Systems | Information | Learning | Optimization
 

Multi-Resolution Spatio-Temporal Analysis of Atmospheric Contamination

In a typical atmospheric contamination, “gas leaks” for instance, people are able to identify a deliberate pungent odor and the system responsible for the contamination contents have other various safe guards in place to protect environmental contamination. What happens when the contamination is deliberate and none of the safe guards …

GuBoLi — The World’s Greatest Solver for Box-Constrained Nonconvex Quadratic Programs

I will first explain to you the standard methodology for finding globally optimal solutions to nonconvex quadratic programs. I then will tell you a couple simple tricks, inspired by integer programming, that can speed up these algorithms by multiple orders of magnitude. If time allows, I can discuss a result …

A data-dependent weighted LASSO

Sparse linear inverse problems appear in a variety of settings, but often the noise contaminating observations cannot accurately be described as bounded or arising from a Gaussian distribution. Poisson observations in particular are a characteristic feature of several real-world applications. Previous work on sparse Poisson inverse problems encountered several limiting …

Simultaneous Model Selection and Learning through Parameter-free Stochastic Gradient Descent

Stochastic gradient descent algorithms for training linear and kernel predictors are gaining more and more importance, thanks to their scalability. While various methods have been proposed to speed up their convergence, the issue of the model selection phase has often been ignored in the literature. In fact, in theoretical works …