Related papers: Data-Pooling in Stochastic Optimization

Pooling specimens, a well-accepted sampling strategy in biomedical research, can be applied to reduce the cost of studying biomarkers. Even if the cost of a single assay is not a major restriction in evaluating biomarkers, pooling can be a…

Optimal stopping is the problem of deciding when to stop a stochastic system to obtain the greatest reward, arising in numerous application areas such as finance, healthcare and marketing. State-of-the-art methods for high-dimensional…

On-Demand Ride-Pooling services have the potential to increase traffic efficiency compared to private vehicle trips by decreasing parking space needed and increasing vehicle occupancy due to higher vehicle utilization and shared trips,…

The integration of constrained optimization models as components in deep networks has led to promising advances on many specialized learning tasks. A central challenge in this setting is backpropagation through the solution of an…

Stochastic optimal control problems have a long tradition in applied probability, with the questions addressed being of high relevance in a multitude of fields. Even though theoretical solutions are well understood in many scenarios, their…

Recently, dropout has seen increasing use in deep learning. For deep convolutional neural networks, dropout is known to work well in fully-connected layers. However, its effect in pooling layers is still not clear. This paper demonstrates…

The linear speedup property is essential for demonstrating the advantage of distributed algorithms over their single-node counterparts. In this paper, we study the stochastic Push-Pull method, a widely adopted decentralized optimization…

The model is motivated by the problem of load distribution in large-scale cloud-based data processing systems. We consider a heterogeneous service system, consisting of multiple large server pools. The pools are different in that their…

We investigate pooling problems in which multiple players vie with one another to maximize individual profit in a non-cooperative competitive market. This competitive setting is interesting and worthy of study because the majority of…

We consider the problem of information aggregation in federated decision making, where a group of agents collaborate to infer the underlying state of nature without sharing their private data with the central processor or each other. We…

We consider decentralized optimization problems in which a number of agents collaborate to minimize the average of their local functions by exchanging over an underlying communication graph. Specifically, we place ourselves in an…

There are a variety of approaches to obtain a vast receptive field with convolutional neural networks (CNNs), such as pooling or striding convolutions. Most of these approaches were initially designed for image classification and later…

We consider a class of open stochastic processing networks, with feedback routing and overlapping server capabilities, in heavy traffic. The networks we consider satisfy the so-called complete resource pooling condition and therefore have…

Strategic planning in a corporate environment is often based on experience and intuition, although internal data is usually available and can be a valuable source of information. Predicting merger & acquisition (M&A) events is at the heart…

Well-designed queuing systems form the backbone of modern communications, distributed computing, and content delivery architectures. Designs balancing infrastructure costs and user experience indices require tools from teletraffic theory…

The proliferation of big data and analytic workloads has driven the need for cloud compute and cluster-based job processing. With Apache Spark, users can process terabytes of data at ease with hundreds of parallel executors. At Microsoft,…

While solutions of Distributionally Robust Optimization (DRO) problems can sometimes have a higher out-of-sample expected reward than the Sample Average Approximation (SAA), there is no guarantee. In this paper, we introduce a class of…

If private vehicle trips can be replaced, ride-pooling services can decrease parking space needed by higher vehicle utilization and increase traffic efficiency by increasing vehicle occupancy. Nevertheless, substantial benefits can only be…

As the size of modern data sets exceeds the disk and memory capacities of a single computer, machine learning practitioners have resorted to parallel and distributed computing. Given that optimization is one of the pillars of machine…

Spatial pooling has been proven highly effective in capturing long-range contextual information for pixel-wise prediction tasks, such as scene parsing. In this paper, beyond conventional spatial pooling that usually has a regular shape of…