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 Optimization






Stochastic Frank-Wolfe for Composite Convex Minimization

Neural Information Processing Systems

A broad class of convex optimization problems can be formulated as a semidefinite program (SDP), minimization of a convex function over the positive-semidefinite cone subject to some affine constraints. The majority of classical SDP solvers are designed for the deterministic setting where problem data is readily available. In this setting, generalized conditional gradient methods (aka Frank-Wolfe-type methods) provide scalable solutions by leveraging the so-called linear minimization oracle instead of the projection onto the semidefinite cone. Most problems in machine learning and modern engineering applications, however, contain some degree of stochasticity. In this work, we propose the first conditional-gradient-type method for solving stochastic optimization problems under affine constraints.





Hierarchical Conformal Classification

arXiv.org Machine Learning

Conformal prediction (CP) is a powerful framework for quantifying uncertainty in machine learning models, offering reliable predictions with finite-sample coverage guarantees. When applied to classification, CP produces a prediction set of possible labels that is guaranteed to contain the true label with high probability, regardless of the underlying classifier. However, standard CP treats classes as flat and unstructured, ignoring domain knowledge such as semantic relationships or hierarchical structure among class labels. This paper presents hierarchical conformal classification (HCC), an extension of CP that incorporates class hierarchies into both the structure and semantics of prediction sets. We formulate HCC as a constrained optimization problem whose solutions yield prediction sets composed of nodes at different levels of the hierarchy, while maintaining coverage guarantees. To address the combinatorial nature of the problem, we formally show that a much smaller, well-structured subset of candidate solutions suffices to ensure coverage while upholding optimality. An empirical evaluation on three new benchmarks consisting of audio, image, and text data highlights the advantages of our approach, and a user study shows that annotators significantly prefer hierarchical over flat prediction sets.


Minimizing the Weighted Number of Tardy Jobs: Data-Driven Heuristic for Single-Machine Scheduling

arXiv.org Machine Learning

Existing research on single-machine scheduling is largely focused on exact algorithms, which perform well on typical instances but can significantly deteriorate on certain regions of the problem space. In contrast, data-driven approaches provide strong and scalable performance when tailored to the structure of specific datasets. Leveraging this idea, we focus on a single-machine scheduling problem where each job is defined by its weight, duration, due date, and deadline, aiming to minimize the total weight of tardy jobs. We introduce a novel data-driven scheduling heuristic that combines machine learning with problem-specific characteristics, ensuring feasible solutions, which is a common challenge for ML-based algorithms. Experimental results demonstrate that our approach significantly outperforms the state-of-the-art in terms of optimality gap, number of optimal solutions, and adaptability across varied data scenarios, highlighting its flexibility for practical applications. In addition, we conduct a systematic exploration of ML models, addressing a common gap in similar studies by offering a detailed model selection process and providing insights into why the chosen model is the best fit.