Videos

Phebe Vayanos - Integer optimization for predictive & prescriptive analytics in high stakes domains

Presenter
March 1, 2023
Abstract
Recorded 01 March 2023. Phebe Vayanos of the University of Southern California presents "Integer optimization for predictive and prescriptive analytics in high stakes domains" at IPAM's Artificial Intelligence and Discrete Optimization Workshop. Abstract: Motivated by problems in homeless services delivery, suicide prevention, and substance use prevention, we consider the problem of learning optimal interpretable, robust, and fair models in the form of decision-trees to assist with decision-making in high-stakes settings. We propose new discrete optimization models and algorithms, showcase their flexibility, and theoretical and practical benefits, and demonstrate substantial improvements over the state of the art. This presentation is based on the following papers: Strong optimal classification trees, S. Aghaei, A. Gómez, P. Vayanos. Major revision at Operations Research. Learning optimal fair classification trees, N. Jo, S. Aghaei, J. Benson, A. Gómez, P. Vayanos. Working Paper, 2022. Learning optimal prescriptive trees from observational data, N. Jo, S. Aghaei, A. Gómez, P. Vayanos, Major revision at Management Science. Optimal robust classification trees, N. Justin, S. Aghaei, A. Gómez, P. Vayanos, AAAI Workshop on Adversarial Machine Learning and Beyond, 2022 Learn more online at: http://www.ipam.ucla.edu/programs/workshops/artificial-intelligence-and-discrete-optimization/