Jingfu Tan

Jingfu Tan is now a Ph.D. student in the Department of Industrial and Systems Engineering at Lehigh University.

Stochastic set-valued optimization and its application to robust learning

  • Tommaso Giovannelli
  • Jingfu Tan
  • Luis Nunes Vicente
    • Categories Robust Optimization Tags , , ,

    In this paper, we develop a stochastic set-valued optimization (SVO) framework tailored for robust machine learning. In the SVO setting, each decision variable is mapped to a set of objective values, and optimality is defined via set relations. We focus on SVO problems with hyperbox sets, which can be reformulated as multi-objective optimization (MOO) problems … Read more

    Non-smooth stochastic gradient descent using smoothing functions

  • Tommaso Giovannelli
  • Jingfu Tan
  • Luis Nunes Vicente
    • Categories Convex and Nonsmooth Optimization Tags , , ,

    In this paper, we address stochastic optimization problems involving a composition of a non-smooth outer function and a smooth inner function, a formulation frequently encountered in machine learning and operations research. To deal with the non-differentiability of the outer function, we approximate the original non-smooth function using smoothing functions, which are continuously differentiable and approach … Read more