4 papers
A basic time series forecasting course with Python
Alain Zemkoho
The aim of this paper is to present a set of Python-based tools to develop forecasts using time series data sets. The material is based on a four week course that the author has ta…
Bilevel hyperparameter optimization for support vector classification: theoretical analysis and a solution method
Qingna Li, Zhen Li, Alain Zemkoho
Support vector classification (SVC) is a classical and well-performed learning method for classification problems. A regularization parameter, which significantly affects the class…
Gauss-Newton-type methods for bilevel optimization
Joerg Fliege, Andrey Tin, Alain Zemkoho
This article studies Gauss-Newton-type methods for over-determined systems to find solutions to bilevel programming problems. To proceed, we use the lower-level value function refo…
A note on partial calmness for bilevel optimization problems with linearly structured lower level
Patrick Mehlitz, Leonid I. Minchenko, Alain B. Zemkoho
Partial calmness is a celebrated but restrictive property of bilevel optimization problems whose presence opens a way to the derivation of Karush--Kuhn--Tucker-type necessary optim…