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Scheduling jobs with precedence constraints on a set of identical machines to minimize the total processing time (makespan) is a fundamental problem in combinatorial optimization. In practical settings such as cloud computing, jobs are…

Data Structures and Algorithms · Computer Science 2014-04-29 Konstantin Makarychev , Debmalya Panigrahi

Dybvig (1988a,b) solves in a complete market setting the problem of finding a payoff that is cheapest possible in reaching a given target distribution ("cost-efficient payoff"). In the presence of ambiguity, the distribution of a payoff is,…

Portfolio Management · Quantitative Finance 2023-08-11 Carole Bernard , Gero Junike , Thibaut Lux , Steven Vanduffel

We propose a new approach for metric learning by framing it as learning a sparse combination of locally discriminative metrics that are inexpensive to generate from the training data. This flexible framework allows us to naturally derive…

Machine Learning · Computer Science 2019-01-25 Yuan Shi , Aurélien Bellet , Fei Sha

Distributed computing enables large-scale computation tasks to be processed over multiple workers in parallel. However, the randomness of communication and computation delays across workers causes the straggler effect, which may degrade the…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-07-20 Yuxuan Sun , Fan Zhang , Junlin Zhao , Sheng Zhou , Zhisheng Niu , Deniz Gündüz

Assortment optimization refers to the problem of designing a slate of products to offer potential customers, such as stocking the shelves in a convenience store. The price of each product is fixed in advance, and a probabilistic choice…

Computer Science and Game Theory · Computer Science 2017-11-09 Nicole Immorlica , Brendan Lucier , Jieming Mao , Vasilis Syrgkanis , Christos Tzamos

We consider the following two deterministic inventory optimization problems over a finite planning horizon $T$ with non-stationary demands. (a) Submodular Joint Replenishment Problem: This involves multiple item types and a single retailer…

Data Structures and Algorithms · Computer Science 2015-04-27 Viswanath Nagarajan , Cong Shi

We introduce a new class of combinatorial markets in which agents have covering constraints over resources required and are interested in delay minimization. Our market model is applicable to several settings including scheduling, cloud…

Computer Science and Game Theory · Computer Science 2017-04-17 Nikhil Devanur , Jugal Garg , Ruta Mehta , Vijay V. Vazirani , Sadra Yazdanbod

The ability to combine known skills to create new ones may be crucial in the solution of complex reinforcement learning problems that unfold over extended periods. We argue that a robust way of combining skills is to define and manipulate…

While consolidation strategies form the backbone of many supply chain optimisation problems, exploitation of multi-tier material relationships through consolidation remains an understudied area, despite being a prominent feature of…

Computational Engineering, Finance, and Science · Computer Science 2025-01-03 Vinod Kumar Chauhan , Muhannad Alomari , James Arney , Ajith Kumar Parlikad , Alexandra Brintrup

A main difficulty in actuarial claim size modeling is that there is no simple off-the-shelf distribution that simultaneously provides a good distributional model for the main body and the tail of the data. In particular, covariates may have…

Methodology · Statistics 2023-01-27 Tobias Fissler , Michael Merz , Mario V. Wüthrich

Learning a parametric model from a given dataset indeed enables to capture intrinsic dependencies between random variables via a parametric conditional probability distribution and in turn predict the value of a label variable given…

Machine Learning · Statistics 2024-06-14 Elouan Argouarc'h , François Desbouvries , Eric Barat , Eiji Kawasaki

A new Combined Sieve algorithm is presented with cost proportional to the number of enumerated factors over a series of intervals. This algorithm achieves a significant speedup, over a traditional sieve, when handling many ([10^4, 10^7])…

Number Theory · Mathematics 2020-12-08 Seth Troisi

Cooperation among constraint solvers is difficult because different solving paradigms have different theoretical foundations. Recent works have shown that abstract interpretation can provide a unifying theory for various constraint solvers.…

Artificial Intelligence · Computer Science 2020-09-23 Pierre Talbot , Éric Monfroy , Charlotte Truchet

This work studies the multi-task functional linear regression models where both the covariates and the unknown regression coefficients (called slope functions) are curves. For slope function estimation, we employ penalized splines to…

Statistics Theory · Mathematics 2023-08-02 Shiyuan He , Hanxuan Ye , Kejun He

Several real-world classification problems are example-dependent cost-sensitive in nature, where the costs due to misclassification vary between examples and not only within classes. However, standard classification methods do not take…

Machine Learning · Computer Science 2015-05-19 Alejandro Correa Bahnsen , Djamila Aouada , Bjorn Ottersten

Pandora's problem is a fundamental model in economics that studies optimal search strategies under costly inspection. In this paper we initiate the study of Pandora's problem with combinatorial costs, capturing many real-life scenarios…

Data Structures and Algorithms · Computer Science 2024-02-20 Ben Berger , Tomer Ezra , Michal Feldman , Federico Fusco

Learning compact and interpretable representations is a very natural task, which has not been solved satisfactorily even for simple binary datasets. In this paper, we review various ways of composing experts for binary data and argue that…

Computer Vision and Pattern Recognition · Computer Science 2016-11-01 Marc Goessling , Yali Amit

We consider the sum of the incurred start-up costs of a single unit in a Unit Commitment problem. Our major result is a correspondence between the facets of its epigraph and some binary trees for concave start-up cost functions CU, which is…

Optimization and Control · Mathematics 2015-03-05 René Brandenberg , Matthias Huber , Matthias Silbernagl

The feature space (including both input and output variables) characterises a data mining problem. In predictive (supervised) problems, the quality and availability of features determines the predictability of the dependent variable, and…

Machine Learning · Computer Science 2013-06-25 Celestine-Periale Maguedong-Djoumessi

The implementation of a supervision and incentive process for identical workers may lead to wage variance that stems from employer and employee optimization. The harder it is to assess the nature of the labor output, the more important such…

Econometrics · Economics 2018-06-06 Nitsa Kasir , Idit Sohlberg
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