Related papers: Efficient algorithm for estimation of qualitative …
Utilitarian algorithm configuration identifies a parameter setting for a given algorithm that maximizes a user's utility. Utility functions offer a theoretically well-grounded approach to optimizing decision-making under uncertainty and are…
As a compact representation of joint probability distributions over a dependence graph of random variables, and a tool for modelling and reasoning in the presence of uncertainty, Bayesian networks are of great importance for artificial…
In many applications such as rationing medical care and supplies, university admissions, and the assignment of public housing, the decision of who receives an allocation can be justified by various normative criteria. Such settings have…
Interpreting data with mathematical models is an important aspect of real-world industrial and applied mathematical modeling. Often we are interested to understand the extent to which a particular set of data informs and constrains model…
This paper proposes a communication-efficient, event-triggered inference framework for cooperative edge AI systems comprising multiple user devices and edge servers. Building upon dual-threshold early-exit strategies for rare-event…
Two-stage stochastic programming is a problem formulation for decision-making under uncertainty. In the first stage, the actor makes a best "here and now" decision in the presence of uncertain quantities that will be resolved in the future,…
This paper studies the estimation of network weights for a class of systems with binary-valued observations. In these systems only quantized observations are available for the network estimation. Furthermore, system states are coupled with…
We treat uncertain linear programming problems by utilizing the notion of weighted analytic centers and notions from the area of multi-criteria decision making. After introducing our approach, we develop interactive cutting-plane algorithms…
We typically construct optimal designs based on a single objective function. To better capture the breadth of an experiment's goals, we could instead construct a multiple objective optimal design based on multiple objective functions. While…
We consider a popular model of microeconomics with countably many assets: the Arbitrage Pricing Model. We study the problem of optimal investment under an expected utility criterion and look for conditions ensuring the existence of optimal…
We propose new sequential simulation-optimization algorithms for general convex optimization via simulation problems with high-dimensional discrete decision space. The performance of each choice of discrete decision variables is evaluated…
Efficient resource allocation is challenging when privacy of users is important. Distributed approaches have recently been used extensively to find a solution for such problems. In this work, the efficiency of distributed AIMD algorithm for…
We develop adaptive discretization algorithms for locally optimal experimental design of nonlinear prediction models. With these algorithms, we refine and improve a pertinent state-of-the-art algorithm in various respects. We establish…
A sequential quadratic optimization algorithm for minimizing an objective function defined by an expectation subject to nonlinear inequality and equality constraints is proposed, analyzed, and tested. The context of interest is when it is…
It has recently been shown that many of the existing quasi-Newton algorithms can be formulated as learning algorithms, capable of learning local models of the cost functions. Importantly, this understanding allows us to safely start…
We consider discrete optimization problems with interval uncertatinty of objective function coefficients. The interval uncertainty models measurements errors. A pos\-sible optimal solution is a solution that is optimal for some possible…
We exploit qualitative probabilistic relationships among variables for computing bounds of conditional probability distributions of interest in Bayesian networks. Using the signs of qualitative relationships, we can implement abstraction…
This paper focuses on managing the cost of deliberation before action. In many problems, the overall quality of the solution reflects costs incurred and resources consumed in deliberation as well as the cost and benefit of execution, when…
This thesis is concerned with the design of distributed algorithms for solving optimization problems. We consider networks where each node has exclusive access to a cost function, and design algorithms that make all nodes cooperate to find…
In this paper, we use evidence-specific value abstraction for speeding Bayesian networks inference. This is done by grouping variable values and treating the combined values as a single entity. As we show, such abstractions can exploit…