Publications associées à Optimal decision

Follow the Clairvoyant: an Imitation Learning Approach to Optimal Control

Giancarlo Ferrari Trecate, John Lygeros, Luca Furieri, Florian Dörfler, Andrea Martin

We consider control of dynamical systems through the lens of competitive analysis. Most prior work in this area focuses on minimizing regret, that is, the loss relative to an ideal clairvoyant policy that has noncausal access to past, present, and future d ...

Elsevier2023

Evaluating the Explainers: Black-Box Explainable Machine Learning for Student Success Prediction in MOOCs

Vinitra Swamy, Bahar Radmehr, Mirko Marras, Natasa Krco

Neural networks are ubiquitous in applied machine learning for education. Their pervasive success in predictive performance comes alongside a severe weakness, the lack of explainability of their decisions, especially relevant in human-centric fields. We im ...

2022

No-regret learning in games with noisy feedback: Faster rates and adaptivity via learning rate separation

Volkan Cevher, Kimon Antonakopoulos, Ya-Ping Hsieh

We examine the problem of regret minimization when the learner is involved in a continuous game with other optimizing agents: in this case, if all players follow a no-regret algorithm, it is possible to achieve significantly lower regret relative to fully ...

2022

Regret Minimization in Stochastic Non-Convex Learning via a Proximal-Gradient Approach

Volkan Cevher, Shaul Nadav Hallak

This paper develops a methodology for regret minimization with stochastic first-order oracle feedback in online, constrained, non-smooth, non-convex problems. In this setting, the minimization of external regret is beyond reach for first-order methods, and ...

JMLR-JOURNAL MACHINE LEARNING RESEARCH2021

Data reduction for mixed integer linear programming in complex energy systems

François Maréchal, Luc Girardin, Julia Granacher, Luise Middelhauve, Natalija Ljubic

The task of optimally designing and scheduling energy systems with a high share of renewable energies is complex and computationally demanding. A widespread method for tackling this task is to apply mixed integer linear programming (MILP). Even though the ...

2021

Online Submodular Resource Allocation with Applications to Rebalancing Shared Mobility Systems

Maryam Kamgarpour, Andreas Krause, Ilija Bogunovic

Motivated by applications in shared mobility, we address the problem of allocating a group of agents to a set of resources to maximize a cumulative welfare objective. We model the welfare obtainable from each resource as a monotone DR-submodular function w ...

PMLR2021

Information Theoretic Characterization of Uncertainty Distinguishes Surprise From Accuracy Signals in the Brain

Kerstin Preuschoff, Leyla Loued-Khenissi

Uncertainty presents a problem for both human and machine decision-making. While utility maximization has traditionally been viewed as the motive force behind choice behavior, it has been theorized that uncertainty minimization may supersede reward motivat ...

2020

Generalization error in high-dimensional perceptrons: Approaching Bayes error with convex optimization

Florent Gérard Krzakala, Lenka Zdeborová

We consider a commonly studied supervised classification of a synthetic dataset whose labels are generated by feeding a one-layer non-linear neural network with random iid inputs. We study the generalization performances of standard classifiers in the high ...

Curran Associates, Inc.2020

Wasserstein Distributionally Robust Optimization: Theory and Applications in Machine Learning

Daniel Kuhn, Viet Anh Nguyen, Soroosh Shafieezadeh Abadeh, Peyman Mohajerin Esfahani

Many decision problems in science, engineering and economics are affected by uncertain parameters whose distribution is only indirectly observable through samples. The goal of data-driven decision-making is to learn a decision from finitely many training s ...

2019

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Optimal decision

Follow the Clairvoyant: an Imitation Learning Approach to Optimal Control

Evaluating the Explainers: Black-Box Explainable Machine Learning for Student Success Prediction in MOOCs

No-regret learning in games with noisy feedback: Faster rates and adaptivity via learning rate separation

Regret Minimization in Stochastic Non-Convex Learning via a Proximal-Gradient Approach

Data reduction for mixed integer linear programming in complex energy systems

Online Submodular Resource Allocation with Applications to Rebalancing Shared Mobility Systems

Minimizing Regret of Bandit Online Optimization in Unconstrained Action Spaces

Information Theoretic Characterization of Uncertainty Distinguishes Surprise From Accuracy Signals in the Brain

Generalization error in high-dimensional perceptrons: Approaching Bayes error with convex optimization

Wasserstein Distributionally Robust Optimization: Theory and Applications in Machine Learning

Graph Chatbot

Chattez avec Graph Search

Follow the Clairvoyant: an Imitation Learning Approach to Optimal Control

Regret Minimization in Stochastic Non-Convex Learning via a Proximal-Gradient Approach

Evaluating the Explainers: Black-Box Explainable Machine Learning for Student Success Prediction in MOOCs

No-regret learning in games with noisy feedback: Faster rates and adaptivity via learning rate separation

Online Submodular Resource Allocation with Applications to Rebalancing Shared Mobility Systems

Data reduction for mixed integer linear programming in complex energy systems

Generalization error in high-dimensional perceptrons: Approaching Bayes error with convex optimization

Minimizing Regret of Bandit Online Optimization in Unconstrained Action Spaces

Information Theoretic Characterization of Uncertainty Distinguishes Surprise From Accuracy Signals in the Brain

Wasserstein Distributionally Robust Optimization: Theory and Applications in Machine Learning