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Uncertainty in optimization is often represented as stochastic parameters in the optimization model. In Predict-Then-Optimize approaches, predictions of a machine learning model are used as values for such parameters, effectively…
Machine learning (ML) models are typically optimized for their accuracy on a given dataset. However, this predictive criterion rarely captures all desirable properties of a model, in particular how well it matches a domain expert's…
Incomplete data are common in practical applications. Most predictive machine learning models do not handle missing values so they require some preprocessing. Although many algorithms are used for data imputation, we do not understand the…
Optimization problems are ubiquitous in our societies and are present in almost every segment of the economy. Most of these optimization problems are NP-hard and computationally demanding, often requiring approximate solutions for…
Black-box optimization (BBO) addresses problems where objectives are accessible only through costly queries without gradients or explicit structure. Classical derivative-free methods -- line search, direct search, and model-based solvers…
Calibrating blackbox machine learning models to achieve risk control is crucial to ensure reliable decision-making. A rich line of literature has been studying how to calibrate a model so that its predictions satisfy explicit finite-sample…
Black-box model-based optimization (MBO) problems, where the goal is to find a design input that maximizes an unknown objective function, are ubiquitous in a wide range of domains, such as the design of proteins, DNA sequences, aircraft,…
Black-box and preference-based optimization algorithms are global optimization procedures that aim to find the global solutions of an optimization problem using, respectively, the least amount of function evaluations or sample comparisons…
For a wide range of applications the structure of systems like Neural Networks or complex simulations, is unknown and approximation is costly or even impossible. Black-box optimization seeks to find optimal (hyper-) parameters for these…
While black-box large language models are widely deployed, they produce generic outputs that overlook individual user preferences. Current personalization methods are fundamentally limited to response-level personalization; they only match…
Pluralistic alignment has emerged as a critical frontier in the development of Large Language Models (LLMs), with reward models (RMs) serving as a central mechanism for capturing diverse human values. While benchmarks for general response…
Should prediction models always deliver a prediction? In the pursuit of maximum predictive performance, critical considerations of reliability and fairness are often overshadowed, particularly when it comes to the role of uncertainty.…
When investigators seek to estimate causal effects, they often assume that selection into treatment is based only on observed covariates. Under this identification strategy, analysts must adjust for observed confounders. While basic…
Automated decision making is used routinely throughout our everyday life. Recommender systems decide which jobs, movies, or other user profiles might be interesting to us. Spell checkers help us to make good use of language. Fraud detection…
Inverse optimization (IO) aims to determine optimization model parameters from observed decisions. However, IO is not part of a data scientist's toolkit in practice, especially as many general-purpose machine learning packages are widely…
The research area of algorithms with predictions has seen recent success showing how to incorporate machine learning into algorithm design to improve performance when the predictions are correct, while retaining worst-case guarantees when…
Benchmarks are a useful tool for empirical performance comparisons. However, one of the main shortcomings of existing benchmarks is that it remains largely unclear how they relate to real-world problems. What does an algorithm's performance…
In the last years decision-focused learning framework, also known as predict-and-optimize, have received increasing attention. In this setting, the predictions of a machine learning model are used as estimated cost coefficients in the…
Organizations are collecting vast amounts of data, but they often lack the capabilities needed to fully extract insights. As a result, they increasingly share data with external experts, such as analysts or researchers, to gain value from…
Deep learning models form one of the most powerful machine learning models for the extraction of important features. Most of the designs of deep neural models, i.e., the initialization of parameters, are still manually tuned. Hence,…