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As they have a vital effect on social decision makings, AI algorithms should be not only accurate and but also fair. Among various algorithms for fairness AI, learning a prediction model by minimizing the empirical risk (e.g.,…

Machine Learning · Statistics 2025-05-26 Kunwoong Kim , Ilsang Ohn , Sara Kim , Yongdai Kim

This paper presents a novel learning-based approach to construct a surrogate problem that approximates a given parametric nonconvex optimization problem. The surrogate function is designed to be the minimum of a finite set of functions,…

Optimization and Control · Mathematics 2026-04-08 Renzi Wang , Panagiotis Patrinos , Alberto Bemporad

It has been observed that machine learning algorithms exhibit biased predictions against certain population groups. To mitigate such bias while achieving comparable accuracy, a promising approach is to introduce surrogate functions of the…

Machine Learning · Computer Science 2024-04-10 Wei Yao , Zhanke Zhou , Zhicong Li , Bo Han , Yong Liu

We present a framework for smooth optimization of explicitly regularized objectives for (structured) sparsity. These non-smooth and possibly non-convex problems typically rely on solvers tailored to specific models and regularizers. In…

Machine Learning · Computer Science 2026-04-09 Chris Kolb , Christian L. Müller , Bernd Bischl , David Rügamer

We study consistency properties of machine learning methods based on minimizing convex surrogates. We extend the recent framework of Osokin et al. (2017) for the quantitative analysis of consistency properties to the case of inconsistent…

Machine Learning · Computer Science 2019-01-10 Kirill Struminsky , Simon Lacoste-Julien , Anton Osokin

Imaging is a standard example of an inverse problem, where the task of reconstructing a ground truth from a noisy measurement is ill-posed. Recent state-of-the-art approaches for imaging use deep learning, spearheaded by unrolled and…

In classification models fairness can be ensured by solving a constrained optimization problem. We focus on fairness constraints like Disparate Impact, Demographic Parity, and Equalized Odds, which are non-decomposable and non-convex.…

Machine Learning · Computer Science 2020-05-08 Padala Manisha , Sujit Gujar

With the introduction of machine learning in high-stakes decision making, ensuring algorithmic fairness has become an increasingly important problem to solve. In response to this, many mathematical definitions of fairness have been…

Machine Learning · Computer Science 2024-06-04 Edward Small , Wei Shao , Zeliang Zhang , Peihan Liu , Jeffrey Chan , Kacper Sokol , Flora Salim

Modern statistical applications often involve minimizing an objective function that may be nonsmooth and/or nonconvex. This paper focuses on a broad Bregman-surrogate algorithm framework including the local linear approximation, mirror…

Optimization and Control · Mathematics 2021-12-20 Yiyuan She , Zhifeng Wang , Jiuwu Jin

Adding constraint support in Machine Learning has the potential to address outstanding issues in data-driven AI systems, such as safety and fairness. Existing approaches typically apply constrained optimization techniques to ML training,…

Machine Learning · Computer Science 2021-03-01 Fabrizio Detassis , Michele Lombardi , Michela Milano

Solving optimization problems with unknown parameters often requires learning a predictive model to predict the values of the unknown parameters and then solving the problem using these values. Recent work has shown that including the…

Machine Learning · Computer Science 2020-10-23 Kai Wang , Bryan Wilder , Andrew Perrault , Milind Tambe

We study the safe reinforcement learning problem with nonlinear function approximation, where policy optimization is formulated as a constrained optimization problem with both the objective and the constraint being nonconvex functions. For…

Machine Learning · Computer Science 2019-10-29 Ming Yu , Zhuoran Yang , Mladen Kolar , Zhaoran Wang

We introduce and study various algorithms for solving nonconvex minimization with inequality constraints, based on the construction of convex surrogate envelopes that majorize the objective and the constraints. In the case where the…

Optimization and Control · Mathematics 2025-06-11 Nuozhou Wang , Junyu Zhang , Shuzhong Zhang

We propose a model-agnostic approach for mitigating the prediction bias of a black-box decision-maker, and in particular, a human decision-maker. Our method detects in the feature space where the black-box decision-maker is biased and…

Machine Learning · Computer Science 2020-11-18 Tong Wang , Maytal Saar-Tsechansky

In this paper, we consider the problem of minimizing the average of a large number of nonsmooth and convex functions. Such problems often arise in typical machine learning problems as empirical risk minimization, but are computationally…

Machine Learning · Statistics 2018-05-21 Wenjie Huang

In statistical learning theory, convex surrogates of the 0-1 loss are highly preferred because of the computational and theoretical virtues that convexity brings in. This is of more importance if we consider smooth surrogates as witnessed…

Machine Learning · Computer Science 2014-02-11 Mehrdad Mahdavi , Lijun Zhang , Rong Jin

Fairness in machine learning has received considerable attention. However, most studies on fair learning focus on either supervised learning or unsupervised learning. Very few consider semi-supervised settings. Yet, in reality, most machine…

Machine Learning · Computer Science 2020-09-15 Tao Zhang , Tianqing Zhu , Mengde Han , Jing Li , Wanlei Zhou , Philip S. Yu

Deep learning and model predictive control (MPC) can play complementary roles in legged robotics. However, integrating learned models with online planning remains challenging. When dynamics are learned with neural networks, three key…

Robotics · Computer Science 2026-01-21 Samuel A. Moore , Easop Lee , Boyuan Chen

A growing specter in the rise of machine learning is whether the decisions made by machine learning models are fair. While research is already underway to formalize a machine-learning concept of fairness and to design frameworks for…

Machine Learning · Computer Science 2020-09-28 Tao Zhang , Tianqing Zhu , Jing Li , Mengde Han , Wanlei Zhou , Philip S. Yu

Prediction+optimization is a common real-world paradigm where we have to predict problem parameters before solving the optimization problem. However, the criteria by which the prediction model is trained are often inconsistent with the goal…

Machine Learning · Computer Science 2021-11-23 Kai Yan , Jie Yan , Chuan Luo , Liting Chen , Qingwei Lin , Dongmei Zhang
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