Related papers: A general learning algorithm for solving optimizat…

Algorithm design is a laborious process and often requires many iterations of ideation and validation. In this paper, we explore automating algorithm design and present a method to learn an optimization algorithm, which we believe to be the…

We consider reinforcement learning in changing Markov Decision Processes where both the state-transition probabilities and the reward functions may vary over time. For this problem setting, we propose an algorithm using a sliding window…

We consider the unconstrained optimization problem whose objective function is composed of a smooth and a non-smooth conponents where the smooth component is the expectation a random function. This type of problem arises in some interesting…

We devise a deterministic algorithm to efficiently sample high-quality solutions of certain spin-glass systems that encode hard optimization problems. We employ tensor networks to represent the Gibbs distribution of all possible…

A procedure is presented which considerably improves the performance of local search based heuristic algorithms for combinatorial optimization problems. It increases the average `gain' of the individual local searches by merging pairs of…

Stochastic optimization is a widely used approach for optimization under uncertainty, where uncertain input parameters are modeled by random variables. Exact or approximation algorithms have been obtained for several fundamental problems in…

It is a folklore belief in the theory of spin glasses and disordered systems that out-of-equilibrium dynamics fail to find stable local optima exhibiting e.g. local strict convexity on physical time-scales. In the context of the…

This survey is focused on certain sequential decision-making problems that involve optimizing over probability functions. We discuss the relevance of these problems for learning and control. The survey is organized around a framework that…

A framework is introduced for solving a sequence of slowly changing optimization problems, including those arising in regression and classification applications, using optimization algorithms such as stochastic gradient descent (SGD). The…

Optimization algorithms are widely employed to tackle complex problems, but designing them manually is often labor-intensive and requires significant expertise. Global placement is a fundamental step in electronic design automation (EDA).…

In distributional or average-case analysis, the goal is to design an algorithm with good-on-average performance with respect to a specific probability distribution. Distributional analysis can be useful for the study of general-purpose…

In this dissertation we study statistical and online learning problems from an optimization viewpoint.The dissertation is divided into two parts : I. We first consider the question of learnability for statistical learning problems in the…

Training deep neural networks is a highly nontrivial task, involving carefully selecting appropriate training algorithms, scheduling step sizes and tuning other hyperparameters. Trying different combinations can be quite labor-intensive and…

The predict+optimize problem combines machine learning ofproblem coefficients with a combinatorial optimization prob-lem that uses the predicted coefficients. While this problemcan be solved in two separate stages, it is better to…

We consider chance-constrained problems with discrete random distribution. We aim for problems with a large number of scenarios. We propose a novel method based on the stochastic gradient descent method which performs updates of the…

In the past decade, we had developed a series of splitting contraction algorithms for separable convex optimization problems, at the root of the alternating direction method of multipliers. Convergence of these algorithms was studied under…

Spin glasses are fundamental probability distributions at the core of statistical physics, the theory of average-case computational complexity, and modern high-dimensional statistical inference. In the mean-field setting, we design…

Machine learning algorithms frequently require careful tuning of model hyperparameters, regularization terms, and optimization parameters. Unfortunately, this tuning is often a "black art" that requires expert experience, unwritten rules of…

Learning is a process which can update decision rules, based on past experience, such that future performance improves. Traditionally, machine learning is often evaluated under the assumption that the future will be identical to the past in…

We propose a clustering-based iterative algorithm to solve certain optimization problems in machine learning, where we start the algorithm by aggregating the original data, solving the problem on aggregated data, and then in subsequent…