paper-with-me

홈 › Papers

Consistent Second-Order Conic Integer Programming for Learning Bayesian Networks

2020-05-29 · Simge Kucukyavuz, Ali Shojaie, Hasan Manzour, Linchuan Wei, Hao-Hsiang Wu

Bayesian Networks (BNs) represent conditional probability relations among a set of random variables (nodes) in the form of a directed acyclic graph (DAG), and have found diverse applications in knowledge discovery. We study the problem of learning the sparse DAG structure of a BN from continuous observational data. The central problem can be modeled as a mixed-integer program with an objective function composed of a convex quadratic loss function and a regularization penalty subject to linear constraints. The optimal solution to this mathematical program is known to have desirable statistical properties under certain conditions. However, the state-of-the-art optimization solvers are not able to obtain provably optimal solutions to the existing mathematical formulations for medium-size problems within reasonable computational times. To address this difficulty, we tackle the problem from both computational and statistical perspectives. On the one hand, we propose a concrete early stopping criterion to terminate the branch-and-bound process in order to obtain a near-optimal solution to the mixed-integer program, and establish the consistency of this approximate solution. On the other hand, we improve the existing formulations by replacing the linear "big-$M$" constraints that represent the relationship between the continuous and binary indicator variables with second-order conic constraints. Our numerical results demonstrate the effectiveness of the proposed approaches.

📄 PDF Abstract BibTeX arXiv:2005.14346

Code (0)

등록된 구현이 없습니다.

Methods 이 논문이 사용한 방법론

Early Stopping Early Stopping is a regularization technique for deep neural networks that stops training when parameter updates no longer begin to yield improves on a validation set. In…

Similar Papers 제목 키워드 기반

Moving from Linear to Conic Markets for Electricity

2021-03-22 · Anubhav Ratha, Pierre Pinson, Hélène Le Cadre, Ana Virag 외

We propose a new forward electricity market framework that admits heterogeneous market participants with second-order cone strategy sets, who accurately express the nonlinearities in their costs and constraints through c…

Outer Approximation and Super-modular Cuts for Constrained Assortment Optimization under Mixed-Logit Model

2024-07-26 · Hoang Giang Pham, Tien Mai

In this paper, we study the assortment optimization problem under the mixed-logit customer choice model. While assortment optimization has been a major topic in revenue management for decades, the mixed-logit model is co…

Assortment OptimizationManagementvalid

Outlier detection in regression: conic quadratic formulations

2023-07-12 · Andrés Gómez, José Neto

In many applications, when building linear regression models, it is important to account for the presence of outliers, i.e., corrupted input data points. Such problems can be formulated as mixed-integer optimization prob…

Outlier Detectionregression

Towards Structural Sparse Precoding: Dynamic Time, Frequency, Space, and Power Multistage Resource Programming

2023-10-15 · Zhongxiang Wei, Ping Wang, Qingjiang Shi, Xu Zhu 외

In last decades, dynamic resource programming in partial resource domains has been extensively investigated for single time slot optimizations. However, with the emerging real-time media applications in fifth-generation …

SOC-ICNN: From Polyhedral to Conic Geometry for Learning Convex Surrogate Functions

2026-04-24 · Kang Liu, Jianchen Hu, Wei Peng arxiv

Classical ReLU-based Input Convex Neural Networks (ICNNs) are equivalent to the optimal value functions of Linear Programming (LP). This intrinsic structural equivalence restricts their representational capacity to piece…