loss function – Optimization Online

The Combinatorial Brain Surgeon: Pruning Weights That Cancel One Another in Neural Networks

Published: 2022/03/10

Data-Mining, Meta Heuristics, Quadratic Programming loss function, network pruning, neural networks

Neural networks tend to achieve better accuracy with training if they are larger — even if the resulting models are overparameterized. Nevertheless, carefully removing such excess parameters before, during, or after training may also produce models with similar or even improved accuracy. In many cases, that can be curiously achieved by heuristics as simple as … Read more

Shortfall Risk Models When Information of Loss Function Is Incomplete

Published: 2018/04/25

Erick Delage

Shaoyan Guo

Huifu Xu

Linear Programming, Robust Optimization, Stochastic Programming inverse problems, loss function, portfolio optimization, preference robust optimization, sample average approximation, tractability, utility-based shortfall risk measure

Utility-based shortfall risk measure (SR) has received increasing attentions over the past few years for its potential to quantify more effectively the risk of large losses than conditional value at risk. In this paper we consider the case that the true loss function is unavailable either because it is difficult to be identified or the … Read more