相关论文: Selecting optimal multistep predictors for autoreg…

Automated decision support systems promise to help human experts solve multiclass classification tasks more efficiently and accurately. However, existing systems typically require experts to understand when to cede agency to the system or…

Uncertainty in optimization is often represented as stochastic parameters in the optimization model. In Predict-Then-Optimize approaches, predictions of a machine learning model are used as values for such parameters, effectively…

With model trustworthiness being crucial for sensitive real-world applications, practitioners are putting more and more focus on improving the uncertainty calibration of deep neural networks. Calibration errors are designed to quantify the…

With the wide adoption of machine learning techniques, requirements have evolved beyond sheer high performance, often requiring models to be trustworthy. A common approach to increase the trustworthiness of such systems is to allow them to…

Dynamic mechanism design is a challenging extension to ordinary mechanism design in which the mechanism designer must make a sequence of decisions over time in the face of possibly untruthful reports of participating agents. Optimizing…

Model predictive control solves a constrained optimization problem online in order to compute an implicit closed-loop control policy. Recursive feasibility -- guaranteeing that the optimal control problem will have a solution at every time…

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…

The assortment planning problem is a central piece in the revenue management strategy of any company in the retail industry. In this paper, we study a robust assortment optimization problem for substitutable products under a sequential…

In this contribution we develop an efficient reduced order model for solving parametrized linear-quadratic optimal control problems with linear time-varying state system. The fully reduced model combines reduced basis approximations of the…

Decisions based partly or solely on predictions from probabilistic models may be sensitive to model misspecification. Statisticians are taught from an early stage that "all models are wrong", but little formal guidance exists on how to…

An important challenge in robust machine learning is when training data is provided by strategic sources who may intentionally report erroneous data for their own benefit. A line of work at the intersection of machine learning and mechanism…

In classic robust optimization, it is assumed that a set of possible parameter realizations, the uncertainty set, is modeled in a previous step and part of the input. As recent work has shown, finding the most suitable uncertainty set is in…

It is desirable in many multi-objective machine learning applications, such as multi-task learning with conflicting objectives and multi-objective reinforcement learning, to find a Pareto solution that can match a given preference of a…

In this paper, we construct and compare algorithmic approaches to solve the Preference Consistency Problem for preference statements based on hierarchical models. Instances of this problem contain a set of preference statements that are…

When environmental interaction is expensive, model-based reinforcement learning offers a solution by planning ahead and avoiding costly mistakes. Model-based agents typically learn a single-step transition model. In this paper, we propose a…

We propose an approach based on machine learning to solve two-stage linear adaptive robust optimization (ARO) problems with binary here-and-now variables and polyhedral uncertainty sets. We encode the optimal here-and-now decisions, the…

A fundamental challenge in machine learning is the choice of a loss as it characterizes our learning task, is minimized in the training phase, and serves as an evaluation criterion for estimators. Proper losses are commonly chosen, ensuring…

Distinguishing two candidate models is a fundamental and practically important statistical problem. Error rate control is crucial to the testing logic but, in complex nonparametric settings, can be difficult to achieve, especially when the…

We present a numerical method for convergence acceleration for multifidelity models of parameterized ordinary differential equations. The hierarchy of models is defined as trajectories computed using different timesteps in a time…

The ``prediction + optimal control'' scheme has shown good performance in many applications of automotive, traffic, robot, and building control. In practice, the prediction results are simply considered correct in the optimal control design…