Related papers: Principled Data Augmentation for Learning to Solve…
In this paper, we propose a learning-to-optimize (L2O) framework to accelerate solving parametric mixed-integer quadratic programming (MIQP) problems, with a particular focus on mixed-integer model predictive control (MI-MPC) applications.…
Recently, machine learning, particularly message-passing graph neural networks (MPNNs), has gained traction in enhancing exact optimization algorithms. For example, MPNNs speed up solving mixed-integer optimization problems by imitating…
Reinforcement learning methods typically use Deep Neural Networks to approximate the value functions and policies underlying a Markov Decision Process. Unfortunately, DNN-based RL suffers from a lack of explainability of the resulting…
Deep artificial neural networks require a large corpus of training data in order to effectively learn, where collection of such training data is often expensive and laborious. Data augmentation overcomes this issue by artificially inflating…
Convex quadratic programs (QPs) constitute a fundamental computational primitive across diverse domains including financial optimization, control systems, and machine learning. The alternating direction method of multipliers (ADMM) has…
This paper introduces a novel data-driven approach to design a linear quadratic regulator (LQR) using a reinforcement learning (RL) algorithm that does not require a system model. The key contribution is to perform policy iteration (PI) by…
Quadratic programming (QP) is the most widely applied category of problems in nonlinear programming. Many applications require real-time/fast solutions, though not necessarily with high precision. Existing methods either involve matrix…
Mixed-integer nonlinear programs (MINLPs) arise in domains such as energy systems, process engineering, and transportation, and are notoriously difficult to solve at scale due to the interplay of discrete decisions and nonlinear…
Neural networks, especially the recent proposed neural operator models, are increasingly being used to find the solution operator of differential equations. Compared to traditional numerical solvers, they are much faster and more efficient…
Learning to Optimize (LtO) is a problem setting in which a machine learning (ML) model is trained to emulate a constrained optimization solver. Learning to produce optimal and feasible solutions subject to complex constraints is a difficult…
Learning to Optimize (L2O) approaches, including algorithm unrolling, plug-and-play methods, and hyperparameter learning, have garnered significant attention and have been successfully applied to the Alternating Direction Method of…
Generative models excel in creating realistic images, yet their dependency on extensive datasets for training presents significant challenges, especially in domains where data collection is costly or challenging. Current data-efficient…
We consider the problem of classifying data manifolds where each manifold represents invariances that are parameterized by continuous degrees of freedom. Conventional data augmentation methods rely upon sampling large numbers of training…
We investigate a link between Graph Neural Networks (GNNs) and Quadratic Unconstrained Binary Optimization (QUBO) problems, laying the groundwork for GNNs to approximate solutions for these computationally challenging tasks. By analyzing…
Deep neural networks (DNNs) have been used to model complex optimization problems in many applications, yet have difficulty guaranteeing solution optimality and feasibility, despite training on large datasets. Training a NN as a surrogate…
Data augmentation is an essential technique in natural language processing (NLP) for enriching training datasets by generating diverse samples. This process is crucial for improving the robustness and generalization capabilities of NLP…
In this paper, we consider the linear programming (LP) formulation for deep reinforcement learning. The number of the constraints depends on the size of state and action spaces, which makes the problem intractable in large or continuous…
Mean-variance optimization (MVO) is known to be sensitive to estimation error in its inputs. Norm penalization of MVO programs is a regularization technique that can mitigate the adverse effects of estimation error. We augment the standard…
Data augmentation is a critical component of deep learning pipelines, enhancing model generalization by increasing dataset diversity. Traditional augmentation strategies rely on manually designed transformations, stochastic sampling, or…
NLP has achieved great progress in the past decade through the use of neural models and large labeled datasets. The dependence on abundant data prevents NLP models from being applied to low-resource settings or novel tasks where significant…