Model Selection by Linear Programming

被引:0
|
作者
Wang, Joseph [1 ]
Bolukbasi, Tolga [1 ]
Trapeznikov, Kirill [1 ]
Saligrama, Venkatesh [1 ]
机构
[1] Boston Univ, Boston, MA 02215 USA
来源
关键词
test-time budget; adaptive model selection; cost-sensitive learning;
D O I
暂无
中图分类号
TP18 [人工智能理论];
学科分类号
081104 ; 0812 ; 0835 ; 1405 ;
摘要
Budget constraints arise in many computer vision problems. Computational costs limit many automated recognition systems while crowdsourced systems are hindered by monetary costs. We leverage wide variability in image complexity and learn adaptive model selection policies. Our learnt policy maximizes performance under average budget constraints by selecting "cheap" models for low complexity instances and utilizing descriptive models only for complex ones. During training, we assume access to a set of models that utilize features of different costs and types. We consider a binary tree architecture where each leaf corresponds to a different model. Internal decision nodes adaptively guide model-selection process along paths on a tree. The learning problem can be posed as an empirical risk minimization over training data with a non-convex objective function. Using hinge loss surrogates we show that adaptive model selection reduces to a linear program thus realizing substantial computational efficiencies and guaranteed convergence properties.
引用
收藏
页码:647 / 662
页数:16
相关论文
共 50 条
  • [41] Tolerances in Portfolio Selection via Interval Linear Programming
    Hladik, Milan
    PROCEEDINGS OF THE 26TH INTERNATIONAL CONFERENCE ON MATHEMATICAL METHODS IN ECONOMICS 2008, 2008, : 187 - 193
  • [42] PARTIALLY NORMALIZED PIVOT SELECTION IN LINEAR PROGRAMMING.
    Crowder, Harlan
    Hattingh, J.M.
    1975, (04): : 12 - 25
  • [43] A CONTRIBUTION TO MULTITRAIT SELECTION - THE USE OF LINEAR-PROGRAMMING
    OURY, FX
    AGRONOMIE, 1990, 10 (07): : 517 - 524
  • [44] A Study on Portfolio Selection Based on Fuzzy Linear Programming
    Akbas, Serkan
    Dalkilic, Turkan Erbay
    Aksoy, Tugba Gul
    INTERNATIONAL JOURNAL OF UNCERTAINTY FUZZINESS AND KNOWLEDGE-BASED SYSTEMS, 2022, 30 (02) : 211 - 230
  • [45] A minimax portfolio selection rule with linear programming solution
    Young, MR
    MANAGEMENT SCIENCE, 1998, 44 (05) : 673 - 683
  • [46] An integer linear programming approach to maintenance strategies selection
    Braglia, Marcello
    Castellano, Davide
    Frosolini, Marco
    INTERNATIONAL JOURNAL OF QUALITY & RELIABILITY MANAGEMENT, 2013, 30 (09) : 991 - +
  • [47] CONNECTIONIST NETWORKS FOR PIVOT SELECTION IN LINEAR-PROGRAMMING
    MONFROGLIO, A
    NEUROCOMPUTING, 1995, 8 (01) : 51 - 78
  • [48] Linear programming method for portfolio selection with transaction costs
    Yang, F.M.
    Xitong Gongcheng Lilun yu Shijian/System Engineering Theory and Practice, 2001, 21 (06):
  • [49] Efficient Energy Linear Programming Model
    Li, Yan
    Cui, Jinrong
    Ye, Jun
    Zhu, Zixian
    Xiao, Guangpeng
    PROCEEDINGS OF 2018 5TH IEEE INTERNATIONAL CONFERENCE ON CLOUD COMPUTING AND INTELLIGENCE SYSTEMS (CCIS), 2018, : 953 - 957
  • [50] LINEAR PROGRAMMING GENERAL EQUILIBRIUM MODEL
    BUSHNELL, R
    BROEHL, J
    SULLIVAN, R
    LEMMON, A
    ECONOMETRICA, 1971, 39 (04) : 404 - &