The Interplay of Optimization and Machine Learning Research

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The Interplay of Optimization and Machine Learning Research
The fields of machine learning and mathematical programming are increasingly intertwined. Optimization problems lie at the heart of most machine learning approaches. The Special Topic on Machine Learning and Large Scale Optimization examines this interplay. Machine learning researchers have embraced the advances in mathematical programming allowing new types of models to be pursued. The special topic includes models using quadratic, linear, second-order cone, semidefinite, and semi-infinite programs. We observe that the qualities of good optimization algorithms from the machine learning and optimization perspectives can be quite different. Mathematical programming puts a premium on accuracy, speed, and robustness. Since generalization is the bottom line in machine learning and training is normally done off-line, accuracy and small speed improvements are of little concern in machine learning. Machine learning prefers simpler algorithms that work in reasonable computational time for spe...
Kristin P. Bennett, Emilio Parrado-Hernánde
Added 13 Dec 2010
Updated 13 Dec 2010
Type Journal
Year 2006
Where JMLR
Authors Kristin P. Bennett, Emilio Parrado-Hernández
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