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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

Recent results in the ML community have revealed that learning algorithms used to compute the optimal strategy for the leader to commit to in a Stackelberg game, are susceptible to manipulation by the follower. Such a learning algorithm…

Computer Science and Game Theory · Computer Science 2022-09-12 Georgios Birmpas , Jiarui Gan , Alexandros Hollender , Francisco J. Marmolejo-Cossío , Ninad Rajgopal , Alexandros A. Voudouris

We use the PAC-Bayesian theory for the setting of learning-to-optimize. To the best of our knowledge, we present the first framework to learn optimization algorithms with provable generalization guarantees (PAC-Bayesian bounds) and explicit…

Machine Learning · Computer Science 2025-02-26 Michael Sucker , Jalal Fadili , Peter Ochs

Machine learning is often used in competitive scenarios: Participants learn and fit static models, and those models compete in a shared platform. The common assumption is that in order to win a competition one has to have the best…

Machine Learning · Computer Science 2018-03-14 Amin Khajehnejad , Shima Hajimirza

Strategic classification studies learning in settings where self-interested users can strategically modify their features to obtain favorable predictive outcomes. A key working assumption, however, is that "favorable" always means…

Machine Learning · Computer Science 2022-06-22 Sagi Levanon , Nir Rosenfeld

We study a class of constrained reinforcement learning (RL) problems in which multiple constraint specifications are not identified before training. It is challenging to identify appropriate constraint specifications due to the undefined…

Optimization and Control · Mathematics 2024-01-02 Dongsheng Ding , Zhengyan Huan , Alejandro Ribeiro

Decision making algorithms are used in a multitude of different applications. Conventional approaches for designing decision algorithms employ principled and simplified modelling, based on which one can determine decisions via tractable…

Signal Processing · Electrical Eng. & Systems 2022-06-23 Nir Shlezinger , Yonina C. Eldar , Stephen P. Boyd

We apply the PAC-Bayes theory to the setting of learning-to-optimize. To the best of our knowledge, we present the first framework to learn optimization algorithms with provable generalization guarantees (PAC-bounds) and explicit trade-off…

Machine Learning · Computer Science 2023-02-16 Michael Sucker , Peter Ochs

We study procurement design when the buyer is uncertain about both the value of the good and the seller's cost. The buyer has a conjectured model but does not fully trust it. She first identifies mechanisms that maximize her worst-case…

Theoretical Economics · Economics 2025-12-10 Debasis Mishra , Sanket Patil , Alessandro Pavan

The study of repeated interactions between a learner and a utility-maximizing optimizer has yielded deep insights into the manipulability of learning algorithms. However, existing literature primarily focuses on independent, unlinked…

Computer Science and Game Theory · Computer Science 2026-04-10 Giannis Fikioris , Balasubramanian Sivan , Éva Tardos

In the predict-then-optimize framework, the objective is to train a predictive model, mapping from environment features to parameters of an optimization problem, which maximizes decision quality when the optimization is subsequently solved.…

Machine Learning · Computer Science 2022-07-19 Kai Wang , Sanket Shah , Haipeng Chen , Andrew Perrault , Finale Doshi-Velez , Milind Tambe

It can be profitable for vehicle service providers to set service prices based on users' travel demand on different origin-destination pairs. The prior studies on the spatial pricing of vehicle service rely on the assumption that providers…

Computer Science and Game Theory · Computer Science 2020-07-08 Haoran Yu , Ermin Wei , Randall A. Berry

Having access to a forward model enables the use of planning algorithms such as Monte Carlo Tree Search and Rolling Horizon Evolution. Where a model is unavailable, a natural aim is to learn a model that reflects accurately the dynamics of…

Machine Learning · Computer Science 2020-04-16 Alvaro Ovalle , Simon M. Lucas

Agents that learn to select optimal actions represent a prominent focus of the sequential decision-making literature. In the face of a complex environment or constraints on time and resources, however, aiming to synthesize such an optimal…

Machine Learning · Computer Science 2021-06-23 Dilip Arumugam , Benjamin Van Roy

When learning is used to inform decisions about humans, such as for loans, hiring, or admissions, this can incentivize users to strategically modify their features, at a cost, to obtain positive predictions. The common assumption is that…

Machine Learning · Computer Science 2025-08-15 Yonatan Sommer , Ivri Hikri , Lotan Amit , Nir Rosenfeld

Social and real-world considerations such as robustness, fairness, social welfare and multi-agent tradeoffs have given rise to multi-distribution learning paradigms, such as collaborative learning, group distributionally robust…

Machine Learning · Computer Science 2024-04-04 Nika Haghtalab , Michael I. Jordan , Eric Zhao

Standard procurement models assume that the buyer knows the quality of the good at the time of procurement; however, in many settings, the quality is learned only long after the transaction. We study procurement problems in which the…

Theoretical Economics · Economics 2026-04-03 Kun Zhang

As machine learning being used increasingly in making high-stakes decisions, an arising challenge is to avoid unfair AI systems that lead to discriminatory decisions for protected population. A direct approach for obtaining a fair…

Machine Learning · Computer Science 2023-02-24 Yao Yao , Qihang Lin , Tianbao Yang

We study a problem of an online retailer who observes the unit sales of a product, and dynamically changes the retail price, in order to maximize the expected revenue. Assuming the demand of the product is price sensitive, we are interested…

Systems and Control · Electrical Eng. & Systems 2021-06-17 Chengcheng Liu , Mátyás A. Sustik

We formalize the problem of maximizing the mean-payoff value with high probability while satisfying a parity objective in a Markov decision process (MDP) with unknown probabilistic transition function and unknown reward function. Assuming…

Artificial Intelligence · Computer Science 2018-08-24 Jan Křetínský , Guillermo A. Pérez , Jean-François Raskin
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