Related papers: Necessary and Sufficient Conditions for Optimal De…
Decision Trees have remained a popular machine learning method for tabular datasets, mainly due to their interpretability. However, they lack the expressiveness needed to handle highly nonlinear or unstructured datasets. Motivated by recent…
Recently there has been a surge of interest in optimal decision tree (ODT) methods that globally optimize accuracy directly, in contrast to traditional approaches that locally optimize an impurity or information metric. However, the value…
We extend Robust Optimization to fractional programming, where both the objective and the constraints contain uncertain parameters. Earlier work did not consider uncertainty in both the objective and the constraints, or did not use Robust…
Sparse structures are frequently sought when pursuing tractability in optimization problems. They are exploited from both theoretical and computational perspectives to handle complex problems that become manageable when sparsity is present.…
We study the effectiveness of subagging, or subsample aggregating, on regression trees, a popular non-parametric method in machine learning. First, we give sufficient conditions for pointwise consistency of trees. We formalize that (i) the…
Many decisions involve choosing an uncertain course of actions in deep and wide decision trees, as when we plan to visit an exotic country for vacation. In these cases, exhaustive search for the best sequence of actions is not tractable due…
We present a general method for obtaining strong bounds for discrete optimization problems that is based on a concept of branching duality. It can be applied when no useful integer programming model is available, and we illustrate this with…
Models often need to be constrained to a certain size for them to be considered interpretable. For example, a decision tree of depth 5 is much easier to understand than one of depth 50. Limiting model size, however, often reduces accuracy.…
In this paper, we consider the problem of dynamic programming when supremum terms appear in the objective function. Such terms can represent overhead costs associated with the underlying state variables. Specifically, this form of…
We describe an approach for exploiting structure in Markov Decision Processes with continuous state variables. At each step of the dynamic programming, the state space is dynamically partitioned into regions where the value function is the…
Dynamic programming is widely used for exact computations based on tree decompositions of graphs. However, the space complexity is usually exponential in the treewidth. We study the problem of designing efficient dynamic programming…
Today, software-intensive systems are increasingly being developed in a globally distributed way. However, besides its benefit, global development also bears a set of risks and problems. One critical factor for successful project management…
Conventional decision trees have a number of favorable properties, including interpretability, a small computational footprint and the ability to learn from little training data. However, they lack a key quality that has helped fuel the…
We develop a tractable and flexible approach for incorporating side information into dynamic optimization under uncertainty. The proposed framework uses predictive machine learning methods (such as $k$-nearest neighbors, kernel regression,…
Random forests are an ensemble method relevant for many problems, such as regression or classification. They are popular due to their good predictive performance (compared to, e.g., decision trees) requiring only minimal tuning of…
Efficient sampling from constraint manifolds, and thereby generating a diverse set of solutions for feasibility problems, is a fundamental challenge. We consider the case where a problem is factored, that is, the underlying nonlinear…
As a multitude of capable machine learning (ML) models become widely available in forms such as open-source software and public APIs, central questions remain regarding their use in real-world applications, especially in high-stakes…
Many AI problems, in robotics and other domains, are goal-directed, essentially seeking a trajectory leading to some goal state. In such problems, the way we choose to represent a trajectory underlies algorithms for trajectory prediction…
When modeling an application of practical relevance as an instance of a combinatorial problem X, we are often interested not merely in finding one optimal solution for that instance, but in finding a sufficiently diverse collection of good…
Traditionally, for most machine learning settings, gaining some degree of explainability that tries to give users more insights into how and why the network arrives at its predictions, restricts the underlying model and hinders performance…