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Nikitas Rontsis

dblp:175/9534 · DBLP profile ↗
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2ranked-venue papers
2as first author
0since 2021 · last 2020
—ORCID · none

Domains — the database's venue-derived domains; a paper can count in several

Artificial intelligence and machine learning · 2 · 2 first-author

Expertise — from the expertise taxonomy: the topics of the expert's papers under the CCF categories. A weight counts papers with recency: 1 for a paper about the topic, 0.3 when the topic is its context, halved every five years.

Artificial intelligence
1 paper
Optimization for machine learning · 100%
Theoretical computer science
1 paper
Mathematical optimization · 100%

Topics — the 5 heaviest of 5, each with the papers that count most for it

TopicWeightPapersLastEvidence papers
Machine learning › Optimization for machine learning › model-based optimization › bayesian optimization
acquisition function
0.412020
Distributionally Ambiguous Optimization for Batch Bayesian Optimization · J. Mach. Learn. Res. 2020
Machine learning › Optimization for machine learning › model-based optimization › bayesian optimization
batch bayesian optimization
0.412020
Distributionally Ambiguous Optimization for Batch Bayesian Optimization · J. Mach. Learn. Res. 2020
Machine learning › Optimization for machine learning › model-based optimization
bayesian optimization
0.412020
Distributionally Ambiguous Optimization for Batch Bayesian Optimization · J. Mach. Learn. Res. 2020
Mathematical optimization › continuous optimization
convex optimization
0.412020
Distributionally Ambiguous Optimization for Batch Bayesian Optimization · J. Mach. Learn. Res. 2020
Mathematical optimization › optimization under uncertainty › robust optimization
distributionally robust optimization
0.412020
Distributionally Ambiguous Optimization for Batch Bayesian Optimization · J. Mach. Learn. Res. 2020

Methods — techniques the papers use, named apart from their topics

gaussian expectation · 0.9expected improvement · 0.9convex optimization · 0.9
YearPublicationVenuePosition
2020 Optimal Approximation of Doubly Stochastic Matrices
abstract
We consider the least-squares approximation of a matrix C in the set of doubly stochastic matrices with the same sparsity pattern as C. Our approach is based on applying the well-known Alternating Direction Method of Multipliers (ADMM) to a reformulation of the original problem. Our resulting algorithm requires an initial Cholesky factorization of a positive definite matrix that has the same sparsity pattern as C + I followed by simple iterations whose complexity is linear in the number of nonzeros in C, thus ensuring excellent scalability and speed. We demonstrate the advantages of our approach in a series of experiments on problems with up to 82 million nonzeros; these include normalizing large scale matrices arising from the 3D structure of the human genome, clustering applications, and the SuiteSparse matrix library. Overall, our experiments illustrate the outstanding scalability of our algorithm; matrices with millions of nonzeros can be approximated in a few seconds on modest desktop computing hardware.
Nikitas Rontsis, Paul J. Goulart
AISTATS1
2020 Distributionally Ambiguous Optimization for Batch Bayesian Optimization
abstract
We propose a novel, theoretically-grounded, acquisition function for Batch Bayesian Optimization informed by insights from distributionally ambiguous optimization. Our acquisition function is a lower bound on the well-known Expected Improvement function, which requires evaluation of a Gaussian expectation over a multivariate piecewise affine function. Our bound is computed instead by evaluating the best-case expectation over all probability distributions consistent with the same mean and variance as the original Gaussian distribution. Unlike alternative approaches, including Expected Improvement, our proposed acquisition function avoids multi-dimensional integrations entirely, and can be computed exactly - even on large batch sizes - as the solution of a tractable convex optimization problem. Our suggested acquisition function can also be optimized efficiently, since first and second derivative information can be calculated inexpensively as by-products of the acquisition function calculation itself. We derive various novel theorems that ground our work theoretically and we demonstrate superior performance via simple motivating examples, benchmark functions and real-world problems.
Nikitas Rontsis, Michael A. Osborne, Paul J. Goulart
J. Mach. Learn. Res.1