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Formulating real-world optimization problems often begins with making predictions from historical data (e.g., an optimizer that aims to recommend fast routes relies upon travel-time predictions). Typically, learning the prediction model…
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…
Learning to Optimize (LtO) is a problem setting in which a machine learning (ML) model is trained to emulate a constrained optimization solver. Learning to produce optimal and feasible solutions subject to complex constraints is a difficult…
Since deep neural networks were developed, they have made huge contributions to everyday lives. Machine learning provides more rational advice than humans are capable of in almost every aspect of daily life. However, despite this…
As the era of large language models (LLMs) unfolds, Preference Optimization (PO) methods have become a central approach to aligning LLMs with human preferences and improving performance. We propose Maximum a Posteriori Preference…
Output uncertainty indicates whether the probabilistic properties reflect objective characteristics of the model output. Unlike most loss functions and metrics in machine learning, uncertainty pertains to individual samples, but validating…
This paper addresses a novel data science problem, prescriptive price optimization, which derives the optimal price strategy to maximize future profit/revenue on the basis of massive predictive formulas produced by machine learning. The…
The predict-then-optimize framework is fundamental in practical stochastic decision-making problems: first predict unknown parameters of an optimization model, then solve the problem using the predicted values. A natural loss function in…
In this paper, we study the contextual dynamic pricing problem where the market value of a product is linear in its observed features plus some market noise. Products are sold one at a time, and only a binary response indicating success or…
Preferential Bayesian Optimization (PBO) is a sample-efficient method to learn latent user utilities from preferential feedback over a pair of designs. It relies on a statistical surrogate model for the latent function, usually a Gaussian…
Prompt optimization is a practical and widely applicable alternative to fine tuning for improving large language model performance. Yet many existing methods evaluate candidate prompts by sampling full outputs, often coupled with self…
Preference learning extends the performance of Code LLMs beyond traditional supervised fine-tuning by leveraging relative quality comparisons. In existing approaches, a set of n candidate solutions is evaluated based on test case success…
Decomposition has become an increasingly popular technique for evolutionary multi-objective optimization (EMO). A decomposition-based EMO algorithm is usually designed to approximate a whole Pareto-optimal front (PF). However, in practice,…
This paper solves a new class of optimization problems under uncertainty, called Probable Event Constrained Optimization (PECO), which optimizes an objective function of decision variables and subjects to a set of Probable Event Constraints…
A general, variational approach to derive low-order reduced systems is presented. The approach is based on the concept of optimal parameterizing manifold (OPM) that substitutes the more classical notions of invariant or slow manifold when…
Tasks in Predictive Business Process Monitoring (PBPM), such as Next Activity Prediction, focus on generating useful business predictions from historical case logs. Recently, Deep Learning methods, particularly sequence-to-sequence models…
Real-world recommendation systems often consist of two phases. In the first phase, multiple predictive models produce the probability of different immediate user actions. In the second phase, these predictions are aggregated according to a…
We present a review that unifies decision-support methods for exploring the solutions produced by multi-objective optimization (MOO) algorithms. As MOO is applied to solve diverse problems, approaches for analyzing the trade-offs offered by…
Creating impact in real-world settings requires artificial intelligence techniques to span the full pipeline from data, to predictive models, to decisions. These components are typically approached separately: a machine learning model is…
Stochastic computer simulations enable users to gain new insights into complex physical systems. Optimization is a common problem in this context: users seek to find model inputs that maximize the expected value of an objective function.…