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We introduce a neural network conformal prediction method for time series that enhances adaptivity in non-stationary environments. Our approach acts as a neural controller designed to achieve desired target coverage, leveraging auxiliary…

Machine Learning · Computer Science 2024-12-25 Ruipu Li , Alexander Rodríguez

We propose an approach based on machine learning to solve two-stage linear adaptive robust optimization (ARO) problems with binary here-and-now variables and polyhedral uncertainty sets. We encode the optimal here-and-now decisions, the…

Machine Learning · Computer Science 2026-04-21 Dimitris Bertsimas , Cheol Woo Kim

Literature highlighted that financial time series data pose significant challenges for accurate stock price prediction, because these data are characterized by noise and susceptibility to news; traditional statistical methodologies made…

Trading and Market Microstructure · Quantitative Finance 2024-09-27 V. Lanzetta

We present a method to design driving protocols that achieve fast thermal equilibration of a system of interest using techniques inspired by machine learning training algorithms. For example, consider a Brownian particle manipulated by…

Statistical Mechanics · Physics 2025-06-25 Diego Rengifo , Gabriel Téllez

Many key problems in machine learning and data science are routinely modeled as optimization problems and solved via optimization algorithms. With the increase of the volume of data and the size and complexity of the statistical models used…

Optimization and Control · Mathematics 2020-08-28 Filip Hanzely

Oscillator Ising machines (OIMs) are networks of coupled oscillators that seek the minimum energy state of an Ising model. Since many NP-hard problems are equivalent to the minimization of an Ising Hamiltonian, OIMs have emerged as a…

Optimization and Control · Mathematics 2026-02-20 Ahmed Allibhoy , Arthur N. Montanari , Fabio Pasqualetti , Adilson E. Motter

Fair classification has been a topic of intense study in machine learning, and several algorithms have been proposed towards this important task. However, in a recent study, Friedler et al. observed that fair classification algorithms may…

Machine Learning · Computer Science 2020-09-10 Lingxiao Huang , Nisheeth K. Vishnoi

Decision-focused learning integrates predictive modeling and combinatorial optimization by training models to directly improve decision quality rather than prediction accuracy alone. Differentiating through combinatorial optimization…

Machine Learning · Computer Science 2026-01-30 Victor Spitzer , Francois Sanson

In this work, we propose an ensemble forecasting approach based on randomized neural networks. Improved randomized learning streamlines the fitting abilities of individual learners by generating network parameters in accordance with the…

Machine Learning · Computer Science 2021-07-12 Grzegorz Dudek , Paweł Pełka

As powerful as machine learning (ML) techniques are in solving problems involving data with large dimensionality, explaining the results from the fitted parameters remains a challenging task of utmost importance, especially in physics…

Disordered Systems and Neural Networks · Physics 2024-04-15 Roberto C. Alamino

Handling uncertainty is critical for ensuring reliable decision-making in intelligent systems. Modern neural networks are known to be poorly calibrated, resulting in predicted confidence scores that are difficult to use. This article…

Machine Learning · Computer Science 2026-05-18 Gabriele Sanguin , Arjun Pakrashi , Marco Viola , Francesco Rinaldi

Numerical optimization of complex systems benefits from the technological development of computing platforms in the last twenty years. Unfortunately, this is still not enough, and a large computational time is still necessary when…

Optimization and Control · Mathematics 2022-09-07 Daniele Peri

Parallelization is a popular strategy for improving the performance of iterative algorithms. Optimization methods are no exception: design of efficient parallel optimization methods and tight analysis of their theoretical properties are…

Optimization and Control · Mathematics 2023-11-28 Alexander Tyurin , Peter Richtárik

The stabilization of nonlinear systems under zero-state-detectability assumption or its analogues is considered. The proposed supervisory control provides a finite time practical stabilization of output and it is based on uniting local and…

Optimization and Control · Mathematics 2013-04-16 Denis Efimov , Alexander L. Fradkov

Maintaining numerical stability in machine learning models is crucial for their reliability and performance. One approach to maintain stability of a network layer is to integrate the condition number of the weight matrix as a regularizing…

Machine Learning · Computer Science 2024-10-02 Rossen Nenov , Daniel Haider , Peter Balazs

A machine-learning strategy for investigating the stability of fluid flow problems is proposed herein. The goal is to provide a simple yet robust methodology to find a nonlinear mapping from the parametric space to an indicator representing…

Fluid Dynamics · Physics 2026-01-06 David J. Silvester

Linear programming is used as a standard tool for optimising unit commitment or power flows in energy supply systems. For heat supply systems, however, it faces a relevant limitation: For them, energy yield depends on the output…

In this paper we study a single machine scheduling problem with the objective of minimizing the sum of completion times. Each of the given jobs is either short or long. However the processing times are initially hidden to the algorithm, but…

Data Structures and Algorithms · Computer Science 2021-05-06 Fanny Dufossé , Christoph Dürr , Noël Nadal , Denis Trystram , Óscar C. Vásquez

Control problems frequently arise in scientific and industrial applications, where the objective is to steer a dynamical system from an initial state to a desired target state. Recent advances in deep learning and automatic differentiation…

Systems and Control · Electrical Eng. & Systems 2026-01-09 Lucas Böttcher

Time series modelling is essential for solving tasks such as predictive maintenance, quality control and optimisation. Deep learning is widely used for solving such problems. When managing complex manufacturing process with neural networks,…

Machine Learning · Computer Science 2020-11-17 Alexey Kurochkin