Related papers: On a conjecture with implications for multicriteri…
In this paper, vector optimization is considered in the framework of decision making and optimization in general spaces. Interdependencies between domination structures in decision making and domination sets in vector optimization are…
Selecting an optimal subset of features or instances under an information theoretic criterion has become an effective preprocessing strategy for reducing data complexity while preserving essential information. This study investigates two…
A practical challenge in reinforcement learning are combinatorial action spaces that make planning computationally demanding. For example, in cooperative multi-agent reinforcement learning, a potentially large number of agents jointly…
This paper is devoted to establishing an enhanced Fritz John type first-order necessary condition for a general constrained nonlinear infinite-dimensional optimization problem. Unlike traditional constraint qualifications in optimization…
We prove the concavity of classical solutions to a wide class of degenerate elliptic differential equations on strictly convex domains of the unit sphere. The proof employs a suitable two-point maximum principle, a technique which…
Multicriteria adjustable robust optimization (MARO) problems arise in a wide variety of practical settings, for example, in the design of a building's energy supply. However, no general approaches, neither for the characterization of…
Theoretical results underpinning the Wisdom of Crowds, such as the Condorcet Jury Theorem, point to substantial accuracy gains through aggregation of decisions or opinions, but the foundations of this theorem are routinely undermined in…
Model selection is an integral problem of model based optimization techniques such as Bayesian optimization (BO). Current approaches often treat model selection as an estimation problem, to be periodically updated with observations coming…
A general maximum principle is proved for optimal controls of abstract semilinear stochastic evolution equations. The control variable, as well as linear unbounded operators, acts in both drift and diffusion terms, and the control set need…
In this paper, we present a significant improvement of Quick Hypervolume algorithm, one of the state-of-the-art algorithms for calculating exact hypervolume of the space dominated by a set of d-dimensional points. This value is often used…
Recent work has highlighted the centrality of smooth calibration [Kakade and Foster, 2008] as a robust measure of calibration error. We generalize, unify, and extend previous results on smooth calibration, both as a robust calibration…
Condorcet's Jury Theorem has been invoked for ensemble classifiers to indicate that the combination of many classifiers can have better predictive performance than a single classifier. Such a theoretical underpinning is unknown for…
Classical Decision Theory provides a normative framework for representing and reasoning about complex preferences. Straightforward application of this theory to automate decision making is difficult due to high elicitation cost. In response…
Ranking items to be recommended to users is one of the main problems in large scale social media applications. This problem can be set up as a multi-objective optimization problem to allow for trading off multiple, potentially conflicting…
In this paper we propose efficient methods for elicitation of complexly structured preferences and utilize these in problems of decision making under (severe) uncertainty. Based on the general framework introduced in Jansen, Schollmeyer and…
We employ a fuzzy optimality condition for the Frechet subdifferential and some advanced techniques of variational analysis such as formulae for the subdifferentials of an infinite family of nonsmooth functions and the coderivative…
The two-functional conjecture says that if a function f analytic and univalent in the unit disk maximizes Re{L} and Re{M} for two continuous linear functionals L and M, L is not equal to cM for any c>0, then f is a rotation of the Koebe…
A criterion for comonadicity of the extension-of- scalars functor associated to an extension of (not necessarily commutative) rings is given. As an application of this criterion, some known results on the comonadicity of such functors are…
Slater's condition -- existence of a "strictly feasible solution" -- is a common assumption in conic optimization. Without strict feasibility, first-order optimality conditions may be meaningless, the dual problem may yield little…
This paper studies hidden convexity properties associated with constrained optimization problems over the set of rotation matrices $\text{SO}(n)$. Such problems are nonconvex due to the constraint $X \in \text{SO}(n)$. Nonetheless, we show…