Related papers: Precomputable Trade-off Between Error and Breakpoi…
In this paper, we propose a class of penalty methods with stochastic approximation for solving stochastic nonlinear programming problems. We assume that only noisy gradients or function values of the objective function are available via…
As machine learning being used increasingly in making high-stakes decisions, an arising challenge is to avoid unfair AI systems that lead to discriminatory decisions for protected population. A direct approach for obtaining a fair…
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…
This paper investigates online algorithms for smooth time-varying optimization problems, focusing first on methods with constant step-size, momentum, and extrapolation-length. Assuming strong convexity, precise results for the tracking…
Achieving good speed and accuracy trade-off on a target platform is very important in deploying deep neural networks in real world scenarios. However, most existing automatic architecture search approaches only concentrate on high…
The study of online algorithms with machine-learned predictions has gained considerable prominence in recent years. One of the common objectives in the design and analysis of such algorithms is to attain (Pareto) optimal tradeoffs between…
In this paper, we provide analytic expressions for the first-order loss function, the complementary loss function and the second-order loss function for several probability distributions. These loss functions are important functions in…
This paper presents lossless prefix codes optimized with respect to a pay-off criterion consisting of a convex combination of maximum codeword length and average codeword length. The optimal codeword lengths obtained are based on a new…
Modern CNN are typically based on floating point linear algebra based implementations. Recently, reduced precision NN have been gaining popularity as they require significantly less memory and computational resources compared to floating…
In this work, we consider solving optimization problems with a stochastic objective and deterministic equality constraints. We propose a Trust-Region Sequential Quadratic Programming method to find both first- and second-order stationary…
The recent explosion in the amount and dimensionality of data has exacerbated the need of trading off computational and statistical efficiency carefully, so that inference is both tractable and meaningful. We propose a framework that…
We provide lower error bounds for randomized algorithms that approximate integrals of functions depending on an unrestricted or even infinite number of variables. More precisely, we consider the infinite-dimensional integration problem on…
We prove near-optimal trade-offs for quantifier depth versus number of variables in first-order logic by exhibiting pairs of $n$-element structures that can be distinguished by a $k$-variable first-order sentence but where every such…
Changepoint detection identifies significant shifts in data sequences, making it important in areas like finance, genetics, and healthcare. The Optimal Partitioning algorithms efficiently detect these changes, using a penalty parameter to…
Many offline unsupervised change point detection algorithms rely on minimizing a penalized sum of segment-wise costs. We extend this framework by proposing to minimize a sum of discrepancies between segments. In particular, we propose to…
This paper optimizes the step coefficients of first-order methods for smooth convex minimization in terms of the worst-case convergence bound (i.e., efficiency) of the decrease in the gradient norm. This work is based on the performance…
In the first part of this paper we introduced an algorithm that uses reachable set approximation to approximate the minimum time function of linear control problems. To illustrate the error estimates and to demonstrate differences to other…
The exploration-exploitation trade-off is among the central challenges of reinforcement learning. The optimal Bayesian solution is intractable in general. This paper studies to what extent analytic statements about optimal learning are…
We consider the problem of minimizing a convex function over the intersection of finitely many simple sets which are easy to project onto. This is an important problem arising in various domains such as machine learning. The main difficulty…
In multi-task learning, multiple tasks are solved jointly, sharing inductive bias between them. Multi-task learning is inherently a multi-objective problem because different tasks may conflict, necessitating a trade-off. A common compromise…