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 Optimization


Outcome-Driven Dynamic Refugee Assignment with Allocation Balancing

arXiv.org Artificial Intelligence

This study proposes two new dynamic assignment algorithms to match refugees and asylum seekers to geographic localities within a host country. The first, currently implemented in a multi-year randomized control trial in Switzerland, seeks to maximize the average predicted employment level (or any measured outcome of interest) of refugees through a minimum-discord online assignment algorithm. The performance of this algorithm is tested on real refugee resettlement data from both the US and Switzerland, where we find that it is able to achieve near-optimal expected employment compared to the hindsight-optimal solution, and is able to improve upon the status quo procedure by 40-50%. However, pure outcome maximization can result in a periodically imbalanced allocation to the localities over time, leading to implementation difficulties and an undesirable workflow for resettlement resources and agents. To address these problems, the second algorithm balances the goal of improving refugee outcomes with the desire for an even allocation over time. We find that this algorithm can achieve near-perfect balance over time with only a small loss in expected employment compared to the employment-maximizing algorithm. In addition, the allocation balancing algorithm offers a number of ancillary benefits compared to pure outcome maximization, including robustness to unknown arrival flows and greater exploration.


Learning to optimize: A tutorial for continuous and mixed-integer optimization

arXiv.org Machine Learning

Learning to Optimize (L2O) stands at the intersection of traditional optimization and machine learning, utilizing the capabilities of machine learning to enhance conventional optimization techniques. As real-world optimization problems frequently share common structures, L2O provides a tool to exploit these structures for better or faster solutions. This tutorial dives deep into L2O techniques, introducing how to accelerate optimization algorithms, promptly estimate the solutions, or even reshape the optimization problem itself, making it more adaptive to real-world applications. By considering the prerequisites for successful applications of L2O and the structure of the optimization problems at hand, this tutorial provides a comprehensive guide for practitioners and researchers alike.


Consistency of Neural Causal Partial Identification

arXiv.org Machine Learning

Recent progress in Neural Causal Models (NCMs) showcased how identification and partial identification of causal effects can be automatically carried out via training of neural generative models that respect the constraints encoded in a given causal graph [Xia et al. 2022, Balazadeh et al. 2022]. However, formal consistency of these methods has only been proven for the case of discrete variables or only for linear causal models. In this work, we prove consistency of partial identification via NCMs in a general setting with both continuous and categorical variables. Further, our results highlight the impact of the design of the underlying neural network architecture in terms of depth and connectivity as well as the importance of applying Lipschitz regularization in the training phase. In particular, we provide a counterexample showing that without Lipschitz regularization the NCM may not be asymptotically consistent. Our results are enabled by new results on the approximability of structural causal models via neural generative models, together with an analysis of the sample complexity of the resulting architectures and how that translates into an error in the constrained optimization problem that defines the partial identification bounds.


A Systematic Bias of Machine Learning Regression Models and Its Correction: an Application to Imaging-based Brain Age Prediction

arXiv.org Machine Learning

Machine learning models for continuous outcomes often yield systematically biased predictions, particularly for values that largely deviate from the mean. Specifically, predictions for large-valued outcomes tend to be negatively biased, while those for small-valued outcomes are positively biased. We refer to this linear central tendency warped bias as the "systematic bias of machine learning regression". In this paper, we first demonstrate that this issue persists across various machine learning models, and then delve into its theoretical underpinnings. We propose a general constrained optimization approach designed to correct this bias and develop a computationally efficient algorithm to implement our method. Our simulation results indicate that our correction method effectively eliminates the bias from the predicted outcomes. We apply the proposed approach to the prediction of brain age using neuroimaging data. In comparison to competing machine learning models, our method effectively addresses the longstanding issue of "systematic bias of machine learning regression" in neuroimaging-based brain age calculation, yielding unbiased predictions of brain age.


Reports of the Workshops Held at the 2024 AAAI Conference on Artificial Intelligence

Interactive AI Magazine

Moreover, the program committee comprised researchers from 12 countries across five continents. The workshop featured six keynote speakers, oral sessions, poster sessions, a panel discussion, and a networking lunch. Of the 20 submitted papers, six were selected for oral and poster presentation, and an additional nine were selected for poster presentation only. The acceptance rate was, therefore, 75%. All accepted papers are published in the open-access workshop's proceedings at https://ceur-ws.org/Vol-3649/.


An Approximate Dynamic Programming Framework for Occlusion-Robust Multi-Object Tracking

arXiv.org Artificial Intelligence

In this work, we consider data association problems involving multi-object tracking (MOT). In particular, we address the challenges arising from object occlusions. We propose a framework called approximate dynamic programming track (ADPTrack), which applies dynamic programming principles to improve an existing method called the base heuristic. Given a set of tracks and the next target frame, the base heuristic extends the tracks by matching them to the objects of this target frame directly. In contrast, ADPTrack first processes a few subsequent frames and applies the base heuristic starting from the next target frame to obtain tentative tracks. It then leverages the tentative tracks to match the objects of the target frame. This tends to reduce the occlusion-based errors and leads to an improvement over the base heuristic. When tested on the MOT17 video dataset, the proposed method demonstrates a 0.7% improvement in the association accuracy (IDF1 metric) over a state-of-the-art method that is used as the base heuristic. It also obtains improvements with respect to all the other standard metrics. Empirically, we found that the improvements are particularly pronounced in scenarios where the video data is obtained by fixed-position cameras.


ProDAG: Projection-induced variational inference for directed acyclic graphs

arXiv.org Machine Learning

Directed acyclic graph (DAG) learning is a rapidly expanding field of research. Though the field has witnessed remarkable advances over the past few years, it remains statistically and computationally challenging to learn a single (point estimate) DAG from data, let alone provide uncertainty quantification. Our article addresses the difficult task of quantifying graph uncertainty by developing a variational Bayes inference framework based on novel distributions that have support directly on the space of DAGs. The distributions, which we use to form our prior and variational posterior, are induced by a projection operation, whereby an arbitrary continuous distribution is projected onto the space of sparse weighted acyclic adjacency matrices (matrix representations of DAGs) with probability mass on exact zeros. Though the projection constitutes a combinatorial optimization problem, it is solvable at scale via recently developed techniques that reformulate acyclicity as a continuous constraint. We empirically demonstrate that our method, ProDAG, can deliver accurate inference, and often outperforms existing state-of-the-art alternatives.


Mobile Robot Sensory Coverage in 2-D Environments: An Optimization Approach with Efficiency Bounds

arXiv.org Artificial Intelligence

This paper considers three related mobile robot multi-target sensory coverage and inspection planning problems in 2-D environments. In the first problem, a mobile robot must find the shortest path to observe multiple targets with a limited range sensor in an obstacle free environment. In the second problem, the mobile robot must efficiently observe multiple targets while taking advantage of multi-target views in an obstacle free environment. The third problem considers multi-target sensory coverage in the presence of obstacles that obstruct sensor views of the targets. We show how all three problems can be formulated in a MINLP optimization framework. Because exact solutions to these problems are NP-hard, we introduce polynomial time approximation algorithms for each problem. These algorithms combine polynomial-time methods to approximate the optimal target sensing order, combined with efficient convex optimization methods that incorporate the constraints posed by the robot sensor footprint and obstacles in the environment. Importantly, we develop bounds that limit the gap between the exact and approximate solutions. Algorithms for all problems are fully implemented and illustrated with examples. Beyond the utility of our algorithms, the bounds derived in the paper contribute to the theory of optimal coverage planning algorithms.


Interpretable Price Bounds Estimation with Shape Constraints in Price Optimization

arXiv.org Artificial Intelligence

This paper addresses the interpretable estimation of price bounds within the context of price optimization. In recent years, price optimization methods have become indispensable for maximizing revenues and profits. However, effectively applying these methods to real-world pricing operations remains a significant challenge. It is crucial for operators, who are responsible for setting prices, to utilize reasonable price bounds that are not only interpretable but also acceptable. Despite this necessity, most studies assume that price bounds are given constant values, and few have explored the reasonable determination of these bounds. In response, we propose a comprehensive framework for determining price bounds, which includes both the estimation and adjustment of these bounds. Specifically, we first estimate the price bounds using three distinct approaches based on historical pricing data. We then adjust the estimated price bounds by solving an optimization problem that incorporates shape constraints. This method allows for the implementation of price optimization under practical and reasonable price bounds, suitable for real-world applications. We report the effectiveness of our proposed method through numerical experiments conducted with historical pricing data from actual services.


Sports center customer segmentation: a case study

arXiv.org Artificial Intelligence

Customer segmentation is a fundamental process to develop effective marketing strategies, personalize customer experience and boost their retention and loyalty. This problem has been widely addressed in the scientific literature, yet no definitive solution for every case is available. A specific case study characterized by several individualizing features is thoroughly analyzed and discussed in this paper. Because of the case properties a robust and innovative approach to both data handling and analytical processes is required. The study led to a sound proposal for customer segmentation. The highlights of the proposal include a convenient data partition to decompose the problem, an adaptive distance function definition and its optimization through genetic algorithms. These comprehensive data handling strategies not only enhance the dataset reliability for segmentation analysis but also support the operational efficiency and marketing strategies of sports centers, ultimately improving the customer experience.