Related papers: From Inverse Optimization to Feasibility to ERM
In coming up with solutions to real-world problems, humans implicitly adhere to constraints that are too numerous and complex to be specified completely. However, reinforcement learning (RL) agents need these constraints to learn the…
Inverse Reinforcement Learning (IRL) is a powerful framework for learning complex behaviors from expert demonstrations. However, it traditionally requires repeatedly solving a computationally expensive reinforcement learning (RL) problem in…
Offline inverse reinforcement learning (Offline IRL) aims to recover the structure of rewards and environment dynamics that underlie observed actions in a fixed, finite set of demonstrations from an expert agent. Accurate models of…
Interior point methods (IPMs) are a common approach for solving linear programs (LPs) with strong theoretical guarantees and solid empirical performance. The time complexity of these methods is dominated by the cost of solving a linear…
We consider the Scenario Convex Program (SCP) for two classes of optimization problems that are not tractable in general: Robust Convex Programs (RCPs) and Chance-Constrained Programs (CCPs). We establish a probabilistic bridge from the…
We study the restricted inverse optimal value problem on linear programming under weighted $l_1$ norm (RIOVLP $_1$). Given a linear programming problem $LP_c: \min \{cx|Ax=b,x\geq 0\}$ with a feasible solution $x^0$ and a value $K$, we aim…
Conic optimization plays a crucial role in many machine learning (ML) problems. However, practical algorithms for conic constrained ML problems with large datasets are often limited to specific use cases, as stochastic algorithms for…
In this paper, we develop a unified framework able to certify both exponential and subexponential convergence rates for a wide range of iterative first-order optimization algorithms. To this end, we construct a family of parameter-dependent…
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…
In-context learning (ICL) has transformed the use of large language models (LLMs) for NLP tasks, enabling few-shot learning by conditioning on labeled examples without finetuning. Despite its effectiveness, ICL is prone to errors,…
A fundamental problem arising in many areas of machine learning is the evaluation of the likelihood of a given observation under different nominal distributions. Frequently, these nominal distributions are themselves estimated from data,…
A class of interior point methods using inexact directions is analysed. The linear system arising in interior point methods for linear programming is reformulated such that the solution is less sensitive to perturbations in the right-hand…
We derive bounds on the sample complexity of empirical risk minimization (ERM) in the context of minimizing non-convex risks that admit the strict saddle property. Recent progress in non-convex optimization has yielded efficient algorithms…
We study the intrinsic limitations of sequential convex optimization through the lens of feedback information theory. In the oracle model of optimization, an algorithm queries an {\em oracle} for noisy information about the unknown…
Inverse optimization describes a process that is the "reverse" of traditional mathematical optimization. Unlike traditional optimization, which seeks to compute optimal decisions given an objective and constraints, inverse optimization…
The EM (Expectation-Maximization) algorithm is regarded as an MM (Majorization-Minimization) algorithm for maximum likelihood estimation of statistical models. Expanding this view, this paper demonstrates that by choosing an appropriate…
Constrained Optimization solution algorithms are restricted to point based solutions. In practice, single or multiple objectives must be satisfied, wherein both the objective function and constraints can be non-convex resulting in multiple…
We design a new iterative algorithm, called REINFORCE-OPT, for solving a general type of optimization problems. This algorithm parameterizes the solution search rule and iteratively updates the parameter using a reinforcement learning (RL)…
In this paper, we study the predict-then-optimize problem where the output of a machine learning prediction task is used as the input of some downstream optimization problem, say, the objective coefficient vector of a linear program. The…
Inverse Reinforcement Learning (IRL) techniques deal with the problem of deducing a reward function that explains the behavior of an expert agent who is assumed to act optimally in an underlying unknown task. In several problems of…