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Inverse optimization is the problem of determining the values of missing input parameters for an associated forward problem that are closest to given estimates and that will make a given target vector optimal. This study is concerned with…

Computational Complexity · Computer Science 2023-07-14 Aykut Bulut , Ted K. Ralphs

In this article we dwell into the class of so called ill posed Linear Inverse Problems (LIP) in machine learning, which has become almost a classic in recent times. The fundamental task in an LIP is to recover the entire signal / data from…

Machine Learning · Computer Science 2020-01-10 Mohammed Rayyan Sheriff , Debasish Chatterjee

High-dimensional data is common in multiple areas, such as health care and genomics, where the number of features can be tens of thousands. In such scenarios, the large number of features often leads to inefficient learning. Constraint…

Machine Learning · Statistics 2023-06-13 Kartheek Bondugula , Santiago Mazuelas , Aritz Pérez

We consider the constrained Linear Inverse Problem (LIP), where a certain atomic norm (like the $\ell_1 $ norm) is minimized subject to a quadratic constraint. Typically, such cost functions are non-differentiable, which makes them not…

Optimization and Control · Mathematics 2025-07-08 Mohammed Rayyan Sheriff , Floor Fenne Redel , Peyman Mohajerin Esfahani

Statistical inverse learning aims at recovering an unknown function $f$ from randomly scattered and possibly noisy point evaluations of another function $g$, connected to $f$ via an ill-posed mathematical model. In this paper we blend…

Statistics Theory · Mathematics 2024-01-22 Tapio Helin

Conventional inverse optimization inputs a solution and finds the parameters of an optimization model that render a given solution optimal. The literature mostly focuses on inferring the objective function in linear problems when accepted…

Optimization and Control · Mathematics 2024-10-10 Houra Mahmoudzadeh , Kimia Ghobadi

Various methods for solving the inverse reinforcement learning (IRL) problem have been developed independently in machine learning and economics. In particular, the method of Maximum Causal Entropy IRL is based on the perspective of entropy…

Machine Learning · Computer Science 2021-03-05 Navyata Sanghvi , Shinnosuke Usami , Mohit Sharma , Joachim Groeger , Kris Kitani

The fragility of deep neural networks to adversarially-chosen inputs has motivated the need to revisit deep learning algorithms. Including adversarial examples during training is a popular defense mechanism against adversarial attacks. This…

Optimization and Control · Mathematics 2020-05-05 Jacob H. Seidman , Mahyar Fazlyab , Victor M. Preciado , George J. Pappas

Solving inverse problems with iterative algorithms is popular, especially for large data. Due to time constraints, the number of possible iterations is usually limited, potentially affecting the achievable accuracy. Given an error one is…

Numerical Analysis · Computer Science 2018-02-16 Raja Giryes , Yonina C. Eldar , Alex M. Bronstein , Guillermo Sapiro

The softmax function is widely used in artificial neural networks for the multiclass classification problems, where the softmax transformation enforces the output to be positive and sum to one, and the corresponding loss function allows to…

Machine Learning · Computer Science 2021-12-24 Shaoshi Sun , Zhenyuan Zhang , BoCheng Huang , Pengbin Lei , Jianlin Su , Shengfeng Pan , Jiarun Cao

Inverse optimization, determining parameters of an optimization problem that render a given solution optimal, has received increasing attention in recent years. While significant inverse optimization literature exists for convex…

Optimization and Control · Mathematics 2021-09-02 Merve Bodur , Timothy C. Y. Chan , Ian Yihang Zhu

The min-max optimization problem, also known as the saddle point problem, is a classical optimization problem which is also studied in the context of zero-sum games. Given a class of objective functions, the goal is to find a value for the…

Optimization and Control · Mathematics 2021-08-11 Meisam Razaviyayn , Tianjian Huang , Songtao Lu , Maher Nouiehed , Maziar Sanjabi , Mingyi Hong

We consider the problem of multi-class classification, where a stream of adversarially chosen queries arrive and must be assigned a label online. Unlike traditional bounds which seek to minimize the misclassification rate, we minimize the…

Machine Learning · Computer Science 2021-11-17 Guru Guruganesh , Allen Liu , Jon Schneider , Joshua Wang

In this paper we characterize sharp time-data tradeoffs for optimization problems used for solving linear inverse problems. We focus on the minimization of a least-squares objective subject to a constraint defined as the sub-level set of a…

Information Theory · Computer Science 2016-01-06 Samet Oymak , Benjamin Recht , Mahdi Soltanolkotabi

In this paper we consider a class of optimization problems with a strongly convex objective function and the feasible set given by an intersection of a simple convex set with a set given by a number of linear equality and inequality…

Optimization and Control · Mathematics 2016-05-11 Alexey Chernov , Pavel Dvurechensky , Alexander Gasnikov

Optimization problems are ubiquitous in our societies and are present in almost every segment of the economy. Most of these optimization problems are NP-hard and computationally demanding, often requiring approximate solutions for…

Optimization and Control · Mathematics 2021-06-23 James Kotary , Ferdinando Fioretto , Pascal Van Hentenryck

Replicated Softmax model, a well-known undirected topic model, is powerful in extracting semantic representations of documents. Traditional learning strategies such as Contrastive Divergence are very inefficient. This paper provides a novel…

Machine Learning · Computer Science 2015-06-25 Jiatao Gu , Victor O. K. Li

Supervised learning is ubiquitous in medical image analysis. In this paper we consider the problem of meta-learning -- predicting which methods will perform well in an unseen classification problem, given previous experience with other…

Computer Vision and Pattern Recognition · Computer Science 2017-06-13 Veronika Cheplygina , Pim Moeskops , Mitko Veta , Behdad Dasht Bozorg , Josien Pluim

Supervised learning with large-scale data usually leads to complex optimization problems, especially for classification tasks with multiple classes. Stochastic subgradient methods can enable efficient learning with a large number of samples…

Machine Learning · Computer Science 2025-11-25 Kartheek Bondugula , Santiago Mazuelas , Aritz Pérez

This work addresses inverse linear optimization where the goal is to infer the unknown cost vector of a linear program. Specifically, we consider the data-driven setting in which the available data are noisy observations of optimal…

Optimization and Control · Mathematics 2021-12-07 Rishabh Gupta , Qi Zhang