Related papers: Sequential Minimal Optimization for $\varepsilon$-…
This paper studies the addition of linear constraints to the Support Vector Regression (SVR) when the kernel is linear. Adding those constraints into the problem allows to add prior knowledge on the estimator obtained, such as finding…
The sequential minimal optimization (SMO) algorithm and variants thereof are the de facto standard method for solving large quadratic programs for support vector machine (SVM) training. In this paper we propose a simple yet powerful…
Stochastic First-Order (SFO) methods have been a cornerstone in addressing a broad spectrum of modern machine learning (ML) challenges. However, their efficacy is increasingly questioned, especially in large-scale applications where…
Support Vector Machines (SVMs) based on hinge loss have been extensively discussed and applied to various binary classification tasks. These SVMs achieve a balance between margin maximization and the minimization of slack due to outliers.…
In this paper, we develop a stochastic set-valued optimization (SVO) framework tailored for robust machine learning. In the SVO setting, each decision variable is mapped to a set of objective values, and optimality is defined via set…
Variance reduction techniques such as SPIDER/SARAH/STORM have been extensively studied to improve the convergence rates of stochastic non-convex optimization, which usually maintain and update a sequence of estimators for a single function…
A particularly interesting instance of supervised learning with kernels is when each training example is associated with two objects, as in pairwise classification (Brunner et al., 2012), and in supervised learning of preference relations…
This paper investigates Support Vector Regression (SVR) within the framework of the Risk Quadrangle (RQ) theory. Every RQ includes four stochastic functionals -- error, regret, risk, and \emph{deviation}, bound together by a so-called…
Variance reduction techniques are designed to decrease the sampling variance, thereby accelerating convergence rates of first-order (FO) and zeroth-order (ZO) optimization methods. However, in composite optimization problems, ZO methods…
We consider a generic empirical composition optimization problem, where there are empirical averages present both outside and inside nonlinear loss functions. Such a problem is of interest in various machine learning applications, and…
A body of recent work has focused on constructing a variational family of filtered distributions using Sequential Monte Carlo (SMC). Inspired by this work, we introduce Particle Smoothing Variational Objectives (SVO), a novel backward…
Support vector machines (SVMs) are an important tool in modern data analysis. Traditionally, support vector machines have been fitted via quadratic programming, either using purpose-built or off-the-shelf algorithms. We present an…
This paper aims at improving the classification accuracy of a Support Vector Machine (SVM) classifier with Sequential Minimal Optimization (SMO) training algorithm in order to properly classify failure and normal instances from oil and gas…
Support vector regression (SVR) is one of the most popular machine learning algorithms aiming to generate the optimal regression curve through maximizing the minimal margin of selected training samples, i.e., support vectors. Recent…
In this paper we propose a sequential minimax optimization (SMO) method for solving a class of constrained bilevel optimization problems in which the lower-level part is a possibly nonsmooth convex optimization problem, while the…
We propose a novel algorithm, TR-SVR, for solving unconstrained stochastic optimization problems. This method builds on the trust-region framework, which effectively balances local and global exploration in optimization tasks. TR-SVR…
This work presents a fully quantum approach to support vector machine (SVM) learning by integrating gate-based quantum kernel methods with quantum annealing-based optimization. We explore the construction of quantum kernels using various…
One Class Slab Support Vector Machines (OCSSVM) have turned out to be better in terms of accuracy in certain classes of classification problems than the traditional SVMs and One Class SVMs or even other One class classifiers. This paper…
This paper is concerned with optimizing the global minimum-variance portfolio's (GMVP) weights in high-dimensional settings where both observation and population dimensions grow at a bounded ratio. Optimizing the GMVP weights is highly…
The minimax excess risk optimization (MERO) problem is a new variation of the traditional distributionally robust optimization (DRO) problem, which achieves uniformly low regret across all test distributions under suitable conditions. In…