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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 · Computer Science 2025-12-03 Pieter Smet

Machine learning algorithms typically rely on optimization subroutines and are well-known to provide very effective outcomes for many types of problems. Here, we flip the reliance and ask the reverse question: can machine learning…

Machine Learning · Computer Science 2019-07-30 Jesus A. De Loera , Jamie Haddock , Anna Ma , Deanna Needell

Creating impact in real-world settings requires artificial intelligence techniques to span the full pipeline from data, to predictive models, to decisions. These components are typically approached separately: a machine learning model is…

Machine Learning · Computer Science 2018-11-22 Bryan Wilder , Bistra Dilkina , Milind Tambe

This paper surveys the machine learning literature and presents in an optimization framework several commonly used machine learning approaches. Particularly, mathematical optimization models are presented for regression, classification,…

Optimization and Control · Mathematics 2021-01-12 Claudio Gambella , Bissan Ghaddar , Joe Naoum-Sawaya

Predict-then-Optimize is a framework for using machine learning to perform decision-making under uncertainty. The central research question it asks is, "How can the structure of a decision-making task be used to tailor ML models for that…

Machine Learning · Computer Science 2024-02-20 Sanket Shah , Andrew Perrault , Bryan Wilder , Milind Tambe

With dramatic breakthroughs in recent years, machine learning is showing great potential to upgrade the toolbox for power system optimization. Understanding the strength and limitation of machine learning approaches is crucial to decide…

Systems and Control · Electrical Eng. & Systems 2022-02-03 Guangchun Ruan , Haiwang Zhong , Guanglun Zhang , Yiliu He , Xuan Wang , Tianjiao Pu

The goal of this tutorial is to introduce key models, algorithms, and open questions related to the use of optimization methods for solving problems arising in machine learning. It is written with an INFORMS audience in mind, specifically…

Machine Learning · Statistics 2017-07-03 Frank E. Curtis , Katya Scheinberg

We analyze and contrast two ways to train machine learning models for solving AC optimal power flow (OPF) problems, distinguished with the loss functions used. The first trains a mapping from the loads to the optimal dispatch decisions,…

Systems and Control · Electrical Eng. & Systems 2024-02-02 Ge Chen , Junjie Qin

Existing approaches of prescriptive analytics -- where inputs of an optimization model can be predicted by leveraging covariates in a machine learning model -- often attempt to optimize the mean value of an uncertain objective. However,…

Machine Learning · Computer Science 2025-03-05 Dimitris Bertsimas , Benjamin Boucher

We present the viewpoint that optimization problems encountered in machine learning can often be interpreted as minimizing a convex functional over a function space, but with a non-convex constraint set introduced by model parameterization.…

Machine Learning · Computer Science 2020-04-21 Yongqiang Cai , Qianxiao Li , Zuowei Shen

The present study examines the effectiveness of applying Artificial Intelligence methods in an automotive production environment to predict unknown lead times in a non-cycle-controlled production area. Data structures are analyzed to…

Machine Learning · Computer Science 2025-01-16 Cornelius Hake , Jonas Weigele , Frederik Reichert , Christian Friedrich

Virtually all machine learning tasks are characterized using some form of loss function, and "good performance" is typically stated in terms of a sufficiently small average loss, taken over the random draw of test data. While optimizing for…

Machine Learning · Statistics 2023-12-01 Matthew J. Holland , Kazuki Tanabe

The engineering of machine learning systems is still a nascent field; relying on a seemingly daunting collection of quickly evolving tools and best practices. It is our hope that this guidebook will serve as a useful resource for machine…

Machine Learning · Computer Science 2016-12-16 Ian Dewancker , Michael McCourt , Scott Clark

The prediction of extreme greenhouse temperatures to which crops are susceptible is essential in the field of greenhouse planting. It can help avoid heat or freezing damage and economic losses. Therefore, it's important to develop models…

Artificial Intelligence · Computer Science 2021-11-03 Liao Qu , Shuaiqi Huang , Yunsong Jia , Xiang Li

Data driven models of dynamical systems help planners and controllers to provide more precise and accurate motions. Most model learning algorithms will try to minimize a loss function between the observed data and the model's predictions.…

Artificial Intelligence · Computer Science 2021-02-12 Clark Zhang , Santiago Paternain , Alejandro Ribeiro

A framework previously introduced in [3] for solving a sequence of stochastic optimization problems with bounded changes in the minimizers is extended and applied to machine learning problems such as regression and classification. The…

Machine Learning · Computer Science 2019-04-08 Craig Wilson , Yuheng Bu , Venugopal Veeravalli

The machine learning (ML) techniques to predict unitarity (UNI) and bounded from below (BFB) constraints in multi-scalar models is employed. The effectiveness of this approach is demonstrated by applying it to the two and three Higgs…

High Energy Physics - Phenomenology · Physics 2024-01-18 Darius Jurčiukonis

The use of machine learning algorithms to predict behaviors of complex systems is booming. However, the key to an effective use of machine learning tools in multi-physics problems, including combustion, is to couple them to physical and…

All machine learning algorithms use a loss, cost, utility or reward function to encode the learning objective and oversee the learning process. This function that supervises learning is a frequently unrecognized hyperparameter that…

Neural and Evolutionary Computing · Computer Science 2024-11-06 Mathew Mithra Noel , Arindam Banerjee , Yug Oswal , Geraldine Bessie Amali D , Venkataraman Muthiah-Nakarajan

We study optimization algorithms for the finite sum problems frequently arising in machine learning applications. First, we propose novel variants of stochastic gradient descent with a variance reduction property that enables linear…

Machine Learning · Computer Science 2017-07-06 Jakub Konečný
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