Related papers: Decision-Aware Predictions for Right-Hand Side Par…
This paper addresses two central problems for probabilistic processing models: parameter estimation from incomplete data and efficient retrieval of most probable analyses. These questions have been answered satisfactorily only for…
The end-to-end predict-then-optimize framework, also known as decision-focused learning, has gained popularity for its ability to integrate optimization into the training procedure of machine learning models that predict the unknown cost…
Decision-focused learning is a promising development for contextual optimisation. It enables us to train prediction models that reflect the contextual sensitivity structure of the problem. However, there have been limited attempts to extend…
In the field of machine learning, regression problems are pivotal due to their ability to predict continuous outcomes. Traditional error metrics like mean squared error, mean absolute error, and coefficient of determination measure model…
Dimensionality reduction is an effective method for learning high-dimensional data, which can provide better understanding of decision boundaries in human-readable low-dimensional subspace. Linear methods, such as principal component…
We introduce an algorithm which, in the context of nonlinear regression on vector-valued explanatory variables, chooses those combinations of vector components that provide best prediction. The algorithm devotes particular attention to…
We study two model selection settings in stochastic linear bandits (LB). In the first setting, which we refer to as feature selection, the expected reward of the LB problem is in the linear span of at least one of $M$ feature maps (models).…
This paper introduces a concept of a derivative of the optimal value function in linear programming (LP). Basically, it is the the worst case optimal value of an interval LP problem when the nominal data the data are inflated to intervals…
Capturing aleatoric uncertainty is a critical part of many machine learning systems. In deep learning, a common approach to this end is to train a neural network to estimate the parameters of a heteroscedastic Gaussian distribution by…
Reinforcement learning suffers from limitations in real practices primarily due to the number of required interactions with virtual environments. It results in a challenging problem because we are implausible to obtain a local optimal…
The dominating NLP paradigm of training a strong neural predictor to perform one task on a specific dataset has led to state-of-the-art performance in a variety of applications (eg. sentiment classification, span-prediction based question…
In this article we consider the problem of choosing an optimal sampling scheme for the regression problem simultaneously with that of model selection. We consider a batch type approach and an on-line approach following algorithms recently…
Finding tight bounds on the optimal solution is a critical element of practical solution methods for discrete optimization problems. In the last decade, decision diagrams (DDs) have brought a new perspective on obtaining upper and lower…
Checklists are simple decision aids that are often used to promote safety and reliability in clinical applications. In this paper, we present a method to learn checklists for clinical decision support. We represent predictive checklists as…
We study decision rule approximations for generic multi-stage robust linear optimization problems. We consider linear decision rules for the case when the objective coefficients, the recourse matrices, and the right-hand sides are…
The need to estimate a positive definite solution to an overdetermined linear system of equations with multiple right hand side vectors arises in several process control contexts. The coefficient and the right hand side matrices are…
This paper presents a spatial-based trajectory planning method for automated vehicles under actuator, obstacle avoidance, and vehicle dimension constraints. Starting from a nonlinear kinematic bicycle model, vehicle dynamics are transformed…
In model-based reinforcement learning, planning with an imperfect model of the environment has the potential to harm learning progress. But even when a model is imperfect, it may still contain information that is useful for planning. In…
Random effect models are popular statistical models for detecting and correcting spurious sample correlations due to hidden confounders in genome-wide gene expression data. In applications where some confounding factors are known,…
In the development of industrial digital twins, the optimization problem of technological and business processes often arises. In many cases, this problem can be reduced to a large-scale linear programming (LP) problem. The article is…