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Two-Player Games for Efficient Non-Convex Constrained Optimization.

algorithmic learning theory, (2019)

Cited by: 34|Views139
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Abstract

In recent years, constrained optimization has become increasingly relevant to the machine learning community, with applications including Neyman-Pearson classification, robust optimization, and fair machine learning. A natural approach to constrained optimization is to optimize the Lagrangian, but this is not guaranteed to work in the non...More

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