相关论文: On the Impossibility of Convex Inference in Human …
In this paper we analyze several new methods for solving nonconvex optimization problems with the objective function formed as a sum of two terms: one is nonconvex and smooth, and another is convex but simple and its structure is known.…
We propose a general scheme for solving convex and non-convex optimization problems on manifolds. The central idea is that, by adding a multiple of the squared retraction distance to the objective function in question, we "convexify" the…
Stochastic convex optimization, where the objective is the expectation of a random convex function, is an important and widely used method with numerous applications in machine learning, statistics, operations research and other areas. We…
When crowdsourcing systems are used in combination with machine inference systems in the real world, they benefit the most when the machine system is deeply integrated with the crowd workers. However, if researchers wish to integrate the…
Human computation is an approach to solving problems that prove difficult using AI only, and involves the cooperation of many humans. Because human computation requires close engagement with both "human populations as users" and "human…
In this two-part work, we propose an algorithmic framework for solving non-convex problems whose objective function is the sum of a number of smooth component functions plus a convex (possibly non-smooth) or/and smooth (possibly non-convex)…
Nonconvex optimization is central to modern machine learning, but the general framework of nonconvex optimization yields weak convergence guarantees that are too pessimistic compared to practice. On the other hand, while convexity enables…
Beginning with the projectively invariant method for linear programming, interior point methods have led to powerful algorithms for many difficult computing problems, in combinatorial optimization, logic, number theory and non-convex…
Non-convex optimization problems often arise from probabilistic modeling, such as estimation of posterior distributions. Non-convexity makes the problems intractable, and poses various obstacles for us to design efficient algorithms. In…
A general framework with a series of different methods is proposed to improve the estimate of convex function (or functional) values when only noisy observations of the true input are available. Technically, our methods catch the bias…
This paper presents the input convex neural network architecture. These are scalar-valued (potentially deep) neural networks with constraints on the network parameters such that the output of the network is a convex function of (some of)…
Transparency is an essential requirement of machine learning based decision making systems that are deployed in real world. Often, transparency of a given system is achieved by providing explanations of the behavior and predictions of the…
The increasing deployment of machine learning as well as legal regulations such as EU's GDPR cause a need for user-friendly explanations of decisions proposed by machine learning models. Counterfactual explanations are considered as one of…
Human computation refers to the outsourcing of computation tasks to human workers. It offers a new direction for solving a variety of problems and calls for innovative ways of managing human computation processes. The majority of human…
Two optimization algorithms are proposed for solving a stochastic programming problem for which the objective function is given in the form of the expectation of convex functions and the constraint set is defined by the intersection of…
In this paper, we focus on the decentralized composite optimization for convex functions. Because of advantages such as robust to the network and no communication bottle-neck in the central server, the decentralized optimization has…
This paper considers online convex optimization with time-varying constraint functions. Specifically, we have a sequence of convex objective functions $\{f_t(x)\}_{t=0}^{\infty}$ and convex constraint functions…
In this paper we consider convex optimization problems with stochastic composite objective function subject to (possibly) infinite intersection of constraints. The objective function is expressed in terms of expectation operator over a sum…
In this paper, we study a class of bilevel programming problem where the inner objective function is strongly convex. More specifically, under some mile assumptions on the partial derivatives of both inner and outer objective functions, we…
We present the viewpoint that optimization problems encountered in machine learning can often be interpreted as minimizing a convex functional over a function space, but with a non-convex constraint set introduced by model parameterization.…