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Optimization Problems for Machine Learning: A Survey

2019/01/16 by Claudio Gambella, Bissan Ghaddar, Joe Naoum-Sawaya +1 · 2 voices · 2 citations
Computer Science · Mathematics · #Anomaly Detection Techniques and Applications #Machine Learning and Algorithms #Machine Learning and Data Classification #cs.LG #math.OC

paper · pdf · doi:10.1016/j.ejor.2020.08.045

published as European Journal of Operational Research, 290, May 2021

openalex publication_date 2020/08/29 · arxiv created 2021/01/11 · arxiv updated 2021/01/12 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/29

Abstract

This paper surveys the machine learning literature and presents in an optimization framework several commonly used machine learning approaches. Particularly, mathematical optimization models are presented for regression, classification, clustering, deep learning, and adversarial learning, as well as new emerging applications in machine teaching, empirical model learning, and Bayesian network structure learning. Such models can benefit from the advancement of numerical optimization techniques which have already played a distinctive role in several machine learning settings. The strengths and the shortcomings of these models are discussed and potential research directions and open problems are highlighted.

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