8 citations · 26 across the 10 of their papers we have counts for
4 papers · 1 filter
Subsampled Ensemble Can Improve Generalization Tail Exponentially
Huajie Qian, Donghao Ying, Henry Lam +1
Ensemble learning is a popular technique to improve the accuracy of machine learning models. It traditionally hinges on the rationale that aggregating multiple weak models can lead…
Combating Conservativeness in Data-Driven Optimization under Uncertainty: A Solution Path Approach
Henry Lam, Huajie Qian
In data-driven optimization, solution feasibility is often ensured through a "safe" reformulation of the uncertain constraints, such that an obtained data-driven solution is guaran…
Bounding Optimality Gap in Stochastic Optimization via Bagging: Statistical Efficiency and Stability
Henry Lam, Huajie Qian
We study a statistical method to estimate the optimal value, and the optimality gap of a given solution for stochastic optimization as an assessment of the solution quality. Our ap…
Optimization-based Calibration of Simulation Input Models
Aleksandrina Goeva, Henry Lam, Huajie Qian +1
Studies on simulation input uncertainty often built on the availability of input data. In this paper, we investigate an inverse problem where, given only the availability of output…