On the convergence of optimization problems with kernel density estimated probabilistic constraints
Bibliographic record
Abstract
Uncertainty plays a significant role in applied mathematics and probabilistic constraints are widely used to model uncertainty in various fields even if probabilistic constraints often demand computational challenges.Kernel density estimation (KDE) provides a data-driven approach for properly estimating probability density functions and efficiently evaluating corresponding probabilities.In this paper, we investigate optimization problems with probabilistic constraints, where the probabilities are approximated using a KDE approach.We establish sufficient conditions under which the solution of the KDE approximated optimization problem converges to the solution of the original problem as the sample size goes to infinity.The main results of this paper include three theorems: (1) For sufficiently large sample sizes, the solution of the original problem is also a solution of the approximated problem, if the probabilistic constraint is passive; (2) The limit of a convergent sequence of solutions of the approximated problems is a solution of the original problem, if the KDE uniformly converges; (3) We provide sufficient conditions for the existence of a convergent sequence of solutions of the approximated problems.
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How this classification was reachedexpand
Full frame machine prediction
Teacher imitationNot 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.
Distilled classifier scores by category (both heads)
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.020 | 0.109 |
| Meta-epidemiology (narrow) | 0.003 | 0.001 |
| Meta-epidemiology (broad) | 0.003 | 0.003 |
| Bibliometrics | 0.003 | 0.002 |
| Science and technology studies | 0.001 | 0.006 |
| Scholarly communication | 0.003 | 0.006 |
| Open science | 0.002 | 0.006 |
| Research integrity | 0.004 | 0.006 |
| Insufficient payload (model declined to judge) | 0.002 | 0.000 |
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.
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from itClassification
machine, unvalidatedMachine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.
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".