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Safe screening rules for L0-regression from Perspective Relaxations

ICML 2020 · Learning theory and algorithms › Combinatorial and search optimization · approach: Constrained neural network optimization · 12 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
add safe screening rules (CARD) as preprocessing to CPLEXCPLEX on synthetic CARD instances · Synthetic n=1000% instances solved within 10 min: 14% to 75%Helped
add safe screening rules (CARD) as preprocessing to CPLEXCPLEX on real data instances · Real data (150 instances, 1 hour)% instances solved within time limit: 55% to 87%Helped
add safe screening rules (CARD) as preprocessingCPLEX on synthetic instances solved by both · Synthetic n=1000speedup: 60x speedupHelped
add safe screening rules (CARD) as preprocessingCPLEX on real data instances solved by both · Real dataspeedup: 360x speedupHelped
increase gamma (stronger l2 regularization)screening rules · Synthetic n=1000number of variables fixedHelped
decrease k (stronger l0 regularization)screening rules · Synthetic n=1000number of variables fixedHelped
increase gamma beyond 25*gamma0 on real datascreening rules · Real dataproportion of variables fixedHurt
add safe screening rules to CPLEX on Diabetes instances with few variables fixed (ablation)CPLEX on Diabetes · Diabetes, k=30, gamma=gamma0solve time (s): exceeds 1hr limit to 12 sHelped

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