Related papers: Query Minimization under Stochastic Uncertainty
We study a multi-objective model on the allocation of reusable resources under model uncertainty. Heterogeneous customers arrive sequentially according to a latent stochastic process, request for certain amounts of resources, and occupy…
We consider the model of a transportation problem with the objective of finding a minimum-cost transportation plan for shipping a given commodity from a set of supply centers to the customers. Since the exact values of supply and demand and…
Assessing uncertainty is an important step towards ensuring the safety and reliability of machine learning systems. Existing uncertainty estimation techniques may fail when their modeling assumptions are not met, e.g. when the data…
The most common approaches for solving multistage stochastic programming problems in the research literature have been to either use value functions ("dynamic programming") or scenario trees ("stochastic programming") to approximate the…
This paper studies a risk-sensitive decision-making problem under uncertainty. It considers a decision-making process that unfolds over a fixed number of stages, in which a decision-maker chooses among multiple alternatives, some of which…
We provide methods for in-database support of decision making under uncertainty. Many important decision problems correspond to selecting a package (bag of tuples in a relational database) that jointly satisfy a set of constraints while…
We consider the optimal value of information (VoI) problem, where the goal is to sequentially select a set of tests with a minimal cost, so that one can efficiently make the best decision based on the observed outcomes. Existing algorithms…
This paper considers structural optimization under a reliability constraint, where the input distribution is only partially known. Specifically, when we only know that the expected value vector and the variance-covariance matrix of the…
Stochastic matching is the stochastic version of the well-known matching problem, which consists in maximizing the rewards of a matching under a set of probability distributions associated with the nodes and edges. In most stochastic…
We can overcome uncertainty with uncertainty. Using randomness in our choices and in what we control, and hence in the decision making process, could potentially offset the uncertainty inherent in the environment and yield better outcomes.…
We consider the problem of minimising the number of states in a multiplicity tree automaton over the field of rational numbers. We give a minimisation algorithm that runs in polynomial time assuming unit-cost arithmetic. We also show that a…
Many data management applications must deal with data which is uncertain, incomplete, or noisy. However, on existing uncertain data representations, we cannot tractably perform the important query evaluation tasks of determining query…
The classical approach to system identification is based on stochastic assumptions about the measurement error, and provides estimates that have random nature. Worst-case identification, on the other hand, only assumes the knowledge of…
We consider the minimum spanning tree problem in a setting where the edge weights are stochastic from unknown distributions, and the only available information is a single sample of each edge's weight distribution. In this setting, we…
Information and uncertainty are closely related and extensively studied concepts in a number of scientific disciplines such as communication theory, probability theory, and statistics. Increasing the information arguably reduces the…
We seek decision rules for prediction-time cost reduction, where complete data is available for training, but during prediction-time, each feature can only be acquired for an additional cost. We propose a novel random forest algorithm to…
In classic robust optimization, it is assumed that a set of possible parameter realizations, the uncertainty set, is modeled in a previous step and part of the input. As recent work has shown, finding the most suitable uncertainty set is in…
The mean completion time of a stochastic process may be rendered finite and minimised by a judiciously chosen restart protocol, which may either be stochastic or deterministic. Here we study analytically an arbitrary stochastic search…
Robust optimization is one of the fundamental approaches to deal with uncertainty in combinatorial optimization. This paper considers the robust spanning tree problem with interval data, which arises in a variety of telecommunication…
Hyperparameter tuning is a challenging problem especially when the system itself involves uncertainty. Due to noisy function evaluations, optimization under uncertainty can be computationally expensive. In this paper, we present a novel…