A learning-based algorithm to quickly compute good primal solutions for Stochastic Integer Programs

We propose a novel approach using supervised learning to obtain near-optimal primal solutions for two-stage stochastic integer programming (2SIP) problems with constraints in the first and second stages. The goal of the algorithm is to predict a "representative scenario" (RS) for the problem such that, deterministically solving the 2SIP with the random realization equal to the RS, gives a near-optimal solution to the original 2SIP. Predicting an RS, instead of directly predicting a solution ensures first-stage feasibility of the solution. If the problem is known to have complete recourse, second-stage feasibility is also guaranteed. For computational testing, we learn to find an RS for a two-stage stochastic facility location problem with integer variables and linear constraints in both stages and consistently provide near-optimal solutions. Our computing times are very competitive with those of general-purpose integer programming solvers to achieve a similar solution quality

Decision-Focused Learning: Foundations, State of the Art, Benchmark and Future Opportunities

Decision-focused learning (DFL) is an emerging paradigm in machine learning which trains a model to optimize decisions, integrating prediction and optimization in an end-to-end system. This paradigm holds the promise to revolutionize decision-making in many real-world applications which operate under uncertainty, where the estimation of unknown parameters within these decision models often becomes a substantial roadblock. This paper presents a comprehensive review of DFL. It provides an in-depth analysis of the various techniques devised to integrate machine learning and optimization models, introduces a taxonomy of DFL methods distinguished by their unique characteristics, and conducts an extensive empirical evaluation of these methods proposing suitable benchmark dataset and tasks for DFL. Finally, the study provides valuable insights into current and potential future avenues in DFL research.Comment: Experimental Survey and Benchmarkin

Predicting Tactical Solutions to Operational Planning Problems under Imperfect Information

This paper offers a methodological contribution at the intersection of machine learning and operations research. Namely, we propose a methodology to quickly predict tactical solutions to a given operational problem. In this context, the tactical solution is less detailed than the operational one but it has to be computed in very short time and under imperfect information. The problem is of importance in various applications where tactical and operational planning problems are interrelated and information about the operational problem is revealed over time. This is for instance the case in certain capacity planning and demand management systems. We formulate the problem as a two-stage optimal prediction stochastic program whose solution we predict with a supervised machine learning algorithm. The training data set consists of a large number of deterministic (second stage) problems generated by controlled probabilistic sampling. The labels are computed based on solutions to the deterministic problems (solved independently and offline) employing appropriate aggregation and subselection methods to address uncertainty. Results on our motivating application in load planning for rail transportation show that deep learning algorithms produce highly accurate predictions in very short computing time (milliseconds or less). The prediction accuracy is comparable to solutions computed by sample average approximation of the stochastic program

A fully connected deep learning approach to upper limb gesture recognition in a secure FES rehabilitation environment

Stroke is one of the leading causes of death and disability in the world. The rehabilitation of Patients' limb functions has great medical value, for example, the therapy of functional electrical stimulation (FES) systems, but suffers from effective rehabilitation evaluation. In this paper, six gestures of upper limb rehabilitation were monitored and collected using microelectromechanical systems sensors, where data stability was guaranteed using data preprocessing methods, that is, deweighting, interpolation, and feature extraction. A fully connected neural network has been proposed investigating the effects of different hidden layers, and determining its activation functions and optimizers. Experiments have depicted that a three‐hidden‐layer model with a softmax function and an adaptive gradient descent optimizer can reach an average gesture recognition rate of 97.19%. A stop mechanism has been used via recognition of dangerous gesture to ensure the safety of the system, and the lightweight cryptography has been used via hash to ensure the security of the system. Comparison to the classification models, for example, k‐nearest neighbor, logistic regression, and other random gradient descent algorithms, was conducted to verify the outperformance in recognition of upper limb gesture data. This study also provides an approach to creating health profiles based on large‐scale rehabilitation data and therefore consequent diagnosis of the effects of FES rehabilitation