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Concept

Optimal decision

Publications associées (11)

Follow the Clairvoyant: an Imitation Learning Approach to Optimal Control

Giancarlo Ferrari Trecate, John Lygeros, Luca Furieri, 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

Tanja Christina Käser Jacober, Mirko Marras, Vinitra Swamy, Bahar Radmehr

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

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

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

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

Wasserstein Distributionally Robust Optimization: Theory and Applications in Machine Learning

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

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

The Decision Rule Approach to Optimisation under Uncertainty: Methodology and Applications

Daniel Kuhn, Wolfram Wiesemann

Dynamic decision-making under uncertainty has a long and distinguished history in operations research. Due to the curse of dimensionality, solution schemes that naively partition or discretize the support of the random problem parameters are limited to sma ...

2019

Multicriteria Decisions in Urban Energy System Planning: A Review

François Maréchal, Sébastien Cajot

Urban energy system planning (UESP) is a topic of growing concern for cities in deregulated energy markets, which plan to decrease energy demand, reduce their dependency on fossil fuels, and increase the share of renewable energy sources. UESP being a high ...

2017

Dynamic Product Portfolio Management with Life Cycle Considerations

Ralf Seifert, Isik Bicer

We consider a portfolio of products in which each product probabilistically transitions through various life cycle stages. The evolution through these life cycle stages is impacted by both marketing support and product launch decisions, which are bound by ...

2016

Modèle de prévision et de gestion des crues : optimisation des opérations des aménagements hydroélectriques à accumulation pour la réduction des débits de crue

Frédéric Jordan

Floods are not only due to fatality. It is the responsibility of the human being to protect himself from heavy damages due to natural elements, and he sometimes has the chance to profit from a given situation to influence events. One of these possibilities ...

EPFL2007

An optimal prediction problem in financial modelling

The subject of the present thesis is an optimal prediction problem concerning the ultimate maximum of a stable Lévy process over a finite interval of time. Such "optimal prediction" problems are of both theoretical and practical interest, in particular the ...

EPFL2007