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Data-driven inverse optimization for mixed-integer linear programs (MILPs), which seeks to learn an objective function and constraints consistent with observed decisions, is important for building accurate mathematical models in a variety…
We propose a new methodology for parameterized constrained robust optimization, an important class of optimization problems under uncertainty, based on learning with a self-supervised penalty-based loss function. Whereas supervised learning…
Bayesian optimization is a sequential method for minimizing objective functions that are expensive to evaluate and about which few assumptions can be made. By using all gathered data to train a Gaussian process model for the function and…
Over the last few years, there has been a surge in the use of learning techniques to improve the performance of optimization algorithms. In particular, the learning of branching rules in mixed integer linear programming has received a lot…
Data and knowledge representation are fundamental concepts in machine learning. The quality of the representation impacts the performance of the learning model directly. Feature learning transforms or enhances raw data to structures that…
This paper is about a machine learning approach based on the multilinear projection of an unknown function (or probability distribution) to be estimated towards a linear (or multilinear) dimensional space E'. The proposal transforms the…
In this work, a new multiobjective optimization algorithm called multiobjective learner performance-based behavior algorithm is proposed. The proposed algorithm is based on the process of transferring students from high school to college.…
There has been a great effort to transfer linear discriminant techniques that operate on vector data to high-order data, generally referred to as Multilinear Discriminant Analysis (MDA) techniques. Many existing works focus on maximizing…
Many complex multi-target prediction problems that concern large target spaces are characterised by a need for efficient prediction strategies that avoid the computation of predictions for all targets explicitly. Examples of such problems…
We study the problem of optimizing nonlinear objective functions over bipartite matchings. While the problem is generally intractable, we provide several efficient algorithms for it, including a deterministic algorithm for maximizing convex…
In high-dimensional settings, sparse structures are critical for efficiency in term of memory and computation complexity. For a linear system, to find the sparsest solution provided with an over-complete dictionary of features directly is…
A key problem in multiobjective linear programming is to find the set of all efficient extreme points in objective space. In this paper we introduce oriented projective geometry as an efficient and effective framework for solving this…
We consider the general problem of learning a predictor that satisfies multiple objectives of interest simultaneously, a broad framework that captures a range of specific learning goals including calibration, regret, and multiaccuracy. We…
Real-life combinatorial optimization problems often involve several conflicting objectives, such as price, product quality and sustainability. A computationally-efficient way to tackle multiple objectives is to aggregate them into a…
In this paper we develop an algorithm to optimise a nonlinear utility function of multiple objectives over the integer efficient set. Our approach is based on identifying and updating bounds on the individual objectives as well as the…
Creating impact in real-world settings requires artificial intelligence techniques to span the full pipeline from data, to predictive models, to decisions. These components are typically approached separately: a machine learning model is…
In this paper, we present an exact algorithm for optimizing two linear fractional over the efficient set of a multi-objective integer quadratic problem. This type of problems arises when two decision-makers, such as firms, each have a…
We propose a novel problem formulation of learning a single task when the data are provided in different feature spaces. Each such space is called an outlook, and is assumed to contain both labeled and unlabeled data. The objective is to…
Object proposals are an ensemble of bounding boxes with high potential to contain objects. In order to determine a small set of proposals with a high recall, a common scheme is extracting multiple features followed by a ranking algorithm…
Bayesian optimization is a broadly applied methodology to optimize the expensive black-box function. Despite its success, it still faces the challenge from the high-dimensional search space. To alleviate this problem, we propose a novel…