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Decision trees are a popular machine learning model which are traditionally trained by heuristic methods. Massive improvements in computing power and optimisation techniques has led to renewed interest in learning globally optimal decision…
Deep neural networks with lots of parameters are typically used for large-scale computer vision tasks such as image classification. This is a result of using dense matrix multiplications and convolutions. However, sparse computations are…
The recently presented idea to learn heuristics for combinatorial optimization problems is promising as it can save costly development. However, to push this idea towards practical implementation, we need better models and better ways of…
Mixed-Integer Linear Programming (MILP) lies at the core of many real-world combinatorial optimization (CO) problems, traditionally solved by branch-and-bound (B&B). A key driver influencing B&B solvers efficiency is the variable selection…
Metaheuristic algorithms, widely used for solving complex non-convex and non-differentiable optimization problems, often lack a solid mathematical foundation. In this review, we explore how concepts and methods from kinetic theory can offer…
We show that the error achievable using physics-informed neural networks for solving systems of differential equations can be substantially reduced when these networks are trained using meta-learned optimization methods rather than to using…
Overparameterized models have proven to be powerful tools for solving various machine learning tasks. However, overparameterization often leads to a substantial increase in computational and memory costs, which in turn requires extensive…
Deep hedging represents a cutting-edge approach to risk management for financial derivatives by leveraging the power of deep learning. However, existing methods often face challenges related to computational inefficiency, sensitivity to…
We consider the embedding of piecewise-linear deep neural networks (ReLU networks) as surrogate models in mixed-integer linear programming (MILP) problems. A MILP formulation of ReLU networks has recently been applied by many authors to…
The integration of Large Language Models (LLMs) into optimization has created a powerful synergy, opening exciting research opportunities. This paper investigates how LLMs can enhance existing optimization algorithms. Using their…
Deep Neural Networks have achieved remarkable success relying on the developing availability of GPUs and large-scale datasets with increasing network depth and width. However, due to the expensive computation and intensive memory,…
Given the increasing interest in interpretable machine learning, classification trees have again attracted the attention of the scientific community because of their glass-box structure. These models are usually built using greedy…
This paper surveys the machine learning literature and presents in an optimization framework several commonly used machine learning approaches. Particularly, mathematical optimization models are presented for regression, classification,…
Many key problems in machine learning and data science are routinely modeled as optimization problems and solved via optimization algorithms. With the increase of the volume of data and the size and complexity of the statistical models used…
Graph matching is an important problem that has received widespread attention, especially in the field of computer vision. Recently, state-of-the-art methods seek to incorporate graph matching with deep learning. However, there is no…
Recent work has shown a variety of ways in which machine learning can be used to accelerate the solution of constrained optimization problems. Increasing demand for real-time decision-making capabilities in applications such as artificial…
Deep learning is mainly based on utilizing gradient-based optimization for training Deep Neural Network (DNN) models. Although robust and widely used, gradient-based optimization algorithms are prone to getting stuck in local minima. In…
Quantization is a widely used technique to compress and accelerate deep neural networks. However, conventional quantization methods use the same bit-width for all (or most of) the layers, which often suffer significant accuracy degradation…
Optimization networks are a new methodology for holistically solving interrelated problems that have been developed with combinatorial optimization problems in mind. In this contribution we revisit the core principles of optimization…
Linear mixed models (LMMs) are used extensively to model dependecies of observations in linear regression and are used extensively in many application areas. Parameter estimation for LMMs can be computationally prohibitive on big data.…