Related papers: Estimating the Value of Computation in Flexible In…
The cost of deriving actionable knowledge from large datasets has been decreasing thanks to a convergence of positive factors: low cost data generation, inexpensively scalable storage and processing infrastructure (cloud), software…
Market-based mechanisms such as auctions are being studied as an appropriate means for resource allocation in distributed and mulitagent decision problems. When agents value resources in combination rather than in isolation, they must often…
Because of increasing amounts of intermittent and distributed generators in power systems, many demand response programs have been developed to schedule flexible energy consumption. However, proper benchmarks for comparing these methods are…
In this paper, we investigate the trade-off between convergence rate and computational cost when minimizing a composite functional with proximal-gradient methods, which are popular optimisation tools in machine learning. We consider the…
Selecting a small set of informative features from a large number of possibly noisy candidates is a challenging problem with many applications in machine learning and approximate Bayesian computation. In practice, the cost of computing…
The paper introduces a generalization for known probabilistic models such as log-linear and graphical models, called here multiplicative models. These models, that express probabilities via product of parameters are shown to capture…
Accurate estimation such as cost estimation, quality estimation and risk analysis is a major issue in management. We propose a patent pending soft computing framework to tackle this challenging problem. Our generic framework is independent…
Maximum likelihood estimators are often of limited practical use due to the intensive computation they require. We propose a family of alternative estimators that maximize a stochastic variation of the composite likelihood function. Each of…
As the use of machine learning in high impact domains becomes widespread, the importance of evaluating safety has increased. An important aspect of this is evaluating how robust a model is to changes in setting or population, which…
Simulation-based inference (SBI) is the preferred framework for estimating parameters of intractable models in science and engineering. A significant challenge in this context is the large computational cost of simulating data from complex…
When solving decision and optimisation problems, many competing algorithms (model and solver choices) have complementary strengths. Typically, there is no single algorithm that works well for all instances of a problem. Automated algorithm…
In this paper we focus on the problem of assigning uncertainties to single-point predictions generated by a deterministic model that outputs a continuous variable. This problem applies to any state-of-the-art physics or engineering models…
Simulation models often have parameters as input and return outputs to understand the behavior of complex systems. Calibration is the process of estimating the values of the parameters in a simulation model in light of observed data from…
In previous work (Fertig and Breese, 1989; Fertig and Breese, 1990) we defined a mechanism for performing probabilistic reasoning in influence diagrams using interval rather than point-valued probabilities. In this paper we extend these…
Inferential models (IMs) offer provably reliable, data-driven, possibilistic statistical inference. But despite the IM framework's theoretical and foundational advantages, efficient computation is a challenge. This paper presents a simple…
Identifying the trade-offs between model-based and model-free methods is a central question in reinforcement learning. Value-based methods offer substantial computational advantages and are sometimes just as statistically efficient as…
This work addresses inverse linear optimization where the goal is to infer the unknown cost vector of a linear program. Specifically, we consider the data-driven setting in which the available data are noisy observations of optimal…
An efficient and flexible engine for computing fixed points is critical for many practical applications. In this paper, we firstly present a goal-directed fixed point computation strategy in the logic programming paradigm. The strategy…
Automatic numerical algorithms attempt to provide approximate solutions that differ from exact solutions by no more than a user-specified error tolerance. The computational cost is often determined \emph{adaptively} by the algorithm based…
Approximate computing is a research area where we investigate a wide spectrum of techniques to trade off computation accuracy for better performance or energy consumption. In this work, we provide a general introduction to approximate…