Robust Optimization

Robust Optimization

Author: Aharon Ben-Tal

Publisher: Princeton University Press

Published: 2009-08-10

Total Pages: 565

ISBN-13: 1400831059

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Robust optimization is still a relatively new approach to optimization problems affected by uncertainty, but it has already proved so useful in real applications that it is difficult to tackle such problems today without considering this powerful methodology. Written by the principal developers of robust optimization, and describing the main achievements of a decade of research, this is the first book to provide a comprehensive and up-to-date account of the subject. Robust optimization is designed to meet some major challenges associated with uncertainty-affected optimization problems: to operate under lack of full information on the nature of uncertainty; to model the problem in a form that can be solved efficiently; and to provide guarantees about the performance of the solution. The book starts with a relatively simple treatment of uncertain linear programming, proceeding with a deep analysis of the interconnections between the construction of appropriate uncertainty sets and the classical chance constraints (probabilistic) approach. It then develops the robust optimization theory for uncertain conic quadratic and semidefinite optimization problems and dynamic (multistage) problems. The theory is supported by numerous examples and computational illustrations. An essential book for anyone working on optimization and decision making under uncertainty, Robust Optimization also makes an ideal graduate textbook on the subject.


Distributionally Robust Learning

Distributionally Robust Learning

Author: Ruidi Chen

Publisher:

Published: 2020

Total Pages: 252

ISBN-13: 9781680837735

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This monograph provides insight into a technique that has gained a lot of recent interest in developing robust supervised learning solutions that are founded in sound mathematical principles. It will be enlightening for researchers, practitioners and students in the optimization of machine learning systems.


Methods in Comparative Effectiveness Research

Methods in Comparative Effectiveness Research

Author: Constantine Gatsonis

Publisher: CRC Press

Published: 2017-02-24

Total Pages: 634

ISBN-13: 1351659456

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Comparative effectiveness research (CER) is the generation and synthesis of evidence that compares the benefits and harms of alternative methods to prevent, diagnose, treat, and monitor a clinical condition or to improve the delivery of care (IOM 2009). CER is conducted to develop evidence that will aid patients, clinicians, purchasers, and health policy makers in making informed decisions at both the individual and population levels. CER encompasses a very broad range of types of studies—experimental, observational, prospective, retrospective, and research synthesis. This volume covers the main areas of quantitative methodology for the design and analysis of CER studies. The volume has four major sections—causal inference; clinical trials; research synthesis; and specialized topics. The audience includes CER methodologists, quantitative-trained researchers interested in CER, and graduate students in statistics, epidemiology, and health services and outcomes research. The book assumes a masters-level course in regression analysis and familiarity with clinical research.


First-order and Stochastic Optimization Methods for Machine Learning

First-order and Stochastic Optimization Methods for Machine Learning

Author: Guanghui Lan

Publisher: Springer Nature

Published: 2020-05-15

Total Pages: 591

ISBN-13: 3030395685

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This book covers not only foundational materials but also the most recent progresses made during the past few years on the area of machine learning algorithms. In spite of the intensive research and development in this area, there does not exist a systematic treatment to introduce the fundamental concepts and recent progresses on machine learning algorithms, especially on those based on stochastic optimization methods, randomized algorithms, nonconvex optimization, distributed and online learning, and projection free methods. This book will benefit the broad audience in the area of machine learning, artificial intelligence and mathematical programming community by presenting these recent developments in a tutorial style, starting from the basic building blocks to the most carefully designed and complicated algorithms for machine learning.


Modern Trends in Controlled Stochastic Processes

Modern Trends in Controlled Stochastic Processes

Author: Alexey B. Piunovskiy

Publisher: Luniver Press

Published: 2010-09

Total Pages: 342

ISBN-13: 1905986300

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World leading experts give their accounts of the modern mathematical models in the field: Markov Decision Processes, controlled diffusions, piece-wise deterministic processes etc, with a wide range of performance functionals. One of the aims is to give a general view on the state-of-the-art. The authors use Dynamic Programming, Convex Analytic Approach, several numerical methods, index-based approach and so on. Most chapters either contain well developed examples, or are entirely devoted to the application of the mathematical control theory to real life problems from such fields as Insurance, Portfolio Optimization and Information Transmission. The book will enable researchers, academics and research students to get a sense of novel results, concepts, models, methods, and applications of controlled stochastic processes.


Graph Representation Learning

Graph Representation Learning

Author: William L. William L. Hamilton

Publisher: Springer Nature

Published: 2022-06-01

Total Pages: 141

ISBN-13: 3031015886

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Graph-structured data is ubiquitous throughout the natural and social sciences, from telecommunication networks to quantum chemistry. Building relational inductive biases into deep learning architectures is crucial for creating systems that can learn, reason, and generalize from this kind of data. Recent years have seen a surge in research on graph representation learning, including techniques for deep graph embeddings, generalizations of convolutional neural networks to graph-structured data, and neural message-passing approaches inspired by belief propagation. These advances in graph representation learning have led to new state-of-the-art results in numerous domains, including chemical synthesis, 3D vision, recommender systems, question answering, and social network analysis. This book provides a synthesis and overview of graph representation learning. It begins with a discussion of the goals of graph representation learning as well as key methodological foundations in graph theory and network analysis. Following this, the book introduces and reviews methods for learning node embeddings, including random-walk-based methods and applications to knowledge graphs. It then provides a technical synthesis and introduction to the highly successful graph neural network (GNN) formalism, which has become a dominant and fast-growing paradigm for deep learning with graph data. The book concludes with a synthesis of recent advancements in deep generative models for graphs—a nascent but quickly growing subset of graph representation learning.


Decision and Game Theory for Security

Decision and Game Theory for Security

Author: Quanyan Zhu

Publisher: Springer Nature

Published: 2020-12-21

Total Pages: 518

ISBN-13: 3030647935

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This book constitutes the refereed proceedings of the 11th International Conference on Decision and Game Theory for Security, GameSec 2020,held in College Park, MD, USA, in October 2020. Due to COVID-19 pandemic the conference was held virtually The 21 full papers presented together with 2 short papers were carefully reviewed and selected from 29 submissions. The papers focus on machine learning and security; cyber deception; cyber-physical systems security; security of network systems; theoretic foundations of security games; emerging topics.


Optimization Algorithms

Optimization Algorithms

Author: Jan Valdman

Publisher: BoD – Books on Demand

Published: 2018-09-05

Total Pages: 148

ISBN-13: 1789236762

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This book presents examples of modern optimization algorithms. The focus is on a clear understanding of underlying studied problems, understanding described algorithms by a broad range of scientists and providing (computational) examples that a reader can easily repeat.