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We consider the problem of learning optimal solutions of a partially known linear optimization problem and recovering its underlying cost function where a set of past decisions and the feasible set are known. We develop a new framework,…

Optimization and Control · Mathematics 2023-01-10 Farzin Ahmadi , Fardin Ganjkhanloo , Kimia Ghobadi

Model selection is a strategy aimed at creating accurate and robust models. A key challenge in designing these algorithms is identifying the optimal model for classifying any particular input sample. This paper addresses this challenge and…

Machine Learning · Computer Science 2023-05-22 James Kotary , Vincenzo Di Vito , Ferdinando Fioretto

In many applied optimization settings, parameters that define the constraints may not guarantee the best possible solution, and superior solutions might exist that are infeasible for the given parameter values. Removing such constraints,…

Optimization and Control · Mathematics 2024-07-22 Farzin Ahmadi , Todd R. McNutt , Kimia Ghobadi

We investigate ensemble methods for prediction in an online setting. Unlike all the literature in ensembling, for the first time, we introduce a new approach using a meta learner that effectively combines the base model predictions via…

Machine Learning · Computer Science 2022-12-01 Arda Fazla , Mustafa Enes Aydin , Orhun Tamyigit , Suleyman Serdar Kozat

We introduce Matched Machine Learning, a framework that combines the flexibility of machine learning black boxes with the interpretability of matching, a longstanding tool in observational causal inference. Interpretability is paramount in…

Methodology · Statistics 2023-04-05 Marco Morucci , Cynthia Rudin , Alexander Volfovsky

Conventional inverse optimization inputs a solution and finds the parameters of an optimization model that render a given solution optimal. The literature mostly focuses on inferring the objective function in linear problems when accepted…

Optimization and Control · Mathematics 2024-10-10 Houra Mahmoudzadeh , Kimia Ghobadi

We study optimization problems where the objective function is modeled through feedforward neural networks with rectified linear unit (ReLU) activation. Recent literature has explored the use of a single neural network to model either…

Machine Learning · Computer Science 2022-05-11 Keliang Wang , Leonardo Lozano , Carlos Cardonha , David Bergman

Ensemble pruning, selecting a subset of individual learners from an original ensemble, alleviates the deficiencies of ensemble learning on the cost of time and space. Accuracy and diversity serve as two crucial factors while they usually…

Machine Learning · Computer Science 2021-01-20 Yijun Bian , Yijun Wang , Yaqiang Yao , Huanhuan Chen

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…

Optimization and Control · Mathematics 2021-12-07 Rishabh Gupta , Qi Zhang

We study the use of novel techniques arising in machine learning for inverse problems. Our approach replaces the complex forward model by a neural network, which is trained simultaneously in a one-shot sense when estimating the unknown…

Numerical Analysis · Mathematics 2020-09-15 Philipp A. Guth , Claudia Schillings , Simon Weissmann

In this paper, we bridge the gap between hyperparameter optimization and ensemble learning by performing Bayesian optimization of an ensemble with regards to its hyperparameters. Our method consists in building a fixed-size ensemble,…

Machine Learning · Computer Science 2016-05-23 Julien-Charles Lévesque , Christian Gagné , Robert Sabourin

In classical inverse linear optimization, one assumes a given solution is a candidate to be optimal. Real data is imperfect and noisy, so there is no guarantee this assumption is satisfied. Inspired by regression, this paper presents a…

Optimization and Control · Mathematics 2017-06-23 Timothy C. Y. Chan , Taewoo Lee , Daria Terekhov

Addressing biases in AI models is crucial for ensuring fair and accurate predictions. However, obtaining large, unbiased datasets for training can be challenging. This paper proposes a comprehensive approach using multiple methods to remove…

Machine Learning · Computer Science 2024-02-15 Ahmed Radwan , Layan Zaafarani , Jetana Abudawood , Faisal AlZahrani , Fares Fourati

Training in machine learning generally consists in finding one model, whose parameters minimize a data-dependent loss. Yet, empirical work shows that ensemble learning, an approach in which multiple models are sampled, can improve…

Disordered Systems and Neural Networks · Physics 2026-04-28 Thomas Tulinski , Jorge Fernandez-De-Cossio-Diaz , Simona Cocco , Rémi Monasson

Aggregating multiple learners through an ensemble of models aim to make better predictions by capturing the underlying distribution of the data more accurately. Different ensembling methods, such as bagging, boosting, and stacking/blending,…

Machine Learning · Statistics 2020-11-03 Mohsen Shahhosseini , Guiping Hu , Hieu Pham

Consider a problem where a set of feasible observations are provided by an expert and a cost function is defined that characterizes which of the observations dominate the others and are hence, preferred. Our goal is to find a set of linear…

Optimization and Control · Mathematics 2020-09-14 Kimia Ghobadi , Houra Mahmoudzadeh

Ensemble methods are known for enhancing the accuracy and robustness of machine learning models by combining multiple base learners. However, standard approaches like greedy or random ensembling often fall short, as they assume a constant…

Machine Learning · Computer Science 2025-06-24 Sebastian Pineda Arango , Maciej Janowski , Lennart Purucker , Arber Zela , Frank Hutter , Josif Grabocka

Inverse optimization seeks to recover unknown objective parameters from observed decisions, yet fundamental questions about when recovery is possible have received limited formal treatment. This paper develops a comprehensive theoretical…

Optimization and Control · Mathematics 2026-03-19 Farzin Ahmadi , Fardin Ganjkhanloo , Kimia Ghobadi

Machine Reading Comprehension (MRC) is an active field in natural language processing with many successful developed models in recent years. Despite their high in-distribution accuracy, these models suffer from two issues: high training…

Computation and Language · Computer Science 2021-07-16 Razieh Baradaran , Hossein Amirkhani

Ensemble methods such as boosting combine multiple learners to obtain better prediction than could be obtained from any individual learner. Here we propose a principled framework for directly constructing ensemble learning methods from…

Machine Learning · Computer Science 2014-01-07 Chunhua Shen , Fayao Liu
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