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In this paper, we consider contextual stochastic optimization problems under endogenous uncertainty, where decisions affect the underlying distributions. To implement such decisions in practice, it is crucial to ensure that their outcomes…

Optimization and Control · Mathematics 2025-10-16 Jasone Ramírez-Ayerbe , Emma Frejinger

In recent years, various machine and deep learning architectures have been successfully introduced to the field of predictive process analytics. Nevertheless, the inherent opacity of these algorithms poses a significant challenge for human…

Artificial Intelligence · Computer Science 2024-03-15 Alexander Stevens , Chun Ouyang , Johannes De Smedt , Catarina Moreira

The efficacy of robust optimization spans a variety of settings with uncertainties bounded in predetermined sets. In many applications, uncertainties are affected by decisions and cannot be modeled with current frameworks. This paper takes…

Optimization and Control · Mathematics 2018-03-29 Omid Nohadani , Kartikey Sharma

Although a recent shift has been made in the field of predictive process monitoring to use models from the explainable artificial intelligence field, the evaluation still occurs mainly through performance-based metrics, thus not accounting…

Machine Learning · Computer Science 2023-08-01 Alexander Stevens , Johannes De Smedt

We consider the task of training machine learning models with data-dependent constraints. Such constraints often arise as empirical versions of expected value constraints that enforce fairness or stability goals. We reformulate…

Machine Learning · Statistics 2023-01-18 Songkai Xue , Yuekai Sun , Mikhail Yurochkin

As the use of autonomous robots expands in tasks that are complex and challenging to model, the demand for robust data-driven control methods that can certify safety and stability in uncertain conditions is increasing. However, the…

We propose a model for making data acquisition decisions for variables in contextual stochastic optimisation problems. Data acquisition decisions are typically treated as separate and fixed. We explore problem settings in which the…

Optimization and Control · Mathematics 2025-04-22 Egon Peršak , Miguel F. Anjos

Learning-based model predictive control has been widely applied in autonomous racing to improve the closed-loop behaviour of vehicles in a data-driven manner. When environmental conditions change, e.g., due to rain, often only the…

For the application of MPC design in on-line regulation or tracking control problems, several studies have attempted to develop an accurate model, and realize adequate uncertainty description of linear or non-linear plants of the processes.…

Optimization and Control · Mathematics 2019-04-03 Yuanqiang Zhou , Dewei Li , Yugeng Xi , Zhongxue Gan

Machine-learning models, which are known to accurately predict patterns from large datasets, are crucial in decision making. Consequently, counterfactual explanations-methods explaining predictions by introducing input perturbations-have…

Machine Learning · Computer Science 2024-04-23 Yuta Sumiya , Hayaru shouno

Workforce management is a complex problem involving the optimisation of the makespan and travel distance required for a team of operators to complete a set of jobs, using a set of instruments. A crucial challenge in workforce management is…

Artificial Intelligence · Computer Science 2025-09-23 Jennifer Leigh , Dimitrios Letsios , Alessandro Mella , Lucio Machetti , Francesca Toni

Model explainability is crucial for human users to be able to interpret how a proposed classifier assigns labels to data based on its feature values. We study generalized linear models constructed using sets of feature value rules, which…

Machine Learning · Statistics 2023-11-06 Sanjeeb Dash , Soumyadip Ghosh , Joao Goncalves , Mark S. Squillante

The data-driven techniques have been developed to deal with the output regulation problem of unknown linear systems by various approaches. In this paper, we first extend an existing algorithm from single-input single-output linear systems…

Optimization and Control · Mathematics 2024-09-17 Liquan Lin , Jie Huang

A very simple example of an algorithmic problem solvable by dynamic programming is to maximize, over sets A in {1,2,...,n}, the objective function |A| - \sum_i \xi_i 1(i \in A,i+1 \in A) for given \xi_i > 0. This problem, with random…

Probability · Mathematics 2007-10-04 David J. Aldous , Charles Bordenave , Marc Lelarge

Methods for learning optimal policies in autonomous agents often assume that the way the domain is conceptualised---its possible states and actions and their causal structure---is known in advance and does not change during learning. This…

Artificial Intelligence · Computer Science 2018-01-11 Craig Innes , Alex Lascarides , Stefano V Albrecht , Subramanian Ramamoorthy , Benjamin Rosman

Recent advances in large language models (LLMs) have accelerated research on automated optimization modeling. While real-world decision-making is inherently uncertain, most existing work has focused on deterministic optimization with known…

Machine Learning · Computer Science 2025-11-18 WenZhuo Zhu , Zheng Cui , Wenhan Lu , Sheng Liu , Yue Zhao

In all but the most trivial optimization problems, the structure of the solutions exhibit complex interdependencies between the input parameters. Decades of research with stochastic search techniques has shown the benefit of explicitly…

Neural and Evolutionary Computing · Computer Science 2017-03-23 Shumeet Baluja

Systematic discriminatory biases present in our society influence the way data is collected and stored, the way variables are defined, and the way scientific findings are put into practice as policy. Automated decision procedures and…

Machine Learning · Computer Science 2019-05-29 Razieh Nabi , Daniel Malinsky , Ilya Shpitser

We consider the problem of optimizing the interconnection graphs of complex networks to promote synchronization. When traditional optimization methods are inapplicable, due to uncertain or unknown node dynamics, we propose a data-driven…

Systems and Control · Electrical Eng. & Systems 2023-09-29 Marco Coraggio , Mario di Bernardo

A data-driven formulation of the optimal transport problem is presented and solved using adaptively refined meshes to decompose the problem into a sequence of finite linear programming problems. Both the marginal distributions and their…

Numerical Analysis · Mathematics 2017-10-11 Weikun Chen , Esteban G. Tabak