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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,657 papers · 148 categories

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1223 · May 202219922001200920172026
48 results for MIP

MIP-GNN uses graph neural networks to predict variable biases for MIP solvers.

problem Improving combinatorial optimization through data-driven insights.
method Encoding MILP interactions as graphs, training a graph neural network to predict variable biases, and guiding the MIP solver with these predictions.
result Significant improvements in solving binary MILPs compared to default settings of state-of-the-art solvers.

CAEL-MIPS learns embeddings to improve MIPS for better OPE in contextual bandits.

problem High variance in IPS weighting for OPE in large action spaces.
method Context-Action Embedding Learning (CAEL) for MIPS to minimize MSE.
result CAEL-MIPS outperforms baselines in MSE for OPE in contextual bandits.

New MIP methods improve training of integer-valued neural networks.

problem Training integer-valued neural networks with limited data and resources.
method Formulated new MIP models to optimize training efficiency and handle more data.
result Significantly outperforms previous state-of-the-art methods in accuracy, training time, and data usage.

Proposes MIP, a privacy notion that requires less randomness than DP, leading to better utility.

problem Preserving privacy in machine learning models with sensitive data.
method Introduces membership inference privacy (MIP) as a new privacy notion and shows its relationship with differential privacy (DP).
result MIP can be achieved with less randomness than DP, resulting in better utility.

Automates MIPs solution with semi-supervised graph neural networks.

problem Solving recurrent Mixed-Integer Programming (MIP) problems efficiently.
method Semi-supervised Graph Neural Networks (GNNs) for predicting variable values.
result GNNs can solve MIPs with unlabeled data and improve over other ML approaches.

There has been substantial research on sub-linear time approximate algorithms for Maximum Inner Product Search (MIPS). To achieve fast query time, state-of-the-art techniques require significant preprocessing, which can be a burden when the number of subsequent queries is not sufficiently large to amortize the cost. Fu…

2018-12-15abs ↗pdf ↗

Proposes a new privacy notion for membership inference attacks on machine learning models.

problem Membership inference attacks on machine learning models.
method Introduces ff-Membership Inference Privacy (ff-MIP) and μμ-Gaussian Membership Inference Privacy (μμ-GMIP) to quantify and mitigate privacy risks.
result Analyzes likelihood ratio-based attacks and derives μμ-GMIP guarantees for stochastic gradient descent (SGD) models.

Efficient Maximum Inner Product Search (MIPS) is an important task that has a wide applicability in recommendation systems and classification with a large number of classes. Solutions based on locality-sensitive hashing (LSH) as well as tree-based solutions have been investigated in the recent literature, to perform ap…

2015-07-21abs ↗pdf ↗

We propose a mixed integer programming (MIP) model and iterative algorithms based on topological orders to solve optimization problems with acyclic constraints on a directed graph. The proposed MIP model has a significantly lower number of constraints compared to popular MIP models based on cycle elimination constraint…

2017-01-20abs ↗pdf ↗

We consider the problem of learning optimal binary classification trees. Literature on the topic has burgeoned in recent years, motivated both by the empirical suboptimality of heuristic approaches and the tremendous improvements in mixed-integer programming (MIP) technology. Yet, existing approaches from the literatur…

2020-02-21abs ↗pdf ↗

New MIP formulations for neural network Lipschitz constant estimation.

problem Ensuring robustness of neural networks by calculating their Lipschitz constant.
method Reformulating the neural network Lipschitz estimation problem as a Quadratically Constrained MIP (MIQCQP) problem.
result Solutions of the MIQCQP formulations provide bounds on the Lipschitz constant, with conditions for exactness.

New framework optimizes classification trees with logistic loss and 1\ell_1 regularization.

problem Improving interpretability and generalization of classification trees.
method Developed a generalized framework for CTs, incorporating logistic loss and 1\ell_1 regularization.
result Optimal Logistic Tree model outperforms state-of-the-art MIP-based approaches in terms of interpretability and generalization.

Optimizes risk assessment tools using mixed-integer programming.

problem Challenges in healthcare risk assessment due to label scarcity and asymmetric misclassification costs.
method Jointly optimizes scoring weights and category thresholds via mixed-integer programming (MIP).
result Prevents label-scarce category collapse and achieves more accurate risk categorization.

New MIP framework solves high-dimensional 02\ell_0\ell_2-regularized regression problems.

problem Exact computation of 02\ell_0\ell_2-regularized regression estimators is challenging for large pp.
method Specialized nonlinear branch-and-bound (BnB) framework with first-order optimization.
result Achieves speedups of at least 5000x compared to state-of-the-art exact methods.

Neyshabur and Srebro proposed Simple-LSH, which is the state-of-the-art hashing method for maximum inner product search (MIPS) with performance guarantee. We found that the performance of Simple-LSH, in both theory and practice, suffers from long tails in the 2-norm distribution of real datasets. We propose Norm-rangin…

2018-09-24abs ↗pdf ↗

Quantum algorithm speeds up MIP solving by a near-quadratic factor.

problem Solving Mixed Integer Programs (MIPs) efficiently.
method Incremental-Quantum-Branch-and-Bound algorithm combining quantum speedup with classical search heuristics.
result Universal near-quadratic speedup over classical Branch-and-Bound algorithms.

MIP framework improves urban flow prediction by adapting to distribution shifts.

problem Distribution shifts in urban flow data make prediction models unreliable.
method Memory-enhanced Invariant Prompt learning with learnable memory bank.
result MIP ensures robust predictions by focusing on invariant features.

A new decision tree induction method using MIP for faster optimization.

problem Optimizing decision tree split rules for better classification performance.
method Mixed-integer programming (MIP) for Gini reduction maximization, efficient search algorithm.
result bsnsing trees outperform other tree models in new case discrimination.

Regularized empirical risk minimization with constrained labels (in contrast to fixed labels) is a remarkably general abstraction of learning. For common loss and regularization functions, this optimization problem assumes the form of a mixed integer program (MIP) whose objective function is non-convex. In this form, t…

2016-02-22abs ↗pdf ↗

Machine learning predicts phase behavior in active matter suspensions.

problem Predicting phase behavior in active matter systems using machine learning.
method Used deep learning techniques, including fully connected networks and graph neural networks, to predict motility-induced phase separation (MIPS) in ABP suspensions.
result Strong agreement between machine learning predictions and MIPS binodal from simulations, suggesting machine learning as an effective method for phase behavior determination.

We propose a quantization based approach for fast approximate Maximum Inner Product Search (MIPS). Each database vector is quantized in multiple subspaces via a set of codebooks, learned directly by minimizing the inner product quantization error. Then, the inner product of a query to a database vector is approximated …

2015-09-04abs ↗pdf ↗

Value-based reinforcement learning (RL) methods like Q-learning have shown success in a variety of domains. One challenge in applying Q-learning to continuous-action RL problems, however, is the continuous action maximization (max-Q) required for optimal Bellman backup. In this work, we develop CAQL, a (class of) algor…

2019-09-26abs ↗pdf ↗

Generalizes neural network verification by adding arbitrary cutting planes.

problem Handling general cutting plane constraints in neural network verification.
method Generalized bound propagation method (GCP-CROWN) that allows arbitrary cutting plane constraints.
result GCP-CROWN significantly improves neural network verification performance.

Memory networks are neural networks with an explicit memory component that can be both read and written to by the network. The memory is often addressed in a soft way using a softmax function, making end-to-end training with backpropagation possible. However, this is not computationally scalable for applications which …

2016-05-24abs ↗pdf ↗

Transformers improve solving mixed-integer programs, especially CLSP.

problem Solving Capacitated Lot Sizing Problem (CLSP) with mixed-integer programming.
method Employing transformer models to predict binary variables in CLSP.
result Transformer model outperforms CPLEX and LSTM in solving CLSP.

New estimator reduces variance in off-policy evaluation for contextual bandits.

problem High variance in current OPE methods for contextual bandits.
method Marginal Density Ratio (MR) estimator focusing on marginal distribution shift.
result MR estimator reduces variance compared to IPW and DR methods.

Perhaps surprisingly, it is possible to predict how long an algorithm will take to run on a previously unseen input, using machine learning techniques to build a model of the algorithm's runtime as a function of problem-specific instance features. Such models have important applications to algorithm analysis, portfolio…

2012-11-05abs ↗pdf ↗

New algorithm solves complex variable selection problems in high dimensions.

problem Grouped variable selection in high-dimensional data.
method Optimal solutions for the ℓ0-regularized formulation using discrete optimization.
result Exact algorithms solve problems with 5 million features and 1000 observations in minutes to hours.

FairWASP optimizes training data to reduce disparities across subgroups.

problem Reducing disparities in model outputs across different subgroups in machine learning.
method A novel pre-processing approach that minimizes Wasserstein distance to the original dataset while satisfying demographic parity.
result Integer weights are optimal, allowing FairWASP to be understood as duplicating or eliminating samples.

Estimates sparse Gaussian graphical models using discrete optimization.

problem Learning a sparse graph from Gaussian graphical models.
method Proposes GraphL0BnB, an 0\ell_0-penalized MIP solved with a custom BnB framework.
result Significant runtime and statistical performance improvements over existing methods.

CPP solves chance constrained optimization problems with a framework that combines samples and quantile lemma.

problem Chance constrained optimization problems with constraints on random variables.
method CPP framework using samples and quantile lemma to transform into deterministic problem.
result CPP provides a posteriori guarantees on constraint satisfaction and can handle different types of chance constraints.

We study a fundamental class of regression models called the second order linear model (SLM). The SLM extends the linear model to high order functional space and has attracted considerable research interest recently. Yet how to efficiently learn the SLM under full generality using nonconvex solver still remains an open…

2017-03-02abs ↗pdf ↗

Achieving fusion of deep learning with combinatorial algorithms promises transformative changes to artificial intelligence. One possible approach is to introduce combinatorial building blocks into neural networks. Such end-to-end architectures have the potential to tackle combinatorial problems on raw input data such a…

2019-12-04abs ↗pdf ↗

Much combinatorial optimisation problems constitute a non-polynomial (NP) hard optimisation problem, i.e., they can not be solved in polynomial time. One such problem is finding the shortest route between two nodes on a graph. Meta-heuristic algorithms such as AA^{*} along with mixed-integer programming (MIP) methods …

2017-09-07abs ↗pdf ↗