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Multi-task learning solves multiple correlated tasks. However, conflicts may exist between them. In such circumstances, a single solution can rarely optimize all the tasks, leading to performance trade-offs. To arrive at a set of optimized…

Artificial Intelligence · Computer Science 2024-03-26 Lu Bai , Abhishek Gupta , Yew-Soon Ong

With dramatic improvements in optimization software, the solution of large-scale problems that seemed intractable decades ago are now a routine task. This puts even more real-world applications into the reach of optimizers. At the same…

Optimization and Control · Mathematics 2023-03-07 Marc Goerigk , Michael Hartisch

When predictive models are used to support complex and important decisions, the ability to explain a model's reasoning can increase trust, expose hidden biases, and reduce vulnerability to adversarial attacks. However, attempts at…

Machine Learning · Computer Science 2019-07-11 Dimitris Bertsimas , Arthur Delarue , Patrick Jaillet , Sebastien Martin

Multi-modal multi-objective optimization is to locate (almost) equivalent Pareto optimal solutions as many as possible. While decomposition-based evolutionary algorithms have good performance for multi-objective optimization, they are…

Neural and Evolutionary Computing · Computer Science 2020-10-01 Ryoji Tanabe , Hisao Ishibuchi

In recent years, machine learning researchers have focused on methods to construct flexible and interpretable prediction models. However, an interpretability evaluation, a relationship between generalization performance and an…

Machine Learning · Computer Science 2019-10-08 Jinwei Zhao , Qizhou Wang , Yufei Wang , Yu Liu , Zhenghao Shi , Xinhong Hei

We consider the optimization of an uncertain objective over continuous and multi-dimensional decision spaces in problems in which we are only provided with observational data. We propose a novel algorithmic framework that is tractable,…

Machine Learning · Statistics 2018-10-30 Dimitris Bertsimas , Christopher McCord

The lack of interpretability and transparency are preventing economists from using advanced tools like neural networks in their empirical research. In this paper, we propose a class of interpretable neural network models that can achieve…

Econometrics · Economics 2020-12-01 Yucheng Yang , Zhong Zheng , Weinan E

Machine learning is permeating every conceivable domain to promote data-driven decision support. The focus is often on advanced black-box models due to their assumed performance advantages, whereas interpretable models are often associated…

Machine Learning · Computer Science 2024-09-24 Sven Kruschel , Nico Hambauer , Sven Weinzierl , Sandra Zilker , Mathias Kraus , Patrick Zschech

The performance of any Machine Learning (ML) algorithm is impacted by the choice of its hyperparameters. As training and evaluating a ML algorithm is usually expensive, the hyperparameter optimization (HPO) method needs to be…

Machine Learning · Computer Science 2022-09-12 Alejandro Morales-Hernández , Inneke Van Nieuwenhuyse , Gonzalo Nápoles

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.…

Machine Learning · Computer Science 2020-07-02 Abhishek Ghose , Balaraman Ravindran

Sleep quality is influenced by a complex interplay of behavioral, environmental, and psychosocial factors, yet most computational studies focus mainly on predictive risk identification rather than actionable intervention design. Although…

Machine Learning · Computer Science 2026-03-19 Mahfuz Ahmed Anik , Mohsin Mahmud Topu , Azmine Toushik Wasi , Md Isfar Khan , MD Manjurul Ahsan

Machine learning algorithms have been used widely in various applications and areas. To fit a machine learning model into different problems, its hyper-parameters must be tuned. Selecting the best hyper-parameter configuration for machine…

Machine Learning · Computer Science 2022-10-06 Li Yang , Abdallah Shami

Benchmarking heuristic algorithms is vital to understand under which conditions and on what kind of problems certain algorithms perform well. In most current research into heuristic optimization algorithms, only a very limited number of…

Neural and Evolutionary Computing · Computer Science 2024-02-26 Niki van Stein , Diederick Vermetten , Anna V. Kononova , Thomas Bäck

We propose a novel high-performance and interpretable canonical deep tabular data learning architecture, TabNet. TabNet uses sequential attention to choose which features to reason from at each decision step, enabling interpretability and…

Machine Learning · Computer Science 2020-12-10 Sercan O. Arik , Tomas Pfister

Despite all the benefits of automated hyperparameter optimization (HPO), most modern HPO algorithms are black-boxes themselves. This makes it difficult to understand the decision process which leads to the selected configuration, reduces…

Machine Learning · Computer Science 2023-02-14 Julia Moosbauer , Giuseppe Casalicchio , Marius Lindauer , Bernd Bischl

Due to the high computational demands executing a rigorous comparison between hyperparameter optimization (HPO) methods is often cumbersome. The goal of this paper is to facilitate a better empirical evaluation of HPO methods by providing…

Machine Learning · Computer Science 2019-05-14 Aaron Klein , Frank Hutter

Interpretable Multi-Task Learning can be expressed as learning a sparse graph of the task relationship based on the prediction performance of the learned models. Since many natural phenomenon exhibit sparse structures, enforcing sparsity on…

Machine Learning · Computer Science 2020-09-14 Francesco Alesiani , Shujian Yu , Ammar Shaker , Wenzhe Yin

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

Machine-learning models have demonstrated great success in learning complex patterns that enable them to make predictions about unobserved data. In addition to using models for prediction, the ability to interpret what a model has learned…

Machine Learning · Statistics 2019-11-15 W. James Murdoch , Chandan Singh , Karl Kumbier , Reza Abbasi-Asl , Bin Yu

Modern machine learning models are often constructed taking into account multiple objectives, e.g., minimizing inference time while also maximizing accuracy. Multi-objective hyperparameter optimization (MHPO) algorithms return such…

Machine Learning · Computer Science 2024-02-29 Matthias Feurer , Katharina Eggensperger , Edward Bergman , Florian Pfisterer , Bernd Bischl , Frank Hutter