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In data-driven optimization, solution feasibility is often ensured through a "safe" reformulation of the uncertain constraints, such that an obtained data-driven solution is guaranteed to be feasible for the oracle formulation with high…

Optimization and Control · Mathematics 2019-09-17 Henry Lam , Huajie Qian

The study of adaptive data analysis examines how many statistical queries can be answered accurately using a fixed dataset while avoiding false discoveries (statistically inaccurate answers). In this paper, we tackle a question that…

Machine Learning · Computer Science 2023-02-09 Roi Livni

Robust optimization has been established as a leading methodology to approach decision problems under uncertainty. To derive a robust optimization model, a central ingredient is to identify a suitable model for uncertainty, which is called…

Optimization and Control · Mathematics 2021-09-10 Marc Goerigk , Jannis Kurtz

We investigate a data-driven approach to constructing uncertainty sets for robust optimization problems, where the uncertain problem parameters are modeled as random variables whose joint probability distribution is not known. Relying only…

Optimization and Control · Mathematics 2020-09-22 Polina Alexeenko , Eilyan Bitar

Model explainability is crucial for human users to be able to interpret how a proposed classifier assigns labels to data based on its feature values. We study generalized linear models constructed using sets of feature value rules, which…

Machine Learning · Statistics 2023-11-06 Sanjeeb Dash , Soumyadip Ghosh , Joao Goncalves , Mark S. Squillante

In this paper, we study arbitrary infinite binary information systems each of which consists of an infinite set called universe and an infinite set of two-valued functions (attributes) defined on the universe. We consider the notion of a…

Computational Complexity · Computer Science 2023-11-30 Kerven Durdymyradov , Mikhail Moshkov

Adaptive dynamical systems arise in a multitude of contexts, e.g., optimization, control, communications, signal processing, and machine learning. A precise characterization of their fundamental limitations is therefore of paramount…

Information Theory · Computer Science 2010-10-13 Maxim Raginsky

Conformal Prediction (CP) is a distribution-free uncertainty estimation framework that constructs prediction sets guaranteed to contain the true answer with a user-specified probability. Intuitively, the size of the prediction set encodes a…

Machine Learning · Computer Science 2025-02-18 Alvaro H. C. Correia , Fabio Valerio Massoli , Christos Louizos , Arash Behboodi

This paper studies the informativity problem for reachability and null-controllability of constrained systems. To be precise, we will focus on an unknown linear systems with convex conic constraints from which we measure data consisting of…

Optimization and Control · Mathematics 2021-05-03 Jaap Eising , M. Kanat Camlibel

Efficient, interpretable optimization is a critical but underexplored challenge in software engineering, where practitioners routinely face vast configuration spaces and costly, error-prone labeling processes. This paper introduces EZR, a…

Software Engineering · Computer Science 2026-04-21 Amirali Rayegan , Tim Menzies

Methods to quantify uncertainty in predictions from arbitrary models are in demand in high-stakes domains like medicine and finance. Conformal prediction has emerged as a popular method for producing a set of predictions with specified…

Machine Learning · Computer Science 2025-03-19 Jessica Hullman , Yifan Wu , Dawei Xie , Ziyang Guo , Andrew Gelman

Data informativity provides a theoretical foundation for determining whether collected data are sufficiently informative to achieve specific control objectives in data-driven control frameworks. In this study, we investigate the data…

Optimization and Control · Mathematics 2026-04-22 Taira Kaminaga , Hampei Sasahara

We study how to construct compressed datasets that suffice to recover optimal decisions in linear programs with an unknown cost vector $c$ lying in a prior set $\mathcal{C}$. Recent work by Bennouna et al. provides an exact geometric…

Optimization and Control · Mathematics 2026-05-25 Yuhan Ye , Saurabh Amin , Asuman Ozdaglar

Information theory provides tools to predict the performance of a learning algorithm on a given dataset. For instance, the accuracy of learning an unknown parameter can be upper bounded by reducing the learning task to hypothesis testing…

Quantum Physics · Physics 2026-04-21 Evan Peters

Optimization under uncertainty deals with the problem of optimizing stochastic cost functions given some partial information on their inputs. These problems are extremely difficult to solve and yet pervade all areas of technological and…

Statistical Mechanics · Physics 2015-03-13 Fabrizio Altarelli , Alfredo Braunstein , Abolfazl Ramezanpour , Riccardo Zecchina

Decision theory has become widely accepted in the AI community as a useful framework for planning and decision making. Applying the framework typically requires elicitation of some form of probability and utility information. While much…

Artificial Intelligence · Computer Science 2013-02-08 Vu A. Ha , Peter Haddawy

When additional information sources are available, an important question for an agent solving a certain problem is how to optimally use the information the sources are capable of providing. A framework that relates information accuracy on…

Data Analysis, Statistics and Probability · Physics 2013-01-11 Eugene Perevalov , David Grace

Decision-making in complex systems often relies on machine learning models, yet highly accurate models such as XGBoost and neural networks can obscure the reasoning behind their predictions. In operations research applications,…

Machine Learning · Computer Science 2025-02-28 Gaurav Arwade , Sigurdur Olafsson

While data-driven decision-making is transforming modern operations, most large-scale data is of an observational nature, such as transactional records. These data pose unique challenges in a variety of operational problems posed as…

Optimization and Control · Mathematics 2017-05-23 Dimitris Bertsimas , Nathan Kallus

Information accounting provides a better foundation for hypothesis testing than does uncertainty quantification. A quantitative account of science is derived under this perspective that alleviates the need for epistemic bridge principles,…

Other Statistics · Statistics 2017-04-26 Grey Nearing , Hoshin Gupta
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