Systems | Information | Learning | Optimization
 

Mixed-integer bilevel representability

We study the representability of sets that admit extended formulations using mixed-integer bilevel programs. We show that feasible regions modeled by continuous bilevel constraints (with no integer variables), complementarity constraints, and polyhedral reverse convex constraints are all finite unions of polyhedra. Conversely, any finite union of polyhedra can be represented …

Big Data Analytics for Real-time Complex System Monitoring and Prognostics

The rapid advancements of internet of things (IoT) technology and cyber-physical infrastructure have resulted in a temporally and spatially dense data-rich environment, which provides unprecedented opportunities for performance improvement in various complex systems. Meanwhile, it also raises new research challenges on data analysis and decision making, such as heterogeneous data …

How to Poison Linear Regression

I will use linear regression as a guinea pig to illustrate data poisoning attacks in adversary machine learning. An adversary attempts to fool linear regression into learning some wrong regression coefficients: perhaps customers are more satisfied the longer they sit in your waiting room, or maybe Wisconsin isn’t warming. The …

Quadratic assignment, semidefinite programming, and graph neural networks

Quadratic assignment is a very general problem in theoretical computer science. It includes graph matching, the traveling salesman problem, and the Gromov-Hausdorff distance between finite metric spaces as particular cases. Quadratic assignment is in general NP-hard and even hard to approximate, but in fact the problem can be tractable for …

Analysis of Gradient Descent Algorithms

This paper investigates asymptotic behaviors of gradient descent algorithms (particularly stochastic gradient descent and accelerated gradient descent) in the context of stochastic optimization arose in statistics and machine learning where objective functions are estimated from available data. We show that these algorithms can be modeled by continuous-time ordinary or stochastic …