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Benchmark experiments are required to test, compare, tune, and understand optimization algorithms. Ideally, benchmark problems closely reflect real-world problem behavior. Yet, real-world problems are not always readily available for…

Neural and Evolutionary Computing · Computer Science 2020-08-17 Martin Zaefferer , Frederik Rehbach

Regression methods are fundamental for scientific and technological applications. However, fitted models can be highly unreliable outside of their training domain, and hence the quantification of their uncertainty is crucial in many of…

Machine Learning · Statistics 2024-03-05 Filippo Bigi , Sanggyu Chong , Michele Ceriotti , Federico Grasselli

This research considers the ranking and selection (R&S) problem of selecting the optimal subset from a finite set of alternative designs. Given the total simulation budget constraint, we aim to maximize the probability of correctly…

Optimization and Control · Mathematics 2019-04-25 Fei Gao , Zhongshun Shi , Siyang Gao , Hui Xiao

This article proposes a sparse computation-based method for optimizing neural networks for reinforcement learning (RL) tasks. This method combines two ideas: neural network pruning and taking into account input data correlations; it makes…

Machine Learning · Computer Science 2022-04-11 Dmitry Ivanov , Mikhail Kiselev , Denis Larionov

Many large-scale production networks include thousands types of final products and tens to hundreds thousands types of raw materials and intermediate products. These networks face complicated inventory management decisions, which are often…

Optimization and Control · Mathematics 2022-01-19 Tan Wan , L. Jeff Hong

The minimum cost flow problem is one of the most studied network optimization problems and appears in numerous applications. Some efficient algorithms exist for this problem, which are freely available in the form of libraries or software…

Machine Learning · Computer Science 2022-10-06 Philipp Herrmann , Anna Meyer , Stefan Ruzika , Luca E. Schäfer , Fabian von der Warth

Optimal experimental design is a well studied field in applied science and engineering. Techniques for estimating such a design are commonly used within the framework of parameter estimation. Nonetheless, in recent years parameter…

Machine Learning · Statistics 2025-01-13 Md Shahriar Rahim Siddiqui , Arman Rahmim , Eldad Haber

Neural network ensembles have been effectively used to improve generalization by combining the predictions of multiple independently trained models. However, the growing scale and complexity of deep neural networks have led to these methods…

Machine Learning · Computer Science 2024-07-09 Tim Whitaker

We use a neural network to identify the optimal solution to a family of optimal investment problems, where the parameters determining an investor's risk and consumption preferences are given as inputs to the neural network in addition to…

Computational Finance · Quantitative Finance 2025-11-11 John Armstrong , Cristin Buescu , James Dalby , Rohan Hobbs

This paper investigates the state estimation problem for a class of complex networks, in which the dynamics of each node is subject to Gaussian noise, system uncertainties and nonlinearities. Based on a regularized least-squares approach,…

Systems and Control · Electrical Eng. & Systems 2021-03-16 Peihu Duan , Qishao Wang , Zhisheng Duan , Guanrong Chen

This work addresses inverse linear optimization where the goal is to infer the unknown cost vector of a linear program. Specifically, we consider the data-driven setting in which the available data are noisy observations of optimal…

Optimization and Control · Mathematics 2021-12-07 Rishabh Gupta , Qi Zhang

Many studies on the cost-sensitive learning assumed that a unique cost matrix is known for a problem. However, this assumption may not hold for many real-world problems. For example, a classifier might need to be applied in several…

Machine Learning · Computer Science 2012-05-03 Rui Wang , Ke Tang

This work proposes a way to align statistical modeling with decision making. We provide a method that propagates the uncertainty in predictive modeling to the uncertainty in operational cost, where operational cost is the amount spent by…

Machine Learning · Statistics 2015-03-19 Theja Tulabandhula , Cynthia Rudin

After a more than decade-long period of relatively little research activity in the area of recurrent neural networks, several new developments will be reviewed here that have allowed substantial progress both in understanding and in…

Machine Learning · Computer Science 2012-12-17 Yoshua Bengio , Nicolas Boulanger-Lewandowski , Razvan Pascanu

The term `surrogate modeling' in computational science and engineering refers to the development of computationally efficient approximations for expensive simulations, such as those arising from numerical solution of partial differential…

Numerical Analysis · Mathematics 2022-08-12 Maarten V. de Hoop , Daniel Zhengyu Huang , Elizabeth Qian , Andrew M. Stuart

Recent progress in hardware and methodology for training neural networks has ushered in a new generation of large networks trained on abundant data. These models have obtained notable gains in accuracy across many NLP tasks. However, these…

Computation and Language · Computer Science 2019-06-07 Emma Strubell , Ananya Ganesh , Andrew McCallum

Design, architecture and deployment details of a decision support system engineered to minimize operating costs of compressor stations in a gas network are presented. The system employs standard simulation software for pipelines, combined…

Systems and Control · Computer Science 2013-11-15 Mariusz Kamola , Sebastian Plamowski

The aim of this note is to construct a neural network for which the linear finite element approximation of a simple one dimensional boundary value problem is a minimum of the cost function to find out if the neural network is able to…

Numerical Analysis · Mathematics 2024-05-20 Julia Novo , Eduardo Terrés

We design a new adaptive learning algorithm for misclassification cost problems that attempt to reduce the cost of misclassified instances derived from the consequences of various errors. Our algorithm (adaptive cost sensitive learning -…

Machine Learning · Computer Science 2021-11-16 Ohad Volk , Gonen Singer

Machine Learning models incorporating multiple layered learning networks have been seen to provide effective models for various classification problems. The resulting optimization problem to solve for the optimal vector minimizing the…

Optimization and Control · Mathematics 2018-07-03 Vyacheslav Kungurtsev , Tomas Pevny
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