Katya Scheinberg

发表

New Convergence Aspects of Stochastic Gradient Algorithms pdf

Peter Richtárik, Marten van Dijk, Lam M. Nguyen, 2018, J. Mach. Learn. Res..

Inexact SARAH algorithm for stochastic optimization

Lam M. Nguyen, Katya Scheinberg, Martin Takác, 2018, Optim. Methods Softw..

On the local convergence of a derivative-free algorithm for least-squares minimization

Katya Scheinberg, Andrew R. Conn, Hongchao Zhang, 2010, Computational Optimization and Applications.

12. Review of Surrogate Model Management

Katya Scheinberg, Andrew R. Conn, Luís N. Vicente, 2009 .

A scalable solution for group feature selection

Katya Scheinberg, Soundararajan Srinivasan, Priya Govindan, 2015, 2015 IEEE International Conference on Big Data (Big Data).

Interior Point Trajectories in Semidefinite Programming

Katya Scheinberg, Donald Goldfarb, D. Goldfarb, 1998, SIAM J. Optim..

Efficiently Using Second Order Information in Large l1 Regularization Problems pdf

Katya Scheinberg, Xiaocheng Tang, 2013, ArXiv.

Stochastic optimization using a trust-region method and random models

Katya Scheinberg, Ruobing Chen, Matt Menickelly, 2015, Mathematical Programming.

Incremental Learning and Selective Sampling via Parametric Optimization Framework for SVM

Katya Scheinberg, Shai Fine, K. Scheinberg, 2001, NIPS.

On the convergence of derivative-free methods for unconstrained optimization

Katya Scheinberg, Philippe L. Toint, Andrew R. Conn, 1997 .

7. Directional Direct-Search Methods

Katya Scheinberg, Andrew R. Conn, Luís N. Vicente, 2009 .

Global convergence rate analysis of unconstrained optimization methods based on probabilistic models

Katya Scheinberg, Coralia Cartis, K. Scheinberg, 2015, Mathematical Programming.

SGD and Hogwild! Convergence Without the Bounded Gradients Assumption pdf

Peter Richtárik, Marten van Dijk, Lam M. Nguyen, 2018, ICML.

Practical inexact proximal quasi-Newton method with global complexity analysis

Katya Scheinberg, Xiaocheng Tang, K. Scheinberg, 2013, Mathematical Programming.

A Stochastic Trust Region Algorithm

Rui Shi, Katya Scheinberg, Frank E. Curtis, 2017 .

Derivative Free Optimization of Complex Systems with the Use of Statistical Machine Learning Models

Katya Scheinberg, 2015 .

Fast First-Order Methods for Composite Convex Optimization with Backtracking

Katya Scheinberg, Donald Goldfarb, Xi Bai, 2014, Found. Comput. Math..

9. Line-Search Methods Based on Simplex Derivatives

Katya Scheinberg, Andrew R. Conn, Luís N. Vicente, 2009 .

Convergence Rate Analysis of a Stochastic Trust-Region Method via Supermartingales

Katya Scheinberg, Jose Blanchet, Coralia Cartis, 2016, INFORMS Journal on Optimization.

Convergence of Trust-Region Methods Based on Probabilistic Models

Katya Scheinberg, Afonso S. Bandeira, Luís N. Vicente, 2013, SIAM J. Optim..

A Modified Barrier-Augmented Lagrangian Method for Constrained Minimization

Katya Scheinberg, Donald Goldfarb, R. Polyak, 1999, Comput. Optim. Appl..

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

Alberto J. Lamadrid, Katya Scheinberg, Shalinee Kishore, 2019, ArXiv.

PREFACESpecial section on mathematical programming in data mining and machine learning

Jiming Peng, Katya Scheinberg, K. Scheinberg, 2008, Optim. Methods Softw..

Smooth Pinball Neural Network for Probabilistic Forecasting of Wind Power

Alberto J. Lamadrid, Katya Scheinberg, Shalinee Kishore, 2017, 1710.01720.

A derivative free optimization algorithm in practice

Katya Scheinberg, Ph. L. Toint, Andrew R. Conn, 1998 .

Efficient SVM Training Using Low-Rank Kernel Representations

Katya Scheinberg, Shai Fine, K. Scheinberg, 2002, J. Mach. Learn. Res..

Noname manuscript No. (will be inserted by the editor) Efficient Block-coordinate Descent Algorithms for the Group Lasso

Katya Scheinberg, Donald Goldfarb, Zhiwei Qin, 2022 .

Introduction to derivative-free optimization

Katya Scheinberg, Andrew R. Conn, J. L. Nazareth, 2010, Math. Comput..

Directly and Efficiently Optimizing Prediction Error and AUC of Linear Classifiers pdf

Katya Scheinberg, Hiva Ghanbari, 2018, ArXiv.

On partial sparse recovery pdf

Katya Scheinberg, Afonso S. Bandeira, Luís N. Vicente, 2013, ArXiv.

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

Katya Scheinberg, Minhan Li, Hiva Ghanbari, 2019, ArXiv.

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

Katya Scheinberg, Frank E. Curtis, K. Scheinberg, 2017, ArXiv.

IBM Research Report SINCO - A Greedy Coordinate Ascent Method for Sparse Inverse Covariance Selection Problem

Katya Scheinberg, Irina Rish, K. Scheinberg, 2009 .

Aligning ligand binding cavities by optimizing superposed volume

Katya Scheinberg, Brian Yuan Chen, Ruobing Chen, 2012, 2012 IEEE International Conference on Bioinformatics and Biomedicine.

Complexity of Inexact Proximal Newton methods pdf

Katya Scheinberg, Xiaocheng Tang, 2013, ArXiv.

Block Coordinate Descent Methods for Semidefinite Programming

Katya Scheinberg, Donald Goldfarb, Zaiwen Wen, 2012 .

Product-form Cholesky factorization in interior point methods for second-order cone programming

Katya Scheinberg, Donald Goldfarb, D. Goldfarb, 2005, Math. Program..

13. Review of Constrained and Other Extensions to Derivative-Free Optimization

Katya Scheinberg, Andrew R. Conn, Luís N. Vicente, 2009 .

A Stochastic Trust Region Algorithm Based on Careful Step Normalization

Rui Shi, Katya Scheinberg, Frank E. Curtis, 2017, INFORMS J. Optim..

OPTIMA Mathematical Programming Society Newsletter 79

Katya Scheinberg, 2009 .

Fast alternating linearization methods for minimizing the sum of two convex functions

Shiqian Ma, Katya Scheinberg, Donald Goldfarb, 2009, Math. Program..

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

Lawrence V. Snyder, Katya Scheinberg, Mohammad Pirhooshyaran, 2019, ArXiv.

Recent progress in unconstrained nonlinear optimization without derivatives

Katya Scheinberg, Andrew R. Conn, Philippe L. Toint, 1997, Math. Program..

Global Convergence of General Derivative-Free Trust-Region Algorithms to First- and Second-Order Critical Points

Katya Scheinberg, Andrew R. Conn, Luís N. Vicente, 2009, SIAM J. Optim..

Geometry of interpolation sets in derivative free optimization

Katya Scheinberg, Andrew R. Conn, Luís N. Vicente, 2007, Math. Program..

Extension of Karmarkar's algorithm onto convex quadratically constrained quadratic problems

Katya Scheinberg, Arkadi Nemirovski, A. Nemirovski, 1996, Math. Program..

Spring 2012 Colloquium Temple University Computer and Information Sciences First order methods for the large convex optimization problem arising in sparse inverse covariance selection

Katya Scheinberg, 2012 .

When Does Stochastic Gradient Algorithm Work Well? pdf

Lam M. Nguyen, Katya Scheinberg, Jayant Kalagnanam, 2018, ArXiv.

Intensive optimization of masks and sources for 22nm lithography

Kafai Lai, Yuri Granik, Katya Scheinberg, 2009, Advanced Lithography.

Proximal Quasi-Newton Methods for Convex Optimization pdf

Katya Scheinberg, Hiva Ghanbari, K. Scheinberg, 2016, ArXiv.

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

Katya Scheinberg, Hiva Ghanbari, K. Scheinberg, 2017, ArXiv.

Learning Sparse Gaussian Markov Networks Using a Greedy Coordinate Ascent Approach

Katya Scheinberg, Irina Rish, K. Scheinberg, 2010, ECML/PKDD.

Stochastic Recursive Gradient Algorithm for Nonconvex Optimization pdf

Jie Liu, Lam M. Nguyen, Katya Scheinberg, 2017, ArXiv.

Self-Correcting Geometry in Model-Based Algorithms for Derivative-Free Unconstrained Optimization

Katya Scheinberg, Philippe L. Toint, P. Toint, 2010, SIAM J. Optim..

A Stochastic Line Search Method with Expected Complexity Analysis

Katya Scheinberg, Courtney Paquette, K. Scheinberg, 2020, SIAM J. Optim..

Adaptive Stochastic Optimization: A Framework for Analyzing Stochastic Optimization Algorithms

Katya Scheinberg, Frank E. Curtis, Frank E. Curtis, 2020, IEEE Signal Processing Magazine.

Optimal Generalized Decision Trees via Integer Programming pdf

Oktay Günlük, Katya Scheinberg, Jayant Kalagnanam, 2016, ArXiv.

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

Jie Liu, Lam M. Nguyen, Katya Scheinberg, 2017, ICML.

Adaptive Stochastic Optimization: A Framework for Analyzing Stochastic Optimization Algorithms pdf

Katya Scheinberg, Frank E. Curtis, K. Scheinberg, 2020, IEEE Signal Processing Magazine.

11. Trust-Region Interpolation-Based Methods

Katya Scheinberg, Andrew R. Conn, Luís N. Vicente, 2009 .

Methodologies and software for derivative-free optimization

Katya Scheinberg, Luís N. Vicente, A. L. Custódio, 2017 .

An Efficient Implementation of an Active Set Method for SVMs

Katya Scheinberg, K. Scheinberg, 2006, J. Mach. Learn. Res..

Proximal quasi-Newton methods for regularized convex optimization with linear and accelerated sublinear convergence rates

Katya Scheinberg, Hiva Ghanbari, K. Scheinberg, 2016, Comput. Optim. Appl..

A Novel l0-Constrained Gaussian Graphical Model for Anomaly Localization

Katya Scheinberg, Jayant Kalagnanam, Tsuyoshi Idé, 2017, 2017 IEEE International Conference on Data Mining Workshops (ICDMW).

Map approach to learning sparse Gaussian Markov networks

Bhuvana Ramabhadran, Dimitri Kanevsky, Katya Scheinberg, 2009, 2009 IEEE International Conference on Acoustics, Speech and Signal Processing.

Superposition of protein structures using electrostatic isopotentials

Katya Scheinberg, Brian Yuan Chen, Ziyi Guo, 2015, 2015 IEEE International Conference on Bioinformatics and Biomedicine (BIBM).

Computation of sparse low degree interpolating polynomials and their application to derivative-free optimization

Katya Scheinberg, Afonso S. Bandeira, Luís N. Vicente, 2012, Mathematical Programming.

On the construction of quadratic models for derivative-free trust-region algorithms

Katya Scheinberg, Elizabeth W. Karas, Lucas G. Pedroso, 2017, EURO J. Comput. Optim..

A product-form Cholesky factorization method for handling dense columns in interior point methods for linear programming

Katya Scheinberg, Donald Goldfarb, D. Goldfarb, 2004, Math. Program..

Incas: An incremental active set method for svm

Katya Scheinberg, Shai Fine, K. Scheinberg, 2002 .

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

Alberto J. Lamadrid, Katya Scheinberg, Shalinee Kishore, 2018, AAAI Workshops.

Sparse Markov net learning with priors on regularization parameters

Katya Scheinberg, Irina Rish, Narges Bani Asadi, 2010, ISAIM.

Sparse Inverse Covariance Selection via Alternating Linearization Methods

Shiqian Ma, Katya Scheinberg, Donald Goldfarb, 2010, NIPS.

Global Convergence Rate Analysis of a Generic Line Search Algorithm with Noise

Albert S. Berahas, Katya Scheinberg, Liyuan Cao, 2019, SIAM J. Optim..

Optimal decision trees for categorical data via integer programming

Oktay Günlük, Katya Scheinberg, Jayant Kalagnanam, 2021, Journal of Global Optimization.

High Probability Complexity Bounds for Line Search Based on Stochastic Oracles

Katya Scheinberg, Billy Jin, Miaolan Xie, 2021, NeurIPS.

Mathematical Programming in Machine Learning and Data Mining

Jiming Peng, Katya Scheinberg, Tomaso Poggio, 2007 .

Alternating direction methods for non convex optimization with applications to second-order least-squares and risk parity portfolio selection

Katya Scheinberg, K. Scheinberg, Xi Bai, 2015 .

Least-squares approach to risk parity in portfolio selection

Katya Scheinberg, K. Scheinberg, Xi Bai, 2015 .

Derivative free optimization method

Katya Scheinberg, Tamás Terlaky, T. Terlaky, 2000 .