arXiv Machine Learning By Lorenzo Sabug Jr., Eric Kerrigan

Direct Inference on Admissible Sets (Diona)

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Direct Inference on Admissible Sets (Diona) is a regression method that estimates a state and its derivatives at a query point directly from samples, providing admissible bounds without extensive global training. It formulates the estimation as a constrained optimisation problem over latent variables, enabling on‑demand local solves. In benchmarks, Diona outperformed Gaussian processes on noiseless data, offered uncertainty bounds covering the true value in most cases, and achieved first predictions up to four orders of magnitude faster than Gaussian processes and two to three orders faster than neural networks.

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arXiv Machine Learning
Jul 27

Smart predict-then-robustly-optimize

arXiv:2607. 21773v1 Announce Type: new Abstract: In this paper, we propose and study a robust variant of the smart predict-then-optimize approach that accounts for prediction shifts due to disturbance in the covariate feature space.

By Aakil Caunhye, Xuefei Lu, Belen Martin-Barragan