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We address the problem of computing reliable policies in reinforcement learning problems with limited data. In particular, we compute policies that achieve good returns with high confidence when deployed. This objective, known as the…

Machine Learning · Computer Science 2021-03-01 Bahram Behzadian , Reazul Hasan Russel , Marek Petrik , Chin Pang Ho

Quantization, a commonly used technique to reduce the memory footprint of a neural network for edge computing, entails reducing the precision of the floating-point representation used for the parameters of the network. The impact of such…

Machine Learning · Computer Science 2019-03-27 Abhishek Murthy , Himel Das , Md Ariful Islam

An encoder wishes to minimize the bit rate necessary to guarantee that a decoder is able to calculate a symbolwise function of a sequence available only at the encoder and a sequence that can be measured only at the decoder. This classical…

Information Theory · Computer Science 2012-04-19 Behzad Ahmadi , Osvaldo Simeone

The last decade witnessed an explosion in the availability of data for operations research applications. Motivated by this growing availability, we propose a novel schema for utilizing data to design uncertainty sets for robust optimization…

Optimization and Control · Mathematics 2014-11-25 Dimitris Bertsimas , Vishal Gupta , Nathan Kallus

We study the out-of-sample properties of robust empirical optimization problems with smooth $\phi$-divergence penalties and smooth concave objective functions, and develop a theory for data-driven calibration of the non-negative "robustness…

Machine Learning · Statistics 2020-05-20 Jun-Ya Gotoh , Michael Jong Kim , Andrew E. B. Lim

In bilevel optimization problems, a leader and a follower make their decisions in a hierarchy, and both decisions may influence each other. Usually one assumes that both players have full knowledge also of the other player's data. In a more…

Optimization and Control · Mathematics 2026-02-19 Dorothee Henke

The minimum cost lifted multicut approach has proven practically good performance in a wide range of applications such as image decomposition, mesh segmentation, multiple object tracking, and motion segmentation. It addresses such problems…

Computer Vision and Pattern Recognition · Computer Science 2021-05-18 Amirhossein Kardoost , Margret Keuper

We study the design of resilient and reliable communication networks in which a signal can be transferred only up to a limited distance before its quality falls below an acceptable threshold. When excessive signal degradation occurs,…

Machine Learning · Computer Science 2026-02-13 Mohammad Khosravi , Setareh Maghsudi

A variety of approaches has been developed to deal with uncertain optimization problems. Often, they start with a given set of uncertainties and then try to minimize the influence of these uncertainties. Depending on the approach used, the…

Optimization and Control · Mathematics 2023-07-14 Holger Berthold , Till Heller , Tobias Seidel

Most research designing novel predictive models, or employing existing ones, assumes that training and testing data are independent and identically distributed. In practice, the data encountered at serving time often deviate from the…

Machine Learning · Computer Science 2026-03-30 Hanyu Duan , Yi Yang , Ahmed Abbasi , Kar Yan Tam

With the rise of smartphones and the internet-of-things, data is increasingly getting generated at the edge on local, personal devices. For privacy, latency and energy saving reasons, this shift is causing machine learning algorithms to…

Machine Learning · Computer Science 2021-04-29 Jiaqi Li , Ross Drummond , Stephen R. Duncan

We consider robust discrete minimization problems where uncertainty is defined by a convex set in the objective. We show how an integrality gap verifier for the linear programming relaxation of the non-robust version of the problem can be…

Data Structures and Algorithms · Computer Science 2019-07-17 Khaled Elbassioni

Robust optimization is a very popular means to address decision-making problems affected by uncertainty. Its success has been fueled by its attractive robustness and scalability properties, by ease of modeling, and by the limited…

Optimization and Control · Mathematics 2020-06-17 Phebe Vayanos , Qing Jin , George Elissaios

Robust optimization is becoming increasingly important in machine learning applications. In this paper, we study a unified framework of robust submodular optimization. We study this problem both from a minimization and maximization…

Machine Learning · Computer Science 2021-03-22 Rishabh Iyer

This study addresses a class of linear mixed-integer programming (MILP) problems that involve uncertainty in the objective function parameters. The parameters are assumed to form a random vector, whose probability distribution can only be…

Optimization and Control · Mathematics 2024-03-07 Sergey S. Ketkov

This paper studies the expected optimal value of a mixed 0-1 programming problem with uncertain objective coefficients following a joint distribution. We assume that the true distribution is not known exactly, but a set of independent…

Optimization and Control · Mathematics 2017-08-28 Guanglin Xu , Samuel Burer

Linear Model Predictive Control (MPC) has been successfully used for generating feasible walking motions for humanoid robots. However, the effect of uncertainties on constraints satisfaction has only been studied using Robust MPC (RMPC)…

Systems and Control · Electrical Eng. & Systems 2020-11-16 Ahmad Gazar , Majid Khadiv , Andrea Del Prete , Ludovic Righetti

This paper studies data-driven distributionally robust bottleneck combinatorial problems (DRBCP) with stochastic costs, where the probability distribution of the cost vector is contained in a ball of distributions centered at the empirical…

Optimization and Control · Mathematics 2021-02-23 Weijun Xie , Jie Zhang , Shabbir Ahmed

This work proposes a novel theoretical framework of robust limit analysis i.e. the computation of limit loads of structures in presence of uncertainties using limit analysis and robust optimization theories. We first derive generic robust…

Optimization and Control · Mathematics 2022-03-23 Jeremy Bleyer , Vincent Leclère

In this paper, we study the problem of uncertainty estimation and calibration for LLMs. We begin by formulating the uncertainty estimation problem, a relevant yet underexplored area in existing literature. We then propose a supervised…

Machine Learning · Computer Science 2024-10-24 Linyu Liu , Yu Pan , Xiaocheng Li , Guanting Chen