Related papers: Implementing Resolute Choice Under Uncertainty
Understanding how subsets of items are chosen from offered sets is critical to assortment planning, wireless network planning, and many other applications. There are two seemingly unrelated subset choice models that capture dependencies…
In this paper, we propose a novel approach for data-driven decision-making under uncertainty in the presence of contextual information. Given a finite collection of observations of the uncertain parameters and potential explanatory…
A task of interest in machine learning (ML) is that of ascribing explanations to the predictions made by ML models. Furthermore, in domains deemed high risk, the rigor of explanations is paramount. Indeed, incorrect explanations can and…
The way that people make choices or exhibit preferences can be strongly affected by the set of available alternatives, often called the choice set. Furthermore, there are usually heterogeneous preferences, either at an individual level…
Interest has been growing in decision-focused machine learning methods which train models to account for how their predictions are used in downstream optimization problems. Doing so can often improve performance on subsequent decision…
Machine Learning explainability techniques have been proposed as a means of `explaining' or interrogating a model in order to understand why a particular decision or prediction has been made. Such an ability is especially important at a…
We use decision theory to confront uncertainty that is sufficiently broad to incorporate "models as approximations." We presume the existence of a featured collection of what we call "structured models" that have explicit substantive…
Should prediction models always deliver a prediction? In the pursuit of maximum predictive performance, critical considerations of reliability and fairness are often overshadowed, particularly when it comes to the role of uncertainty.…
In this paper, we consider sequential dynamic team decision problems with nonclassical information structures. First, we address the problem from the point of view of a ``manager" who seeks to derive the optimal strategy of the team in a…
We extend Robust Optimization to fractional programming, where both the objective and the constraints contain uncertain parameters. Earlier work did not consider uncertainty in both the objective and the constraints, or did not use Robust…
We study two-stage stochastic optimization problems with random recourse, where the adaptive decisions are multiplied with the uncertain parameters in both the objective function and the constraints. To mitigate the computational…
Various ways for decision making with imprecise probabilities (admissibility, maximal expected utility, maximality, E-admissibility, $\Gamma$-maximax, $\Gamma$-maximin, all of which are well-known from the literature) are discussed and…
This paper presents an approach to the design of autonomous, real-time systems operating in uncertain environments. We address issues of problem solving and reflective control of reasoning under uncertainty in terms of two fundamental…
We study the problem of resilient strategies in the presence of uncertainty. Resilient strategies enable an agent to make decisions that are robust against disturbances. In particular, we are interested in those disturbances that are able…
Decision trees (DTs) epitomize the ideal of interpretability of machine learning (ML) models. The interpretability of decision trees motivates explainability approaches by so-called intrinsic interpretability, and it is at the core of…
As artificial agents become increasingly capable, what internal structure is *necessary* for an agent to act competently under uncertainty? Classical results show that optimal control can be *implemented* using belief states or world…
We can overcome uncertainty with uncertainty. Using randomness in our choices and in what we control, and hence in the decision making process, could potentially offset the uncertainty inherent in the environment and yield better outcomes.…
Many real-world sequential decision-making problems involve critical systems with financial risks and human-life risks. While several works in the past have proposed methods that are safe for deployment, they assume that the underlying…
We present an anytime algorithm which computes policies for decision problems represented as multi-stage influence diagrams. Our algorithm constructs policies incrementally, starting from a policy which makes no use of the available…
A key strategy for balancing performance and cost in modern machine learning systems is to dynamically route queries to either a low-cost model or a more expensive oracle (such as a large pretrained model or human expert), an approach known…