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Diego Klabjan

dblp:17/105 · DBLP profile ↗
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96ranked-venue papers
2as first author
56since 2021 · last 2026
0000-0003-4213-9281ORCID · verified

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

Artificial intelligence and machine learning · 72 · 1 first-author · 52 since 2021Databases, data management, data science and information retrieval · 30 · 1 first-author · 19 since 2021Applied, interdisciplinary, general and emerging computing · 23 · 1 first-author · 18 since 2021Graphics, computer vision, multimedia, augmented reality and games · 9 · 6 since 2021Theory of computation · 9 · 1 first-authorComputer networks · 4Human-computer interaction and ubiquitous computing · 2 · 1 since 2021Security and privacy · 1 · 1 since 2021Software engineering, systems software and programming languages · 1 · 1 since 2021

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
20 papers
Reinforcement learning · 17% Trustworthy machine learning · 15% Optimization for machine learning · 13%
Databases, data mining, and information retrieval
6 papers
Data mining · 54% Information retrieval · 38% Graph data management · 2%
Theoretical computer science
6 papers
Mathematical optimization · 47% Algorithmic game theory and mechanism design · 33% Distributed computing theory · 16%
Network and information security
3 papers
Privacy and data protection · 53% Security and privacy of machine learning · 47%

Topics — the 30 heaviest of 91, each with the papers that count most for it

TopicWeightPapersLastEvidence papers
Machine learning › Trustworthy machine learning › machine unlearning
certified unlearning
0.912025
Rewind-to-Delete: Certified Machine Unlearning for Nonconvex Functions · NeurIPS 2025
Machine learning › Trustworthy machine learning
hallucination
0.912025
Investigating Hallucinations of Time Series Foundation Models through Signal Subspace Analysis · NeurIPS 2025
Natural language and speech › Language models and text generation
in-context learning
0.912025
Technical Debt in In-Context Learning: Diminishing Efficiency in Long Context · NeurIPS 2025
Machine learning › Trustworthy machine learning
machine unlearning
0.912025
Rewind-to-Delete: Certified Machine Unlearning for Nonconvex Functions · NeurIPS 2025
Natural language and speech › Language models and text generation › prompting
prompt engineering
0.912025
Reverse Prompt Engineering: A Zero-Shot, Genetic Algorithm Approach to Language Model Inversion · EMNLP 2025
Machine learning › Generative modeling
prompt inversion
0.912025
Reverse Prompt Engineering: A Zero-Shot, Genetic Algorithm Approach to Language Model Inversion · EMNLP 2025
Machine learning › Learning theory
sample complexity
0.912025
Technical Debt in In-Context Learning: Diminishing Efficiency in Long Context · NeurIPS 2025
Security and privacy of machine learning › machine unlearning
certified unlearning
0.912025
Rewind-to-Delete: Certified Machine Unlearning for Nonconvex Functions · NeurIPS 2025
Privacy and data protection
differential privacy
0.912025
Rewind-to-Delete: Certified Machine Unlearning for Nonconvex Functions · NeurIPS 2025
Security and privacy of machine learning › privacy attack
model inversion attack
0.912025
Reverse Prompt Engineering: A Zero-Shot, Genetic Algorithm Approach to Language Model Inversion · EMNLP 2025
Privacy and data protection › information leakage
prompt recovery
0.912025
Reverse Prompt Engineering: A Zero-Shot, Genetic Algorithm Approach to Language Model Inversion · EMNLP 2025
Machine learning › Reinforcement learning
actor-critic methods
0.812024
On the Second-Order Convergence of Biased Policy Gradient Algorithms · ICML 2024
Machine learning › Optimization for machine learning
convergence analysis
0.812024
On the Second-Order Convergence of Biased Policy Gradient Algorithms · ICML 2024
Machine learning › Efficient and distributed learning
federated learning
0.812024
A Primal-Dual Algorithm for Hybrid Federated Learning · AAAI 2024
Machine learning › Trustworthy machine learning › calibration
model calibration
0.812024
IW-GAE: Importance weighted group accuracy estimation for improved calibration and model selection in unsupervised domain adaptation · ICML 2024
Machine learning › Learning theory
model selection
0.812024
IW-GAE: Importance weighted group accuracy estimation for improved calibration and model selection in unsupervised domain adaptation · ICML 2024
Machine learning › Reinforcement learning › policy optimization
policy gradient
0.812024
On the Second-Order Convergence of Biased Policy Gradient Algorithms · ICML 2024
Machine learning › Optimization for machine learning › non-convex optimization
second-order stationary point
0.812024
On the Second-Order Convergence of Biased Policy Gradient Algorithms · ICML 2024
Computer vision › Video understanding and tracking › temporal modeling
temporal consistency
0.812024
Improving self-training under distribution shifts via anchored confidence with theoretical guarantees · NeurIPS 2024
Machine learning › Transfer learning and domain adaptation › domain adaptation
unsupervised domain adaptation
0.812024
IW-GAE: Importance weighted group accuracy estimation for improved calibration and model selection in unsupervised domain adaptation · ICML 2024
Machine learning › Reinforcement learning
value-based reinforcement learning
0.812024
On the Second-Order Convergence of Biased Policy Gradient Algorithms · ICML 2024
Data mining › feature engineering
automated feature engineering
0.812024
IIFE: Interaction Information Based Automated Feature Engineering · ICDM 2024
Data mining
feature engineering
0.812024
IIFE: Interaction Information Based Automated Feature Engineering · ICDM 2024
Mathematical optimization › continuous optimization
convex optimization
0.812024
A Primal-Dual Algorithm for Hybrid Federated Learning · AAAI 2024
Mathematical optimization
primal-dual method
0.812024
A Primal-Dual Algorithm for Hybrid Federated Learning · AAAI 2024
Machine learning › Reinforcement learning
multi-armed bandit
0.712023
Decentralized Randomly Distributed Multi-agent Multi-armed Bandit with Heterogeneous Rewards · NeurIPS 2023
Machine learning › Optimization for machine learning
non-convex optimization
0.712023
Scale Invariant Power Iteration · J. Mach. Learn. Res. 2023
Machine learning › Learning theory
online learning
0.712023
Pareto Regret Analyses in Multi-objective Multi-armed Bandit · ICML 2023
Machine learning › Learning theory › online learning
regret bounds
0.712023
Pareto Regret Analyses in Multi-objective Multi-armed Bandit · ICML 2023
Machine learning › Optimization for machine learning
scale-invariant optimization
0.712023
Scale Invariant Power Iteration · J. Mach. Learn. Res. 2023

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

fenchel duality · 2.3gradient descent · 2.0convergence analysis · 1.8genetic algorithm · 1.7differential privacy · 1.7black-box optimization · 1.7primal-dual algorithm · 1.5signal subspace analysis · 0.9meta-learning framework · 0.9information-theoretic analysis · 0.9hidden state intervention · 0.9interaction information · 0.8information theory · 0.8upper confidence bound · 0.7upper and lower bound analysis · 0.7random graph model · 0.7markov chain · 0.7adversarial bandit algorithms · 0.7
YearPublicationVenuePosition
2026 Video to Video Generative Adversarial Network for Few-Shot Learning Based on Policy Gradient
abstract
The development of sophisticated models for video-to-video synthesis has been facilitated by recent advances in deep reinforcement learning (RL) and generative adversarial networks (GANs). In this article, we propose RL-V2V-GAN, a new deep neural network approach based on RL for unsupervised conditional video-to-video synthesis. While preserving the unique style of the source video domain, our approach aims to learn a mapping from a source video domain to a target video domain. We train the model using policy gradient and employ convolutional long short-term memory (ConvLSTM) layers to capture the spatial and temporal information by designing a fine-grained GAN architecture and incorporating spatiotemporal adversarial goals. The adversarial losses aid in content translation while preserving style. Unlike traditional video-to-video synthesis methods requiring paired inputs, our proposed approach is more general because it does not require paired inputs. Thus, when dealing with limited videos in the target domain, that is, few-shot learning, it is particularly effective. Our experiments show that RL-V2V-GAN can produce temporally coherent video results. These results highlight the potential of our approach for further advances in video-to-video synthesis.
Yintai Ma, Diego Klabjan, Jean Utke
IEEE Trans. Neural Networks Learn. Syst.2
2025 Differentiable Calibration of Inexact Stochastic Simulation Models via Kernel Score Minimization
abstract
Stochastic simulation models are generative models that mimic complex systems to help with decision-making. The reliability of these models heavily depends on well-calibrated input model parameters. However, in many practical scenarios, only output-level data are available to learn the input model parameters, which is challenging due to the often intractable likelihood of the stochastic simulation model. Moreover, stochastic simulation models are frequently inexact, with discrepancies between the model and the target system. No existing methods can effectively learn and quantify the uncertainties of input parameters using only output-level data. In this paper, we propose to learn differentiable input parameters of stochastic simulation models using output-level data via kernel score minimization with stochastic gradient descent. We quantify the uncertainties of the learned input parameters using a frequentist confidence set procedure based on a new asymptotic normality result that accounts for model inexactness. The proposed method is evaluated on exact and inexact G/G/1 queueing models as well as a stochastic volatility model.
Ziwei Su, Diego Klabjan
AISTATS2
2025 Multi-agent Multi-armed Bandit Regret Complexity and Optimality
abstract
Multi-armed Bandit motivates methods with provable upper bounds on regret and also the counterpart lower bounds have been extensively studied in this context. Recently, Multi-agent Multi-armed Bandit has gained significant traction in various domains, where individual clients face bandit problems in a distributed manner and the objective is the overall system performance, typically measured by regret. While efficient algorithms with regret upper bounds have emerged, limited attention has been given to the corresponding regret lower bounds, except for a recent lower bound for adversarial settings, which, however, has a gap with let known upper bounds. To this end, we herein provide the first comprehensive study on regret lower bounds across different settings and establish their tightness. Specifically, when the graphs exhibit good connectivity properties and the rewards are stochastically distributed, we demonstrate a lower bound of order $O(\log T)$ for instance-dependent bounds and $\sqrt{T}$ for mean-gap independent bounds which are tight. Assuming adversarial rewards, we establish a lower bound $O(T^{\frac{2}{3}})$ for connected graphs, thereby bridging the gap between the lower and upper bound in the prior work. We also show a linear regret lower bound when the graph is disconnected. These lower bounds are made possible through our newly constructed instances. In the numerical study, we assess the performance of various algorithms on these hard instances. While previous works have explored these settings with upper bounds, we provide a thorough study on tight lower bounds.
Mengfan Xu, Diego Klabjan
AISTATS2
2025 Tricks and Plug-Ins for Gradient Boosting in Image Classification
Biyi Fang, Truong Vo, Jean Utke, Diego Klabjan
IEEE Big Data4
2025 Probing the Black Box: A Behavioral Framework for the Deep Verification of Random Forests
Zheyan Zhang, Diego Klabjan
IEEE Big Data2
2025 DAADiff: A Dual-Axis Adaptive Framework for Real-Time Video Inpainting
Zheyan Zhang, Diego Klabjan, Renee C. B. Manworren
IEEE Big Data2
2025 Reverse Prompt Engineering: A Zero-Shot, Genetic Algorithm Approach to Language Model Inversion
abstract
We explore a new language model inversion problem under strict black-box, zero-shot, and limited data conditions.We propose a novel training-free framework that reconstructs prompts using only a limited number of text outputs from a language model.Existing methods rely on the availability of a large number of outputs for both training and inference, an assumption that is unrealistic in the real world, and they can sometimes produce garbled text.In contrast, our approach, which relies on limited resources, consistently yields coherent and semantically meaningful prompts.Our framework leverages a large language model together with an optimization process inspired by the genetic algorithm to effectively recover prompts.Experimental results on several datasets derived from public sources indicate that our approach achieves high-quality prompt recovery and generates prompts more semantically and functionally aligned with the originals than current state-of-the-art methods.Additionally, use-case studies introduced demonstrate the method's strong potential for generating highquality text data on perturbed prompts.
Hanqing Li, Diego Klabjan
EMNLP2
2025 Federated Low-Rank Tensor Estimation for Multimodal Image Reconstruction
abstract
Low-rank tensor estimation offers a powerful approach to addressing high-dimensional data challenges and can substantially improve solutions to ill-posed inverse problems, such as image reconstruction under noisy or undersampled conditions. Meanwhile, tensor decomposition has gained prominence in federated learning (FL) due to its effectiveness in exploiting latent space structure and its capacity to enhance communication efficiency. In this paper, we present a federated image reconstruction method that applies Tucker decomposition, incorporating joint factorization and randomized sketching to manage large-scale, multimodal data. Our approach avoids reconstructing full-size tensors and supports heterogeneous ranks, allowing clients to select personalized decomposition ranks based on prior knowledge or communication capacity. Numerical results demonstrate that our method achieves superior reconstruction quality and communication compression compared to existing approaches, thereby highlighting its potential for multimodal inverse problems in the FL setting.
Anh Van Nguyen, Diego Klabjan, Minseok Ryu, Kibaek Kim, Zichao Wendy Di
IJCNN2
2025 Technical Debt in In-Context Learning: Diminishing Efficiency in Long Context
abstract
Transformers have demonstrated remarkable in-context learning (ICL) capabilities, adapting to new tasks by simply conditioning on demonstrations without parameter updates. Compelling empirical and theoretical evidence suggests that ICL, as a general-purpose learner, could outperform task-specific models. However, it remains unclear to what extent the transformers optimally learn in-context compared to principled learning algorithms. To investigate this, we employ a meta ICL framework in which each prompt defines a distinctive regression task whose target function is drawn from a hierarchical distribution, requiring inference over both the latent model class and task-specific parameters. Within this setup, we benchmark sample complexity of ICL against principled learning algorithms, including the Bayes optimal estimator, under varying performance requirements. Our findings reveal a striking dichotomy: while ICL initially matches the efficiency of a Bayes optimal estimator, its efficiency significantly deteriorates in long context. Through an information-theoretic analysis, we show that the diminishing efficiency is inherent to ICL. These results clarify the trade-offs in adopting ICL as a universal problem solver, motivating a new generation of on-the-fly adaptive methods without the diminishing efficiency.
Taejong Joo, Diego Klabjan
NeurIPS2
2025 Rewind-to-Delete: Certified Machine Unlearning for Nonconvex Functions
abstract
Machine unlearning algorithms aim to efficiently remove data from a model without retraining it from scratch, in order to remove corrupted or outdated data or respect a user's "right to be forgotten." Certified machine unlearning is a strong theoretical guarantee based on differential privacy that quantifies the extent to which an algorithm erases data from the model weights. In contrast to existing works in certified unlearning for convex or strongly convex loss functions, or nonconvex objectives with limiting assumptions, we propose the first, first-order, black-box (i.e., can be applied to models pretrained with vanilla gradient descent) algorithm for unlearning on general nonconvex loss functions, which unlearns by ``rewinding" to an earlier step during the learning process before performing gradient descent on the loss function of the retained data points. We prove $(\epsilon, \delta)$ certified unlearning and performance guarantees that establish the privacy-utility-complexity tradeoff of our algorithm, and we prove generalization guarantees for nonconvex functions that satisfy the Polyak-Lojasiewicz inequality. Finally, we demonstrate the superior performance of our algorithm compared to existing methods, within a new experimental framework that more accurately reflects unlearning user data in practice.
Siqiao Mu, Diego Klabjan
NeurIPS2
2025 Investigating Hallucinations of Time Series Foundation Models through Signal Subspace Analysis
abstract
Times series foundation models (TSFMs) have emerged as a promising paradigm for time series analyses and forecasting, showing remarkable generalization performance across different domains. Despite the efforts made on hallucinations of foundation models, hallucinations of TSFMs have been underexplored in existing literature. In this paper, we formally define TSFM hallucinations in the zero-shot forecasting setting by examining whether a generated forecast exhibits different dynamics from those of the context. Our study reveals that TSFM hallucinations are associated with the loss of context information in hidden states during forward propagation. As such, we propose a methodology to identify signal subspaces of TSFMs and magnify the information through intervention. Experiments demonstrate that our proposed intervention approach effectively mitigates hallucinations and improves forecasting performance. The signal strength measure computed from signal subspaces shows strong predictive power of hallucinations and forecasting performance of the model. Our work contributes to deeper understanding of TSFM trustworthiness that could foster future research in this direction.
Yufeng Zou, Diego Klabjan, Han Liu 0001
NeurIPS3
2025 A Mirror Descent Perspective of Smoothed Sign Descent
abstract
The optimization dynamics of gradient descent for overparameterized problems can be viewed as low-dimensional dual dynamics induced by a mirror map, providing a mirror descent perspective on the implicit regularization phenomenon. However, the dynamics of adaptive gradient descent methods that are widely used in practice remain less understood. Meanwhile, empirical evidence of performance gaps suggests fundamental differences in their underlying dynamics. In this work, we introduce the dual dynamics of smoothed sign descent with stability constant $\varepsilon$ for regression problems, formulated using the mirror descent framework. Unlike prior methods, our approach applies to algorithms where update directions deviate from true gradients such as ADAM. We propose a mirror map that reveals the equivalent dual dynamics under some assumptions. By studying dual dynamics, we characterize the convergent solution as approximately minimizing a Bregman divergence style function closely related to the $l_{3/2}$ norm. Furthermore, we demonstrate the role of the stability constant $\varepsilon$ in shaping the convergent solution. Our analyses offer new insights into the distinct properties of the smoothed sign descent algorithm, and show the potential of applying the mirror descent framework to study complex dynamics beyond gradient descent.
Diego Klabjan
UAI2
2025 Scalable multi-agent reinforcement learning for factory-wide dynamic scheduling in semiconductor manufacturing
abstract
Real-time dynamic scheduling in modern manufacturing is highly complex due to frequent disturbances and intricate operational constraints. While reinforcement learning (RL) has shown promise, existing approaches often rely on extensive dispatching rules and struggle to scale to factory-wide settings. This study introduces a scalable multi-agent RL (MARL) framework with a leader–follower structure, enabling decentralized agents to handle sub-problems while maintaining global coordination through abstract goals. To further enhance robustness, a limited rule-based conversion algorithm is proposed to mitigate performance degradation from poor agent decisions. Our experimental results demonstrate that the proposed model outperforms the state-of-the-art deep RL-based scheduling methods in various aspects. Additionally, the proposed model provides the most robust scheduling performance to demand changes. Overall, the proposed MARL-based scheduling model presents a promising solution to the real-time scheduling problem, with potential applications in various manufacturing industries.
Jaeyeon Jang, Diego Klabjan, Han Liu 0001, Nital S. Patel, Xiuqi Li, Balakrishnan Ananthanarayanan, Husam Dauod, Tzung-Han Juang
Eng. Appl. Artif. Intell.2
2025 Learning multiple coordinated agents under directed acyclic graph constraints
Jaeyeon Jang, Diego Klabjan, Han Liu 0001, Nital S. Patel, Xiuqi Li, Balakrishnan Ananthanarayanan, Husam Dauod, Tzung-Han Juang
Expert Syst. Appl.2
2024 A Primal-Dual Algorithm for Hybrid Federated Learning
abstract
Very few methods for hybrid federated learning, where clients only hold subsets of both features and samples, exist. Yet, this scenario is very important in practical settings. We provide a fast, robust algorithm for hybrid federated learning that hinges on Fenchel Duality. We prove the convergence of the algorithm to the same solution as if the model was trained centrally in a variety of practical regimes. Furthermore, we provide experimental results that demonstrate the performance improvements of the algorithm over a commonly used method in federated learning, FedAvg, and an existing hybrid FL algorithm, HyFEM. We also provide privacy considerations and necessary steps to protect client data.
Tom Overman, Garrett Blum, Diego Klabjan
AAAI3
2024 Unsupervised Video Summarization via Iterative Training and Simplified GAN
Hanqing Li, Diego Klabjan, Jean Utke
ACCV (8)2
2024 Stochastic Large-scale Machine Learning Algorithms with Distributed Features and Observations
abstract
As the size of modern datasets exceeds the disk and memory capacities of a single computer, machine learning practitioners have resorted to parallel and distributed computing. Given that optimization is one of the pillars of machine learning and predictive modeling, distributed optimization methods have recently garnered ample attention, in particular when either observations or features are distributed, but not both. We propose a general stochastic algorithm where observations, features, and gradient components can be sampled in a double distributed setting, i.e., with both features and observations distributed. Very technical analyses establish convergence properties of the algorithm under different conditions on the learning rate (diminishing to zero or constant). Computational experiments in Spark demonstrate a superior performance of our algorithm versus a benchmark in early iterations of the algorithm, which is due to the stochastic components of the algorithm.
Biyi Fang, Diego Klabjan, Truong Vo
IEEE Big Data2
2024 Stochastic Scale Invariant Power Iteration for KL-divergence Nonnegative Matrix Factorization
abstract
We introduce a mini-batch stochastic variance-reduced algorithm to solve finite-sum scale invariant problems which cover several examples in machine learning and statistics such as principal component analysis (PCA) and estimation of mixture proportions. The algorithm is a stochastic generalization of scale invariant power iteration, specializing to power iteration when full-batch is used for the PCA problem. In convergence analysis, we show the expectation of the optimality gap decreases at a linear rate under some conditions on the step size, epoch length, batch size and initial iterate. Numerical experiments on the non-negative factorization problem with the KullbackLeibler divergence using real and synthetic datasets demonstrate that the proposed stochastic approach not only converges faster than state-of-the-art deterministic algorithms but also produces excellent quality robust solutions.
Cheolmin Kim, Yegna Subramanian Jambunath, Diego Klabjan
IEEE Big Data4
2024 Multimodal Learning on Temporal Data
abstract
In recent years, multimodal learning has attracted an increasing interest. A special scenario of multimodal learning, learning on temporal data, is common but has not been well studied. In multimodal temporal data, not all modalities of a sample arrive at the same time. Because of that, different types of samples may have different importance in many use cases, where an early sample with significant modalities may be more valuable than a later one as early predictions can be made to speed up decision-making processes. Besides, sample correlations are very common in multimodal temporal data, as samples accumulate in time and a late sample may contain the same data existing in an earlier sample. Training without the awareness of the importance and correlation yields less effective models. In this work, we define multimodal temporal data, discuss key challenges and propose two methods that improve traditional multimodal training on such data. We demonstrate the effectiveness of the proposed methods on several multimodal temporal datasets, where they show 1% to 3% improvements over the baseline.
Ye Xue, Diego Klabjan, Jean Utke
IEEE Big Data2
2024 An Ensemble Method of Deep Reinforcement Learning for Automated Cryptocurrency Trading
abstract
We propose a novel ensemble method for trading that addresses challenges due to large volatility in cryptocurrency markets and improves the out-of-sample performance of deep reinforcement learning based trading strategies. The ensemble method utilizes a mixture distribution to combine models selected from multiple validation periods. We test our proposed method on a 4 -year historical period that encompasses various cryptocurrency market conditions, including bullish and bearish markets. The results empirically demonstrate the profitability and robustness of the ensemble method compared with a deep reinforcement learning benchmark and a passive investments strategy in annualized returns and risk-adjusted returns.
Diego Klabjan
ICBC2
2024 IIFE: Interaction Information Based Automated Feature Engineering
abstract
Automated feature engineering (AutoFE) is the process of automatically building and selecting new features that help improve downstream predictive performance. While traditional feature engineering requires significant domain expertise and time-consuming iterative testing, AutoFE strives to make feature engineering easy and accessible to all data science practitioners. We introduce a new AutoFE algorithm, IIFE, based on determining which feature pairs synergize well through an information-theoretic perspective called interaction information. We demonstrate the superior performance of IIFE over existing algorithms. We also show how interaction information can be used to improve existing AutoFE algorithms. Finally, we highlight several critical experimental setup issues in the existing AutoFE literature and their effects on performance.
Tom Overman, Diego Klabjan, Jean Utke
ICDM2
2024 IW-GAE: Importance weighted group accuracy estimation for improved calibration and model selection in unsupervised domain adaptation
abstract
Distribution shifts pose significant challenges for model calibration and model selection tasks in the unsupervised domain adaptation problem---a scenario where the goal is to perform well in a distribution shifted domain without labels. In this work, we tackle difficulties coming from distribution shifts by developing a novel importance weighted group accuracy estimator. Specifically, we present a new perspective of addressing the model calibration and model selection tasks by estimating the group accuracy. Then, we formulate an optimization problem for finding an importance weight that leads to an accurate group accuracy estimation with theoretical analyses. Our extensive experiments show that our approach improves state-of-the-art performances by 22% in the model calibration task and 14% in the model selection task.
Taejong Joo, Diego Klabjan
ICML2
2024 On the Second-Order Convergence of Biased Policy Gradient Algorithms
abstract
Since the objective functions of reinforcement learning problems are typically highly nonconvex, it is desirable that policy gradient, the most popular algorithm, escapes saddle points and arrives at second-order stationary points. Existing results only consider vanilla policy gradient algorithms with unbiased gradient estimators, but practical implementations under the infinite-horizon discounted reward setting are biased due to finite-horizon sampling. Moreover, actor-critic methods, whose second-order convergence has not yet been established, are also biased due to the critic approximation of the value function. We provide a novel second-order analysis of biased policy gradient methods, including the vanilla gradient estimator computed from Monte-Carlo sampling of trajectories as well as the double-loop actor-critic algorithm, where in the inner loop the critic improves the approximation of the value function via TD(0) learning. Separately, we also establish the convergence of TD(0) on Markov chains irrespective of initial state distribution.
Siqiao Mu, Diego Klabjan
ICML2
2024 Multi-Layer Attention-Based Explainability via Transformers for Tabular Data
abstract
We propose a graph-oriented attention-based explainability method for tabular data. Tasks involving tabular data have been solved mostly using traditional tree-based machine learning models which have the challenges of feature selection and engineering. With that in mind, we consider a transformer architecture for tabular data, which is amenable to explainability, and present a novel way to leverage self-attention mechanism to provide explanations by taking into account the attention matrices of all heads and layers as a whole. The matrices are mapped to a graph structure where groups of features correspond to nodes and attention values to arcs. By finding the maximum probability paths in the graph, we identify groups of features providing larger contributions to explain the model's predictions. To assess the quality of multi-layer attention-based explanations, we compare them with popular attention-, gradient-, and perturbation-based explainability methods.
Andrea Treviño Gavito, Diego Klabjan, Jean Utke
ICMLA2
2024 Improving self-training under distribution shifts via anchored confidence with theoretical guarantees
abstract
Self-training often falls short under distribution shifts due to an increased discrepancy between prediction confidence and actual accuracy. This typically necessitates computationally demanding methods such as neighborhood or ensemble-based label corrections. Drawing inspiration from insights on early learning regularization, we develop a principled method to improve self-training under distribution shifts based on temporal consistency. Specifically, we build an uncertainty-aware temporal ensemble with a simple relative thresholding. Then, this ensemble smooths noisy pseudo labels to promote selective temporal consistency. We show that our temporal ensemble is asymptotically correct and our label smoothing technique can reduce the optimality gap of self-training. Our extensive experiments validate that our approach consistently improves self-training performances by 8% to 16% across diverse distribution shift scenarios without a computational overhead. Besides, our method exhibits attractive properties, such as improved calibration performance and robustness to different hyperparameter choices.
Taejong Joo, Diego Klabjan
NeurIPS2
2024 Diminishing Batch Normalization
abstract
In this article, we propose a generalization of the batch normalization (BN) algorithm, diminishing BN (DBN), where we update the BN parameters in a diminishing moving average way. BN is very effective in accelerating the convergence of a neural network training phase that it has become a common practice. Our proposed DBN algorithm retains the overall structure of the original BN algorithm while introducing a weighted averaging update to some trainable parameters. We provide an analysis of the convergence of the DBN algorithm that converges to a stationary point with respect to the trainable parameters. Our analysis can be easily generalized to the original BN algorithm by setting some parameters to constant. To the best of our knowledge, this analysis is the first of its kind for convergence with BN. We analyze a two-layer model with arbitrary activation functions. Common activation functions, such as ReLU and any smooth activation functions, meet our assumptions. In the numerical experiments, we test the proposed algorithm on complex modern CNN models with stochastic gradients (SGs) and ReLU activation on regression, classification, and image reconstruction tasks. We observe that DBN outperforms the original BN algorithm and benchmark layer normalization (LN) on the MNIST, NI, CIFAR-10, CIFAR-100, and Caltech-UCSD Birds-200-2011 datasets with modern complex CNN models such as Resnet-18 and typical FNN models.
Yintai Ma, Diego Klabjan
IEEE Trans. Neural Networks Learn. Syst.2
2023 Autoencoders and Generative Adversarial Networks for Imbalanced Sequence Classification
abstract
Generative Adversarial Networks (GANs) have been used in many different applications to generate realistic synthetic data. We introduce a novel GAN with Autoencoder (GAN-AE) architecture to generate synthetic samples for variable length, multi-feature sequence datasets as existing GAN models cannot generate synthetic data and associated labels. In this model, we develop a GAN architecture with an additional autoencoder component, where recurrent neural networks (RNNs) are used for each component of the model in order to generate synthetic data to improve classification accuracy for a highly imbalanced medical device dataset. In addition to the medical device dataset, we also evaluate the GAN-AE performance on two additional datasets and demonstrate the application of GAN-AE to a sequence-to-sequence task where both synthetic sequence inputs and sequence outputs must be generated. To evaluate the quality of the synthetic data, we train encoder-decoder models both with and without the synthetic data and compare the classification model performance. We show that a model trained with GANAE generated synthetic data outperforms models trained with synthetic data generated both with standard oversampling techniques such as SMOTE and Autoencoders as well as with state of the art GAN-based models.
Stephanie Ger, Yegna Subramanian Jambunath, Diego Klabjan
IEEE Big Data3
2023 Cohesive Attention-Based Explanations for Sequences and Explainability in Presence of Event Types
abstract
While many methods such as Locally Interpretable Model-agnostic Explanation (LIME), Integrated Gradients and Layerwise Relevance Propagation (LRP) have been developed to explain how recurrent neural networks make predictions, the explanations generated by each method often times vary dramatically. There is no consensus about which explainability method most accurately and robustly determine features important for model prediction. We consider a classification task on a sequence of events with different types and apply both gradient-based and attention-based explanation models to compute explanations on the event type level. We show that attention-based models return a higher similarity score between explanations for models initialized with different random seeds. However, there are still significant differences in explanations between model runs. We develop an optimization-based model to find a low-loss, high-accuracy path between two sets of trained weights to understand how model explanations morph between different local minima. We use this low-loss path to provide insight as to why explanations vary on two sentiment datasets.
Stephanie Ger, Yegna Subramanian Jambunath, Diego Klabjan, Jean Utke
IEEE Big Data3
2023 Feature Acquisition Using Monte Carlo Tree Search
abstract
Feature acquisition algorithms address the problem of acquiring informative features while balancing the costs of acquisition to improve the learning performances of ML models. Previous approaches have focused on calculating the expected utility values of features to determine the acquisition sequences. Other approaches formulated the problem as a Markov Decision Process (MDP) and applied reinforcement learning based algorithms. In comparison to previous approaches, we focus on 1) formulating the feature acquisition problem as a MDP and applying Monte Carlo Tree Search, 2) calculating the intermediary rewards for each acquisition step based on model predictions and acquisition costs and 3) simultaneously optimizing model prediction and acquisition costs with multi-objective Monte Carlo Tree Search. With Proximal Policy Optimization and Deep Q-Network algorithms as benchmark, we show the effectiveness of our proposed approach with experimental study.
Sungsoo Lim, Diego Klabjan, Mark Shapiro
IEEE Big Data2
2023 Semi-supervised 3D Video Information Retrieval with Deep Neural Network and Bi-directional Dynamic-time Warping Algorithm
abstract
This paper presents a novel semi-supervised deep learning algorithm for retrieving similar 2D and 3D videos based on visual content. The proposed approach combines the power of deep convolutional and recurrent neural networks with dynamic time warping as a similarity measure. The proposed algorithm is designed to handle large video datasets and retrieve the most related videos to a given inquiry video clip based on its graphical frames and contents. We split both the candidate and the inquiry videos into a sequence of clips and convert each clip to a representation vector using an autoencoder-backed deep neural network. We then calculate a similarity measure between the sequences of embedding vectors using a bi-directional dynamic time-warping method. This approach is tested on multiple public datasets, including CC_WEB_VIDEO, Youtube-8m, S3DIS, and Synthia, and showed good results compared to state-of-the-art. The algorithm effectively solves video retrieval tasks and outperforms the benchmarked state-of-the-art deep learning model.
Yintai Ma, Diego Klabjan
IEEE Big Data2
2023 A Policy for Early Sequence Classification
Alexander Cao, Jean Utke, Diego Klabjan
ICANN (1)3
2023 Gradient-Boosted Based Structured and Unstructured Learning
Andrea Treviño Gavito, Diego Klabjan, Jean Utke
ICANN (3)2
2023 Pareto Regret Analyses in Multi-objective Multi-armed Bandit
abstract
We study Pareto optimality in multi-objective multi-armed bandit by providing a formulation of adversarial multi-objective multi-armed bandit and defining its Pareto regrets that can be applied to both stochastic and adversarial settings. The regrets do not rely on any scalarization functions and reflect Pareto optimality compared to scalarized regrets. We also present new algorithms assuming both with and without prior information of the multi-objective multi-armed bandit setting. The algorithms are shown optimal in adversarial settings and nearly optimal up to a logarithmic factor in stochastic settings simultaneously by our established upper bounds and lower bounds on Pareto regrets. Moreover, the lower bound analyses show that the new regrets are consistent with the existing Pareto regret for stochastic settings and extend an adversarial attack mechanism from bandit to the multi-objective one.
Mengfan Xu, Diego Klabjan
ICML2
2023 Neuron-based Pruning of Deep Neural Networks with Better Generalization using Kronecker Factored Curvature Approximation
abstract
Existing methods of pruning deep neural networks focus on removing unnecessary parameters of the trained net-work and fine tuning the model afterwards to find a good solution that recovers the initial performance of the trained model. Unlike other works, our method pays special attention to the quality of the solution in the compressed model and inference computation time by pruning neurons. The proposed algorithm directs the parameters of the compressed model toward a flatter solution by exploring the spectral radius of Hessian which results in better generalization on unseen data. Moreover, the method does not work with a pre-trained network and performs training and pruning simultaneously. Our result shows that it improves the state-of-the-art results on neuron compression. The method is able to achieve very small networks with small accuracy degradation across different neural network models.
Abdolghani Ebrahimi, Diego Klabjan
IJCNN2
2023 Decentralized Randomly Distributed Multi-agent Multi-armed Bandit with Heterogeneous Rewards
abstract
We study a decentralized multi-agent multi-armed bandit problem in which multiple clients are connected by time dependent random graphs provided by an environment. The reward distributions of each arm vary across clients and rewards are generated independently over time by an environment based on distributions that include both sub-exponential and sub-gaussian distributions. Each client pulls an arm and communicates with neighbors based on the graph provided by the environment. The goal is to minimize the overall regret of the entire system through collaborations. To this end, we introduce a novel algorithmic framework, which first provides robust simulation methods for generating random graphs using rapidly mixing markov chains or the random graph model, and then combines an averaging-based consensus approach with a newly proposed weighting technique and the upper confidence bound to deliver a UCB-type solution. Our algorithms account for the randomness in the graphs, removing the conventional doubly stochasticity assumption, and only require the knowledge of the number of clients at initialization. We derive optimal instance-dependent regret upper bounds of order $\log{T}$ in both sub-gaussian and sub-exponential environments, and a nearly optimal instance-free regret upper bound of order $\sqrt{T}\log T$ up to a $\log T$ factor. Importantly, our regret bounds hold with high probability and capture graph randomness, whereas prior works consider expected regret under assumptions and require more stringent reward distributions.
Mengfan Xu, Diego Klabjan
NeurIPS2
2023 Open-set recognition of breast cancer treatments
Alexander Cao, Diego Klabjan, Yuan Luo 0001
Artif. Intell. Medicine2
2023 An inverse classification framework with limited budget and maximum number of perturbed samples
Jaehoon Koo, Diego Klabjan, Jean Utke
Expert Syst. Appl.2
2023 Scale Invariant Power Iteration
abstract
We introduce a new class of optimization problems called scale invariant problems that cover interesting problems in machine learning and statistics and show that they are efficiently solved by a general form of power iteration called scale invariant power iteration (SCI-PI). SCI-PI is a special case of the generalized power method (GPM) (Journée et al., 2010) where the constraint set is the unit sphere. In this work, we provide the convergence analysis of SCI-PI for scale invariant problems which yields a better rate than the analysis of GPM. Specifically, we prove that it attains local linear convergence with a generalized rate of power iteration to find an optimal solution for scale invariant problems. Moreover, we discuss some extended settings of scale invariant problems and provide similar convergence results. In numerical experiments, we introduce applications to independent component analysis, Gaussian mixtures, and non-negative matrix factorization with the KL-divergence. Experimental results demonstrate that SCI-PI is competitive to application specific state-of-the-art algorithms and often yield better solutions.
Cheolmin Kim, Diego Klabjan
J. Mach. Learn. Res.3
2023 Efficient Architecture Search for Continual Learning
abstract
Continual learning with neural networks, which aims to learn a sequence of tasks, is an important learning framework in artificial intelligence (AI). However, it often confronts three challenges: 1) overcome the catastrophic forgetting problem; 2) adapt the current network to new tasks; and 3) control its model complexity. To reach these goals, we propose a novel approach named continual learning with efficient architecture search (CLEAS). CLEAS works closely with neural architecture search (NAS), which leverages reinforcement learning techniques to search for the best neural architecture that fits a new task. In particular, we design a neuron-level NAS controller that decides which old neurons from previous tasks should be reused (knowledge transfer) and which new neurons should be added (to learn new knowledge). Such a fine-grained controller allows finding a very concise architecture that can fit each new task well. Meanwhile, since we do not alter the weights of the reused neurons, we perfectly memorize the knowledge learned from the previous tasks. We evaluate CLEAS on numerous sequential classification tasks, and the results demonstrate that CLEAS outperforms other state-of-the-art alternative methods, achieving higher classification accuracy while using simpler neural architectures.
Qiang Gao 0003, Diego Klabjan, Fengli Zhang
IEEE Trans. Neural Networks Learn. Syst.3
2022 Dynamic Cell Structure via Recursive-Recurrent Neural Networks
abstract
In a recurrent setting, conventional approaches to neural architecture search find and fix a general model for all data samples and time steps. We propose a novel algorithm that can dynamically search for the structure of cells in a recurrent neural network model. Based on a combination of recurrent and recursive neural networks, our algorithm is able to construct customized cell structures for each data sample and time step, leading to an efficient sample-level architecture search model. Experiments on three common datasets show that the algorithm discovers high-performance cell architectures and achieves better performance compared to the GRU structure for language modelling with the same network capacity.
Matthew Kennedy, Diego Klabjan
IEEE Big Data3
2022 Open Set Domain Adaptation by Extreme Value Theory
abstract
Common domain adaptation techniques assume that the source domain and the target domain share an identical label space, which is problematic since when target samples are unlabeled we have no knowledge on whether the two domains share the same label space. When this is not the case, the existing methods fail to perform well because the additional unknown classes are also matched with the source domain during adaptation. In this paper, we tackle the open set domain adaptation problem under the assumption that the source and the target label spaces only partially overlap, and the task becomes when the unknown classes exist, how to detect the target unknown classes and avoid aligning them with the source domain. We propose to model the tail of the entropy distribution with Extreme Value Theory for unknown class detection, which has shown promising performance on conventional domain adaptation datasets, and the proposed method outperforms the state-of-the-art models in domain adaptation.
Diego Klabjan
IEEE Big Data2
2022 Aggregation Delayed Federated Learning
abstract
Federated learning is a distributed machine learning paradigm where multiple data owners (clients) collaboratively train one machine learning model while keeping data on their own devices. The heterogeneity of client datasets is one of the most important challenges of federated learning algorithms. Studies have found performance reduction with standard federated algorithms, such as FedAvg, on non-IID data. Many existing works on handling non-IID data adopt the same aggregation framework as FedAvg and focus on improving model updates either on the server side or on clients. In this work, we tackle this challenge in a different view by introducing redistribution rounds that delay the aggregation. With delayed aggregations, local models are trained on data that are more representative to the global distribution. The proposed algorithm can also be used as a federated learning paradigm, as an alternative to FedAvg, where other methods can be plugged in. We perform experiments on multiple tasks and show that the proposed framework significantly improves the performance on non-IID data.
Ye Xue, Diego Klabjan, Yuan Luo 0001
IEEE Big Data2
2022 DOTA 2 match prediction through deep learning team fight models
abstract
Esports are complex computer games that are played competitively. DOTA 2 is one of the most popular esports titles worldwide. Commentators, audiences, and players face tremendous challenges to keep up with events happening during live matches due to a rapidly evolving gameplay across a large virtual arena. This complexity leads to the question of whether esports analytics could detect important events and their subsequent impact on the match. One such important event is team fights, which can often determine the outcome of a match. Despite their significance across strategy, gameplay, and audience experience, team fights remain relatively unexplored in the literature. Their role and potential to support match prediction models are not well understood. This paper presents a novel definition of team fights in DOTA 2 and proposes an algorithm to extract and quantity them for use in match prediction.
Cheng Hao Ke, Haozhang Deng, Congda Xu, Jiong Li, Xingyun Gu, Borchuluun Yadamsuren, Diego Klabjan, Rafet Sifa, Anders Drachen, Simon Demediuk
CoG7
2022 Nested Multi-view Image Classification
abstract
There are classification tasks that take as inputs groups of images rather than single images. In order to address such situations, we introduce a nested multi-view deep network. The approach is generic in that it is applicable to general data instances, not just images. The network has several convolutional neural networks grouped together at different stages. This primarily differs from other previous works in that we organize instances into relevant groups that are treated differently. We also introduce a method to replace instances that are missing which successfully creates neutral input instances and consistently outperforms standard fill-in methods in real world use cases. In addition, we propose a method for manual dropout when a whole group of instances is missing that allows us to use sparser training data and obtain higher accuracy at the end of training. With specific pretraining, we find that the model works to great effect on our real world and public datasets compared to baseline methods, with our improvements ranging from 1% to 5%.
Abdolghani Ebrahimi, Alexander Stec, Diego Klabjan, Jean Utke
ICPR3
2022 Truth validation with evidence
Papis Wongchaisuwat, Diego Klabjan
Knowl. Inf. Syst.2
2021 Open-Set Recognition with Gaussian Mixture Variational Autoencoders
abstract
In inference, open-set classification is to either classify a sample into a known class from training or reject it as an unknown class. Existing deep open-set classifiers train explicit closed-set classifiers, in some cases disjointly utilizing reconstruction, which we find dilutes the latent representation's ability to distinguish unknown classes. In contrast, we train our model to cooperatively learn reconstruction and perform class-based clustering in the latent space. With this, our Gaussian mixture variational autoencoder (GMVAE) achieves more accurate and robust open-set classification results, with an average F1 increase of 0.26, through extensive experiments aided by analytical results.
Alexander Cao, Yuan Luo 0001, Diego Klabjan
AAAI3
2021 Continual Neural Network Model Retraining
abstract
We propose incremental (re)training of a neural network model to cope with a continuous flow of new data. As such, this is a life-long learning process. We address two challenges of life-long retraining: catastrophic forgetting and efficient retraining. If we combine all past and new data it can easily become intractable to retrain the neural network model. On the other hand, if the model is retrained using only new data, it can easily suffer catastrophic forgetting and thus it is paramount to strike the right balance. Moreover, if we retrain all weights of the model every time new data is collected, retraining tends to require too many computing resources. To solve these two issues, we propose a novel retraining model that can select important samples and important weights utilizing multi-armed bandits. To further address forgetting, we propose a new regularization term focusing on synapse and neuron importance. We analyze multiple datasets to document the outcome of the proposed retraining methods. Various experiments demonstrate that our retraining methodologies mitigate the catastrophic forgetting problem while boosting model performance.
Xiaofeng Zhu 0004, Diego Klabjan
IEEE BigData2
2021 Keyword-based Topic Modeling and Keyword Selection
abstract
Certain type of documents such as tweets are collected by specifying a set of keywords. As topics of interest change with time it is beneficial to adjust keywords dynamically. The challenge is that these need to be specified ahead of knowing the forthcoming documents and the underlying topics. The future topics should mimic past topics of interest yet there should be some novelty in them. We develop a keyword-based topic model that dynamically selects a subset of keywords to be used to collect future documents. The generative process first selects keywords and then the underlying documents based on the specified keywords. The model is trained by using a variational lower bound and stochastic gradient optimization. The inference consists of finding a subset of keywords where given a subset the model predicts the underlying topic-word matrix for the unknown forthcoming documents. We compare the keyword topic model against a benchmark model using viral predictions of tweets combined with a topic model. The keyword-based topic model outperforms this sophisticated baseline model by 67%.
Xingyu Wang 0003, Lida Zhang, Diego Klabjan
IEEE BigData3
2021 Logit-based Uncertainty Measure in Classification
abstract
We introduce a new, reliable, and agnostic uncertainty measure for classification tasks called logit uncertainty. It is based on logit outputs of neural networks. We in particular show that this new uncertainty measure yields a superior performance compared to existing uncertainty measures on different tasks, including out of sample detection and finding erroneous predictions. We analyze theoretical foundations of the measure and explore a relationship with high density regions. We also demonstrate how to test uncertainty using intermediate outputs in training of generative adversarial networks. We propose two potential ways to utilize logit-based uncertainty in real world applications, and show that the uncertainty measure outperforms.
Diego Klabjan
IEEE BigData2
2021 Concept Drift and Covariate Shift Detection Ensemble with Lagged Labels
abstract
In model serving, having one fixed model during the entire often life-long inference process is usually detrimental to model performance, as data distribution evolves over time, resulting in lack of reliability of the model trained on historical data. It is important to detect changes and retrain the model in time. The existing methods generally have three weaknesses: 1) using only classification error rate as signal, 2) assuming ground truth labels are immediately available after features from samples are received and 3) unable to decide what data to use to retrain the model when change occurs. We address the first problem by utilizing six different signals to capture a wide range of characteristics of data, and we address the second problem by allowing lag of labels, where labels of corresponding features are received after a lag in time. For the third problem, our proposed method automatically decides what data to use to retrain based on the signals. Extensive experiments on structured and unstructured data for different type of data changes establish that our method consistently outperforms the state-of-the-art methods by a large margin.
Diego Klabjan
IEEE BigData2
2021 Classification Models for Partially Ordered Sequences
Stephanie Ger, Diego Klabjan, Jean Utke
ICANN (1)2
2021 A Probabilistic Approach to Neural Network Pruning
abstract
Neural network pruning techniques reduce the number of parameters without compromising predicting ability of a network. Many algorithms have been developed for pruning both over-parameterized fully-connected networks (FCN) and convolutional neural networks (CNN), but analytical studies of capabilities and compression ratios of such pruned sub-networks are lacking. We theoretically study the performance of two pruning techniques (random and magnitude-based) on FCN and CNN. Given a target network, we provide a universal approach to bound the gap between a pruned and the target network in a probabilistic sense, which is the first study of this nature. The results establish that there exist pruned networks with expressive power within any specified bound from the target network and with a significant compression ratio.
Diego Klabjan
ICML2
2021 k-Nearest Neighbors by Means of Sequence to Sequence Deep Neural Networks and Memory Networks
abstract
k-Nearest Neighbors is one of the most fundamental but effective classification models. In this paper, we propose two families of models built on a sequence to sequence model and a memory network model to mimic the k-Nearest Neighbors model, which generate a sequence of labels, a sequence of out-of-sample feature vectors and a final label for classification, and thus they could also function as oversamplers. We also propose 'out-of-core' versions of our models which assume that only a small portion of data can be loaded into memory. Computational experiments show that our models on structured datasets outperform k-Nearest Neighbors, a feed-forward neural network, XGBoost, lightGBM, random forest and a memory network, due to the fact that our models must produce additional output and not just the label. On image and text datasets, the performance of our model is close to many state-of-the-art deep models. As an oversampler on imbalanced datasets, the sequence to sequence kNN model often outperforms Synthetic Minority Over-sampling Technique and Adaptive Synthetic Sampling.
Diego Klabjan
IJCAI2
2021 Generative Adversarial Nets for Multiple Text Corpora
abstract
Generative adversarial nets (GANs) have been successfully applied to the artificial generation of image data. In terms of text data, much has been done on the artificial generation of natural language from a single corpus. We consider multiple text corpora as the input data, for which there can be two applications of GANs: (1) the creation of consistent cross-corpus word embeddings given different word embeddings per corpus; (2) the generation of robust bag-of-words document embeddings for each corpora. We demonstrate our GAN models on real-world text data sets from different corpora, and show that embeddings from both models (weGAN and deGAN) lead to improvements in supervised learning problems.
Abdolghani Ebrahimi, Diego Klabjan, Baiyang Wang
IJCNN2
2021 Layer Flexible Adaptive Computation Time
abstract
Deep recurrent neural networks perform well on sequence data and are the model of choice. However, it is a daunting task to decide the structure of the networks, i.e. the number of layers, especially considering different computational needs of a sequence. We propose a layer flexible recurrent neural network with adaptive computation time, and expand it to a sequence to sequence model. Different from the adaptive computation time model, our model has a dynamic number of transmission states which vary by step and sequence. We evaluate the model on a financial data set and Wikipedia language modeling. Experimental results show the performance improvement of 7 % to 12 % and indicate the model's ability to dynamically change the number of layers along with the computational steps.
Lida Zhang, Abdolghani Ebrahimi, Diego Klabjan
IJCNN3
2021 Bayesian Active Learning for Choice Models With Deep Gaussian Processes
abstract
This paper proposes an active learning algorithm and models which can gradually learn individual's preference through pairwise comparisons. The active learning scheme aims at finding individual's most preferred choice (e.g. an airline itinerary) with minimized number of pairwise comparisons. The pairwise comparisons are encoded into probabilistic models based on assumptions of choice models and deep Gaussian processes. More specifically, this paper develops two novel probabilistic models assuming correlated Gumbel noises and latent utility functions. One is based on shallow Gaussian priors and the other assumes deep Gaussian priors. In the active learning algorithm, the next-to-compare decision is determined by an original acquisition function. The proposed algorithm and models have been benchmarked using functions with multiple local optima and one public airline itinerary dataset. In both experiments, nests are designed to capture correlated Gumbel noises. The experiments indicate the effectiveness of our active learning algorithm and models. The deep Gaussian models are proven to find the best choice with a lower number of pairwise comparisons than the shallow one. In both experiments, deep Gaussian models outperform the shallow model. The shallow model is recommended when the choice set is large and less computational time is required (e.g. in one experiment, deep Gaussian models require approximately 60%-70% more time on average).
Jie Yang 0045, Diego Klabjan
IEEE Trans. Intell. Transp. Syst.2
2020 Stochastic Variance-Reduced Algorithms for PCA with Arbitrary Mini-Batch Sizes
abstract
We present two stochastic variance-reduced PCA algorithms and their convergence analyses. By deriving explicit forms of step size, epoch length and batch size to ensure the optimal runtime, we show that the proposed algorithms can attain the optimal runtime with any batch sizes. Also, we establish global convergence of the algorithms based on a novel approach, which studies the optimality gap as a ratio of two expectation terms. The framework in our analysis is general and can be used to analyze other stochastic variance-reduced PCA algorithms and improve their analyses. Moreover, we introduce practical implementations of the algorithms which do not require hyper-parameters. The experimental results show that the proposed methodsd outperform other stochastic variance-reduced PCA algorithms regardless of the batch size.
Cheolmin Kim, Diego Klabjan
AISTATS2
2020 Combined Convolutional and Recurrent Neural Networks for Hierarchical Classification of Images
abstract
Deep learning models based on CNNs are predominantly used in image classification tasks. Such approaches, assuming independence of object categories, normally use a CNN as a feature learner and apply a flat classifier on top of it. Object classes in many settings have known hierarchical relations, and classifiers exploiting these relations should perform better. We propose hierarchical classification models combining a CNN to extract hierarchical representations of images, and an RNN or sequence-to-sequence model to capture a hierarchical tree of classes. In addition, we apply residual learning to the RNN part in order to facilitate training our compound model and improve generalization of the model. Experimental results on a public and a real world proprietary dataset of images show that our hierarchical networks perform better than state-of-the-art CNNs.
Jaehoon Koo, Diego Klabjan, Jean Utke
IEEE BigData2
2020 Improved Classification Based on Deep Belief Networks
Jaehoon Koo, Diego Klabjan
ICANN (1)2
2020 Listwise Learning to Rank by Exploring Unique Ratings
abstract
In this paper, we propose new listwise learning-to-rank models that mitigate the shortcomings of existing ones. Existing listwise learning-to-rank models are generally derived from the classical Plackett-Luce model, which has three major limitations. (1) Its permutation probabilities overlook ties, i.e., a situation when more than one document has the same rating with respect to a query. This can lead to imprecise permutation probabilities and inefficient training because of selecting documents one by one. (2) It does not favor documents having high relevance. (3) It has a loose assumption that sampling documents at different steps is independent. To overcome the first two limitations, we model ranking as selecting documents from a candidate set based on unique rating levels in decreasing order. The number of steps in training is determined by the number of unique rating levels. More specifically, in each step, we apply multiple multi-class classification tasks to a document candidate set and choose all documents that have the highest rating from the document set. This is in contrast to taking one document step by step in the classical Plackett-Luce model. Afterward, we remove all of the selected documents from the document set and repeat until the remaining documents all have the lowest rating. We propose a new loss function and associated four models for the entire sequence of weighted classification tasks by assigning high weights to the selected documents with high ratings for optimizing Normalized Discounted Cumulative Gain (NDCG). To overcome the final limitation, we further propose a novel and efficient way of refining prediction scores by combining an adapted Vanilla Recurrent Neural Network (RNN) model with pooling given selected documents at previous steps. We encode all of the documents already selected by an RNN model. In a single step, we rank all of the documents with the same ratings using the last cell of the RNN multiple times. We have implemented our models using three settings: neural networks, neural networks with gradient boosting, and regression trees with gradient boosting. We have conducted experiments on four public datasets. The experiments demonstrate that the models notably outperform state-of-the-art learning-to-rank models.
Xiaofeng Zhu 0004, Diego Klabjan
WSDM2
2020 Subset selection for multiple linear regression via optimization
Young Woong Park, Diego Klabjan
J. Glob. Optim.2
2020 A Simple and Fast Algorithm for L1-Norm Kernel PCA
abstract
We present an algorithm for L1-norm kernel PCA and provide a convergence analysis for it. While an optimal solution of L2-norm kernel PCA can be obtained through matrix decomposition, finding that of L1-norm kernel PCA is not trivial due to its non-convexity and non-smoothness. We provide a novel reformulation through which an equivalent, geometrically interpretable problem is obtained. Based on the geometric interpretation of the reformulated problem, we present a "fixed-point" type algorithm that iteratively computes a binary weight for each observation. As the algorithm requires only inner products of data vectors, it is computationally efficient and the kernel trick is applicable. In the convergence analysis, we show that the algorithm converges to a local optimal solution in a finite number of steps. Moreover, we provide a rate of convergence analysis, which has been never done for any L1-norm PCA algorithm, proving that the sequence of objective values converges at a linear rate. In numerical experiments, we show that the algorithm is robust in the presence of entry-wise perturbations and computationally scalable, especially in a large-scale setting. Lastly, we introduce an application to outlier detection where the model based on the proposed algorithm outperforms the benchmark algorithms.
Cheolmin Kim, Diego Klabjan
IEEE Trans. Pattern Anal. Mach. Intell.2
2019 Activation Ensembles for Deep Neural Networks
abstract
Many activation functions have been proposed in the past, but selecting an adequate one requires trial and error. We propose a new methodology of designing activation functions within a neural network at each layer. We call this technique an “activation ensemble” because it allows the use of multiple activation functions at each layer. This is done by introducing additional variables, α, at each activation layer of a network to allow for multiple activation functions to be active at each neuron. By design, activations with larger α values at a neuron is equivalent to being “chosen” by the network. We implement the activation ensembles on a variety of datasets using an array of FFNs and CNNs. By using the activation ensemble, we achieve superior results compared to traditional techniques. In addition, because of the flexibility of this methodology, we more deeply explore activation functions and the features that they capture.
Diego Klabjan, Mark Harmon
IEEE BigData1
2019 Mixture-based Multiple Imputation Model for Clinical Data with a Temporal Dimension
abstract
The problem of missing values in multivariable time series is a key challenge in many applications such as clinical data mining. Although many imputation methods show their effectiveness in many applications, few of them are designed to accommodate clinical multivariable time series. In this work, we propose a multiple imputation model that capture both cross-sectional information and temporal correlations. We integrate Gaussian processes with mixture models and introduce individualized mixing weights to handle the variance of predictive confidence of Gaussian process models. The proposed model is compared with several state-of-the-art imputation algorithms on both real-world and synthetic datasets. Experiments show that our best model can provide more accurate imputation than the benchmarks on all of our datasets.
Ye Xue, Diego Klabjan, Yuan Luo 0001
IEEE BigData2
2019 The trails of Just Cause 2: spatio-temporal player profiling in open-world games
abstract
Behavioral profiling of players in digital games is a key challenge in game analytics, representing a particular challenge in Open-World Games. These games are characterized by large virtual worlds and few restrictions on player affordances. In these games, incorporating the spatial and temporal dimensions of player behavior is necessary when profiling behavior, as these dimensions are important to the playing experience. We present analyses that apply cluster analysis and the DEDICOM decompositional model to profile the behavior of more than 5,000 players of the major commercial title Just Cause 2 integrating both spatio-temporal trails and behavioral metrics. The application of DEDICOM to profile the spatio-temporal behavior of players is demonstrated for the purpose of analysing the entire play history of Just Cause 2 players, but also for the more detailed analysis of a single mission. This showcases the applicability of spatio-temporal profiling to condense player behavior across large sample sizes, across different scales of investigation. The method presented here provides a means to build profiles of player activity in game environments with high degrees of freedom across different scales of analysis - from a small segment to the entire game.
Myat Aung, Simon Demediuk, Ye Tu, Yu Ang, Siva Nekkanti, Shantanu Raghav, Diego Klabjan, Rafet Sifa, Anders Drachen
FDG8
2019 Predicting ICU readmission using grouped physiological and medication trends
Ye Xue, Diego Klabjan, Yuan Luo 0001
Artif. Intell. Medicine2
2019 Online adaptive machine learning based algorithm for implied volatility surface modeling
Yaxiong Zeng, Diego Klabjan
Knowl. Based Syst.2
2019 Semi-Supervised Learning for Discrete Choice Models
abstract
We introduce a semi-supervised discrete choice model with algorithmic approaches to estimate choice models when relatively few requests have actual preferences but the majority only have the choice sets. Two classic semi-supervised learning algorithms, the expectation maximization algorithm and the cluster-and-label algorithm, have been adapted to our choice modeling problem setting. We also develop two new algorithms based on the cluster-and-label algorithm. The new algorithms use the Bayesian Information Criterion to evaluate a clustering setting to automatically generate new clusters out of existing clusters and adjust the number of clusters. Two computational studies focusing on travel demand forecasting (i.e., a hotel booking case and a large-scale airline itinerary shopping case) are presented to evaluate the prediction accuracy and computational effort of the proposed algorithms. Algorithmic recommendations are rendered under various scenarios based on the hotel booking case while economic insights are derived based on the itinerary shopping case.
Jie Yang 0045, Sergey Shebalov, Diego Klabjan
IEEE Trans. Intell. Transp. Syst.3
2018 Location-Awareness in Time Series Compression
Xu Teng, Andreas Züfle, Goce Trajcevski, Diego Klabjan
ADBIS4
2018 Competitive Multi-agent Inverse Reinforcement Learning with Sub-optimal Demonstrations
abstract
This paper considers the problem of inverse reinforcement learning in zero-sum stochastic games when expert demonstrations are known to be suboptimal. Compared to previous works that decouple agents in the game by assuming optimality in expert policies, we introduce a new objective function that directly pits experts against Nash Equilibrium policies, and we design an algorithm to solve for the reward function in the context of inverse reinforcement learning with deep neural networks as model approximations. To ?nd Nash Equilibrium in large-scale games, we also propose an adversarial training algorithm for zero-sum stochastic games, and show the theoretical appeal of non-existence of local optima in its objective function. In numerical experiments, we demonstrate that our Nash Equilibrium and inverse reinforcement learning algorithms address games that are not amenable to existing benchmark algorithms. Moreover, our algorithm successfully recovers reward and policy functions regardless of the quality of the sub-optimal expert demonstration set.
Xingyu Wang 0003, Diego Klabjan
ICML2
2018 Three iteratively reweighted least squares algorithms for L1 -norm principal component analysis
Young Woong Park, Diego Klabjan
Knowl. Inf. Syst.2
2018 Large-Scale Adversarial Sports Play Retrieval with Learning to Rank
abstract
As teams of professional leagues are becoming more and more analytically driven, the interest in effective data management and access of sports plays has dramatically increased. In this article, we present a retrieval system that can quickly find the most relevant plays from historical games given an input query. To search through a large number of games at an interactive speed, our system is built upon a distributed framework so that each query-result pair is evaluated in parallel. We also propose a pairwise learning to rank approach to improve search ranking based on users’ clickthrough behavior. The similarity metric in training the rank function is based on automatically learnt features from a convolutional autoencoder. Finally, we showcase the efficacy of our learning to rank approach by demonstrating rank quality in a user study.
Mingyang Di, Diego Klabjan, Long Sha, Patrick Lucey
ACM Trans. Knowl. Discov. Data2
2017 Regularization for Unsupervised Deep Neural Nets
abstract
Unsupervised neural networks, such as restricted Boltzmann machines (RBMs) and deep belief networks (DBNs), are powerful tools for feature selection and pattern recognition tasks. We demonstrate that overfitting occurs in such models just as in deep feedforward neural networks, and discuss possible regularization methods to reduce overfitting. We also propose a "partial" approach to improve the efficiency of Dropout/DropConnect in this scenario, and discuss the theoretical justification of these methods from model convergence and likelihood bounds. Finally, we compare the performance of these methods based on their likelihood and classification error rates for various pattern recognition data sets.
Baiyang Wang, Diego Klabjan
AAAI2
2017 Predicting litigation likelihood and time to litigation for patents
abstract
An ability to forecast the likelihood of a patent litigation1 and time-to-litigation benefits companies in many aspects, such as in patent portfolio management, and strategic planning. Thus, we develop predictive models for estimating the likelihood of litigation for patents and the expected time to litigation. Our work focuses on improving the state-of-the-art by relying on a different set of features and employing more sophisticated algorithms with realistic data. Specifically, we consider potential factors influencing a patent to be litigated in the model. These features, collected at the issue date of the patent and thus prior to the actual litigation, include textual features, patent's general information as well as financial information of patent's assignee. Our proposed models are a combination of a clustering approach coupled with an ensemble classification method. With a very low litigation rate of 1 to 2 percent, the results from the models show promising predictability. Financial information and features related to referencing are important indicators to distinguish between litigated and non-litigated patents
Papis Wongchaisuwat, Diego Klabjan, John O. McGinnis
ICAIL2
2017 Semantic Document Distance Measures and Unsupervised Document Revision Detection
abstract
In this paper, we model the document revision detection problem as a minimum cost branching problem that relies on computing document distances. Furthermore, we propose two new document distance measures, word vector-based Dynamic Time Warping (wDTW) and word vector-based Tree Edit Distance (wTED). Our revision detection system is designed for a large scale corpus and implemented in Apache Spark. We demonstrate that our system can more precisely detect revisions than state-of-the-art methods by utilizing the Wikipedia revision dumps and simulated data sets.
Xiaofeng Zhu 0004, Diego Klabjan, Patrick N. Bless
IJCNLP(1)2
2017 Improving the Expected Improvement Algorithm
abstract
The expected improvement (EI) algorithm is a popular strategy for information collection in optimization under uncertainty. The algorithm is widely known to be too greedy, but nevertheless enjoys wide use due to its simplicity and ability to handle uncertainty and noise in a coherent decision theoretic framework. To provide rigorous insight into EI, we study its properties in a simple setting of Bayesian optimization where the domain consists of a finite grid of points. This is the so-called best-arm identification problem, where the goal is to allocate measurement effort wisely to confidently identify the best arm using a small number of measurements. In this framework, one can show formally that EI is far from optimal. To overcome this shortcoming, we introduce a simple modification of the expected improvement algorithm. Surprisingly, this simple change results in an algorithm that is asymptotically optimal for Gaussian best-arm identification problems, and provably outperforms standard EI by an order of magnitude.
Diego Klabjan, Daniel Russo 0001
NIPS2
2017 Algorithms for Generalized Clusterwise Linear Regression
abstract
Clusterwise linear regression (CLR), a clustering problem intertwined with regression, finds clusters of entities such that the overall sum of squared errors from regressions performed over these clusters is minimized, where each cluster may have different variances. We generalize the CLR problem by allowing each entity to have more than one observation and refer to this as generalized CLR. We propose an exact mathematical programming-based approach relying on column generation, a column generation–based heuristic algorithm that clusters predefined groups of entities, a metaheuristic genetic algorithm with adapted Lloyd’s algorithm for K-means clustering, a two-stage approach, and a modified algorithm of Späth [Späth (1979) Algorithm 39 clusterwise linear regression. Comput. 22(4):367–373] for solving generalized CLR. We examine the performance of our algorithms on a stock-keeping unit (SKU)-clustering problem employed in forecasting halo and cannibalization effects in promotions using real-world retail data from a large supermarket chain. In the SKU clustering problem, the retailer needs to cluster SKUs based on their seasonal effects in response to promotions. The seasonal effects result from regressions with predictors being promotion mechanisms and seasonal dummies performed over clusters generated. We compare the performance of all proposed algorithms for the SKU problem with real-world and synthetic data. The online supplement is available at https://doi.org/10.1287/ijoc.2016.0729 .
Young Woong Park, Diego Klabjan, Loren Williams
INFORMS J. Comput.3
2017 Bayesian Network Learning via Topological Order
abstract
We propose a mixed integer programming (MIP) model and iterative algorithms based on topological orders to solve optimization problems with acyclic constraints on a directed graph. The proposed MIP model has a significantly lower number of constraints compared to popular MIP models based on cycle elimination constraints and triangular inequalities. The proposed iterative algorithms use gradient descent and iterative reordering approaches, respectively, for searching topological orders. A computational experiment is presented for the Gaussian Bayesian network learning problem, an optimization problem minimizing the sum of squared errors of regression models with L1 penalty over a feature network with application of gene network inference in bioinformatics.
Young Woong Park, Diego Klabjan
J. Mach. Learn. Res.2
2016 Temporal Topic Analysis with Endogenous and Exogenous Processes
Baiyang Wang, Diego Klabjan
AAAI2
2016 Iteratively Reweighted Least Squares Algorithms for L1-Norm Principal Component Analysis
abstract
Principal component analysis (PCA) is often used to reduce the dimension of data by selecting a few orthonormal vectors that explain most of the variance structure of the data. L1 PCA uses the L1 norm to measure error, whereas the conventional PCA uses the L2 norm. For the L1 PCA problem minimizing the fitting error of the reconstructed data, we propose an exact reweighted and an approximate algorithm based on iteratively reweighted least squares. We provide convergence analyses, and compare their performance against benchmark algorithms in the literature. The computational experiment shows that the proposed algorithms consistently perform best.
Young Woong Park, Diego Klabjan
ICDM2
2016 An aggregate and iterative disaggregate algorithm with proven optimality in machine learning
Young Woong Park, Diego Klabjan
Mach. Learn.2
2015 Lot sizing with minimum order quantity
Young Woong Park, Diego Klabjan
Discret. Appl. Math.2
2015 Lifting for mixed integer programs with variable upper bounds
Sergey Shebalov, Young Woong Park, Diego Klabjan
Discret. Appl. Math.3
2014 Fully Polynomial Time Approximation Schemes for Stochastic Dynamic Programs
abstract
We present a framework for obtaining fully polynomial time approximation schemes (FPTASs) for stochastic univariate dynamic programs with either convex or monotone single-period cost functions. This framework is developed through the establishment of two sets of computational rules, namely, the calculus of $K$-approximation functions and the calculus of $K$-approximation sets. Using our framework, we provide the first FPTASs for several NP-hard problems in various fields of research such as knapsack models, logistics, operations management, economics, and mathematical finance. Extensions of our framework via the use of the newly established computational rules are also discussed.
Nir Halman, Diego Klabjan, Chung-Lun Li, James B. Orlin, David Simchi-Levi
SIAM J. Discret. Math.2
2013 Optimal placement of reconfigurable optical add/drop multiplexers with packing, blocking, and signal loss
Conrado Borraz-Sánchez, Diego Klabjan
Comput. Networks2
2013 Analyses of advanced iterated tour partitioning heuristics for generalized vehicle routing problems
abstract
Abstract Theoretical analyses of a set of iterated‐tour partitioning vehicle routing algorithms applicable to a wide variety of commonly used vehicle routing problem variants are presented. We analyze the worst‐case performance of the algorithms and establish tightness of the derived bounds. Among other variants, we capture the cases of pick‐up and delivery and multiple depots. We also introduce brand new concepts such as mobile depots, partitioning of customer nodes into groups, and potential opportunistic under‐utilization of vehicle capacity by only partially loading the vehicle, among others, which arise from a printed circuit board application. The problems studied are of critical importance in many practical applications. © 2012 Wiley Periodicals, Inc. NETWORKS, 2013
Anupam Seth, Diego Klabjan, Placid M. Ferreira
Networks2
2012 Annual production budget in the beverage industry
Luís Guimarães, Diego Klabjan, Bernardo Almada-Lobo
Eng. Appl. Artif. Intell.2
2012 Computing Near-Optimal Policies in Generalized Joint Replenishment
abstract
We provide a practical methodology for solving the generalized joint replenishment (GJR) problem, based on a mathematical programming approach to approximate dynamic programming. We show how to automatically generate a value function approximation basis built upon piecewise-linear ridge functions by developing and exploiting a theoretical connection with the problem of finding optimal cyclic schedules. We provide a variant of the algorithm that is effective in practice, and we exploit the special structure of the GJR problem to provide a coherent, implementable framework.
Daniel Adelman, Diego Klabjan
INFORMS J. Comput.2
2010 Modeling Massive RFID Data Sets: A Gateway-Based Movement Graph Approach
abstract
Massive radio frequency identification (RFID) data sets are expected to become commonplace in supply chain management systems. Warehousing and mining this data is an essential problem with great potential benefits for inventory management, object tracking, and product procurement processes. Since RFID tags can be used to identify each individual item, enormous amounts of location-tracking data are generated. With such data, object movements can be modeled by movement graphs, where nodes correspond to locations and edges record the history of item transitions between locations. In this study, we develop a movement graph model as a compact representation of RFID data sets. Since spatiotemporal as well as item information can be associated with the objects in such a model, the movement graph can be huge, complex, and multidimensional in nature. We show that such a graph can be better organized around gateway nodes, which serve as bridges connecting different regions of the movement graph. A graph-based object movement cube can be constructed by merging and collapsing nodes and edges according to an application-oriented topological structure. Moreover, we propose an efficient cubing algorithm that performs simultaneous aggregation of both spatiotemporal and item dimensions on a partitioned movement graph, guided by such a topological structure.
Hector Gonzalez, Jiawei Han 0001, Hong Cheng 0001, Xiaolei Li 0001, Diego Klabjan
IEEE Trans. Knowl. Data Eng.5
2009 Topology Formation for Wireless Mesh Network Planning
abstract
In this paper, we propose greedy selection rounding (GSR), an efficient and near-optimal algorithm to design a wireless mesh network topology that maximizes the coverage of the users while ensuring that the network is resilient to node failures and and the deployment cost is under a given budget. In the case that GSR fails to find a solution satisfying the budget constraint, the incurred cost does not exceed the budget by a constant factor. Through extensive evaluation, we show that in all our test cases GSR always generates a topology above 95% of the optimal in terms of the number of covered users while never exceeding the budget by more than 15%.
Chun-cheng Chen, Chandra Chekuri, Diego Klabjan
INFOCOM3
2008 Fully polynomial time approximation schemes for stochastic dynamic programs
Nir Halman, Diego Klabjan, Chung-Lun Li, James B. Orlin, David Simchi-Levi
SODA2
2006 Warehousing and Mining Massive RFID Data Sets
Jiawei Han 0001, Hector Gonzalez, Xiaolei Li 0001, Diego Klabjan
ADMA4
2006 Warehousing and Analyzing Massive RFID Data Sets
abstract
Radio Frequency Identification (RFID) applications are set to play an essential role in object tracking and supply chain management systems. In the near future, it is expected that every major retailer will use RFID systems to track the movement of products from suppliers to warehouses, store backrooms and eventually to points of sale. The volume of information generated by such systems can be enormous as each individual item (a pallet, a case, or an SKU) will leave a trail of data as it moves through different locations. As a departure from the traditional data cube, we propose a new warehousing model that preserves object transitions while providing significant compression and path-dependent aggregates, based on the following observations: (1) items usually move together in large groups through early stages in the system (e.g., distribution centers) and only in later stages (e.g., stores) do they move in smaller groups, and (2) although RFID data is registered at the primitive level, data analysis usually takes place at a higher abstraction level. Techniques for summarizing and indexing data, and methods for processing a variety of queries based on this framework are developed in this study. Our experiments demonstrate the utility and feasibility of our design, data structure, and algorithms.
Hector Gonzalez, Jiawei Han 0001, Xiaolei Li 0001, Diego Klabjan
ICDE4
2004 A New Pricing Scheme for Airline Crew Scheduling
abstract
Solving LP relaxations of airline crew scheduling models is computationally challenging due to the presence of a large number of variables, complex feasibility rules to generate columns, and nonlinear cost. We perform computational experiments with a nonlinear pricing strategy. We develop a column generation scheme that uses several pruning rules to fathom column enumeration. The pruning rules are categorized into approximate and exact, where the approximate rules might prune columns that would yield an improved objective value. The pruning rules use the fact that columns are paths in a network, and we use shortest path algorithms and their extensions to obtain bounds.
Alexandra Makri, Diego Klabjan
INFORMS J. Comput.2
2003 Algorithms for source-to-all maximum cost-to-time ratio problem in acyclic networks
abstract
Abstract The source‐to‐all maximum cost‐to‐time ratio problem is the problem of finding the maximum cost‐to‐time ratio path from a source node to every other node. The motivation comes from an application in large‐scale linear programming. We present three algorithms for solving the problem. We give proofs of correctness and we analyze the running times. One of the algorithms is polynomial and the remaining two are pseudopolynomial. We present extensive computational results on several networks. © 2003 Wiley Periodicals, Inc.
Alexandra Makri, Diego Klabjan
Networks2
2002 A New Subadditive Approach to Integer Programming
Diego Klabjan
IPCO1