Related papers: Smart Predict-then-Optimize Method with Dependent …

Structured prediction requires models to generate ontology-constrained labels, grounded evidence, and valid structure under ambiguity, label skew, and heterogeneous group difficulty. We present a two-part framework for controllable…

The key to effective alignment lies in high-quality preference data. Recent research has focused on automated alignment, which involves developing alignment systems with minimal human intervention. However, prior research has predominantly…

The proximal policy optimization (PPO) algorithm stands as one of the most prosperous methods in the field of reinforcement learning (RL). Despite its success, the theoretical understanding of PPO remains deficient. Specifically, it is…

Proximal policy optimization (PPO) is one of the most popular deep reinforcement learning (RL) methods, achieving state-of-the-art performance across a wide range of challenging tasks. However, as a model-free RL method, the success of PPO…

Plateaus, where an agent's performance stagnates at a suboptimal level, are a common problem in deep on-policy RL. Focusing on PPO due to its widespread adoption, we show that plateaus in certain regimes arise not because of known…

The performance of optimization algorithms relies crucially on their parameterizations. Finding good parameter settings is called algorithm tuning. The sequential parameter optimization (SPOT) package for R is a toolbox for tuning and…

Modern stochastic optimization pipelines increasingly rely on learned generative models to represent uncertainty, while downstream decisions are evaluated almost entirely through Monte Carlo scenarios. This shifts the operational object of…

Space-Time Projection (STP) is introduced as a data-driven forecasting approach for high-dimensional and time-resolved data. The method computes extended space-time proper orthogonal modes from training data spanning a prediction horizon…

Robust optimization is a popular paradigm for modeling and solving two- and multi-stage decision-making problems affected by uncertainty. In many real-world applications, the time of information discovery is decision-dependent and the…

We propose a new sample-efficient methodology, called Supervised Policy Update (SPU), for deep reinforcement learning. Starting with data generated by the current policy, SPU formulates and solves a constrained optimization problem in the…

Time-distributed Optimization (TDO) is an approach for reducing the computational burden of Model Predictive Control (MPC). When using TDO, optimization iterations are distributed over time by maintaining a running solution estimate and…

We establish a formal connection between the decades-old surrogate outcome model in biostatistics and economics and the emerging field of prediction-powered inference (PPI). The connection treats predictions from pre-trained models,…

In RL, given a prompt, we sample a group of completions from a model and score them. Two questions follow: which completions should gain probability mass, and how should the parameters move to realize that change? Standard policy-gradient…

Existing post-training techniques are broadly categorized into supervised fine-tuning (SFT) and reinforcement learning (RL) methods; the former is stable during training but suffers from limited generalization, while the latter, despite its…

Automatic Prompt Optimization (APO) is a powerful approach for extracting performance from large language models without modifying their weights. Many existing methods rely on trial-and-error, testing different prompts or in-context…

We present a novel approach, referred to as the 'threshold shift method' (TSM), for reliability based design optimization (RBDO). The proposed approach is similar in spirit with the sequential optimization and reliability analysis (SORA)…

We consider the predict-then-optimize paradigm for decision-making in which a practitioner (1) trains a supervised learning model on historical data of decisions, contexts, and rewards, and then (2) uses the resulting model to make future…

The `spotoptim` package implements surrogate-model-based optimization of expensive black-box functions in Python. Building on two decades of Sequential Parameter Optimization (SPO) methodology, it provides a Kriging-based optimization loop…

In this paper, we develop a stochastic set-valued optimization (SVO) framework tailored for robust machine learning. In the SVO setting, each decision variable is mapped to a set of objective values, and optimality is defined via set…

In data-driven stochastic optimization, model parameters of the underlying distribution need to be estimated from data in addition to the optimization task. Recent literature considers integrating the estimation and optimization processes…