Get our free extension to see links to code for papers anywhere online!

Chrome logo Add to Chrome

Firefox logo Add to Firefox

Picture for Katya Scheinberg

Adaptive Stochastic Optimization


Jan 18, 2020
Frank E. Curtis, Katya Scheinberg


  Access Paper or Ask Questions

A Novel Smoothed Loss and Penalty Function for Noncrossing Composite Quantile Estimation via Deep Neural Networks


Sep 24, 2019
Kostas Hatalis, Alberto J. Lamadrid, Katya Scheinberg, Shalinee Kishore

* 12 pages, IEEE Transactions Journal format. arXiv admin note: substantial text overlap with arXiv:1710.01720 

  Access Paper or Ask Questions

Feature Engineering and Forecasting via Integration of Derivative-free Optimization and Ensemble of Sequence-to-sequence Networks: Renewable Energy Case Studies


Sep 12, 2019
Mohammad Pirhooshyaran, Lawrence V. Snyder, Katya Scheinberg


  Access Paper or Ask Questions

Linear interpolation gives better gradients than Gaussian smoothing in derivative-free optimization


Jun 02, 2019
Albert S Berahas, Liyuan Cao, Krzysztof Choromanski, Katya Scheinberg

* 14 pages, 2 figures. arXiv admin note: text overlap with arXiv:1905.01332 

  Access Paper or Ask Questions

Novel and Efficient Approximations for Zero-One Loss of Linear Classifiers


Feb 28, 2019
Hiva Ghanbari, Minhan Li, Katya Scheinberg

* arXiv admin note: text overlap with arXiv:1802.02535 

  Access Paper or Ask Questions

Inexact SARAH Algorithm for Stochastic Optimization


Nov 25, 2018
Lam M. Nguyen, Katya Scheinberg, Martin Takáč


  Access Paper or Ask Questions

New Convergence Aspects of Stochastic Gradient Algorithms


Nov 10, 2018
Lam M. Nguyen, Phuong Ha Nguyen, Peter Richtárik, Katya Scheinberg, Martin Takáč, Marten van Dijk

* Substantial extension of arXiv:1802.03801 

  Access Paper or Ask Questions

A Stochastic Trust Region Algorithm Based on Careful Step Normalization


Jun 26, 2018
Frank E. Curtis, Katya Scheinberg, Rui Shi


  Access Paper or Ask Questions

SGD and Hogwild! Convergence Without the Bounded Gradients Assumption


Jun 08, 2018
Lam M. Nguyen, Phuong Ha Nguyen, Marten van Dijk, Peter Richtárik, Katya Scheinberg, Martin Takáč

* Proceedings of the 35th International Conference on Machine Learning, PMLR 80:3747-3755, 2018 

  Access Paper or Ask Questions

An Empirical Analysis of Constrained Support Vector Quantile Regression for Nonparametric Probabilistic Forecasting of Wind Power


Mar 29, 2018
Kostas Hatalis, Shalinee Kishore, Katya Scheinberg, Alberto Lamadrid

* Thirty-First AAAI Conference on Artificial Intelligence, 2017 
* Originally published at The AAAI-17 Workshop on Artificial Intelligence for Smart Grids and Smart Buildings 

  Access Paper or Ask Questions

Directly and Efficiently Optimizing Prediction Error and AUC of Linear Classifiers


Feb 07, 2018
Hiva Ghanbari, Katya Scheinberg


  Access Paper or Ask Questions

When Does Stochastic Gradient Algorithm Work Well?


Jan 18, 2018
Lam M. Nguyen, Nam H. Nguyen, Dzung T. Phan, Jayant R. Kalagnanam, Katya Scheinberg


  Access Paper or Ask Questions

Optimal Generalized Decision Trees via Integer Programming


Jan 14, 2018
Oktay Gunluk, Jayant Kalagnanam, Matt Menickelly, Katya Scheinberg


  Access Paper or Ask Questions

Proximal Quasi-Newton Methods for Regularized Convex Optimization with Linear and Accelerated Sublinear Convergence Rates


Oct 17, 2017
Hiva Ghanbari, Katya Scheinberg


  Access Paper or Ask Questions

Smooth Pinball Neural Network for Probabilistic Forecasting of Wind Power


Oct 04, 2017
Kostas Hatalis, Alberto J. Lamadrid, Katya Scheinberg, Shalinee Kishore


  Access Paper or Ask Questions

Optimization Methods for Supervised Machine Learning: From Linear Models to Deep Learning


Jun 30, 2017
Frank E. Curtis, Katya Scheinberg


  Access Paper or Ask Questions

SARAH: A Novel Method for Machine Learning Problems Using Stochastic Recursive Gradient


Jun 03, 2017
Lam M. Nguyen, Jie Liu, Katya Scheinberg, Martin Takáč

* Proceedings of the 34th International Conference on Machine Learning, PMLR 70:2613-2621, 2017 

  Access Paper or Ask Questions

Stochastic Recursive Gradient Algorithm for Nonconvex Optimization


May 20, 2017
Lam M. Nguyen, Jie Liu, Katya Scheinberg, Martin Takáč


  Access Paper or Ask Questions

Black-Box Optimization in Machine Learning with Trust Region Based Derivative Free Algorithm


Mar 20, 2017
Hiva Ghanbari, Katya Scheinberg


  Access Paper or Ask Questions

Practical Inexact Proximal Quasi-Newton Method with Global Complexity Analysis


Jul 14, 2015
Katya Scheinberg, Xiaocheng Tang


  Access Paper or Ask Questions

Efficiently Using Second Order Information in Large l1 Regularization Problems


Mar 27, 2013
Xiaocheng Tang, Katya Scheinberg


  Access Paper or Ask Questions

Sparse Inverse Covariance Selection via Alternating Linearization Methods


Oct 30, 2010
Katya Scheinberg, Shiqian Ma, Donald Goldfarb

* NIPS 2010 

  Access Paper or Ask Questions

Fast Alternating Linearization Methods for Minimizing the Sum of Two Convex Functions


Oct 13, 2010
Donald Goldfarb, Shiqian Ma, Katya Scheinberg


  Access Paper or Ask Questions