arXiv subjects

Ziyin Hu

Publications and source records attributed to Ziyin Hu.

2 recordsLinked to original sources

arXiv2026

Randomized Branch Methods with Inexact Subproblems for Bouligand Stationarity in Linear and Quadratic Programs with Complementarity Constraints

We develop randomized branch methods for finding Bouligand-stationary (B-stationary) points of linear and quadratic programs with complementarity constraints (LPCCs and QPCCs) using only linear programming subproblems. The methods exploit the finite-union geometry of the feasible set and search for first-order descent on randomly selected compatible branches. For LPCCs, an exact method optimizes over sampled branches, while an inexact simplex method can accept an improving branch-feasible vertex before solving the sampled penalty problem to optimality. For QPCCs, including problems with indefinite quadratic objectives, branch quadratic programs are replaced by linearized trust-region subproblems; a ratio test ensures actual decrease, and thresholded sampling detects branches that emerge only at accumulation points. Under the stated assumptions, the LPCC methods stabilize after finitely many changes at B-stationary points almost surely. For the QPCC method, finite termination yields a B-stationary point, and every accumulation point of an infinite run is B-stationary almost surely. Experiments on bilevel-induced instances, instances arising from inverse quadratic programming, and sparse affine generalized Nash equilibrium instances, together with 129 MacMPEC embedding tests, show that the methods return points with competitive objective quality and runtimes on large-scale complementarity systems.

math.OC↗

arXiv2019

AFS: An Attention-based mechanism for Supervised Feature Selection

As an effective data preprocessing step, feature selection has shown its effectiveness to prepare high-dimensional data for many machine learning tasks. The proliferation of high di-mension and huge volume big data, however, has brought major challenges, e.g. computation complexity and stability on noisy data, upon existing feature-selection techniques. This paper introduces a novel neural network-based feature selection architecture, dubbed Attention-based Feature Selec-tion (AFS). AFS consists of two detachable modules: an at-tention module for feature weight generation and a learning module for the problem modeling. The attention module for-mulates correlation problem among features and supervision target into a binary classification problem, supported by a shallow attention net for each feature. Feature weights are generated based on the distribution of respective feature se-lection patterns adjusted by backpropagation during the train-ing process. The detachable structure allows existing off-the-shelf models to be directly reused, which allows for much less training time, demands for the training data and requirements for expertise. A hybrid initialization method is also intro-duced to boost the selection accuracy for datasets without enough samples for feature weight generation. Experimental results show that AFS achieves the best accuracy and stability in comparison to several state-of-art feature selection algo-rithms upon both MNIST, noisy MNIST and several datasets with small samples.

cs.LG↗