Related papers: HOPS: High-order Polynomials with Self-supervised …

Variable selection is a challenging issue in statistical applications when the number of predictors $p$ far exceeds the number of observations $n$. In this ultra-high dimensional setting, the sure independence screening (SIS) procedure was…

Most machine learning algorithms are configured by one or several hyperparameters that must be carefully chosen and often considerably impact performance. To avoid a time consuming and unreproducible manual trial-and-error process to find…

This paper is concerned with the problem of low rank plus sparse matrix decomposition for big data. Conventional algorithms for matrix decomposition use the entire data to extract the low-rank and sparse components, and are based on…

In deep learning, the load data with non-temporal factors are difficult to process by sequence models. This problem results in insufficient precision of the prediction. Therefore, a short-term load forecasting method based on convolutional…

This paper presents a framework to solve constrained optimization problems in an accelerated manner based on High-Order Tuners (HT). Our approach is based on reformulating the original constrained problem as the unconstrained optimization…

The problem of high-dimensional path-dependent optimal stopping (OS) is important to multiple academic communities and applications. Modern OS tasks often have a large number of decision epochs, and complicated non-Markovian dynamics,…

Accurate forecasting of electrical demand is essential for maintaining a stable and reliable power grid, optimizing the allocation of energy resources, and promoting efficient energy consumption practices. This study investigates the…

In this paper, we propose a low rank approximation method for efficiently solving stochastic partial differential equations. Specifically, our method utilizes a novel low rank approximation of the stiffness matrices, which can significantly…

We introduce a new approach to develop stochastic optimization algorithms for a class of stochastic composite and possibly nonconvex optimization problems. The main idea is to combine two stochastic estimators to create a new hybrid one. We…

Automatically searching for optimal hyperparameter configurations is of crucial importance for applying deep learning algorithms in practice. Recently, Bayesian optimization has been proposed for optimizing hyperparameters of various…

We consider solving high-order semidefinite programming (SDP) relaxations of nonconvex polynomial optimization problems (POPs) that often admit degenerate rank-one optimal solutions. Instead of solving the SDP alone, we propose a new…

Discrete Hahn polynomials (DHPs) and their moments are considered to be one of the efficient orthogonal moments and they are applied in various scientific areas such as image processing and feature extraction. Commonly, DHPs are used as…

The rapid deployment of robotics technologies requires dedicated optimization algorithms to manage large fleets of autonomous agents. This paper supports robotic parts-to-picker operations in warehousing by optimizing order-workstation…

Zero-shot hyperparameter optimization (HPO) is a simple yet effective use of transfer learning for constructing a small list of hyperparameter (HP) configurations that complement each other. That is to say, for any given dataset, at least…

We apply the Proper Orthogonal Decomposition (POD) method for the efficient simulation of several scenarios undergone by Micro-Electro-Mechanical-Systems, involving nonlinearites of geometric and electrostatic nature. The former type of…

This paper presents a model order reduction (MOR) approach for high dimensional problems in the analysis of financial risk. To understand the financial risks and possible outcomes, we have to perform several thousand simulations of the…

The task of hyper-parameter optimization (HPO) is burdened with heavy computational costs due to the intractability of optimizing both a model's weights and its hyper-parameters simultaneously. In this work, we introduce a new class of HPO…

We present a hierarchy of semidefinite programs (SDPs) for the problem of fitting a shape-constrained (multivariate) polynomial to noisy evaluations of an unknown shape-constrained function. These shape constraints include convexity or…

Low-rank representation learning has emerged as a powerful tool for recovering missing values in power load data due to its ability to exploit the inherent low-dimensional structures of spatiotemporal measurements. Among various techniques,…

A high-order quadrature algorithm is presented for computing integrals over curved surfaces and volumes whose geometry is implicitly defined by the level sets of (one or more) multivariate polynomials. The algorithm recasts the implicitly…