It was written as an advanced text to serve as a basis for a graduate course, and/or as a reference to the researcher diving into this fascinating world at the intersection of optimization and machine learning. Such a course was given at the Technion in the years 2010-2014 with slight variations from year to year, and later at Princeton University in the years 2015-2016. The core material in these courses is fully covered in this book, along with exercises that allow the students to complete parts of proofs, or that were found illuminating and thought-provoking. Most of the material is given with examples of applications, which are interlaced throughout different topics. These include prediction from expert advice, portfolio selection, matrix completion and recommendation systems, SVM training and more.

Word embeddings capture semantic and syntactic similarities of words, represented as vectors. Word2Vec is a popular implementation of word embeddings; it takes as input a large corpus of text and learns a model that maps unique words in that corpus to other contextually relevant words. After training, Word2Vec's internal vector representation of words in the corpus map unique words to a vector space, which are then used in many downstream tasks. Training these models requires significant computational resources (training time often measured in days) and is difficult to parallelize. Most word embedding training uses stochastic gradient descent (SGD), an "inherently" sequential algorithm where at each step, the processing of the current example depends on the parameters learned from the previous examples. Prior approaches to parallelizing SGD do not honor these dependencies and thus potentially suffer poor convergence. This paper introduces GraphWord2Vec, a distributedWord2Vec algorithm which formulates the Word2Vec training process as a distributed graph problem and thus leverage state-of-the-art distributed graph analytics frameworks such as D-Galois and Gemini that scale to large distributed clusters. GraphWord2Vec also demonstrates how to use model combiners to honor data dependencies in SGD and thus scale without giving up convergence. We will show that GraphWord2Vec has linear scalability up to 32 machines converging as fast as a sequential run in terms of epochs, thus reducing training time by 14x.

In remote sensing, it is often difficult to acquire or collect a large dataset that is accurately labeled. This difficulty is often due to several issues including but not limited to the study site's spatial area and accessibility, errors in global positioning system (GPS), and mixed pixels caused by an image's spatial resolution. An approach, with two variations, is proposed that estimates multiple target signatures from mixed training samples with imprecise labels: Multi-Target Multiple Instance Adaptive Cosine Estimator (Multi-Target MI-ACE) and Multi-Target Multiple Instance Spectral Match Filter (Multi-Target MI-SMF). The proposed methods address the problems above by directly considering the multiple-instance, imprecisely labeled dataset and learns a dictionary of target signatures that optimizes detection using the Adaptive Cosine Estimator (ACE) and Spectral Match Filter (SMF) against a background. The algorithms have two primary steps, initialization and optimization. The initialization process determines diverse target representatives, while the optimization process simultaneously updates the target representatives to maximize detection while learning the number of optimal signatures to describe the target class. Three designed experiments were done to test the proposed algorithms: a simulated hyperspectral dataset, the MUUFL Gulfport hyperspectral dataset collected over the University of Southern Mississippi-Gulfpark Campus, and the AVIRIS hyperspectral dataset collected over Santa Barbara County, California. Both simulated and real hyperspectral target detection experiments show the proposed algorithms are effective at learning target signatures and performing target detection.

In this work we propose a new method to optimize the architecture of an artificial neural network. The algorithm proposed, called Greedy Search for Neural Network Architecture, aims to minimize the complexity of the architecture search and the complexity of the final model selected without compromising the predictive performance. The reduction of the computational cost makes this approach appealing for two reasons. Firstly, there is a need from domain scientists to easily interpret predictions returned by a deep learning model and this tends to be cumbersome when neural networks have complex structures. Secondly, the use of neural networks is challenging in situations with compute/memory limitations. Promising numerical results show that our method is competitive against other hyperparameter optimization algorithms for attainable performance and computational cost. We also generalize the definition of adjusted score from linear regression models to neural networks. Numerical experiments are presented to show that the adjusted score can boost the greedy search to favor smaller architectures over larger ones without compromising the predictive performance.

We contribute the largest publicly available dataset of naturally occurring factual claims for the purpose of automatic claim verification. It is collected from 26 fact checking websites in English, paired with textual sources and rich metadata, and labelled for veracity by human expert journalists. We present an in-depth analysis of the dataset, highlighting characteristics and challenges. Further, we present results for automatic veracity prediction, both with established baselines and with a novel method for joint ranking of evidence pages and predicting veracity that outperforms all baselines. Significant performance increases are achieved by encoding evidence, and by modelling metadata. Our best-performing model achieves a Macro F1 of 49.2%, showing that this is a challenging testbed for claim veracity prediction.

Heterogeneous information network (HIN) embedding has gained increasing interests recently. However, the current way of random-walk based HIN embedding methods have paid few attention to the higher-order Markov chain nature of meta-path guided random walks, especially to the stationarity issue. In this paper, we systematically formalize the meta-path guided random walk as a higher-order Markov chain process, and present a heterogeneous personalized spacey random walk to efficiently and effectively attain the expected stationary distribution among nodes. Then we propose a generalized scalable framework to leverage the heterogeneous personalized spacey random walk to learn embeddings for multiple types of nodes in an HIN guided by a meta-path, a meta-graph, and a meta-schema respectively. We conduct extensive experiments in several heterogeneous networks and demonstrate that our methods substantially outperform the existing state-of-the-art network embedding algorithms.

Recently, GAIL framework and various variants have shown remarkable possibilities for solving practical MDP problems. However, detailed researches of low-level, and high-dimensional state input in this framework, such as image sequences, has not been conducted. Furthermore, the cost function learned in the traditional GAIL frame-work only lies on a negative range, acting as a non-penalized reward and making the agent difficult to learn the optimal policy. In this paper, we propose a new algorithm based on the GAIL framework that includes a global encoder and the reward penalization mechanism. The global encoder solves two issues that arise when applying GAIL framework to high-dimensional image state. Also, it is shown that the penalization mechanism provides more adequate reward to the agent, resulting in stable performance improvement. Our approach's potential can be backed up by the fact that it is generally applicable to variants of GAIL framework. We conducted in-depth experiments by applying our methods to various variants of the GAIL framework. And, the results proved that our method significantly improves the performances when it comes to low-level and high-dimensional tasks.

This paper studies the problem of finding the exact ranking from noisy comparisons. A comparison over a set of $m$ items produces a noisy outcome about the most preferred item, and reveals some information about the ranking. By repeatedly and adaptively choosing items to compare, we want to fully rank the items with a certain confidence, and use as few comparisons as possible. Different from most previous works, in this paper, we have three main novelties: (i) compared to prior works, our upper bounds (algorithms) and lower bounds on the sample complexity (aka number of comparisons) require the minimal assumptions on the instances, and are not restricted to specific models; (ii) we give lower bounds and upper bounds on instances with unequal noise levels; and (iii) this paper aims at the exact ranking without knowledge on the instances, while most of the previous works either focus on approximate rankings or study exact ranking but require prior knowledge. We first derive lower bounds for pairwise ranking (i.e., compare two items each time), and then propose (nearly) optimal pairwise ranking algorithms. We further make extensions to listwise ranking (i.e., comparing multiple items each time). Numerical results also show our improvements against the state of the art.

How to improve the efficiency while preventing deadlocks is the core issue in designing AGV systems. In this paper, we propose an approach to tackle this problem. The proposed approach includes a traditional AGV scheduling algorithm, which aims at solving deadlock problems, and an artificial neural network based component, which predict future tasks of the AGV system, and make decisions on whether to send an AGV to the predicted starting location of the upcoming task, so as to save the time of waiting for an AGV to go to there first when the upcoming task is created. Simulation results show that the proposed method significantly improves the efficiency as against traditional method, up to 20% to 30%. Index T erms --Automated guided vehicles, efficiency improvement, deep learning, LSTM.

Most research on lifelong learning (LLL) applies to images or games, but not language. Here, we introduce LAMAL, a simple yet effective method for LLL based on language modeling. LAMAL replays pseudo samples of previous tasks while requiring no extra memory or model capacity. To be specific, LAMAL is a language model learning to solve the task and generate training samples at the same time. At the beginning of training a new task, the model generates some pseudo samples of previous tasks to train alongside the data of the new task. The results show that LAMAL prevents catastrophic forgetting without any sign of intransigence and can solve up to five very different language tasks sequentially with only one model. Overall, LAMAL outperforms previous methods by a considerable margin and is only 2-3\% worse than multitasking which is usually considered as the upper bound of LLL. Our source code is available at https://github.com/xxx.