2 citations · 3 across the 4 of their papers we have counts for
7 papers
Scalable Inference of Sparsely-changing Markov Random Fields with Strong Statistical Guarantees
Salar Fattahi, Andres Gomez
In this paper, we study the problem of inferring time-varying Markov random fields (MRF), where the underlying graphical model is both sparse and changes sparsely over time. Most o…
Supermodularity and valid inequalities for quadratic optimization with indicators
Alper Atamturk, Andres Gomez
We study the minimization of a rank-one quadratic with indicators and show that the underlying set function obtained by projecting out the continuous variables is supermodular. Alt…
Fractional 0-1 programming and submodularity
Shaoning Han, Andres Gomez, Oleg A Prokopyev
In this note we study multiple-ratio fractional 0--1 programs, a broad class of NP-hard combinatorial optimization problems. In particular, under some relatively mild assumptions w…
Safe Screening Rules for -Regression
Alper Atamtürk, Andrés Gómez
We give safe screening rules to eliminate variables from regression with regularization or cardinality constraint. These rules are based on guarantees that a feature may o…
Learning Optimal Classification Trees: Strong Max-Flow Formulations
Sina Aghaei, Andres Gomez, Phebe Vayanos
We consider the problem of learning optimal binary classification trees. Literature on the topic has burgeoned in recent years, motivated both by the empirical suboptimality of heu…
Rank-one Convexification for Sparse Regression
Alper Atamturk, Andres Gomez
Sparse regression models are increasingly prevalent due to their ease of interpretability and superior out-of-sample performance. However, the exact model of sparse regression with…