NeurPRISE trains a GNN-Transformer via imitation learning to mimic a lookahead heuristic for scenario reduction in 2RO, delivering 7-200x speedups with competitive regret on three test problems and zero-shot generalization.
PyTorch: An imperative style, high-performance deep learning library.Advances in neural information processing systems, 32
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Gauss-Newton descent whitens errors by projecting Newton directions or gradients onto the tangent space, replacing JJ^T with the identity and removing parameterization distortions that affect Newton descent.
LBI enables tractable parallel backpropagation by reducing inter-region adjoint computation to low-dimensional r x r Jacobians while preserving exact gradients under a bounded-interface model.
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Learning Scenario Reduction for Two-Stage Robust Optimization with Discrete Uncertainty
NeurPRISE trains a GNN-Transformer via imitation learning to mimic a lookahead heuristic for scenario reduction in 2RO, delivering 7-200x speedups with competitive regret on three test problems and zero-shot generalization.
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Error whitening: Why Gauss-Newton outperforms Newton
Gauss-Newton descent whitens errors by projecting Newton directions or gradients onto the tangent space, replacing JJ^T with the identity and removing parameterization distortions that affect Newton descent.
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LBI: Parallel Scan Backpropagation via Latent Bounded Interfaces
LBI enables tractable parallel backpropagation by reducing inter-region adjoint computation to low-dimensional r x r Jacobians while preserving exact gradients under a bounded-interface model.
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