Related papers: Learning to Warm-Start Fixed-Point Optimization Al…
In this paper, we employ fixed point theory and semidefinite programming to compute the performance bounds on convex block-sparsity recovery algorithms. As a prerequisite for optimal sensing matrix design, a computable performance bound…
Many important physical processes have dynamics that are too complex to completely model analytically. Optimisation of such processes often relies on intuition, trial-and-error, or the construction of empirical models. Machine learning…
The high computational and parameter complexity of neural networks makes their training very slow and difficult to deploy on energy and storage-constrained computing systems. Many network complexity reduction techniques have been proposed…
We demonstrate that a wide array of machine learning algorithms are specific instances of one single paradigm: reciprocal learning. These instances range from active learning over multi-armed bandits to self-training. We show that all these…
When SE data is scarce, "active learners" use models learned from tiny samples of the data to find the next most informative example to label. In this way, effective models can be generated using very little data. For multi-objective…
Gaussian processes are a versatile probabilistic machine learning model whose effectiveness often depends on good hyperparameters, which are typically learned by maximising the marginal likelihood. In this work, we consider iterative…
The unit commitment problem is an important optimization problem in the energy industry used to compute the most economical operating schedules of power plants. Typically, this problem has to be solved repeatedly with different data but…
Neural networks offer high-accuracy solutions to a range of problems, but are costly to run in production systems because of computational and memory requirements during a forward pass. Given a trained network, we propose a techique called…
Trajectory optimization is a cornerstone of modern robot autonomy, enabling systems to compute trajectories and controls in real-time while respecting safety and physical constraints. However, it has seen limited usage in spaceflight…
We address the challenge of efficiently solving parameterized sequences of convex Mixed-Integer Nonlinear Programming (MINLP) problems through warm-starting techniques. We focus on an outer approximation (OA) approach, for which we develop…
Metric learning aims at learning a distance which is consistent with the semantic meaning of the samples. The problem is generally solved by learning an embedding for each sample such that the embeddings of samples of the same category are…
Per-instance algorithm selection seeks to recommend, for a given problem instance and a given performance criterion, one or several suitable algorithms that are expected to perform well for the particular setting. The selection is…
Machine learning can significantly improve performance for decision-making under uncertainty across a wide range of domains. However, ensuring robustness guarantees requires well-calibrated uncertainty estimates, which can be difficult to…
The goal of this thesis is to develop the optimisation and generalisation theoretic foundations of learning in artificial neural networks. On optimisation, a new theoretical framework is proposed for deriving architecture-dependent…
Vector Approximate Message Passing (VAMP) provides the means of solving a linear inverse problem in a Bayes-optimal way assuming the measurement operator is sufficiently random. However, VAMP requires implementing the linear minimum mean…
The Predict-Then-Optimize framework uses machine learning models to predict unknown parameters of an optimization problem from exogenous features before solving. This setting is common to many real-world decision processes, and recently it…
Fixed-point iterations are at the heart of numerical computing and are often a computational bottleneck in real-time applications that typically need a fast solution of moderate accuracy. We present neural fixed-point acceleration which…
The use of low-precision fixed-point arithmetic along with stochastic rounding has been proposed as a promising alternative to the commonly used 32-bit floating point arithmetic to enhance training neural networks training in terms of…
We present a probabilistic model for stochastic iterative algorithms with the use case of optimization algorithms in mind. Based on this model, we present PAC-Bayesian generalization bounds for functions that are defined on the trajectory…
Interpreting gradient methods as fixed-point iterations, we provide a detailed analysis of those methods for minimizing convex objective functions. Due to their conceptual and algorithmic simplicity, gradient methods are widely used in…