Related papers: Harmonizing Fully Optimal Designs with Classic Ran…
We typically construct optimal designs based on a single objective function. To better capture the breadth of an experiment's goals, we could instead construct a multiple objective optimal design based on multiple objective functions. While…
Optimizing prediction accuracy can come at the expense of fairness. Towards minimizing discrimination against a group, fair machine learning algorithms strive to equalize the behavior of a model across different groups, by imposing a…
The optimal selection of experimental conditions is essential to maximizing the value of data for inference and prediction, particularly in situations where experiments are time-consuming and expensive to conduct. We propose a general…
Randomized experiments are the gold standard for estimating the causal effects of an intervention. In the simplest setting, each experimental unit is randomly assigned to receive treatment or control, and then the outcomes in each treatment…
We consider the problem of constructing optimal designs for model discrimination between competing regression models. Various new properties of optimal designs with respect to the popular $T$-optimality criterion are derived, which in many…
Control scenarios have been identified where the use of randomized design may substantially improve the performance of dynamical decoupling methods [L. F. Santos and L. Viola, Phys. Rev. Lett. {\bf 97}, 150501 (2006)]. Here, by focusing on…
Consider a binary decision making process where a single machine learning classifier replaces a multitude of humans. We raise questions about the resulting loss of diversity in the decision making process. We study the potential benefits of…
Stochastic optimization problems often involve data distributions that change in reaction to the decision variables. This is the case for example when members of the population respond to a deployed classifier by manipulating their features…
Algorithm design is a laborious process and often requires many iterations of ideation and validation. In this paper, we explore automating algorithm design and present a method to learn an optimization algorithm, which we believe to be the…
Algorithm designers increasingly optimize not only for accuracy, but also for the fairness of the algorithm across pre-defined groups. We study the tradeoff between fairness and accuracy for any given set of inputs to the algorithm. We…
Stochastic dominance serves as a general framework for modeling a broad spectrum of decision preferences under uncertainty, with risk aversion as one notable example, as it naturally captures the intrinsic structure of the underlying…
Conventional rule learning algorithms aim at finding a set of simple rules, where each rule covers as many examples as possible. In this paper, we argue that the rules found in this way may not be the optimal explanations for each of the…
Randomized experiments are the "gold standard" for estimating causal effects, yet often in practice, chance imbalances exist in covariate distributions between treatment groups. If covariate data are available before units are exposed to…
Model-based experimental design is attracting increasing attention in chemical process engineering. Typically, an iterative procedure is pursued: an approximate model is devised, prescribed experiments are then performed and the resulting…
One-shot decision making is required in situations in which we can evaluate a fixed number of solution candidates but do not have any possibility for further, adaptive sampling. Such settings are frequently encountered in neural network…
We consider experiments for comparing treatments using units that are ordered linearly over time or space within blocks. In addition to the block effect, we assume that a trend effect influences the response. The latter is modeled as a…
Switchback experiments, where a firm sequentially exposes an experimental unit to random treatments, are among the most prevalent designs used in the technology sector, with applications ranging from ride-hailing platforms to online…
We develop adaptive discretization algorithms for locally optimal experimental design of nonlinear prediction models. With these algorithms, we refine and improve a pertinent state-of-the-art algorithm in various respects. We establish…
We examine the problem of optimal design in the context of filtering multiple random walks. Specifically, we define the steady state E-optimal design criterion and show that the underlying optimization problem leads to a second order cone…
This paper bridges some of the gap between optimal planning and reinforcement learning (RL), both of which share roots in dynamic programming applied to sequential decision making or optimal control. Whereas planning typically favors…