相关论文: Setting Parameters by Example
Mappings to structured output spaces (strings, trees, partitions, etc.) are typically learned using extensions of classification algorithms to simple graphical structures (eg., linear chains) in which search and parameter estimation can be…
We consider relative or subjective optimization problems where the goal function and feasible set are dependent of the current state of the system under consideration. In general, they are formulated as quasi-equilibrium problems, hence…
Decision-making problems are commonly formulated as optimization problems, which are then solved to make optimal decisions. In this work, we consider the inverse problem where we use prior decision data to uncover the underlying…
We consider the problem of learning optimal solutions of a partially known linear optimization problem and recovering its underlying cost function where a set of past decisions and the feasible set are known. We develop a new framework,…
In all but the most trivial optimization problems, the structure of the solutions exhibit complex interdependencies between the input parameters. Decades of research with stochastic search techniques has shown the benefit of explicitly…
Inverse problems have many applications in science and engineering. In Computer vision, several image restoration tasks such as inpainting, deblurring, and super-resolution can be formally modeled as inverse problems. Recently, methods have…
This work addresses inverse linear optimization where the goal is to infer the unknown cost vector of a linear program. Specifically, we consider the data-driven setting in which the available data are noisy observations of optimal…
This paper investigates convex quadratic optimization problems involving $n$ indicator variables, each associated with a continuous variable, particularly focusing on scenarios where the matrix $Q$ defining the quadratic term is positive…
We discuss methods for {\em a priori} selection of parameters to be estimated in inverse problem formulations (such as Maximum Likelihood, Ordinary and Generalized Least Squares) for dynamical systems with numerous state variables and an…
This paper introduces a statistical treatment of inverse problems constrained by models with stochastic terms. The solution of the forward problem is given by a distribution represented numerically by an ensemble of simulations. The goal is…
Some metric and graphical regularity properties of generalized constraint systems are investigated. Then, these properties are applied in order to penalize (in the sense of Clarke) various scalar and vector optimization problems. This…
Stochastic optimisation algorithms are the de facto standard for machine learning with large amounts of data. Handling only a subset of available data in each optimisation step dramatically reduces the per-iteration computational costs,…
One of the main limitations of variational quantum algorithms is the classical optimization of the highly dimensional non-convex variational parameter landscape. To simplify this optimization, we can reduce the search space using problem…
Optimization problems with rank constraints arise in many applications, including matrix regression, structured PCA, matrix completion and matrix decomposition problems. An attractive heuristic for solving such problems is to factorize the…
This work explores a novel approach for adaptive, differentiable parametrization of large-scale non-stationary random fields. Coupled with any gradient-based algorithm, the method can be applied to variety of optimization problems,…
The choice of the parameter value for regularized inverse problems is critical to the results and remains a topic of interest. This article explores a criterion for selecting a good parameter value by maximizing the probability of the data,…
Finding model parameters from data is an essential task in science and engineering, from weather and climate forecasts to plasma control. Previous works have employed neural networks to greatly accelerate finding solutions to inverse…
Machine learning algorithms typically rely on optimization subroutines and are well-known to provide very effective outcomes for many types of problems. Here, we flip the reliance and ask the reverse question: can machine learning…
Real-world decision and optimization problems, often involve constraints and conflicting criteria. For example, choosing a travel method must balance speed, cost, environmental footprint, and convenience. Similarly, designing an industrial…
We first describe a general class of optimization problems that describe many natural, economic, and statistical phenomena. After noting the existence of a conserved quantity in a transformed coordinate system, we outline several instances…