Search Results for author: Jayant R. Kalagnanam

Found 6 papers, 0 papers with code

Deep Policy Iteration with Integer Programming for Inventory Management

no code implementations4 Dec 2021 Pavithra Harsha, Ashish Jagmohan, Jayant R. Kalagnanam, Brian Quanz, Divya Singhvi

Finally, to make RL algorithms more accessible for inventory management researchers, we also discuss a modular Python library developed that can be used to test the performance of RL algorithms with various supply chain structures.

Decision Making Management +2

A Scalable MIP-based Method for Learning Optimal Multivariate Decision Trees

no code implementations NeurIPS 2020 Haoran Zhu, Pavankumar Murali, Dzung T. Phan, Lam M. Nguyen, Jayant R. Kalagnanam

Several recent publications report advances in training optimal decision trees (ODT) using mixed-integer programs (MIP), due to algorithmic advances in integer programming and a growing interest in addressing the inherent suboptimality of heuristic approaches such as CART.

Variational inference formulation for a model-free simulation of a dynamical system with unknown parameters by a recurrent neural network

no code implementations2 Mar 2020 Kyongmin Yeo, Dylan E. C. Grullon, Fan-Keng Sun, Duane S. Boning, Jayant R. Kalagnanam

Unlike the classical variational inference, where a factorized distribution is used to approximate the posterior, we employ a feedforward neural network supplemented by an encoder recurrent neural network to develop a more flexible probabilistic model.

Time Series Time Series Analysis +1

Finite-Sum Smooth Optimization with SARAH

no code implementations22 Jan 2019 Lam M. Nguyen, Marten van Dijk, Dzung T. Phan, Phuong Ha Nguyen, Tsui-Wei Weng, Jayant R. Kalagnanam

The total complexity (measured as the total number of gradient computations) of a stochastic first-order optimization algorithm that finds a first-order stationary point of a finite-sum smooth nonconvex objective function $F(w)=\frac{1}{n} \sum_{i=1}^n f_i(w)$ has been proven to be at least $\Omega(\sqrt{n}/\epsilon)$ for $n \leq \mathcal{O}(\epsilon^{-2})$ where $\epsilon$ denotes the attained accuracy $\mathbb{E}[ \|\nabla F(\tilde{w})\|^2] \leq \epsilon$ for the outputted approximation $\tilde{w}$ (Fang et al., 2018).

DTN: A Learning Rate Scheme with Convergence Rate of $\mathcal{O}(1/t)$ for SGD

no code implementations22 Jan 2019 Lam M. Nguyen, Phuong Ha Nguyen, Dzung T. Phan, Jayant R. Kalagnanam, Marten van Dijk

This paper has some inconsistent results, i. e., we made some failed claims because we did some mistakes for using the test criterion for a series.

LEMMA valid

When Does Stochastic Gradient Algorithm Work Well?

no code implementations18 Jan 2018 Lam M. Nguyen, Nam H. Nguyen, Dzung T. Phan, Jayant R. Kalagnanam, Katya Scheinberg

In this paper, we consider a general stochastic optimization problem which is often at the core of supervised learning, such as deep learning and linear classification.

General Classification regression +1

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