arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2402.07772cs.AI
收藏

不确定性下公平多目标优化的端到端学习

End-to-End Learning for Fair Multiobjective Optimization Under Uncertainty

University of Virginia(弗吉尼亚大学)

My H Dinh, James Kotary, Ferdinando Fioretto

AI总结:

本文将预测后优化方法扩展至具有不可微有序加权平均目标函数的优化问题,通过结合特定训练技术,实现了不确定性下公平且鲁棒的端到端决策优化。

摘要:

人工智能与运筹学中的许多决策过程由参数优化问题建模,其定义参数未知且必须从可观测数据中推断。机器学习中的预测后优化范式旨在通过端到端训练参数推断模型与后续的约束优化,以最大化下游决策质量。这要求使用特定于问题形式的近似技术通过优化问题进行反向传播,特别是对于不可微的线性与混合整数规划。本文将PtO方法扩展至具有不可微有序加权平均(OWA)目标函数的优化问题,该目标函数以在决策模型中确保公平性与鲁棒性而闻名。通过一系列训练技术与提出的应用设置,本文展示了如何将OWA函数优化与参数预测有效结合,以实现不确定性下的公平与鲁棒优化。

英文摘要:

Many decision processes in artificial intelligence and operations research are modeled by parametric optimization problems whose defining parameters are unknown and must be inferred from observable data. The Predict-Then-Optimize (PtO) paradigm in machine learning aims to maximize downstream decision quality by training the parametric inference model end-to-end with the subsequent constrained optimization. This requires backpropagation through the optimization problem using approximation techniques specific to the problem's form, especially for nondifferentiable linear and mixed-integer programs. This paper extends the PtO methodology to optimization problems with nondifferentiable Ordered Weighted Averaging (OWA) objectives, known for their ability to ensure properties of fairness and robustness in decision models. Through a collection of training techniques and proposed application settings, it shows how optimization of OWA functions can be effectively integrated with parametric prediction for fair and robust optimization under uncertainty.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

↑