Related papers: A Switching Framework for Online Interval Scheduli…
A rich set of frequentist model averaging methods has been developed, but their applications have largely been limited to point prediction, as measuring prediction uncertainty in general settings remains an open problem. In this paper we…
Time-to-event endpoints are central to evaluate treatment efficacy across many disease areas. Many trial protocols include interim analyses within group-sequential designs that control type I error via spending functions or boundary…
Calibration error is commonly adopted for evaluating the quality of uncertainty estimators in deep neural networks. In this paper, we argue that such a metric is highly beneficial for training predictive models, even when we do not…
In the current work we introduce a novel estimation of distribution algorithm to tackle a hard combinatorial optimization problem, namely the single-machine scheduling problem, with uncertain delivery times. The majority of the existing…
We consider the class of single machine scheduling problems with the objective to minimize the weighted number of late jobs, under the assumption that completion due-dates are not known precisely at the time when decision-maker must provide…
Most cognitive architectures rely on discrete representation, both in space (e.g., objects) and in time (e.g., events). However, a robot interaction with the world is inherently continuous, both in space and in time. The segmentation of the…
In applications of dynamical systems, situations can arise where it is desired to predict the onset of synchronization as it can lead to characteristic and significant changes in the system performance and behaviors, for better or worse. In…
This paper introduces a scheme for data stream processing which is robust to batch duration. Streaming frameworks process streams in batches retrieved at fixed time intervals. In a common setting a pattern recognition algorithm is applied…
This paper considers online optimization for a system that performs a sequence of back-to-back tasks. Each task can be processed in one of multiple processing modes that affect the duration of the task, the reward earned, and an additional…
Making judicious channel access and transmission scheduling decisions is essential for improving performance as well as energy and spectral efficiency in multichannel wireless systems. This problem has been a subject of extensive study in…
We consider a parallel system of $m$ identical machines prone to unpredictable crashes and restarts, trying to cope with the continuous arrival of tasks to be executed. Tasks have different computational requirements (i.e., processing time…
This paper describes a method for scheduling the events of a switched system to achieve an optimal performance. The approach has guarantees on convergence and computational complexity that parallel derivative-based iterative optimization…
Forecasting is an indispensable element of operational research (OR) and an important aid to planning. The accurate estimation of the forecast uncertainty facilitates several operations management activities, predominantly in supporting…
A burgeoning paradigm in algorithm design is the field of algorithms with predictions, in which algorithms can take advantage of a possibly-imperfect prediction of some aspect of the problem. While much work has focused on using predictions…
We describe a framework for deriving and analyzing online optimization algorithms that incorporate adaptive, data-dependent regularization, also termed preconditioning. Such algorithms have been proven useful in stochastic optimization by…
We propose a network architecture capable of reliably estimating uncertainty of regression based predictions without sacrificing accuracy. The current state-of-the-art uncertainty algorithms either fall short of achieving prediction…
This paper addresses the robust consensus problem under switching topologies. Contrary to existing methods, the proposed approach provides decentralized protocols that achieve consensus for networked multi-agent systems in a predefined…
Data in modern economic and financial applications often arrive as a stream, requiring models and inference to be updated in real time -- yet most semiparametric methods remain batch-based and computationally impractical in large-scale…
We examine the problem of smoothed online optimization, where a decision maker must sequentially choose points in a normed vector space to minimize the sum of per-round, non-convex hitting costs and the costs of switching decisions between…
Machine learning can significantly improve performance for decision-making under uncertainty across a wide range of domains. However, ensuring robustness guarantees requires well-calibrated uncertainty estimates, which can be difficult to…