GENO - Optimization for Classical Machine Learning Made Fast and Easy

Sören Laue, Matthias Mitterreiter, Joachim Giesen

Abstract: 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.