42,353 research outputs found
Optimistic Robust Optimization With Applications To Machine Learning
Robust Optimization has traditionally taken a pessimistic, or worst-case
viewpoint of uncertainty which is motivated by a desire to find sets of optimal
policies that maintain feasibility under a variety of operating conditions. In
this paper, we explore an optimistic, or best-case view of uncertainty and show
that it can be a fruitful approach. We show that these techniques can be used
to address a wide variety of problems. First, we apply our methods in the
context of robust linear programming, providing a method for reducing
conservatism in intuitive ways that encode economically realistic modeling
assumptions. Second, we look at problems in machine learning and find that this
approach is strongly connected to the existing literature. Specifically, we
provide a new interpretation for popular sparsity inducing non-convex
regularization schemes. Additionally, we show that successful approaches for
dealing with outliers and noise can be interpreted as optimistic robust
optimization problems. Although many of the problems resulting from our
approach are non-convex, we find that DCA or DCA-like optimization approaches
can be intuitive and efficient
Theory and Applications of Robust Optimization
In this paper we survey the primary research, both theoretical and applied,
in the area of Robust Optimization (RO). Our focus is on the computational
attractiveness of RO approaches, as well as the modeling power and broad
applicability of the methodology. In addition to surveying prominent
theoretical results of RO, we also present some recent results linking RO to
adaptable models for multi-stage decision-making problems. Finally, we
highlight applications of RO across a wide spectrum of domains, including
finance, statistics, learning, and various areas of engineering.Comment: 50 page
Efficient Diverse Ensemble for Discriminative Co-Tracking
Ensemble discriminative tracking utilizes a committee of classifiers, to
label data samples, which are in turn, used for retraining the tracker to
localize the target using the collective knowledge of the committee. Committee
members could vary in their features, memory update schemes, or training data,
however, it is inevitable to have committee members that excessively agree
because of large overlaps in their version space. To remove this redundancy and
have an effective ensemble learning, it is critical for the committee to
include consistent hypotheses that differ from one-another, covering the
version space with minimum overlaps. In this study, we propose an online
ensemble tracker that directly generates a diverse committee by generating an
efficient set of artificial training. The artificial data is sampled from the
empirical distribution of the samples taken from both target and background,
whereas the process is governed by query-by-committee to shrink the overlap
between classifiers. The experimental results demonstrate that the proposed
scheme outperforms conventional ensemble trackers on public benchmarks.Comment: CVPR 2018 Submissio
Active Collaborative Ensemble Tracking
A discriminative ensemble tracker employs multiple classifiers, each of which
casts a vote on all of the obtained samples. The votes are then aggregated in
an attempt to localize the target object. Such method relies on collective
competence and the diversity of the ensemble to approach the target/non-target
classification task from different views. However, by updating all of the
ensemble using a shared set of samples and their final labels, such diversity
is lost or reduced to the diversity provided by the underlying features or
internal classifiers' dynamics. Additionally, the classifiers do not exchange
information with each other while striving to serve the collective goal, i.e.,
better classification. In this study, we propose an active collaborative
information exchange scheme for ensemble tracking. This, not only orchestrates
different classifier towards a common goal but also provides an intelligent
update mechanism to keep the diversity of classifiers and to mitigate the
shortcomings of one with the others. The data exchange is optimized with regard
to an ensemble uncertainty utility function, and the ensemble is updated via
co-training. The evaluations demonstrate promising results realized by the
proposed algorithm for the real-world online tracking.Comment: AVSS 2017 Submissio
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