2020
DOI: 10.48550/arxiv.2006.04248
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Learning Convex Optimization Models

Abstract: A convex optimization model predicts an output from an input by solving a convex optimization problem. The class of convex optimization models is large, and includes as special cases many well-known models like linear and logistic regression. We propose a heuristic for learning the parameters in a convex optimization model from a dataset of input-output pairs, using recently developed methods for differentiating the solution of a convex optimization problem with respect to its parameters. We describe three gen… Show more

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Cited by 2 publications
(3 citation statements)
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“…Toy Experiment: In this experiment, the VAE Encoder is made up of 3 CNN layers with filter sizes of [ (3,3), (4,4), (5,5)], strides of [1, 2, 2], and padding of [1, 1, 2] respectively. Similarly, the decoder is made up of 3 CNN layers with filter sizes of [ (6,6), (6,6), (5,5)], strides of [2, 2, 1], and padding of [2,2,2] respectively.…”
Section: Appendixmentioning
confidence: 99%
See 1 more Smart Citation
“…Toy Experiment: In this experiment, the VAE Encoder is made up of 3 CNN layers with filter sizes of [ (3,3), (4,4), (5,5)], strides of [1, 2, 2], and padding of [1, 1, 2] respectively. Similarly, the decoder is made up of 3 CNN layers with filter sizes of [ (6,6), (6,6), (5,5)], strides of [2, 2, 1], and padding of [2,2,2] respectively.…”
Section: Appendixmentioning
confidence: 99%
“…In stark contrast, we focus on fixed, model-based control policies (often represented by a convex program), and instead focus on re-training perception models that provide state estimates that serve as input parameters for convex MPC. To do so, we leverage recent advances in differentiable MPC [5], [4], [7] to compute the sensitivity of the control cost to erroneous perceptual inputs. As such, we leverage the structure of the model-based controller to efficiently synthesize adversarial inputs as opposed to model-free RARL methods.…”
Section: Introductionmentioning
confidence: 99%
“…KKT conditions) the implicit function theorem can be used to compute gradients. This was done for quadratic programs in [2], embedding MaxSAT in neural networks [62], a large class of convex optimization problems [1], smoothed top-k selection via optimal transport [67] and deep equilibrium models [4].…”
Section: End-to-end Trainingmentioning
confidence: 99%