arXiv:2607. 01171v1 Announce Type: new Abstract: Sample-based generative models are increasingly used for probabilistic forecasting in high-stakes decision settings, yet their training objectives are blind to the decision maker's cost structure.
arXiv:2502. 04646v2 Announce Type: replace-cross Abstract: Weighted sampling -- sampling from a probability density function (PDF) proportional to the product of a base PDF and a weight function -- is a fundamental technique with wide-ranging applications in variance reduction, biased sampling, data augmentation, and more.
arXiv:2607. 05830v1 Announce Type: cross Abstract: The increasing uncertainty from flexible demand and renewable generation has made distributionally robust optimization (DRO) an important tool for robust power system dispatch.
arXiv:2606. 27711v1 Announce Type: cross Abstract: We introduce a neural network-based framework for learning time series estimators through a process we term decision-theoretic pretraining.
arXiv:2606. 05649v1 Announce Type: cross Abstract: Scenario generation is a critical component in stochastic programming (SP), as it directly influences the quality of decision-making under uncertainty.
arXiv:2606. 19587v1 Announce Type: cross Abstract: We propose a scalable method for training prediction (machine learning) models in the predict-then-optimize paradigm, where model outputs serve as coefficients for a subsequent linear optimization task.
arXiv:2606. 01081v1 Announce Type: new Abstract: Decision-focused learning (DFL) trains predictive models by optimizing downstream decision quality rather than standalone prediction accuracy.
arXiv:2604. 22328v2 Announce Type: replace-cross Abstract: Driven by the transition towards a climate-neutral energy system, accurate energy time series forecasting is critical for planning and operations.
arXiv:2608. 09335v1 Announce Type: new Abstract: Multistage stochastic model predictive control (MPC) handles uncertainty by optimizing over a scenario tree, a finite branching approximation of future outcomes constructed from sampled forecasts.
arXiv:2502. 18049v5 Announce Type: replace-cross Abstract: Recent studies identified an intriguing phenomenon in recursive generative model training known as model collapse, where models trained on data generated by previous models exhibit severe performance degradation.
arXiv:2602. 16224v2 Announce Type: replace Abstract: Time series data are prone to noise in various domains, and training samples may contain low-predictability patterns that deviate from the normal data distribution, leading to training instability or convergence to poor local minima.
arXiv:2607. 00691v1 Announce Type: new Abstract: Black-box optimization is a fundamental science and engineering tool that makes it possible to optimize objectives without gradient information.
arXiv:2603. 15802v2 Announce Type: replace Abstract: In many time series forecasting settings, the target time series is accompanied by exogenous covariates, such as promotions and prices in retail demand; temperature in energy load; calendar and holiday indicators for traffic or sales; and grid load or fuel costs in electricity pricing.