data-driven optimization
Epidemic Decision-making System Based Federated Reinforcement Learning
Zhou, Yangxi, Du, Junping, Xue, Zhe, Pan, Zhenhui, Chen, Weikang
Epidemic decision-making can effectively help the government to comprehensively consider public security and economic development to respond to public health and safety emergencies. Epidemic decision-making can effectively help the government to comprehensively consider public security and economic development to respond to public health and safety emergencies. Some studies have shown that intensive learning can effectively help the government to make epidemic decision, thus achieving the balance between health security and economic development. Some studies have shown that intensive learning can effectively help the government to make epidemic decision, thus achieving the balance between health security and economic development. However, epidemic data often has the characteristics of limited samples and high privacy. However, epidemic data often has the characteristics of limited samples and high privacy. This model can combine the epidemic situation data of various provinces for cooperative training to use as an enhanced learning model for epidemic situation decision, while protecting the privacy of data. The experiment shows that the enhanced federated learning can obtain more optimized performance and return than the enhanced learning, and the enhanced federated learning can also accelerate the training convergence speed of the training model. accelerate the training convergence speed of the client. At the same time, through the experimental comparison, A2C is the most suitable reinforcement learning model for the epidemic situation decision-making. learning model for the epidemic situation decision-making scenario, followed by the PPO model, and the performance of DDPG is unsatisfactory.
Optimize-via-Predict: Realizing out-of-sample optimality in data-driven optimization
Loke, Gar Goei, Zhu, Taozeng, Zuo, Ruiting
We examine a stochastic formulation for data-driven optimization wherein the decision-maker is not privy to the true distribution, but has knowledge that it lies in some hypothesis set and possesses a historical data set, from which information about it can be gleaned. We define a prescriptive solution as a decision rule mapping such a data set to decisions. As there does not exist prescriptive solutions that are generalizable over the entire hypothesis set, we define out-of-sample optimality as a local average over a neighbourhood of hypotheses, and averaged over the sampling distribution. We prove sufficient conditions for local out-of-sample optimality, which reduces to functions of the sufficient statistic of the hypothesis family. We present an optimization problem that would solve for such an out-of-sample optimal solution, and does so efficiently by a combination of sampling and bisection search algorithms. Finally, we illustrate our model on the newsvendor model, and find strong performance when compared against alternatives in the literature. There are potential implications of our research on end-to-end learning and Bayesian optimization.
Data-Driven Optimization for Deposition with Degradable Tools
Zheng, Tony, Bujarbaruah, Monimoy, Borrelli, Francesco
We present a data-driven optimization approach for robotic controlled deposition with a degradable tool. Existing methods make the assumption that the tool tip is not changing or is replaced frequently. Errors can accumulate over time as the tool wears away and this leads to poor performance in the case where the tool degradation is unaccounted for during deposition. In the proposed approach, we utilize visual and force feedback to update the unknown model parameters of our tool-tip. Subsequently, we solve a constrained finite time optimal control problem for tracking a reference deposition profile, where our robot plans with the learned tool degradation dynamics. We focus on a robotic drawing problem as an illustrative example. Using real-world experiments, we show that the error in target vs actual deposition decreases when learned degradation models are used in the control design.
Artificial Intelligence and Its Application in Optimization under Uncertainty
Nowadays, the increase in data acquisition and availability and complexity around optimization make it imperative to jointly use artificial intelligence (AI) and optimization for devising data-driven and intelligent decision support systems (DSS). A DSS can be successful if large amounts of interactive data proceed fast and robustly and extract useful information and knowledge to help decision-making. In this context, the data-driven approach has gained prominence due to its provision of insights for decision-making and easy implementation. The data-driven approach can discover various database patterns without relying on prior knowledge while also handling flexible objectives and multiple scenarios. This chapter reviews recent advances in data-driven optimization, highlighting the promise of data-driven optimization that integrates mathematical programming and machine learning (ML) for decision-making under uncertainty and identifies potential research opportunities. This chapter provides guidelines and implications for researchers, managers, and practitioners in operations research who want to advance their decision-making capabilities under uncertainty concerning data-driven optimization. Then, a comprehensive review and classification of the relevant publications on the data-driven stochastic program, data-driven robust optimization, and data-driven chance-constrained are presented. This chapter also identifies fertile avenues for future research that focus on deep-data-driven optimization, deep data-driven models, as well as online learning-based data-driven optimization. Perspectives on reinforcement learning (RL)-based data-driven optimization and deep RL for solving NP-hard problems are discussed. We investigate the application of data-driven optimization in different case studies to demonstrate improvements in operational performance over conventional optimization methodology. Finally, some managerial implications and some future directions are provided.
Bandit Data-driven Optimization: AI for Social Good and Beyond
Shi, Zheyuan Ryan, Wu, Zhiwei Steven, Ghani, Rayid, Fang, Fei
The use of machine learning (ML) systems in real-world applications entails more than just a prediction algorithm. AI for social good applications, and many real-world ML tasks in general, feature an iterative process which joins prediction, optimization, and data acquisition happen in a loop. We introduce bandit data-driven optimization, the first iterative prediction-prescription framework to formally analyze this practical routine. Bandit data-driven optimization combines the advantages of online bandit learning and offline predictive analytics in an integrated framework. It offers a flexible setup to reason about unmodeled policy objectives and unforeseen consequences. We propose PROOF, the first algorithm for this framework and show that it achieves no-regret. Using numerical simulations, we show that PROOF achieves superior performance over existing baseline.
Data-Driven Optimization of Public Transit Schedule
Basak, Sanchita, Sun, Fangzhou, Sengupta, Saptarshi, Dubey, Abhishek
Bus transit systems are the backbone of public transportation in the United States. An important indicator of the quality of service in such infrastructures is on-time performance at stops, with published transit schedules playing an integral role governing the level of success of the service. However there are relatively few optimization architectures leveraging stochastic search that focus on optimizing bus timetables with the objective of maximizing probability of bus arrivals at timepoints with delays within desired on-time ranges. In addition to this, there is a lack of substantial research considering monthly and seasonal variations of delay patterns integrated with such optimization strategies. To address these, this paper makes the following contributions to the corpus of studies on transit on-time performance optimization: (a) an unsupervised clustering mechanism is presented which groups months with similar seasonal delay patterns, (b) the problem is formulated as a single-objective optimization task and a greedy algorithm, a genetic algorithm (GA) as well as a particle swarm optimization (PSO) algorithm are employed to solve it, (c) a detailed discussion on empirical results comparing the algorithms are provided and sensitivity analysis on hyper-parameters of the heuristics are presented along with execution times, which will help practitioners looking at similar problems. The analyses conducted are insightful in the local context of improving public transit scheduling in the Nashville metro region as well as informative from a global perspective as an elaborate case study which builds upon the growing corpus of empirical studies using nature-inspired approaches to transit schedule optimization. Keywords: timetable optimization · genetic algorithm · particle swarm optimization · sensitivity analysis · scheduling 1 Introduction Bus systems are the backbone of public transportation in the US, carrying over 47% of all public passenger trips and 19,380 million passenger miles in the US [18] . For the majority of cities in the US which do not have enough urban forms or budget to build expensive transit infrastructures like subways, the reliance is on buses as the most important transit system since bus systems have advantages arXiv:1912.02574v1