 Caio Lins Peixoto , Daniel Csillag , Bernardo F. P. da Costa , Yuri F. Saporito

Many real-world systems problems require reasoning about the long term consequences of actions taken to configure and manage the system. These problems with delayed and often sequentially aggregated reward, are often inherently…

Machine Learning · Computer Science 2019-09-06 Ameer Haj-Ali , Nesreen K. Ahmed , Ted Willke , Joseph Gonzalez , Krste Asanovic , Ion Stoica

A recent line of research has shown that gradient-based algorithms with random initialization can converge to the global minima of the training loss for over-parameterized (i.e., sufficiently wide) deep neural networks. However, the…

Machine Learning · Computer Science 2019-06-12 Difan Zou , Quanquan Gu

Evaluating solutions to optimization problems is arguably the most important step for heuristic algorithms, as it is used to guide the algorithms towards the optimal solution in the solution search space. Research has shown evaluation…

Neural and Evolutionary Computing · Computer Science 2020-10-05 Patrick Kenekayoro

Multi-objective learning under user-specified preference is common in real-world problems such as multi-lingual speech recognition under fairness. In this work, we frame such a problem as a semivectorial bilevel optimization problem, whose…

Optimization and Control · Mathematics 2025-04-07 Lisha Chen , Quan Xiao , Ellen Hidemi Fukuda , Xinyi Chen , Kun Yuan , Tianyi Chen
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