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We develop a novel framework to study smooth and strongly convex optimization algorithms, both deterministic and stochastic. Focusing on quadratic functions we are able to examine optimization algorithms as a recursive application of linear…

Optimization and Control · Mathematics 2015-03-25 Yossi Arjevani , Shai Shalev-Shwartz , Ohad Shamir

The boundary control problem is a non-convex optimization and control problem in many scientific domains, including fluid mechanics, structural engineering, and heat transfer optimization. The aim is to find the optimal values for the…

Machine Learning · Computer Science 2023-10-25 Zenin Easa Panthakkalakath , Juraj Kardoš , Olaf Schenk

We demonstrate that a single training trajectory can transform a graph neural network into an unsupervised heuristic for combinatorial optimization. Focusing on the Travelling Salesman Problem, we show that encoding global structural…

Artificial Intelligence · Computer Science 2026-02-03 Yimeng Min , Carla P. Gomes

We present an end-to-end framework for solving the Vehicle Routing Problem (VRP) using reinforcement learning. In this approach, we train a single model that finds near-optimal solutions for problem instances sampled from a given…

Artificial Intelligence · Computer Science 2018-05-23 Mohammadreza Nazari , Afshin Oroojlooy , Lawrence V. Snyder , Martin Takáč

This paper deals with distributed policy optimization in reinforcement learning, which involves a central controller and a group of learners. In particular, two typical settings encountered in several applications are considered:…

Machine Learning · Computer Science 2021-04-21 Tianyi Chen , Kaiqing Zhang , Georgios B. Giannakis , Tamer Başar

Training neural networks is a challenging non-convex optimization problem, and backpropagation or gradient descent can get stuck in spurious local optima. We propose a novel algorithm based on tensor decomposition for guaranteed training of…

Machine Learning · Computer Science 2016-01-13 Majid Janzamin , Hanie Sedghi , Anima Anandkumar

Since the 1990s, considerable empirical work has been carried out to train statistical models, such as neural networks (NNs), as learned heuristics for combinatorial optimization (CO) problems. When successful, such an approach eliminates…

Machine Learning · Statistics 2026-01-21 Orit Davidovich , Shimrit Shtern , Segev Wasserkrug , Nimrod Megiddo

In this article, we review the literature on statistical theories of neural networks from three perspectives: approximation, training dynamics and generative models. In the first part, results on excess risks for neural networks are…

Machine Learning · Statistics 2024-09-17 Namjoon Suh , Guang Cheng

Model-free deep-reinforcement-based learning algorithms have been applied to a range of COPs~\cite{bello2016neural}~\cite{kool2018attention}~\cite{nazari2018reinforcement}. However, these approaches suffer from two key challenges when…

Machine Learning · Computer Science 2022-06-01 Nasrin Sultana , Jeffrey Chan , Tabinda Sarwar , A. K. Qin

The development of self-propelled particles at the micro- and the nanoscale has sparked a huge potential for future applications in active matter physics, microsurgery, and targeted drug delivery. However, while the latter applications…

Soft Condensed Matter · Physics 2022-08-24 Mahdi Nasiri , Benno Liebchen

Recent works have shown that deep neural networks can be employed to solve partial differential equations, giving rise to the framework of physics informed neural networks. We introduce a generalization for these methods that manifests as a…

Numerical Analysis · Mathematics 2021-03-25 Remco van der Meer , Cornelis Oosterlee , Anastasia Borovykh

Many mathematical optimization algorithms fail to sufficiently explore the solution space of high-dimensional nonlinear optimization problems due to the curse of dimensionality. This paper proposes generative models as a complement to…

Neural and Evolutionary Computing · Computer Science 2021-05-05 Pouya Rezazadeh Kalehbasti , Michael D. Lepech , Samarpreet Singh Pandher

Routing problems are a class of combinatorial problems with many practical applications. Recently, end-to-end deep learning methods have been proposed to learn approximate solution heuristics for such problems. In contrast, classical…

Machine Learning · Computer Science 2021-12-06 Wouter Kool , Herke van Hoof , Joaquim Gromicho , Max Welling

Policy gradient methods in reinforcement learning have become increasingly prevalent for state-of-the-art performance in continuous control tasks. Novel methods typically benchmark against a few key algorithms such as deep deterministic…

Machine Learning · Computer Science 2017-08-15 Riashat Islam , Peter Henderson , Maziar Gomrokchi , Doina Precup

Heralded by the initial success in speech recognition and image classification, learning-based approaches with neural networks, commonly referred to as deep learning, have spread across various fields. A primitive form of a neural network…

Robotics · Computer Science 2024-09-02 Takuma Yoneda

Nonlinear control systems with partial information to the decision maker are prevalent in a variety of applications. As a step toward studying such nonlinear systems, this work explores reinforcement learning methods for finding the optimal…

Machine Learning · Computer Science 2025-04-11 Yinbin Han , Meisam Razaviyayn , Renyuan Xu

Generalization is a central problem in Machine Learning. Most prediction methods require careful calibration of hyperparameters carried out on a hold-out \textit{validation} dataset to achieve generalization. The main goal of this paper is…

Machine Learning · Computer Science 2020-06-15 Karim Lounici , Katia Meziani , Benjamin Riu

Gradient boosting is a state-of-the-art prediction technique that sequentially produces a model in the form of linear combinations of simple predictors---typically decision trees---by solving an infinite-dimensional convex optimization…

Statistics Theory · Mathematics 2017-07-18 Gérard Biau , Benoît Cadre

Gradient clipping is commonly used in training deep neural networks partly due to its practicability in relieving the exploding gradient problem. Recently, \citet{zhang2019gradient} show that clipped (stochastic) Gradient Descent (GD)…

Machine Learning · Computer Science 2020-10-30 Bohang Zhang , Jikai Jin , Cong Fang , Liwei Wang

Machine learning has been adapted to help solve NP-hard combinatorial optimization problems. One prevalent way is learning to construct solutions by deep neural networks, which has been receiving more and more attention due to the high…

Machine Learning · Computer Science 2024-05-07 Chengrui Gao , Haopu Shang , Ke Xue , Dong Li , Chao Qian