Related papers: Decision making in stochastic extensive form I: St…
Decision trees are simple, yet powerful, classification models used to classify categorical and numerical data, and, despite their simplicity, they are commonly used in operations research and management, as well as in knowledge mining.…
When the information about uncertainty cannot be quantified in a simple, probabilistic way, the topic of possibilistic decision theory is often a natural one to consider. The development of possibilistic decision theory has lead to a series…
We present Neural Random Forest Imitation - a novel approach for transforming random forests into neural networks. Existing methods propose a direct mapping and produce very inefficient architectures. In this work, we introduce an imitation…
In the field of decision trees, most previous studies have difficulty ensuring the statistical optimality of a prediction of new data and suffer from overfitting because trees are usually used only to represent prediction functions to be…
In order to obtain a stochastic model that accounts for the stochastic aspects of the dynamics of a business process, usually the following steps are taken. Given an event log, a process tree is obtained through a process discovery…
To model combinatorial decision problems involving uncertainty and probability, we introduce stochastic constraint programming. Stochastic constraint programs contain both decision variables (which we can set) and stochastic variables…
A random forest prediction can be computed by the scalar product of the labels of the training examples and a set of weights that are determined by the leafs of the forest into which the test object falls; each prediction can hence be…
Macroscopic traffic flow is stochastic, but the physics-informed deep learning methods currently used in transportation literature embed deterministic PDEs and produce point-valued outputs; the stochasticity of the governing dynamics plays…
In this paper, we develop a framework to obtain graph abstractions for decision-making by an agent where the abstractions emerge as a function of the agent's limited computational resources. We discuss the connection of the proposed…
We study information aggregation in networks where agents make binary decisions (labeled incorrect or correct). Agents initially form independent private beliefs about the better decision, which is correct with probability $1/2+\delta$. The…
We focus on generative AI for a type of data that still represent one of the most prevalent form of data: tabular data. Our paper introduces two key contributions: a new powerful class of forest-based models fit for such tasks and a simple…
Survival analysis studies and predicts the time of death, or other singular unrepeated events, based on historical data, while the true time of death for some instances is unknown. Survival trees enable the discovery of complex nonlinear…
Poor bucking decisions made by forest harvesters can have a negative effect on the products that are generated from the logs. Making the right bucking decisions is not an easy task because harvesters must rely on predictions of the stem…
Research in reinforcement learning has produced algorithms for optimal decision making under uncertainty that fall within two main types. The first employs a Bayesian framework, where optimality improves with increased computational time.…
In recent years, gradient boosted decision trees have become popular in building robust machine learning models on big data. The primary technique that has enabled these algorithms success has been distributing the computation while…
In the first paper (part I) of this series of two, we introduce four novel definitions of the ODT problems: three for size-constrained trees and one for depth-constrained trees. These definitions are stated unambiguously through executable…
A probabilistic framework is proposed for the optimization of efficient switched control strategies for physical systems dominated by stochastic excitation. In this framework, the equation for the state trajectory is replaced with an…
This paper extends my research applying statistical decision theory to treatment choice with sample data, using maximum regret to evaluate the performance of treatment rules. The specific new contribution is to study as-if optimization…
Random forests are a statistical learning method widely used in many areas of scientific research because of its ability to learn complex relationships between input and output variables and also its capacity to handle high-dimensional…
In the context of tree-search stochastic planning algorithms where a generative model is available, we consider on-line planning algorithms building trees in order to recommend an action. We investigate the question of avoiding re-planning…