Efficient Optimization Algorithms for Machine Learning
Armin Askari
EECS Department, University of California, Berkeley
Technical Report No. UCB/EECS-2022-259
December 2, 2022
This publication is archived. It is kept only for reference purposes, so it is no longer being updated and may not meet accessibility standards. If you need this content in a different format, please email webteam@eecs.berkeley.edu.
http://www2.eecs.berkeley.edu/Pubs/TechRpts/2022/Archive/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