Related papers: Reformulating Inference Problems Through Selective…
This paper explores algorithms for processing probabilistic and deterministic information when the former is represented as a belief network and the latter as a set of boolean clauses. The motivating tasks are 1. evaluating beliefs networks…
It is well established that formulating an effective constraint model of a problem of interest is crucial to the efficiency with which it can subsequently be solved. Following from the observation that it is difficult, if not impossible, to…
In this article, we review selective inference, a set of techniques for inference when the statistical question asked is a function of the data. This setting often arises in contemporary scientific workflows, where hypotheses and parameters…
We propose analyzing conditional reasoning by appeal to a notion of intervention on a simulation program, formalizing and subsuming a number of approaches to conditional thinking in the recent AI literature. Our main results include a…
In this work, we introduce a new and efficient solution approach for the problem of decision making under uncertainty, which can be formulated as decision making in a belief space, over a possibly high-dimensional state space. Typically, to…
We consider the task of training machine learning models with data-dependent constraints. Such constraints often arise as empirical versions of expected value constraints that enforce fairness or stability goals. We reformulate…
Discovering statistically significant patterns from databases is an important challenging problem. The main obstacle of this problem is in the difficulty of taking into account the selection bias, i.e., the bias arising from the fact that…
Selective rationalization aims to produce decisions along with rationales (e.g., text highlights or word alignments between two sentences). Commonly, rationales are modeled as stochastic binary masks, requiring sampling-based gradient…
In simulations of multiscale dynamical systems, not all relevant processes can be resolved explicitly. Taking the effect of the unresolved processes into account is important, which introduces the need for paramerizations. We present a…
Modern approaches for simulation-based inference rely upon deep learning surrogates to enable approximate inference with computer simulators. In practice, the estimated posteriors' computational faithfulness is, however, rarely guaranteed.…
Mathematical solvers use parametrized Optimization Problems (OPs) as inputs to yield optimal decisions. In many real-world settings, some of these parameters are unknown or uncertain. Recent research focuses on predicting the value of these…
We address a fundamental problem that is systematically encountered when modeling complex systems: the limitedness of the information available. In the case of economic and financial networks, privacy issues severely limit the information…
We consider the problem of automatically proving resource bounds. That is, we study how to prove that an integer-valued resource variable is bounded by a given program expression. Automatic resource-bound analysis has recently received…
Single-level reformulations of (non-convex) distributionally robust optimization (DRO) problems are often intractable, as they contain semiinfinite dual constraints. Based on such a semiinfinite reformulation, we present a safe…
The remarkable success in neural networks provokes the selective rationalization. It explains the prediction results by identifying a small subset of the inputs sufficient to support them. Since existing methods still suffer from adopting…
We consider the problem of inference for parameters selected to report only after some algorithm, the canonical example being inference for model parameters after a model selection procedure. The conditional correction for selection…
Selective rationalization has become a common mechanism to ensure that predictive models reveal how they use any available features. The selection may be soft or hard, and identifies a subset of input features relevant for prediction. The…
We introduce a new method for solving nonlinear continuous optimization problems with chance constraints. Our method is based on a reformulation of the probabilistic constraint as a quantile function. The quantile function is approximated…
This paper addresses the problem of selective classification for deep neural networks, where a model is allowed to abstain from low-confidence predictions to avoid potential errors. We focus on so-called post-hoc methods, which replace the…
Decision-making problems can be modeled as combinatorial optimization problems with Constraint Programming formalisms such as Constrained Optimization Problems. However, few Constraint Programming formalisms can deal with both optimization…