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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

The application of machine learning to physics problems is widely found in the scientific literature. Both regression and classification problems are addressed by a large array of techniques that involve learning algorithms. Unfortunately,…

Machine Learning · Computer Science 2022-10-03 Umberto Michelucci , Francesca Venturini

In many real-world causal inference applications, the primary outcomes (labels) are often partially missing, especially if they are expensive or difficult to collect. If the missingness depends on covariates (i.e., missingness is not…

Machine Learning · Statistics 2024-05-24 Zhenghao Zeng , David Arbour , Avi Feller , Raghavendra Addanki , Ryan Rossi , Ritwik Sinha , Edward H. Kennedy

The purpose of this paper is twofold. On one side, we present a general framework for Bayesian optimization and we compare it with some related fields in active learning and Bayesian numerical analysis. On the other hand, Bayesian…

Robotics · Computer Science 2018-02-13 Ruben Martinez-Cantin

Model misspecification is ubiquitous in data analysis because the data-generating process is often complex and mathematically intractable. Therefore, assessing estimation uncertainty and conducting statistical inference under a possibly…

Methodology · Statistics 2023-12-19 Rong Li , Yichen Qin , Yang Li

Bayesian Optimization is a popular tool for tuning algorithms in automatic machine learning (AutoML) systems. Current state-of-the-art methods leverage Random Forests or Gaussian processes to build a surrogate model that predicts algorithm…

Machine Learning · Computer Science 2021-01-08 Jeroen van Hoof , Joaquin Vanschoren

In text summarization, evaluating the efficacy of automatic metrics without human judgments has become recently popular. One exemplar work concludes that automatic metrics strongly disagree when ranking high-scoring summaries. In this…

Computation and Language · Computer Science 2020-11-10 Manik Bhandari , Pranav Gour , Atabak Ashfaq , Pengfei Liu

We consider the problem of online control of systems with time-varying linear dynamics. This is a general formulation that is motivated by the use of local linearization in control of nonlinear dynamical systems. To state meaningful…

Machine Learning · Computer Science 2022-02-15 Paula Gradu , Elad Hazan , Edgar Minasyan

We consider online algorithms under both the competitive ratio criteria and the regret minimization one. Our main goal is to build a unified methodology that would be able to guarantee both criteria simultaneously. For a general class of…

Machine Learning · Computer Science 2019-04-09 Amit Daniely , Yishay Mansour

In this paper, we theoretically justify an approach popular among participants of the Higgs Boson Machine Learning Challenge to optimize approximate median significance (AMS). The approach is based on the following two-stage procedure.…

Machine Learning · Computer Science 2014-12-08 Wojciech Kotłowski

We introduce a dataset comprising commercial machine translations, gathered weekly over six years across 12 translation directions. Since human A/B testing is commonly used, we assume commercial systems improve over time, which enables us…

Computation and Language · Computer Science 2024-10-04 Guojun Wu , Shay B. Cohen , Rico Sennrich

Areas of computational mechanics such as uncertainty quantification and optimization usually involve repeated evaluation of numerical models that represent the behavior of engineering systems. In the case of complex nonlinear systems…

Machine Learning · Computer Science 2024-10-03 A. O. M. Kilicsoy , J. Liedmann , M. A. Valdebenito , F. -J. Barthold , M. G. R. Faes

We present a hybrid sampling-surrogate approach for reducing the computational expense of uncertainty quantification in nonlinear dynamical systems. Our motivation is to enable rapid uncertainty quantification in complex mechanical systems…

Computation · Statistics 2022-01-27 Hang Yang , Yuji Fujii , K. W. Wang , Alex A. Gorodetsky

We carefully study how well minimizing convex surrogate loss functions, corresponds to minimizing the misclassification error rate for the problem of binary classification with linear predictors. In particular, we show that amongst all…

Machine Learning · Computer Science 2012-07-03 Shai Ben-David , David Loker , Nathan Srebro , Karthik Sridharan

Measures of the direction and strength of the interdependence between two time series are evaluated and modified in order to reduce the bias in the estimation of the measures, so that they give zero values when there is no causal effect.…

Data Analysis, Statistics and Probability · Physics 2015-05-27 A. Papana , D. Kugiumtzis , P. G. Larsson

Inspired by online learning, data-dependent regret has recently been proposed as a criterion for controller design. In the regret-optimal control paradigm, causal controllers are designed to minimize regret against a hypothetical optimal…

Optimization and Control · Mathematics 2022-09-15 Gautam Goel , Babak Hassibi

Considerable efforts to measure and mitigate gender bias in recent years have led to the introduction of an abundance of tasks, datasets, and metrics used in this vein. In this position paper, we assess the current paradigm of gender bias…

Computation and Language · Computer Science 2022-10-21 Hadas Orgad , Yonatan Belinkov

Regression evaluation has been performed for decades. Some metrics have been identified to be robust against shifting and scaling of the data but considering the different distributions of data is much more difficult to address (imbalance…

Machine Learning · Computer Science 2020-09-14 Mario Michael Krell , Bilal Wehbe

Neural metrics for machine translation evaluation, such as COMET, exhibit significant improvements in their correlation with human judgments, as compared to traditional metrics based on lexical overlap, such as BLEU. Yet, neural metrics…

Computation and Language · Computer Science 2023-05-22 Ricardo Rei , Nuno M. Guerreiro , Marcos Treviso , Luisa Coheur , Alon Lavie , André F. T. Martins

Surrogate models are a well established approach to reduce the number of expensive function evaluations in continuous optimization. In the context of genetic programming, surrogate modeling still poses a challenge, due to the complex…

Neural and Evolutionary Computing · Computer Science 2018-07-04 Martin Zaefferer , Jörg Stork , Oliver Flasch , Thomas Bartz-Beielstein