Presentation | 2021-06-28 Active learning for distributionally robust chance-constrained optimization Yu Inatsu, Shion Takeno, Masayuki Karasuyama, Ichiro Takeuchi, |
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PDF Download Page | PDF download Page Link |
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 |
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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 |
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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) |