2 papers
cs.LG2026
Prescribe-then-Select: Adaptive Policy Selection for Contextual Stochastic Optimization
Caio de Prospero Iglesias, Kimberly Villalobos Carballo, Dimitris Bertsimas
We address the problem of policy selection in contextual stochastic optimization (CSO), where covariates are available as contextual information and decisions must satisfy hard fea…
stat.ML2025
Sparse Multiple Kernel Learning: Alternating Best Response and Semidefinite Relaxations
Dimitris Bertsimas, Caio de Prospero Iglesias, Nicholas A. G. Johnson
We study Sparse Multiple Kernel Learning (SMKL), which is the problem of selecting a sparse convex combination of prespecified kernels for support vector binary classification. Unl…