Related papers: Mixed-Integer Optimization with Constraint Learnin…
Constraint programming is used for a variety of real-world optimisation problems, such as planning, scheduling and resource allocation problems. At the same time, one continuously gathers vast amounts of data about these problems. Current…
Several recent publications report advances in training optimal decision trees (ODT) using mixed-integer programs (MIP), due to algorithmic advances in integer programming and a growing interest in addressing the inherent suboptimality of…
We expose in a tutorial fashion the mechanisms which underlie the synthesis of optimization algorithms based on dynamic integral quadratic constraints. We reveal how these tools from robust control allow to design accelerated gradient…
In this article, we build on previous work to present an optimization algorithm for nonlinearly constrained multi-objective optimization problems. The algorithm combines a surrogate-assisted derivative-free trust-region approach with the…
We propose a data-driven technique to automatically learn contextual uncertainty sets in robust optimization, resulting in excellent worst-case and average-case performance while also guaranteeing constraint satisfaction. Our method…
Ensemble models refer to methods that combine a typically large number of classifiers into a compound prediction. The output of an ensemble method is the result of fitting a base-learning algorithm to a given data set, and obtaining diverse…
In this paper, we present a novel nonlinear programming-based approach to fine-tune pre-trained neural networks to improve robustness against adversarial attacks while maintaining high accuracy on clean data. Our method introduces…
We introduce a manifold-based framework for addressing optimization problems with equality and inequality constraints found in robotics. Our approach transforms the original problem into an unconstrained optimization problem directly on the…
We present an algorithm to perform trust-region-based optimization for nonlinear unconstrained problems. The method selectively uses function and gradient evaluations at different floating-point precisions to reduce the overall energy…
This paper presents a framework to tackle constrained combinatorial optimization problems using deep Reinforcement Learning (RL). To this end, we extend the Neural Combinatorial Optimization (NCO) theory in order to deal with constraints in…
In this paper, we introduce a framework for solving finite-horizon multistage optimization problems under uncertainty in the presence of auxiliary data. We assume the joint distribution of the uncertain quantities is unknown, but noisy…
Motivation: Protein embedding, which represents proteins as numerical vectors, is a crucial step in various learning-based protein annotation/classification problems, including gene ontology prediction, protein-protein interaction…
Mixed-integer nonlinear programs (MINLPs) arise in domains such as energy systems, process engineering, and transportation, and are notoriously difficult to solve at scale due to the interplay of discrete decisions and nonlinear…
Over the past decade, data science and machine learning has grown from a mysterious art form to a staple tool across a variety of fields in academia, business, and government. In this paper, we introduce the concept of tree-based pipeline…
Although energy system optimisation based on linear optimisation is often used for influential energy outlooks and studies for political decision-makers, the underlying background still needs to be described in the scientific literature in…
The emergence of large-scale Mixture of Experts (MoE) models represents a significant advancement in artificial intelligence, offering enhanced model capacity and computational efficiency through conditional computation. However, deploying…
Learning with limited data is one of the biggest problems of machine learning. Current approaches to this issue consist in learning general representations from huge amounts of data before fine-tuning the model on a small dataset of…
Credit scoring is vital in the financial industry, assessing the risk of lending to credit card applicants. Traditional credit scoring methods face challenges with large datasets and data imbalance between creditworthy and non-creditworthy…
Deep neural networks are behind many of the recent successes in machine learning applications. However, these models can produce overconfident decisions while encountering out-of-distribution (OOD) examples or making a wrong prediction.…
The goal of Feature Selection - comprising filter, wrapper, and embedded approaches - is to find the optimal feature subset for designated downstream tasks. Nevertheless, current feature selection methods are limited by: 1) the selection…