Efficient Optimization Algorithms for Machine Learning
Armin Askari
EECS Department, University of California, Berkeley
Technical Report No. UCB/EECS-2022-259
December 2, 2022
http://www2.eecs.berkeley.edu/Pubs/TechRpts/2022/EECS-2022-259.pdf
Behind all supervised learning problems is an optimization problem. Solving these problems reliably and efficiently is a key step in any machine learning pipeline. This thesis looks at efficient optimization algorithms for a variety of machine learning problems (in particular, sparse learning problems). We first begin by looking at a new class of algorithms for training feedforward neural networks. We then look at an efficient algorithm for constructing knockoff features for statistical inference. Finally, we look at l0-penalized and constrained optimization problems and a class of efficient algorithms for training these non-convex problems while providing guarantees on the quality of the solution.
Advisors: Laurent El Ghaoui
BibTeX citation:
@phdthesis{Askari:EECS-2022-259, Author= {Askari, Armin}, Title= {Efficient Optimization Algorithms for Machine Learning}, School= {EECS Department, University of California, Berkeley}, Year= {2022}, Month= {Dec}, Url= {http://www2.eecs.berkeley.edu/Pubs/TechRpts/2022/EECS-2022-259.html}, Number= {UCB/EECS-2022-259}, Abstract= {Behind all supervised learning problems is an optimization problem. Solving these problems reliably and efficiently is a key step in any machine learning pipeline. This thesis looks at efficient optimization algorithms for a variety of machine learning problems (in particular, sparse learning problems). We first begin by looking at a new class of algorithms for training feedforward neural networks. We then look at an efficient algorithm for constructing knockoff features for statistical inference. Finally, we look at l0-penalized and constrained optimization problems and a class of efficient algorithms for training these non-convex problems while providing guarantees on the quality of the solution.}, }
EndNote citation:
%0 Thesis %A Askari, Armin %T Efficient Optimization Algorithms for Machine Learning %I EECS Department, University of California, Berkeley %D 2022 %8 December 2 %@ UCB/EECS-2022-259 %U http://www2.eecs.berkeley.edu/Pubs/TechRpts/2022/EECS-2022-259.html %F Askari:EECS-2022-259