152 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- Polytechnique MontréalCA27 papers
- HEC MontréalCA13 papers
- McGill UniversityCA9 papers
- Université de MontréalCA6 papers
- Mila - Quebec Artificial Intelligence InstituteCA5 papers
- Université de SherbrookeCA4 papers
- Centre National de la Recherche ScientifiqueFR3 papers
- Université Fédérale de Toulouse Midi-PyrénéesFR3 papers
- University of EdinburghGB3 papers
- Kyoto UniversityJP2 papers
- Laboratoire des Sciences du Numérique de NantesFR2 papers
- Laboratoire des Sciences pour la Conception, l'Optimisation et la ProductionFR2 papers
5 papers · 1 filter
Fidelity and interruption control for expensive constrained multi-fidelity blackbox optimization
Stéphane Alarie, Charles Audet, Miguel Diago +2
This work introduces a novel blackbox optimization algorithm for computationally expensive constrained multi-fidelity problems. When applying a direct search method to such problem…
High-dimensional mixed-categorical Gaussian processes with application to multidisciplinary design optimization for a green aircraft
Paul Saves, Youssef Diouane, Nathalie Bartoli +2
Recently, there has been a growing interest in mixed-categorical metamodels based on Gaussian Process (GP) for Bayesian optimization. In this context, different approaches can be u…
A Survey of Contextual Optimization Methods for Decision Making under Uncertainty
Utsav Sadana, Abhilash Chenreddy, Erick Delage +3
Recently there has been a surge of interest in operations research (OR) and the machine learning (ML) community in combining prediction algorithms and optimization techniques to so…
Sequential stochastic blackbox optimization with zeroth-order gradient estimators
Charles Audet, Jean Bigeon, Romain Couderc +1
This work considers stochastic optimization problems in which the objective function values can only be computed by a blackbox corrupted by some random noise following an unknown d…
Factor Exposure Heterogeneity in Green and Brown Stocks
David Ardia, Keven Bluteau, Gabriel Lortie-Cloutier +1
Using the peer-exposure ratio, we explore the factor exposure heterogeneity in green and brown stocks. By looking at peer groups of S&P 500 index firms over 2014-2020 based on thei…