Presentation 2021-06-28
Active learning for distributionally robust chance-constrained optimization
Yu Inatsu, Shion Takeno, Masayuki Karasuyama, Ichiro Takeuchi,
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Abstract(in Japanese) (See Japanese page)
Abstract(in English) Chance-constrained optimization (CCO) is one of the constrained optimization problems where some of the inputs to a black-box function are given by random variables. In this problem, the distribution of the random variables must be known, and if the distribution is unknown, the effect of misspecification of the distribution must be taken into account. In this study, we consider CCO in the worst case among the candidate family of distributions for random variables, and propose an active learning method to solve this optimization problem efficiently.
Keyword(in Japanese) (See Japanese page)
Keyword(in English) Active learning / Chance-constrained optimization / Distributionally robust optimization
Paper # NC2021-7,IBISML2021-7
Date of Issue 2021-06-21 (NC, IBISML)

Conference Information
Committee NC / IBISML / IPSJ-BIO / IPSJ-MPS
Conference Date 2021/6/28(3days)
Place (in Japanese) (See Japanese page)
Place (in English) Online
Topics (in Japanese) (See Japanese page)
Topics (in English)
Chair Rieko Osu(Waseda Univ.) / Ichiro Takeuchi(Nagoya Inst. of Tech.) / 倉田 博之(九工大) / 関嶋 政和(東工大)
Vice Chair Hiroshi Yamakawa(Univ of Tokyo) / Masashi Sugiyama(Univ. of Tokyo)
Secretary Hiroshi Yamakawa(ATR) / Masashi Sugiyama(NICT) / (Univ. of Tokyo) / (AIST)
Assistant Nobuhiko Wagatsuma(Toho Univ.) / Tomoki Kurikawa(KMU) / Tomoharu Iwata(NTT) / Atsuyoshi Nakamura(Hokkaido Univ.)

Paper Information
Registration To Technical Committee on Neurocomputing / Technical Committee on Infomation-Based Induction Sciences and Machine Learning / Special Interest Group on Bioinformatics and Genomics / Special Interest Group on Mathematical Modeling and Problem Solving
Language JPN
Title (in Japanese) (See Japanese page)
Sub Title (in Japanese) (See Japanese page)
Title (in English) Active learning for distributionally robust chance-constrained optimization
Sub Title (in English)
Keyword(1) Active learning
Keyword(2) Chance-constrained optimization
Keyword(3) Distributionally robust optimization
1st Author's Name Yu Inatsu
1st Author's Affiliation Nagoya Institute of Technology(Nitech)
2nd Author's Name Shion Takeno
2nd Author's Affiliation Nagoya Institute of Technology(Nitech)
3rd Author's Name Masayuki Karasuyama
3rd Author's Affiliation Nagoya Institute of Technology(Nitech)
4th Author's Name Ichiro Takeuchi
4th Author's Affiliation Nagoya Institute of Technology/RIKEN(Nitech/RIKEN)
Date 2021-06-28
Paper # NC2021-7,IBISML2021-7
Volume (vol) vol.121
Number (no) NC-79,IBISML-80
Page pp.pp.47-54(NC), pp.47-54(IBISML),
#Pages 8
Date of Issue 2021-06-21 (NC, IBISML)