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We present a novel class incremental learning approach based on deep neural networks, which continually learns new tasks with limited memory for storing examples in the previous tasks. Our algorithm is based on knowledge distillation and…
For many tasks of data analysis, we may only have the information of the explanatory variable and the evaluation of the response values are quite expensive. While it is impractical or too costly to obtain the responses of all units, a…
The goal of this tutorial is to introduce key models, algorithms, and open questions related to the use of optimization methods for solving problems arising in machine learning. It is written with an INFORMS audience in mind, specifically…
In this paper, we present a unified and general framework for analyzing the batch updating approach to nonlinear, high-dimensional optimization. The framework encompasses all the currently used batch updating approaches, and is applicable…
Calibration error is commonly adopted for evaluating the quality of uncertainty estimators in deep neural networks. In this paper, we argue that such a metric is highly beneficial for training predictive models, even when we do not…
Adaptive inference is a promising technique to improve the computational efficiency of deep models at test time. In contrast to static models which use the same computation graph for all instances, adaptive networks can dynamically adjust…
Learning an explainable classifier often results in low accuracy model or ends up with a huge rule set, while learning a deep model is usually more capable of handling noisy data at scale, but with the cost of hard to explain the result and…
It has been demonstrated that deep neural networks outperform traditional machine learning. However, deep networks lack generalisability, that is, they will not perform as good as in a new (testing) set drawn from a different distribution…
In this paper, we propose an improved numerical algorithm for solving minimax problems based on nonsmooth optimization, quadratic programming and iterative process. We also provide a rigorous proof of convergence for our algorithm under…
We consider estimation under scenarios where the signals of interest exhibit change of characteristics over time. In particular, we consider the continual learning problem where different tasks, e.g., data with different distributions,…
We adapt the gradient sampling algorithm to the local scoring algorithm to solve complex estimation problems based on an optimization of an objective function. This overcomes non-differentiability and non-smoothness of the objective…
We propose a sequential learning policy for noisy discrete global optimization and ranking and selection (R\&S) problems with high dimensional sparse belief functions, where there are hundreds or even thousands of features, but only a small…
Boosting is a popular ensemble algorithm that generates more powerful learners by linearly combining base models from a simpler hypothesis class. In this work, we investigate the problem of adapting batch gradient boosting for minimizing…
An algorithm is said to be adaptive to a certain parameter (of the problem) if it does not need a priori knowledge of such a parameter but performs competitively to those that know it. This dissertation presents our work on adaptive…
We present the viewpoint that optimization problems encountered in machine learning can often be interpreted as minimizing a convex functional over a function space, but with a non-convex constraint set introduced by model parameterization.…
The rapid progress in machine learning in recent years has been based on a highly productive connection to gradient-based optimization. Further progress hinges in part on a shift in focus from pattern recognition to decision-making and…
Learning-to-optimize leverages machine learning to accelerate optimization algorithms. While empirical results show tremendous improvements compared to classical optimization algorithms, theoretical guarantees are mostly lacking, such that…
To accelerate learning process with few samples, meta-learning resorts to prior knowledge from previous tasks. However, the inconsistent task distribution and heterogeneity is hard to be handled through a global sharing model…
We study problem-dependent rates, i.e., generalization errors that scale near-optimally with the variance, the effective loss, or the gradient norms evaluated at the "best hypothesis." We introduce a principled framework dubbed "uniform…
Gradient Descent (GD) and Conjugate Gradient (CG) methods are among the most effective iterative algorithms for solving unconstrained optimization problems, particularly in machine learning and statistical modeling, where they are employed…