Related papers: Selecting the Best Optimizing System
The optimal selection of experimental conditions is essential to maximizing the value of data for inference and prediction, particularly in situations where experiments are time-consuming and expensive to conduct. We propose a general…
Motivated by recent developments in designing algorithms based on individual item scores for solving utility maximization problems, we study the framework of using test scores, defined as a statistic of observed individual item performance…
In this work we extend the class of Consensus-Based Optimization (CBO) metaheuristic methods by considering memory effects and a random selection strategy. The proposed algorithm iteratively updates a population of particles according to a…
Determining the number of algorithm runs is a critical aspect of experimental design, as it directly influences the experiment's duration and the reliability of its outcomes. This paper introduces an empirical approach to estimating the…
The main aim of decision support systems is to find solutions that satisfy user requirements. Often, this leads to predictability of those solutions, in the sense that having the input data and the model, an adversary or enemy can predict…
Optimal contribution selection (OCS) is a selective breeding method that manages the conversion of genetic variation into genetic gain to facilitate short-term competitiveness and long-term sustainability in breeding programmes. Traditional…
In classification problems when multiples algorithms are applied to different benchmarks a difficult issue arises, i.e., how can we rank the algorithms? In machine learning it is common run the algorithms several times and then a statistic…
The goal of ranking and selection (R&S) procedures is to identify the best stochastic system from among a finite set of competing alternatives. Such procedures require constructing estimates of each system's performance, which can be…
Motivated by the poor performance of cross-validation in settings where data are scarce, we propose a novel estimator of the out-of-sample performance of a policy in data-driven optimization.Our approach exploits the optimization problem's…
We derive an optimal policy for adaptively restarting a randomized algorithm, based on observed features of the run-so-far, so as to minimize the expected time required for the algorithm to successfully terminate. Given a suitable Bayesian…
Many real-world optimisation problems are defined over both categorical and continuous variables, yet efficient optimisation methods such asBayesian Optimisation (BO) are not designed tohandle such mixed-variable search spaces. Recent…
Can we allow humans to pick among different, yet reasonably similar, decisions? Are we able to construct optimization problems whose outcome are sets of feasible, close-to-optimal decisions for human users to pick from, instead of a single,…
Stochastic optimal control (SOC) aims to direct the behavior of noisy systems and has widespread applications in science, engineering, and artificial intelligence. In particular, reward fine-tuning of diffusion and flow matching models and…
Bayesian optimization (BO) developed as an approach for the efficient optimization of expensive black-box functions without gradient information. A typical BO paper introduces a new approach and compares it to some alternatives on simulated…
Bayesian Optimisation (BO) methods seek to find global optima of objective functions which are only available as a black-box or are expensive to evaluate. Such methods construct a surrogate model for the objective function, quantifying the…
Various works have utilized deep learning to address the query optimization problem in database system. They either learn to construct plans from scratch in a bottom-up manner or steer the plan generation behavior of traditional optimizer…
Stochastic compositional optimization (SCO) has attracted considerable attention because of its broad applicability to important real-world problems. However, existing works on SCO assume that the projection within a solution update is…
Aiming at analyzing performance in cloud computing, some unpredictable perturbations which may lead to performance downgrade are essential factors that should not be neglected. To avoid performance downgrade in cloud computing system, it is…
We study single-stage decision problems in which a subset of items with minimum total cost has to be selected at once from a given set of items, subject to two costs of each item -fixed and uncertain -and cardinality constraints for each…
We consider a natural dynamic staffing problem in which a decision-maker sequentially hires workers over a finite horizon to meet an unknown demand revealed at the end. Predictions about demand arrive over time and become increasingly…