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Machine learning (ML) algorithms are predictively competitive algorithms with many human-impact applications. However, the issue of long execution time remains unsolved in the literature for high-dimensional spaces. This study proposes…

Machine Learning · Computer Science 2024-03-04 Sofia Ramos-Pulido , Neil Hernandez-Gress , Hector G. Ceballos-Cancino

Mixed integer Model Predictive Control (MPC) problems arise in the operation of systems where discrete and continuous decisions must be taken simultaneously to compensate for disturbances. The efficient solution of mixed integer MPC…

Optimization and Control · Mathematics 2024-04-09 Ilias Mitrai , Prodromos Daoutidis

We explore unique considerations involved in fitting ML models to data with very high precision, as is often required for science applications. We empirically compare various function approximation methods and study how they scale with…

Machine Learning · Computer Science 2023-02-01 Eric J. Michaud , Ziming Liu , Max Tegmark

Can a machine learn Machine Learning? This work trains a machine learning model to solve machine learning problems from a University undergraduate level course. We generate a new training set of questions and answers consisting of course…

Machine Learning · Computer Science 2021-07-06 Sunny Tran , Pranav Krishna , Ishan Pakuwal , Prabhakar Kafle , Nikhil Singh , Jayson Lynch , Iddo Drori

In recent years, the power demonstrated by Machine Learning (ML) has increasingly attracted the interest of the optimization community that is starting to leverage ML for enhancing and automating the design of algorithms. One combinatorial…

Machine Learning · Computer Science 2022-09-19 Andrea Corsini , Simone Calderara , Mauro Dell'Amico

A key component of automated algorithm selection and configuration, which in most cases are performed using supervised machine learning (ML) methods is a good-performing predictive model. The predictive model uses the feature representation…

We study the impacts of business cycles on machine learning (ML) predictions. Using the S&P 500 index, we find that ML models perform worse during most recessions, and the inclusion of recession history or the risk-free rate does not…

Statistical Finance · Quantitative Finance 2023-04-21 Li Rong Wang , Hsuan Fu , Xiuyi Fan

Combinatorial optimization assumes that all parameters of the optimization problem, e.g. the weights in the objective function is fixed. Often, these weights are mere estimates and increasingly machine learning techniques are used to for…

Machine Learning · Computer Science 2019-11-25 Jaynta Mandi , Emir Demirović , Peter. J Stuckey , Tias Guns

Mixed-integer linear programming (MILP) is widely employed for modeling combinatorial optimization problems. In practice, similar MILP instances with only coefficient variations are routinely solved, and machine learning (ML) algorithms are…

Optimization and Control · Mathematics 2023-03-07 Qingyu Han , Linxin Yang , Qian Chen , Xiang Zhou , Dong Zhang , Akang Wang , Ruoyu Sun , Xiaodong Luo

This thesis designs a prediction system based on matrix factorization to predict the classification accuracy of a specific model on a particular dataset. In this thesis, we conduct comprehensive empirical research on more than fifty…

Machine Learning · Computer Science 2023-05-02 Yunbo Dong

Estimating a constrained relation is a fundamental problem in machine learning. Special cases are classification (the problem of estimating a map from a set of to-be-classified elements to a set of labels), clustering (the problem of…

Machine Learning · Computer Science 2014-08-06 Lizhen Qu , Bjoern Andres

We inspect how accurate machine learning (ML) is at forecasting realized variance of the Dow Jones Industrial Average index constituents. We compare several ML algorithms, including regularization, regression trees, and neural networks, to…

Econometrics · Economics 2026-01-21 Kim Christensen , Mathias Siggaard , Bezirgen Veliyev

Machine learning (ML) in its current form implies that an answer to any problem can be well approximated by a function of a very peculiar form: a specially adjusted iteration of Heavyside theta-functions. It is natural to ask if the answers…

High Energy Physics - Theory · Physics 2023-04-05 V. Dolotin , A. Morozov , A. Popolitov

Machine Learning (ML) can help solve combinatorial optimization (CO) problems better. A popular approach is to use a neural net to compute on the parameters of a given CO problem and extract useful information that guides the search for…

Machine Learning · Computer Science 2021-10-27 Yeong-Dae Kwon , Jinho Choo , Iljoo Yoon , Minah Park , Duwon Park , Youngjune Gwon

We explore the application of computer vision and machine learning (ML) techniques to predict material properties (e.g. compressive strength) based on SEM images. We show that it's possible to train ML models to predict materials…

In [1, 2], we have explored the theoretical aspects of feature extraction optimization processes for solving largescale problems and overcoming machine learning limitations. Majority of optimization algorithms that have been introduced in…

Machine Learning · Computer Science 2019-08-28 Farid Ghareh Mohammadi , M. Hadi Amini , Hamid R. Arabnia

Solving Constraint Optimization Problems (COPs) can be dramatically simplified by boundary estimation, that is, providing tight boundaries of cost functions. By feeding a supervised Machine Learning (ML) model with data composed of known…

Artificial Intelligence · Computer Science 2021-11-08 Helge Spieker , Arnaud Gotlieb

Machine learning (ML) is about computational methods that enable machines to learn concepts from experience. In handling a wide variety of experience ranging from data instances, knowledge, constraints, to rewards, adversaries, and lifelong…

Machine Learning · Computer Science 2023-01-11 Zhiting Hu , Eric P. Xing

This paper surveys the recent attempts, both from the machine learning and operations research communities, at leveraging machine learning to solve combinatorial optimization problems. Given the hard nature of these problems,…

Machine Learning · Computer Science 2020-03-16 Yoshua Bengio , Andrea Lodi , Antoine Prouvost

Machine Learning (ML) inspired algorithms provide a flexible set of tools for analyzing and forecasting chaotic dynamical systems. We here analyze the performance of one algorithm for the prediction of extreme events in the two-dimensional…

Machine Learning · Computer Science 2020-02-25 Martin Lellep , Jonathan Prexl , Moritz Linkmann , Bruno Eckhardt