Viewing profile — mccourt

This is a cool post, and I really appreciate the link/references to other content. At one point I played around with parametrizing procedural generation of mazes to produce a desir…

You can really do training in just hours? I didn't realize how efficient current systems are for this.

This blog post lists a bunch of gradient-free optimization packages, some genetic and some Bayesian: https://sigopt.com/blog/comparison-bayesian-packages-hyperpa... . Nothing from …

Great example of the fact that different circumstances require different approaches, and the fact that brute force is increasingly impractical for combinatorially complex problems.…

A very reasonable point and, certainly, the direction that parts of the computational community have embraced over the years. I will use integration as an example: classic computat…

I always appreciate articles emphasizing the importance of hyperparameter optimization; thank you for writing this. The discussion on learning rate is nice additional point to ment…

This is a good article, but I wish it went a bit further into the complexities facing Hong Kong as it seeks its place in a 21st century where access to Chinese investments is no lo…

Bayesian optimization, I am familiar with, but Q-learning, not so much. If anyone has good references on or introductions to Q-learning I would appreciate it.

Yeah, I think that's probably the split - folks from computer science/discrete math on one side and folks from engineering on the other. I grew up in math, but I was on the numeric…

Do you have a reference for fitting matrix-valued time series with nonlinear criteria? I'm familiar with the standard Box-Jenkins methods but I usually see that done with linear le…

I'd also like to throw in some work by a former colleague of mine at Argonne, Sven Leyffer on nonlinear programming: - A compendium he co-edited named (appropriately enough) Mixed …

And I can absolutely agree that, as more criteria arise, the mechanism for linear scalarization probably becomes more fragile (subject to inconsistent behavior from the coefficient…

Good call - if the problem is well behaved then small changes in gamma should be able to use the previous solution as an initial guess. And I absolutely agree with the robustness i…

That's very helpful. Thanks a lot!

That strategy can be viable; it's discussed in the Wikipedia article: https://en.wikipedia.org/wiki/Multi-objective_optimization#N... As is suggested there, though, implementing th…

Good call. That's a simpler example than where I was going.

You make a perfectly accurate point that, in practice, it is unlikely one would be able to make such a prediction without significant info about the model. The above comment was me…

Our customers who are working with multicriteria problems have, thus far, had primarily two criteria, thus we have been helping them manage their two criteria problems into a scala…

You are absolutely correct that some sort of lexicographic ordering could exist: https://en.wikipedia.org/wiki/Lexicographical_order#Finite_s... If such an ordering did exist, then…

First off, I am very hesitant to say anything about biconvex problems - I only see them in passing and they are definitely not in my wheelhouse. If anyone out there is an expert, o…

I wrote this post and am also happy to comment. Hopefully we'll be following this up soon with a post on treating robustness and cost simultaneously in a multicriteria setting. Als…