Related papers: Efficient Estimation of Kernel Surrogate Models fo…
Recent work on policy learning from observational data has highlighted the importance of efficient policy evaluation and has proposed reductions to weighted (cost-sensitive) classification. But, efficient policy evaluation need not yield…
Large pretrained models are showing increasingly better performance in reasoning and planning tasks across different modalities, opening the possibility to leverage them for complex sequential decision making problems. In this paper, we…
The development of a reliable and robust surrogate model is often constrained by the dimensionality of the problem. For a system with high-dimensional inputs/outputs (I/O), conventional approaches usually use a low-dimensional manifold to…
Recent advancements in Markov chain Monte Carlo (MCMC) sampling and surrogate modelling have significantly enhanced the feasibility of Bayesian analysis across engineering fields. However, the selection and integration of surrogate models…
Decision support systems often rely on solving complex optimization problems that may require to estimate uncertain parameters beforehand. Recent studies have shown how using traditionally trained estimators for this task can lead to…
Agent-based simulators provide granular representations of complex intelligent systems by directly modelling the interactions of the system's constituent agents. Their high-fidelity nature enables hyper-local policy evaluation and testing…
This paper proposes a technique for training a neural network by minimizing a surrogate loss that approximates the target evaluation metric, which may be non-differentiable. The surrogate is learned via a deep embedding where the Euclidean…
The generalized assignment problem with routing constraints, e.g. the vehicle routing problem, has essential practical relevance. This paper focuses on addressing the complexities of the problem by learning a surrogate model with reduced…
The transition of the power grid requires new technologies and methodologies, which can only be developed and tested in simulations. Especially larger simulation setups with many levels of detail can become quite slow. Therefore, the number…
This study introduces a surrogate modeling framework merging proper orthogonal decomposition, long short-term memory networks, and multi-task learning, to accurately predict elastoplastic deformations in real-time. Superior to single-task…
Recent work using auxiliary prediction task classifiers to investigate the properties of LSTM representations has begun to shed light on why pretrained representations, like ELMo (Peters et al., 2018) and CoVe (McCann et al., 2017), are so…
With the ever-increasing use of complex machine learning models in critical applications within the finance domain, explaining the decisions of the model has become a necessity. With applications spanning from credit scoring to credit…
Structured prediction involves learning to predict complex structures rather than simple scalar values. The main challenge arises from the non-Euclidean nature of the output space, which generally requires relaxing the problem formulation.…
As the size and richness of available datasets grow larger, the opportunities for solving increasingly challenging problems with algorithms learning directly from data grow at the same pace. Consequently, the capability of learning…
Despite their immense promise in performing a variety of learning tasks, a theoretical understanding of the limitations of Deep Neural Networks (DNNs) has so far eluded practitioners. This is partly due to the inability to determine the…
There is now significant historical data available on decision making in organizations, consisting of the decision problem, what decisions were made, and how desirable the outcomes were. Using this data, it is possible to learn a surrogate…
The performance of machine learning surrogates is critically dependent on data quality and quantity. This presents a major challenge, as high-fidelity (HF) data is often scarce and computationally expensive to acquire, while low-fidelity…
We present a framework for automatically structuring and training fast, approximate, deep neural surrogates of stochastic simulators. Unlike traditional approaches to surrogate modeling, our surrogates retain the interpretable structure and…
Supervised Machine Learning (SML) algorithms, such as Gradient Boosting, Random Forest, and Neural Networks, have become popular in recent years due to their superior predictive performance over traditional statistical methods. However,…
The computational complexity of kernel methods has often been a major barrier for applying them to large-scale learning problems. We argue that this barrier can be effectively overcome. In particular, we develop methods to scale up kernel…