相关论文: Derivative free optimization via repeated classifi…

When model predictions inform downstream decision making, a natural question is under what conditions can the decision-makers simply respond to the predictions as if they were the true outcomes. Calibration suffices to guarantee that simple…

In this work, we study optimization specified only through a comparison oracle: given two points, it reports which one is preferred. We call it function-free optimization because we do not assume access to, nor the existence of, a canonical…

Most zeroth-order optimization algorithms mimic a first-order algorithm but replace the gradient of the objective function with some gradient estimator that can be computed from a small number of function evaluations. This estimator is…

We propose a flexible and theoretically supported framework for scalable nonnegative matrix factorization. The goal is to find nonnegative low-rank components directly from compressed measurements, accessing the original data only once or…

Submodular maximization is a general optimization problem with a wide range of applications in machine learning (e.g., active learning, clustering, and feature selection). In large-scale optimization, the parallel running time of an…

We propose a non-iterative method to optimize pseudo-labeling thresholds for learning object detection from a collection of low-cost datasets, each of which is annotated for only a subset of all the object classes. A popular approach to…

Derivative-free optimization algorithms are particularly useful for tackling blackbox optimization problems where the objective function arises from complex and expensive procedures that preclude the use of classical gradient-based methods.…

Deep reinforcement learning requires a heavy price in terms of sample efficiency and overparameterization in the neural networks used for function approximation. In this work, we use tensor factorization in order to learn more compact…

We provide a unifying approximate dynamic programming framework that applies to a broad variety of problems involving sequential estimation. We consider first the construction of surrogate cost functions for the purposes of optimization,…

We introduce a general framework for large-scale model-based derivative-free optimization based on iterative minimization within random subspaces. We present a probabilistic worst-case complexity analysis for our method, where in particular…

We introduce a learning-based framework to optimize tensor programs for deep learning workloads. Efficient implementations of tensor operators, such as matrix multiplication and high dimensional convolution, are key enablers of effective…

We present a novel regularization approach to train neural networks that enjoys better generalization and test error than standard stochastic gradient descent. Our approach is based on the principles of cross-validation, where a validation…

Bayesian optimization (BO) is a powerful approach for optimizing black-box, expensive-to-evaluate functions. To enable a flexible trade-off between the cost and accuracy, many applications allow the function to be evaluated at different…

A fully stochastic second-order adaptive-regularization method for unconstrained nonconvex optimization is presented which never computes the objective-function value, but yet achieves the optimal $\mathcal{O}(\epsilon^{-3/2})$ complexity…

This paper introduces an iterative algorithm for training nonparametric additive models that enjoys favorable memory storage and computational requirements. The algorithm can be viewed as the functional counterpart of stochastic gradient…

Shortening quantum circuits is crucial to reducing the destructive effect of environmental decoherence and enabling useful algorithms. Here, we demonstrate an improvement in such compilation tasks via a combination of using hybrid…

This paper considers non-smooth optimization problems where we seek to minimize the pointwise maximum of a continuously parameterized family of functions. Since the objective function is given as the solution to a maximization problem,…

Classical worst-case optimization theory neither explains the success of optimization in machine learning, nor does it help with step size selection. In this paper we demonstrate the viability and advantages of replacing the classical…

There exist many high-dimensional data in real-world applications such as biology, computer vision, and social networks. Feature selection approaches are devised to confront with high-dimensional data challenges with the aim of efficient…

Many important problems in science and engineering, such as drug design, involve optimizing an expensive black-box objective function over a complex, high-dimensional, and structured input space. Although machine learning techniques have…