Related papers: A Comparison of Models for Uncertain Network Desig…
Being uncertain when facing the unknown is key to intelligent decision making. However, machine learning algorithms lack reliable estimates about their predictive uncertainty. This leads to wrong and overly-confident decisions when…
In binary classification problems, mainly two approaches have been proposed; one is loss function approach and the other is uncertainty set approach. The loss function approach is applied to major learning algorithms such as support vector…
In this work, we present a scalable and efficient system for exploring the supply landscape in real-time bidding. The system directs exploration based on the predictive uncertainty of models used for click-through rate prediction and works…
The use of deep learning for medical imaging has seen tremendous growth in the research community. One reason for the slow uptake of these systems in the clinical setting is that they are complex, opaque and tend to fail silently. Outside…
We introduce a general framework for Markov decision problems under model uncertainty in a discrete-time infinite horizon setting. By providing a dynamic programming principle we obtain a local-to-global paradigm, namely solving a local,…
In this paper the capacitated hub location problem is formulated by a minimax regret model, which takes into account uncertain setup cost and demand. We focus on hub location with multiple allocations as a strategic problem requiring one…
Modern computers enable methods for design optimization that account for uncertainty in the system---so-called optimization under uncertainty. We propose a metric for OUU that measures the distance between a designer-specified probability…
A basic requirement for a mathematical model is often that its solution (output) shouldn't change much if the model's parameters (input) are perturbed. This is important because the exact values of parameters may not be known and one would…
Turbulent dynamical systems characterized by both a high-dimensional phase space and a large number of instabilities are ubiquitous among many complex systems in science and engineering. The existence of a strange attractor in the turbulent…
In the past decades, most work in the area of data analysis and machine learning was focused on optimizing predictive models and getting better results than what was possible with existing models. To what extent the metrics with which such…
In a data-scarce field such as healthcare, where models often deliver predictions on patients with rare conditions, the ability to measure the uncertainty of a model's prediction could potentially lead to improved effectiveness of decision…
Techniques for understanding the functioning of complex machine learning models are becoming increasingly popular, not only to improve the validation process, but also to extract new insights about the data via exploratory analysis. Though…
A common problem in the optimization of structures is the handling of uncertainties in the parameters. If the parameters appear in the constraints, the uncertainties can lead to an infinite number of constraints. Usually the constraints…
This paper studies binary linear programming problems in the presence of uncertainties that may cause solution values to change during implementation. This type of uncertainty, termed implementation uncertainty, is modeled explicitly…
We consider the goal of predicting how complex networks respond to chronic (press) perturbations when characterizations of their network topology and interaction strengths are associated with uncertainty. Our primary result is the…
It is nowadays widely acknowledged that optimal structural design should be robust with respect to the uncertainties in loads and material parameters. However, there are several alternatives to consider such uncertainties in structural…
Spatial networks are a powerful framework for studying a large variety of systems belonging to a broad diversity of contexts: from transportation to biology, from epidemiology to communications, and migrations, to cite a few. Spatial…
Statistical uncertainty of different filtration techniques for market network analysis is studied. Two measures of statistical uncertainty are discussed. One is based on conditional risk for multiple decision statistical procedures and…
Uncertainty estimation bears the potential to make deep learning (DL) systems more reliable. Standard techniques for uncertainty estimation, however, come along with specific combinations of strengths and weaknesses, e.g., with respect to…
This paper provides a novel framework for solving multiobjective discrete optimization problems with an arbitrary number of objectives. Our framework formulates these problems as network models, in that enumerating the Pareto frontier…