ﻻ يوجد ملخص باللغة العربية
Large optimization problems with hard constraints arise in many settings, yet classical solvers are often prohibitively slow, motivating the use of deep networks as cheap approximate solvers. Unfortunately, naive deep learning approaches typically cannot enforce the hard constraints of such problems, leading to infeasible solutions. In this work, we present Deep Constraint Completion and Correction (DC3), an algorithm to address this challenge. Specifically, this method enforces feasibility via a differentiable procedure, which implicitly completes partial solutions to satisfy equality constraints and unrolls gradient-based corrections to satisfy inequality constraints. We demonstrate the effectiveness of DC3 in both synthetic optimization tasks and the real-world setting of AC optimal power flow, where hard constraints encode the physics of the electrical grid. In both cases, DC3 achieves near-optimal objective values while preserving feasibility.
Bilevel optimization problems are at the center of several important machine learning problems such as hyperparameter tuning, data denoising, meta- and few-shot learning, and training-data poisoning. Different from simultaneous or multi-objective opt
Optimization in machine learning, both theoretical and applied, is presently dominated by first-order gradient methods such as stochastic gradient descent. Second-order optimization methods, that involve second derivatives and/or second order statist
In this paper, we study reinforcement learning (RL) algorithms to solve real-world decision problems with the objective of maximizing the long-term reward as well as satisfying cumulative constraints. We propose a novel first-order policy optimizatio
The adaptive momentum method (AdaMM), which uses past gradients to update descent directions and learning rates simultaneously, has become one of the most popular first-order optimization methods for solving machine learning problems. However, AdaMM
Distributionally robust supervised learning (DRSL) is emerging as a key paradigm for building reliable machine learning systems for real-world applications -- reflecting the need for classifiers and predictive models that are robust to the distributi