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stat.ML2021★ 1 cited
Learning and Decision-Making with Data: Optimal Formulations and Phase Transitions
Amine Bennouna, Bart P. G. Van Parys
We study the problem of designing optimal learning and decision-making formulations when only historical data is available. Prior work typically commits to a particular class of da…
math.OC2021
Efficient Data-Driven Optimization with Noisy Data
Bart P. G. Van Parys
Classical Kullback-Leibler or entropic distances are known to enjoy certain desirable statistical properties in the context of decision-making with noiseless data. However, in most…