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Record W1516611346 · doi:10.1287/opre.2017.1705

Inverse Optimization with Noisy Data

2018· preprint· en· W1516611346 on OpenAlexfundno aff
Anil Aswani, Zuo‐Jun Max Shen, Auyon Siddiq

Bibliographic record

VenueOperations Research · 2018
Typepreprint
Languageen
FieldEngineering
TopicSparse and Compressive Sensing Techniques
Canadian institutionsnot available
FundersDivision of Civil, Mechanical and Manufacturing InnovationNatural Sciences and Engineering Research Council of CanadaNational Science Foundation
KeywordsMathematical optimizationInverse problemRegularization (linguistics)Optimization problemMathematicsHeuristicsCurse of dimensionalityComputer scienceDuality (order theory)AlgorithmArtificial intelligence

Abstract

fetched live from OpenAlex

Inverse optimization refers to the inference of unknown parameters of an optimization problem based on knowledge of its optimal solutions. This paper considers inverse optimization in the setting where measurements of the optimal solutions of a convex optimization problem are corrupted by noise. We first provide a formulation for inverse optimization and prove it to be NP-hard. In contrast to existing methods, we show that the parameter estimates produced by our formulation are statistically consistent. Our approach involves combining a new duality-based reformulation for bilevel programs with a regularization scheme that smooths discontinuities in the formulation. Using epi-convergence theory, we show the regularization parameter can be adjusted to approximate the original inverse optimization problem to arbitrary accuracy, which we use to prove our consistency results. Next, we propose two solution algorithms based on our duality-based formulation. The first is an enumeration algorithm that is applicable to settings where the dimensionality of the parameter space is modest, and the second is a semiparametric approach that combines nonparametric statistics with a modified version of our formulation. These numerical algorithms are shown to maintain the statistical consistency of the underlying formulation. Finally, using both synthetic and real data, we demonstrate that our approach performs competitively when compared with existing heuristics.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.004
metaresearch head score (Gemma)0.017
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.004
Threshold uncertainty score0.021

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0040.017
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0020.001
Bibliometrics0.0010.002
Science and technology studies0.0010.004
Scholarly communication0.0030.003
Open science0.0020.003
Research integrity0.0030.004
Insufficient payload (model declined to judge)0.0020.001

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.209
GPT teacher head0.395
Teacher spread0.186 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designTheoretical or conceptual
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations18
Published2018
Admission routes1
Has abstractyes

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