Related papers: How to effectively use machine learning models to …
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 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…
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…
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,…
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…
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…
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…
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,…
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,…
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.…
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…
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…
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…
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…
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.…
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…
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…
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…
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…