Related papers: Sensitivity Analysis for Bottleneck Assignment Pro…
This paper presents a novel distributed robust optimization scheme for steering distributions of multi-agent systems under stochastic and deterministic uncertainty. Robust optimization is a subfield of optimization which aims to discover an…
We consider the problem of distributed learning, where a network of agents collectively aim to agree on a hypothesis that best explains a set of distributed observations of conditionally independent random processes. We propose a…
We introduce a sampling-based learning method for solving optimal control problems involving task satisfaction constraints for systems with partially known dynamics. The control problems are defined by a cost to be minimized and a task to…
We consider sensitivity of a generic stochastic optimization problem to model uncertainty. We take a non-parametric approach and capture model uncertainty using Wasserstein balls around the postulated model. We provide explicit formulae for…
We initiate the study of fair classifiers that are robust to perturbations in the training distribution. Despite recent progress, the literature on fairness has largely ignored the design of fair and robust classifiers. In this work, we…
Probabilistic mixture models have been widely used for different machine learning and pattern recognition tasks such as clustering, dimensionality reduction, and classification. In this paper, we focus on trying to solve the most common…
It is becoming increasingly apparent that probabilistic approaches can overcome conservatism and computational complexity of the classical worst-case deterministic framework and may lead to designs that are actually safer. In this paper we…
Bottleneck evaluation plays a crucial part in performance tuning of HPC applications, as it directly influences the search for optimizations and the selection of the best hardware for a given code. In this paper, we introduce a new…
Optimization constrained by high-fidelity computational models has potential for transformative impact. However, such optimization is frequently unattainable in practice due to the complexity and computational intensity of the model. An…
Reinforcement learning can greatly benefit from the use of options as a way of encoding recurring behaviours and to foster exploration. An important open problem is how can an agent autonomously learn useful options when solving particular…
In many applications such as rationing medical care and supplies, university admissions, and the assignment of public housing, the decision of who receives an allocation can be justified by various normative criteria. Such settings have…
Imbalanced datasets are commonplace in modern machine learning problems. The presence of under-represented classes or groups with sensitive attributes results in concerns about generalization and fairness. Such concerns are further…
As one of the most commonly seen data challenges, missing data, in particular, multiple, non-monotone missing patterns, complicates estimation and inference due to the fact that missingness mechanisms are often not missing at random, and…
We consider a problem where multiple agents must learn an action profile that maximises the sum of their utilities in a distributed manner. The agents are assumed to have no knowledge of either the utility functions or the actions and…
We introduce the notion of fault tolerant mechanism design, which extends the standard game theoretic framework of mechanism design to allow for uncertainty about execution. Specifically, we define the problem of task allocation in which…
The ranking and selection problem is a popular framework in the simulation literature for studying optimal information collection. We study a version of this problem in which the simulation output for each design is normally distributed…
The paper presents a collection of analytical benchmark problems specifically selected to provide a set of stress tests for the assessment of multifidelity optimization methods. In addition, the paper discusses a comprehensive ensemble of…
Societies often rely on human experts to take a wide variety of decisions affecting their members, from jail-or-release decisions taken by judges and stop-and-frisk decisions taken by police officers to accept-or-reject decisions taken by…
Efficient resource allocation and scheduling algorithms are essential for various distributed applications, ranging from wireless networks and cloud computing platforms to autonomous multi-agent systems and swarm robotic networks. However,…
We study the robustness of system estimation to parametric perturbations in system dynamics and initial conditions. We define the problem of sensitivity-based parametric uncertainty quantification in dynamical system estimation. The main…