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» Constraint relaxation in approximate linear programs
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99
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SIAMJO
2008
97views more  SIAMJO 2008»
15 years 11 days ago
New Formulations for Optimization under Stochastic Dominance Constraints
Stochastic dominance constraints allow a decision-maker to manage risk in an optimization setting by requiring their decision to yield a random outcome which stochastically domina...
James Luedtke
ICML
2010
IEEE
15 years 1 months ago
Learning Efficiently with Approximate Inference via Dual Losses
Many structured prediction tasks involve complex models where inference is computationally intractable, but where it can be well approximated using a linear programming relaxation...
Ofer Meshi, David Sontag, Tommi Jaakkola, Amir Glo...
130
Voted
CVPR
2011
IEEE
14 years 8 months ago
Scale and Rotation Invariant Matching Using Linearly Augmented Trees
We propose a novel linearly augmented tree method for efficient scale and rotation invariant object matching. The proposed method enforces pairwise matching consistency defined ...
Hao Jiang, Tai-Peng Tian, Stan Sclaroff
106
Voted
AMAI
2004
Springer
15 years 5 months ago
Approximate Probabilistic Constraints and Risk-Sensitive Optimization Criteria in Markov Decision Processes
The majority of the work in the area of Markov decision processes has focused on expected values of rewards in the objective function and expected costs in the constraints. Althou...
Dmitri A. Dolgov, Edmund H. Durfee
106
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ICML
2007
IEEE
16 years 1 months ago
What is decreased by the max-sum arc consistency algorithm?
Inference tasks in Markov random fields (MRFs) are closely related to the constraint satisfaction problem (CSP) and its soft generalizations. In particular, MAP inference in MRF i...
Tomás Werner