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Many real-world decisions are made under uncertainty by solving optimization problems using predicted quantities. This predict-then-optimize paradigm has motivated decision-focused learning, which trains models with awareness of how the…
Uncertainty quantification is a central challenge in reliable and trustworthy machine learning. Naive measures such as last-layer scores are well-known to yield overconfident estimates in the context of overparametrized neural networks.…
In distributed optimization, the practical problem-solving performance is essentially sensitive to algorithm selection, parameter setting, problem type and data pattern. Thus, it is often laborious to acquire a highly efficient method for a…
Machine scheduling aims to optimize job assignments to machines while adhering to manufacturing rules and job specifications. This optimization leads to reduced operational costs, improved customer demand fulfillment, and enhanced…
Machine Learning (ML) is an expressive framework for turning data into computer programs. Across many problem domains -- both in industry and policy settings -- the types of computer programs needed for accurate prediction or optimal…
Deep learning has shown successful application in visual recognition and certain artificial intelligence tasks. Deep learning is also considered as a powerful tool with high flexibility to approximate functions. In the present work,…
We consider the estimation of the average treatment effect in the treated as a function of baseline covariates, where there is a valid (conditional) instrument. We describe two doubly robust (DR) estimators: a locally efficient g-estimator,…
Modern software systems rely on Deep Neural Networks (DNN) when processing complex, unstructured inputs, such as images, videos, natural language texts or audio signals. Provided the intractably large size of such input spaces, the…
Doubly robust (DR) estimation is a crucial technique in causal inference and missing data problems. We propose a novel Propensity score Augmentved Doubly robust (PAD) estimator to enhance the commonly used DR estimator for average treatment…
Researchers are increasingly turning to machine learning (ML) algorithms to investigate causal heterogeneity in randomized experiments. Despite their promise, ML algorithms may fail to accurately ascertain heterogeneous treatment effects…
A significant challenge to make learning techniques more suitable for general purpose use is to move beyond i) complete supervision, ii) low dimensional data, iii) a single task and single view per instance. Solving these challenges allows…
The problem of distance metric learning is mostly considered from the perspective of learning an embedding space, where the distances between pairs of examples are in correspondence with a similarity metric. With the rise and success of…
The use of machine learning (ML) model as digital-twins for reduced-order-modeling (ROM) in lieu of system codes has grown traction over the past few years. However, due to the complex and non-linear nature of nuclear reactor transients as…
Deep neural networks has been increasingly applied in fault diagnostics, where it uses historical data to capture systems behavior, bypassing the need for high-fidelity physical models. However, despite their competence in prediction tasks,…
The use of machine learning methods helps to improve decision making in different fields. In particular, the idea of bridging predictions (machine learning models) and prescriptions (optimization problems) is gaining attention within the…
A key task in actuarial modelling involves modelling the distributional properties of losses. Classic (distributional) regression approaches like Generalized Linear Models (GLMs; Nelder and Wedderburn, 1972) are commonly used, but…
Regularization-based approaches for injecting constraints in Machine Learning (ML) were introduced to improve a predictive model via expert knowledge. We tackle the issue of finding the right balance between the loss (the accuracy of the…
Deep Reinforcement Learning (DRL) has become a powerful strategy to solve complex decision making problems based on Deep Neural Networks (DNNs). However, it is highly data demanding, so unfeasible in physical systems for most applications.…
In this work, we study distance metric learning (DML) for high dimensional data. A typical approach for DML with high dimensional data is to perform the dimensionality reduction first before learning the distance metric. The main…
Hybrid modelling reduces the misspecification of expert models by combining them with machine learning (ML) components learned from data. Similarly to many ML algorithms, hybrid model performance guarantees are limited to the training…