73,410 research outputs found
The role of learning on industrial simulation design and analysis
The capability of modeling real-world system operations has turned simulation into an indispensable problemsolving methodology for business system design and analysis. Today, simulation supports decisions ranging
from sourcing to operations to finance, starting at the strategic level and proceeding towards tactical and
operational levels of decision-making. In such a dynamic setting, the practice of simulation goes beyond
being a static problem-solving exercise and requires integration with learning. This article discusses the role
of learning in simulation design and analysis motivated by the needs of industrial problems and describes
how selected tools of statistical learning can be utilized for this purpose
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Midbrain Dopamine Neurons Signal Belief in Choice Accuracy during a Perceptual Decision
Central to the organization of behavior is the ability to predict the values of outcomes to guide choices. The accuracy of such predictions is honed by a teaching signal that indicates how incorrect a prediction was (âreward prediction error,â RPE). In several reinforcement learning contexts, such as Pavlovian conditioning and decisions guided by reward history, this RPE signal is provided by midbrain dopamine neurons. In many situations, however, the stimuli predictive of outcomes are perceptually ambiguous. Perceptual uncertainty is known to influence choices, but it has been unclear whether or how dopamine neurons factor it into their teaching signal. To cope with uncertainty, we extended a reinforcement learning model with a belief state about the perceptually ambiguous stimulus; this model generates an estimate of the probability of choice correctness, termed decision confidence. We show that dopamine responses in monkeys performing a perceptually ambiguous decision task comply with the modelâs predictions. Consequently, dopamine responses did not simply reflect a stimulusâ average expected reward value but were predictive of the trial-to-trial fluctuations in perceptual accuracy. These confidence-dependent dopamine responses emerged prior to monkeysâ choice initiation, raising the possibility that dopamine impacts impending decisions, in addition to encoding a post-decision teaching signal. Finally, by manipulating reward size, we found that dopamine neurons reflect both the upcoming reward size and the confidence in achieving it. Together, our results show that dopamine responses convey teaching signals that are also appropriate for perceptual decisions
European Union regulations on algorithmic decision-making and a "right to explanation"
We summarize the potential impact that the European Union's new General Data
Protection Regulation will have on the routine use of machine learning
algorithms. Slated to take effect as law across the EU in 2018, it will
restrict automated individual decision-making (that is, algorithms that make
decisions based on user-level predictors) which "significantly affect" users.
The law will also effectively create a "right to explanation," whereby a user
can ask for an explanation of an algorithmic decision that was made about them.
We argue that while this law will pose large challenges for industry, it
highlights opportunities for computer scientists to take the lead in designing
algorithms and evaluation frameworks which avoid discrimination and enable
explanation.Comment: presented at 2016 ICML Workshop on Human Interpretability in Machine
Learning (WHI 2016), New York, N
Polyhedral Predictive Regions For Power System Applications
Despite substantial improvement in the development of forecasting approaches,
conditional and dynamic uncertainty estimates ought to be accommodated in
decision-making in power system operation and market, in order to yield either
cost-optimal decisions in expectation, or decision with probabilistic
guarantees. The representation of uncertainty serves as an interface between
forecasting and decision-making problems, with different approaches handling
various objects and their parameterization as input. Following substantial
developments based on scenario-based stochastic methods, robust and
chance-constrained optimization approaches have gained increasing attention.
These often rely on polyhedra as a representation of the convex envelope of
uncertainty. In the work, we aim to bridge the gap between the probabilistic
forecasting literature and such optimization approaches by generating forecasts
in the form of polyhedra with probabilistic guarantees. For that, we see
polyhedra as parameterized objects under alternative definitions (under
and norms), the parameters of which may be modelled and predicted.
We additionally discuss assessing the predictive skill of such multivariate
probabilistic forecasts. An application and related empirical investigation
results allow us to verify probabilistic calibration and predictive skills of
our polyhedra.Comment: 8 page
Ellipsoidal Prediction Regions for Multivariate Uncertainty Characterization
While substantial advances are observed in probabilistic forecasting for
power system operation and electricity market applications, most approaches are
still developed in a univariate framework. This prevents from informing about
the interdependence structure among locations, lead times and variables of
interest. Such dependencies are key in a large share of operational problems
involving renewable power generation, load and electricity prices for instance.
The few methods that account for dependencies translate to sampling scenarios
based on given marginals and dependence structures. However, for classes of
decision-making problems based on robust, interval chance-constrained
optimization, necessary inputs take the form of polyhedra or ellipsoids.
Consequently, we propose a systematic framework to readily generate and
evaluate ellipsoidal prediction regions, with predefined probability and
minimum volume. A skill score is proposed for quantitative assessment of the
quality of prediction ellipsoids. A set of experiments is used to illustrate
the discrimination ability of the proposed scoring rule for misspecification of
ellipsoidal prediction regions. Application results based on three datasets
with wind, PV power and electricity prices, allow us to assess the skill of the
resulting ellipsoidal prediction regions, in terms of calibration, sharpness
and overall skill.Comment: 8 pages, 7 Figures, Submitted to IEEE Transactions on Power System
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