Optimization Days 2019
HEC Montréal, May 13-15, 2019
JOPT2019
HEC Montréal, 13 — 15 May 2019
TD10 Coupling Operations Research and Machine Learning II
May 14, 2019 03:30 PM – 05:10 PM
Location: TD Assurance Meloche Monnex
Chaired by Margarida Carvalho
4 Presentations
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03:30 PM - 03:55 PM
Non-parametric choice modeling with product-oriented market segmentation
In this research we propose a non-parametric choice model to improve demand forecasting. Our algorithm first identifies the preference of different market segments for products, followed by computing ranking distributions over preference lists specific to each segment. Our results indicate a significant improvement in demand forecasting as well as computational efficiency over the state of art.
Keywords: Non-parametric choice modeling; Assortment optimization; Market segmentation; Clustering; Machine Learning. -
03:55 PM - 04:20 PM
And-Or decision diagrams for multi-stage decision making under uncertainty
Factored stochastic constraint programming (FSCP) is a formalism to
represent multi-stage decision-making problems under uncertainty. On one
hand, it relies on methods from constraint programming for making the
decisions, and on the other hand, it uses principles from uncertainty
reasoning to deal with a probabilistic environment. However, solving
these problems is computationally challenging. FSCP problems often
involve repeated subproblems which ideally should be solved once. In
this work, we show how identifying and exploiting the identical
subproblems can simplify solving the FSCP problems and leads to a
compact representation of the solution. -
04:20 PM - 04:45 PM
Verifying individual fairness in machine learning
Nowadays, machine learning tools are used in various decision making services and in domains that influence peoples' lives such as policing, employment, health care, and education. While many may assume that automation removes human bias from decision-making, it has been shown that bias can be part of the design of the algorithms or inherited from data that is used by the algorithm. Due to the large popularity and success of machine learning (ML) in various applications in recent years, in this paper we focus on verifying fairness in popular ML models. We propose an efficient and effective individual fairness verification approach based on MIP/CP formulation.
Keywords: Fairness, Machine Learning, Verification -
04:45 PM - 05:10 PM
Social welfare on kidney transplantation
Kidney exchange programs when modeled as non-cooperative games between different entities (hospitals, countries, regions) have proven to lead to social optimal outcomes. In this work, we discuss how the game outcome changes according with the data available about patients and donors.