Related papers: Optimization's Neglected Normative Commitments
Hyperparameter optimization constitutes a large part of typical modern machine learning workflows. This arises from the fact that machine learning methods and corresponding preprocessing steps often only yield optimal performance when…
Virtually all machine learning tasks are characterized using some form of loss function, and "good performance" is typically stated in terms of a sufficiently small average loss, taken over the random draw of test data. While optimizing for…
Black-box optimization is often encountered for decision-making in complex systems management, where the knowledge of system is limited. Under these circumstances, it is essential to balance the utilization of new information with…
The design space of networked embedded systems is very large, posing challenges to the optimisation of such platforms when it comes to support applications with real-time guarantees. Recent research has shown that a number of inter-related…
Rule sets are highly interpretable logical models in which the predicates for decision are expressed in disjunctive normal form (DNF, OR-of-ANDs), or, equivalently, the overall model comprises an unordered collection of if-then decision…
Many optimization problems incorporate uncertainty affecting their parameters and thus their objective functions and constraints. As an example, in chance-constrained optimization the constraints need to be satisfied with a certain…
In this work, we introduce a learning model designed to meet the needs of applications in which computational resources are limited, and robustness and interpretability are prioritized. Learning problems can be formulated as constrained…
Mathematical optimization is one of the cornerstones of modern engineering research and practice. Yet, throughout all application domains, mathematical optimization is, for the most part, considered to be a numerical discipline.…
Robust optimization is a popular paradigm for modeling and solving two- and multi-stage decision-making problems affected by uncertainty. In many real-world applications, the time of information discovery is decision-dependent and the…
Optimization methods have been broadly applied to two classes of objects viz. (i) modeling and description of data and (ii) the determination of the stationary points of functions. Here, a theoretical basis is developed that optimizes an…
The standard approach to supervised classification involves the minimization of a log-loss as an upper bound to the classification error. While this is a tight bound early on in the optimization, it overemphasizes the influence of…
Offline policy optimization could have a large impact on many real-world decision-making problems, as online learning may be infeasible in many applications. Importance sampling and its variants are a commonly used type of estimator in…
By searching for shared inductive biases across tasks, meta-learning promises to accelerate learning on novel tasks, but with the cost of solving a complex bilevel optimization problem. We introduce and rigorously define the trade-off…
Across machine learning (ML) sub-disciplines researchers make mathematical assumptions to facilitate proof-writing. While such assumptions are necessary for providing mathematical guarantees for how algorithms behave, they also necessarily…
The research area of algorithms with predictions has seen recent success showing how to incorporate machine learning into algorithm design to improve performance when the predictions are correct, while retaining worst-case guarantees when…
Offline model-based optimization (MBO) seeks to discover high-performing designs using only a fixed dataset of past evaluations. Most existing methods rely on learning a surrogate model via regression and implicitly assume that good…
Today, AI is increasingly being used in many high-stakes decision-making applications in which fairness is an important concern. Already, there are many examples of AI being biased and making questionable and unfair decisions. The AI…
Choosing the optimizer is considered to be among the most crucial design decisions in deep learning, and it is not an easy one. The growing literature now lists hundreds of optimization methods. In the absence of clear theoretical guidance…
Black-box optimization is increasingly used in engineering design problems where simulation-based evaluations are costly and gradients are unavailable. In this context, the optimization community has largely analyzed algorithm performance…
Robust optimization typically follows a worst-case perspective, where a single scenario may determine the objective value of a given solution. Accordingly, it is a challenging task to reduce the size of an uncertainty set without changing…