相关论文: An empirical study of various candidate selection …
Motivated by programmatic advertising optimization, we consider the task of sequentially allocating budget across a set of resources. At every time step, a feasible allocation is chosen and only a corresponding random return is observed.…
We consider learning an undirected graphical model from sparse data. While several efficient algorithms have been proposed for graphical lasso (GL), the alternating direction method of multipliers (ADMM) is the main approach taken…
Clustering techniques are very attractive for extracting and identifying patterns in datasets. However, their application to very large spatial datasets presents numerous challenges such as high-dimensionality data, heterogeneity, and high…
A study is conducted to evaluate four derivative estimation methods when solving a large sparse nonlinear programming problem that arises from the approximation of an optimal control problem using a direct collocation method. In particular,…
This paper introduces a new method of partitioning the solution space of a multi-objective optimisation problem for parallel processing, called Efficient Projection Partitioning. This method projects solutions down into a single dimension,…
We propose discriminative reward co-training (DIRECT) as an extension to deep reinforcement learning algorithms. Building upon the concept of self-imitation learning (SIL), we introduce an imitation buffer to store beneficial trajectories…
Two new algorithms are described for matching two dimensional coordinate lists of point sources that are signifcantly faster than previous methods. By matching rarely occurring triangles (or more complex shapes) in the two lists, and by…
This paper presents the first generic bi-objective binary linear branch-and-cut algorithm. Studying the impact of valid inequalities in solution and objective spaces, two cutting frameworks are proposed. The multi-point separation problem…
Nearest neighbor search is a fundamental data structure problem with many applications in machine learning, computer vision, recommendation systems and other fields. Although the main objective of the data structure is to quickly report…
Reinforcement learning (RL) algorithms have been successfully applied to a range of challenging sequential decision making and control tasks. In this paper, we classify RL into direct and indirect RL according to how they seek the optimal…
This study develops a graph search algorithm to find the optimal discrimination path for the binary classification problem. The objective function is defined as the difference of variations between the true positive (TP) and false positive…
Decision Tree (DT) Learning is a fundamental problem in Interpretable Machine Learning, yet it poses a formidable optimisation challenge. Practical algorithms have recently emerged, primarily leveraging Dynamic Programming and Branch &…
We present a novel deep learning approach to approximate the solution of large, sparse, symmetric, positive-definite linear systems of equations. These systems arise from many problems in applied science, e.g., in numerical methods for…
Discrete optimization belongs to the set of $\mathcal{NP}$-hard problems, spanning fields such as mixed-integer programming and combinatorial optimization. A current standard approach to solving convex discrete optimization problems is the…
Data-driven algorithm selection is a powerful approach for choosing effective heuristics for computational problems. It operates by evaluating a set of candidate algorithms on a collection of representative training instances and selecting…
In an era dominated by information overload, effective recommender systems are essential for managing the deluge of data across digital platforms. Multi-stage cascade ranking systems are widely used in the industry, with retrieval and…
The so-called fast inertial relaxation engine is a first-order method for unconstrained smooth optimization problems. It updates the search direction by a linear combination of the past search direction, the current gradient and the…
Direct collocation methods are widely used numerical techniques for solving optimal control problems. The discretization of continuous-time optimal control problems transforms them into large-scale nonlinear programming problems, which…
In this paper, we consider a class of finite-sum convex optimization problems whose objective function is given by the summation of $m$ ($\ge 1$) smooth components together with some other relatively simple terms. We first introduce a…
We consider the problem of solving a large-scale system of linear equations in a distributed or federated manner by a taskmaster and a set of machines, each possessing a subset of the equations. We provide a comprehensive comparison of two…