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12/04/2021
Math Programming based Reinforcement Learning for Multi-Echelon Inventory Management
Reinforcement learning has lead to considerable break-throughs in divers...
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11/06/2020
A Scalable MIP-based Method for Learning Optimal Multivariate Decision Trees
Several recent publications report advances in training optimal decision...
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03/02/2020
Variational inference formulation for a model-free simulation of a dynamical system with unknown parameters by a recurrent neural network
We propose a recurrent neural network for a "model-free" simulation of a...
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01/22/2019
Optimal Finite-Sum Smooth Non-Convex Optimization with SARAH
The total complexity (measured as the total number of gradient computati...
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01/22/2019
DTN: A Learning Rate Scheme with Convergence Rate of O(1/t) for SGD
We propose a novel diminishing learning rate scheme, coined Decreasing-T...
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01/18/2018