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A central problem in business concerns the optimal allocation of limited resources to a set of available tasks, where the payoff of these tasks is inherently uncertain. In credit card fraud detection, for instance, a bank can only assign a…

Machine Learning · Computer Science 2022-02-10 Toon Vanderschueren , Bart Baesens , Tim Verdonck , Wouter Verbeke

The increasing adoption of neural networks in learning-augmented systems highlights the importance of model safety and robustness, particularly in safety-critical domains. Despite progress in the formal verification of neural networks,…

Machine Learning · Computer Science 2024-10-25 Shuowei Jin , Francis Y. Yan , Cheng Tan , Anuj Kalia , Xenofon Foukas , Z. Morley Mao

We propose explicitly incorporating large-scale load siting into a stochastic nodal power system capacity expansion planning model that concurrently co-optimizes generation, transmission and storage expansion. The potential operational…

Optimization and Control · Mathematics 2026-04-17 Tomas Valencia Zuluaga , Simon Pang , Jean-Paul Watson

Large language models typically employ vocabularies of over 100k tokens, which creates a major computational bottleneck at the final linear projection layer when performing speculative decoding. Current methods for vocabulary pruning depend…

Computation and Language · Computer Science 2026-05-27 Zhiyang Chen , Daliang Xu , Yinyuan Zhang , Chenghua Wang , Mengwei Xu , Yun Ma

In stochastic simulation, input uncertainty refers to the output variability arising from the statistical noise in specifying the input models. This uncertainty can be measured by a variance contribution in the output, which, in the…

Methodology · Statistics 2021-05-20 Henry Lam , Huajie Qian

Existing approaches of prescriptive analytics -- where inputs of an optimization model can be predicted by leveraging covariates in a machine learning model -- often attempt to optimize the mean value of an uncertain objective. However,…

Machine Learning · Computer Science 2025-03-05 Dimitris Bertsimas , Benjamin Boucher

We study how to utilize (possibly machine-learned) predictions in a model for computing under uncertainty in which an algorithm can query unknown data. The goal is to minimize the number of queries needed to solve the problem. We consider…

Data Structures and Algorithms · Computer Science 2021-11-09 Thomas Erlebach , Murilo S. de Lima , Nicole Megow , Jens Schlöter

We study approximation algorithms for the problem of minimizing the makespan on a set of machines with uncertainty on the processing times of jobs. In the model we consider, which goes back to~\cite{BertsimasS03}, once the schedule is…

Data Structures and Algorithms · Computer Science 2019-05-22 Marin Bougeret , Klaus Jansen , Michael Poss , Lars Rohwedder

Automated vehicles require efficient and safe planning to maneuver in uncertain environments. Largely this uncertainty is caused by other traffic participants, e.g., surrounding vehicles. Future motion of surrounding vehicles is often…

Systems and Control · Electrical Eng. & Systems 2022-06-09 Tim Brüdigam , Michael Olbrich , Dirk Wollherr , Marion Leibold

Hyperparameter tuning is a challenging problem especially when the system itself involves uncertainty. Due to noisy function evaluations, optimization under uncertainty can be computationally expensive. In this paper, we present a novel…

Machine Learning · Computer Science 2025-10-09 Akash Yadav , Ruda Zhang

Identifying the obstacle space is crucial for path planning. However, generating an accurate obstacle space remains a significant challenge due to various sources of uncertainty, including motion, behavior, and perception limitations. Even…

Robotics · Computer Science 2025-09-30 Jun Xiang , Jun Chen

We present a scheme to obtain an inexpensive and reliable estimate of the uncertainty associated with the predictions of a machine-learning model of atomic and molecular properties. The scheme is based on resampling, with multiple models…

Chemical Physics · Physics 2025-10-06 Felix Musil , Michael J. Willatt , Mikhail A. Langovoy , Michele Ceriotti

We consider the problem of constructing distribution-free prediction intervals for multi-step time series forecasting, with a focus on the temporal dependencies inherent in multi-step forecast errors. We establish that the optimal…

Methodology · Statistics 2026-02-03 Xiaoqian Wang , Rob J Hyndman

The increase in complexity of autonomous systems is accompanied by a need of data-driven development and validation strategies. Advances in computer graphics and cloud clusters have opened the way to massive parallel high fidelity…

Machine Learning · Computer Science 2023-01-05 Osama Maqbool , Jürgen Roßmann

Reasoning about uncertainty is vital in many real-life autonomous systems. However, current state-of-the-art planning algorithms cannot either reason about uncertainty explicitly, or do so with a high computational burden. Here, we focus on…

Artificial Intelligence · Computer Science 2022-01-31 Moran Barenboim , Vadim Indelman

Machine learning (ML) systems expose a rapidly expanding configuration space spanning model-parallelism strategies, communication optimizations, and low-level runtime parameters. End-to-end system efficiency is highly sensitive to these…

Machine Learning · Computer Science 2026-03-13 Jimmy Shong , Yuhan Ding , Yihan Jiang , Liheng Jing , Haonan Chen , Gaokai Zhang , Aditya Akella , Fan Lai

Recent studies have shown that ensemble approaches could not only improve accuracy and but also estimate model uncertainty in deep learning. However, it requires a large number of parameters according to the increase of ensemble models for…

Computer Vision and Pattern Recognition · Computer Science 2020-05-25 Hong Joo Lee , Seong Tae Kim , Hakmin Lee , Nassir Navab , Yong Man Ro

Learning-augmented algorithms have emerged as a powerful paradigm to surpass traditional worst-case lower bounds by integrating potentially noisy predictions. While this framework has seen success in online scheduling, existing work…

Machine Learning · Computer Science 2026-05-25 Mugen Blue , Sungjin Im , Alexander Lindermayr

We introduce AutoSpec, a neural network framework for discovering iterative spectral algorithms for large-scale numerical linear algebra and numerical optimization. Our self-supervised models adapt to input operators using coarse spectral…

Machine Learning · Computer Science 2026-02-11 Zihang Liu , Oleg Balabanov , Yaoqing Yang , Michael W. Mahoney

Considering widely dispersed uncertain renewable energy sources (RESs), scenario-based stochastic optimization is an effective method for the economic dispatch of renewables-rich power systems. However, on classic computers, to simulate RES…

Optimization and Control · Mathematics 2024-04-23 Xutao Han , Zhiyi Li , Yue Xu