Related papers: Optimization's Neglected Normative Commitments
A central problem in business concerns the optimal allocation of limited resources to a set of available tasks, where the payoff of these tasks is inherently uncertain. In credit card fraud detection, for instance, a bank can only assign a…
This paper describes valuation-based systems for representing and solving discrete optimization problems. In valuation-based systems, we represent information in an optimization problem using variables, sample spaces of variables, a set of…
Many real-world decision processes are modeled by optimization problems whose defining parameters are unknown and must be inferred from observable data. The Predict-Then-Optimize framework uses machine learning models to predict unknown…
Evaluating performance across optimization algorithms on many problems presents a complex challenge due to the diversity of numerical scales involved. Traditional data processing methods, such as hypothesis testing and Bayesian inference,…
Machine learning algorithms typically rely on optimization subroutines and are well-known to provide very effective outcomes for many types of problems. Here, we flip the reliance and ask the reverse question: can machine learning…
Nonlinear constrained optimization problems are encountered in many scientific fields. To utilize the huge calculation power of current computers, many mathematic models are also rebuilt as optimization problems. Most of them have…
Autonomous software agents operating in dynamic environments need to constantly reason about actions in pursuit of their goals, while taking into consideration norms which might be imposed on those actions. Normative practical reasoning…
We present a powerful general framework for designing data-dependent optimization algorithms, building upon and unifying recent techniques in adaptive regularization, optimistic gradient predictions, and problem-dependent randomization. We…
Manifold optimization is ubiquitous in computational and applied mathematics, statistics, engineering, machine learning, physics, chemistry and etc. One of the main challenges usually is the non-convexity of the manifold constraints. By…
The principle of optimality is a fundamental aspect of dynamic programming, which states that the optimal solution to a dynamic optimization problem can be found by combining the optimal solutions to its sub-problems. While this principle…
Long-term fairness is an important factor of consideration in designing and deploying learning-based decision systems in high-stake decision-making contexts. Recent work has proposed the use of Markov Decision Processes (MDPs) to formulate…
Modeling the purposeful behavior of imperfect agents from a small number of observations is a challenging task. When restricted to the single-agent decision-theoretic setting, inverse optimal control techniques assume that observed behavior…
Optimization plays an important role in solving many inverse problems. Indeed, the task of inversion often either involves or is fully cast as a solution of an optimization problem. In this light, the mere non-linear, non-convex, and…
The rapid evolution of Large Language Models (LLMs) has markedly expanded their application across diverse domains, transforming how complex problems are approached and solved. Initially conceived to predict subsequent words in texts, these…
Decentralized optimization enables multiple devices to learn a global machine learning model while each individual device only has access to its local dataset. By avoiding the need for training data to leave individual users' devices, it…
Trained ML models are commonly embedded in optimization problems. In many cases, this leads to large-scale NLPs that are difficult to solve to global optimality. While ML models frequently lead to large problems, they also exhibit…
A fundamental question in the conjunction of information theory, biophysics, bioinformatics and thermodynamics relates to the principles and processes that guide the development of natural intelligence in natural environments where…
A decision maker typically (i) incorporates training data to learn about the relative effectiveness of treatments, and (ii) chooses an implementation mechanism that implies an ``optimal'' predicted outcome distribution according to some…
We consider joint optimization and learning problems arising in real-time decision systems. While most existing work focuses primarily on convex, revenue-based objectives, we extend this line of research to multi-objective formulations. In…
Optimization problems are prevalent across various scenarios. Formulating and then solving optimization problems described by natural language often requires highly specialized human expertise, which could block the widespread application…