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In classical inverse linear optimization, one assumes a given solution is a candidate to be optimal. Real data is imperfect and noisy, so there is no guarantee this assumption is satisfied. Inspired by regression, this paper presents a…

Optimization and Control · Mathematics 2017-06-23 Timothy C. Y. Chan , Taewoo Lee , Daria Terekhov

In high-stakes engineering applications, optimization algorithms must come with provable worst-case guarantees over a mathematically defined class of problems. Designing for the worst case, however, inevitably sacrifices performance on the…

Systems and Control · Electrical Eng. & Systems 2025-08-04 Andrea Martin , Ian R. Manchester , Luca Furieri

In this work, we aim to solve data-driven optimization problems, where the goal is to find an input that maximizes an unknown score function given access to a dataset of inputs with corresponding scores. When the inputs are high-dimensional…

Machine Learning · Computer Science 2020-01-01 Aviral Kumar , Sergey Levine

Stochastic optimization problems often involve data distributions that change in reaction to the decision variables. This is the case for example when members of the population respond to a deployed classifier by manipulating their features…

Optimization and Control · Mathematics 2020-12-15 Dmitriy Drusvyatskiy , Lin Xiao

Inverse optimization (IO) aims to determine optimization model parameters from observed decisions. However, IO is not part of a data scientist's toolkit in practice, especially as many general-purpose machine learning packages are widely…

Optimization and Control · Mathematics 2021-02-23 Elaheh H. Iraj , Daria Terekhov

The goal in extreme multi-label classification is to learn a classifier which can assign a small subset of relevant labels to an instance from an extremely large set of target labels. Datasets in extreme classification exhibit a long tail…

Machine Learning · Statistics 2018-03-06 Rohit Babbar , Bernhard Schölkopf

We give sublinear-time approximation algorithms for some optimization problems arising in machine learning, such as training linear classifiers and finding minimum enclosing balls. Our algorithms can be extended to some kernelized versions…

Machine Learning · Computer Science 2010-10-22 Kenneth L. Clarkson , Elad Hazan , David P. Woodruff

In real-world applications, it is important for machine learning algorithms to be robust against data outliers or corruptions. In this paper, we focus on improving the robustness of a large class of learning algorithms that are formulated…

Machine Learning · Computer Science 2021-06-04 Quanming Yao , Hangsi Yang , En-Liang Hu , James Kwok

Given a set of observations generated by an optimization process, the goal of inverse optimization is to determine likely parameters of that process. We cast inverse optimization as a form of deep learning. Our method, called deep inverse…

Machine Learning · Computer Science 2018-12-04 Yingcong Tan , Andrew Delong , Daria Terekhov

Study of a simple single-trace transmission example shows how an extended source formulation of full-waveform inversion can produce an optimization problem without spurious local minima ("cycle skipping"), hence efficiently solvable via…

Optimization and Control · Mathematics 2022-09-28 William W. Symes , Huiyi Chen , Susan E. Minkoff

Transformers have recently revolutionized many domains in modern machine learning and one salient discovery is their remarkable in-context learning capability, where models can solve an unseen task by utilizing task-specific prompts without…

Machine Learning · Computer Science 2023-10-10 Yu Huang , Yuan Cheng , Yingbin Liang

Learning-to-optimize is an emerging framework that seeks to speed up the solution of certain optimization problems by leveraging training data. Learned optimization solvers have been shown to outperform classical optimization algorithms in…

Optimization and Control · Mathematics 2023-02-27 Hong Ye Tan , Subhadip Mukherjee , Junqi Tang , Carola-Bibiane Schönlieb

This paper revisits the special type of a neural network known under two names. In the statistics and machine learning community it is known as a multi-class logistic regression neural network. In the neural network community, it is simply…

Machine Learning · Statistics 2021-01-29 Marek Rychlik

We propose an approach to saddle point optimization relying only on oracles that solve minimization problems approximately. We analyze its convergence property on a strongly convex--concave problem and show its linear convergence toward the…

Optimization and Control · Mathematics 2022-01-05 Youhei Akimoto , Yoshiki Miyauchi , Atsuo Maki

We examine gradient descent on unregularized logistic regression problems, with homogeneous linear predictors on linearly separable datasets. We show the predictor converges to the direction of the max-margin (hard margin SVM) solution. The…

Machine Learning · Statistics 2024-10-29 Daniel Soudry , Elad Hoffer , Mor Shpigel Nacson , Suriya Gunasekar , Nathan Srebro

This paper provides an overview of current approaches for solving inverse problems in imaging using variational methods and machine learning. A special focus lies on point estimators and their robustness against adversarial perturbations.…

Image and Video Processing · Electrical Eng. & Systems 2024-07-10 Alexander Auras , Kanchana Vaishnavi Gandikota , Hannah Droege , Michael Moeller

Recently, learning with soft labels has been shown to achieve better performance than learning with hard labels in terms of model generalization, calibration, and robustness. However, collecting pointwise labeling confidence for all…

Machine Learning · Computer Science 2023-10-10 Wei Wang , Lei Feng , Yuchen Jiang , Gang Niu , Min-Ling Zhang , Masashi Sugiyama

Recent studies have shown that deep neural networks are not well-calibrated and often produce over-confident predictions. The miscalibration issue primarily stems from using cross-entropy in classifications, which aims to align predicted…

Machine Learning · Computer Science 2025-02-05 Daehwan Kim , Haejun Chung , Ikbeom Jang

In this paper, we propose an exact general algorithm for solving non-convex optimization problems, where the non-convexity arises due to the presence of an inverse S-shaped function. The proposed method involves iteratively approximating…

Optimization and Control · Mathematics 2023-07-27 Arka Das , Ankur Sinha , Sachin Jayaswal

Classification is a fundamental task in machine learning. While conventional methods-such as binary, multiclass, and multi-label classification-are effective for simpler problems, they may not adequately address the complexities of some…