Most problems from classical machine learning can be cast as an optimization problem. We introduce GENO (GENeric Optimization), a framework that lets the user specify a constrained or unconstrained optimization problem in an easy-to-read modeling language. GENO then generates a solver, i.e., Python code, that can solve this class of optimization problems. The generated solver is usually as fast as hand-written, problem-specific, and well-engineered solvers. Often the solvers generated by GENO are faster by a large margin compared to recently developed solvers that are tailored to a specific problem class.An online interface to our framework can be found at http://www.geno-project.org.
Published Date: 2020-06-02
Registration: ISSN 2374-3468 (Online) ISSN 2159-5399 (Print) ISBN 978-1-57735-835-0 (10 issue set)
Copyright: Published by AAAI Press, Palo Alto, California USA Copyright © 2020, Association for the Advancement of Artificial Intelligence All Rights Reserved