arXiv research

An algorithm simplifies optimization with nonnegative and orthogonal constraints.

This paper studies the addition of linear constraints to the Support Vector Regression (SVR) when the kernel is linear. Adding those constraints into the problem allows to add prior knowledge on the estimator obtained, such as finding probability vector or monotone data. We propose a generalization of the Sequential Mi…

Paper analyzes adaptive Lasso for high-dimensional diffusion processes, improving support recovery and bias.

New method calibrates reference distributions for bounded support.

Paper develops compact formulations for optimization problems with rank-one convex functions and indicator variables.

Classifiers and rating scores are prone to implicitly codifying biases, which may be present in the training data, against protected classes (i.e., age, gender, or race). So it is important to understand how to design classifiers and scores that prevent discrimination in predictions. This paper develops computationally…

CQL (ReDS) learns from varied driving behaviors, improving offline RL performance.

Efficient algorithms for sparse parameter recovery in mixture models.

Study risk-constrained Kelly optimization for mutually exclusive outcomes, proving support invariance and developing a structured algorithm.

We present a dual subspace ascent algorithm for support vector machine training that respects a budget constraint limiting the number of support vectors. Budget methods are effective for reducing the training time of kernel SVM while retaining high accuracy. To date, budget training is available only for primal (SGD-ba…

Improved greedy 2-coordinate updates for optimization problems with constraints.

Eigen-decomposition simplifies quadratic programming with equality constraints.

Proposes a novel SVM model for binary classification with different misclassification costs.

We investigate the difference between using an $\ell_1$ penalty versus an $\ell_1$ constraint in generalized eigenvalue problems, such as principal component analysis and discriminant analysis. Our main finding is that an $\ell_1$ penalty may fail to provide very sparse solutions; a severe disadvantage for variable sel…

A new ML method teaches constraints directly to models.

PARAFAC2 has demonstrated success in modeling irregular tensors, where the tensor dimensions vary across one of the modes. An example scenario is modeling treatments across a set of patients with the varying number of medical encounters over time. Despite recent improvements on unconstrained PARAFAC2, its model factors…

Severe constraints on memory and computation characterizing the Internet-of-Things (IoT) units may prevent the execution of Deep Learning (DL)-based solutions, which typically demand large memory and high processing load. In order to support a real-time execution of the considered DL model at the IoT unit level, DL sol…

We study a single-period optimal transport problem on $\mathbb{R}^2$ with a covariance-type cost function $c(x,y) = (x_1-y_1)(x_2-y_2)$ and a backward martingale constraint. We show that a transport plan $γ$ is optimal if and only if there is a maximal monotone set $G$ that supports the $x$-marginal of $γ$ and such tha…

Study optimal policies under budget and coverage constraints.

CANs improve GANs by enforcing structured constraints during training.

We address the problem of algorithmic fairness: ensuring that sensitive variables do not unfairly influence the outcome of a classifier. We present an approach based on empirical risk minimization, which incorporates a fairness constraint into the learning problem. It encourages the conditional risk of the learned clas…

Given a geodesic inside a simply-connected, complete, non-positively curved Riemannian (NPCR) manifold M, we get an associated geodesic inside the asymptotic cone Cone(M). Under mild hypotheses, we show that if the latter is contained inside a bi-Lipschitz flat, then the original geodesic supports a non-trivial, orthog…

Constrained least squares regression is an essential tool for high-dimensional data analysis. Given a partition $\mathcal{G}$ of input variables, this paper considers a particular class of nonconvex constraint functions that encourage the linear model to select a small number of variables from a small number of groups …

Detects causal scenarios with inequality constraints among classical correlations.

In this paper we propose a fast online Kernel SVM algorithm under tight budget constraints. We propose to split the input space using LVQ and train a Kernel SVM in each cluster. To allow for online training, we propose to limit the size of the support vector set of each cluster using different strategies. We show in th…

This work shows neural networks can solve non-convex constraints problems.

Develops an algorithm for bilevel optimization with coupled constraints.

Topological constraints improve neural network generalization.

MPWTSVM improves multi-view learning by reducing redundancy and enhancing accuracy.

Study binary hypothesis testing with privacy and communication constraints.

The paper develops methods for sampling from log-concave distributions with constraints.

Localized Multidirectional Correction improves non-refusal target-response behavior in foundation models.

The non-negative solution to an underdetermined linear system can be uniquely recovered sometimes, even without imposing any additional sparsity constraints. In this paper, we derive conditions under which a unique non-negative solution for such a system can exist, based on the theory of polytopes. Furthermore, we deve…

Algorithm optimizes ε-SVR with MAPE loss and sample-dependent constraints.

In this paper, the extension of the framework of Learning from Constraints (LfC) to a distributed setting where multiple parties, connected over the network, contribute to the learning process is studied. LfC relies on the generic notion of "constraint" to inject knowledge into the learning problem and, due to its gene…

Constrained Willmore surfaces are conformal immersions of Riemann surfaces that are critical points of the Willmore energy $W=\int H^2$ under compactly supported infinitesimal conformal variations. Examples include all constant mean curvature surfaces in space forms. In this paper we investigate more generally the crit…

Support vector regression (SVR) is one of the most popular machine learning algorithms aiming to generate the optimal regression curve through maximizing the minimal margin of selected training samples, i.e., support vectors. Recent researchers reveal that maximizing the margin distribution of whole training dataset ra…

A novel approach for safe offline RL using latent safety constraints.

Paper finds inequalities for eigenvalues of buckling problems on special metric spaces.

Efficient learning of minimax risk classifiers in high dimensions.

Meta-learning improves support recovery in high-dimensional PCA.

A new pricing controller handles resource constraints to infer target prices effectively.

This study presents a rapid multiple incremental and decremental mechanism based on Weight-Error Curves (WECs) for support-vector analysis. Recursion-free computation is proposed for predicting the Lagrangian multipliers of new samples. This study examines Ridge Support Vector Models, subsequently devising a recursion-…

In the paper, a mean-square minimization problem under terminal wealth constraint with partial observations is studied. The problem is naturally connected to the mean-variance hedging problem under incomplete information. A new approach to solving this problem is proposed. The paper provides a solution when the underly…

We present a new conjectural symmetry of the colored Alexander polynomial, that is the specialization of the quantum $\mathfrak{sl}_N$ invariant widely known as the colored HOMFLY-PT polynomial. We provide arguments in support of the existence of the symmetry by studying the loop expansion and the character expansion o…

Study on compact manifolds for exact G$_{2}$-Structures without additional constraints.

Exact simulation of correlated binary outcomes using PMF constraints and linear programming.

This work focuses on support vector machine (SVM) with feature selection. A MILP formulation is proposed for the problem. The choice of suitable features to construct the separating hyperplanes has been modelled in this formulation by including a budget constraint that sets in advance a limit on the number of features …