Search Results for author: Mathijs de Weerdt

Found 10 papers, 4 papers with code

To the Max: Reinventing Reward in Reinforcement Learning

no code implementations2 Feb 2024 Grigorii Veviurko, Wendelin Böhmer, Mathijs de Weerdt

In reinforcement learning (RL), different rewards can define the same optimal policy but result in drastically different learning performance.

reinforcement-learning Reinforcement Learning (RL)

Learning From Scenarios for Stochastic Repairable Scheduling

1 code implementation6 Dec 2023 Kim van den Houten, David M. J. Tax, Esteban Freydell, Mathijs de Weerdt

We are interested in a stochastic scheduling problem, in which processing times are uncertain, which brings uncertain values in the constraints, and thus repair of an initial schedule may be needed.

Scheduling Stochastic Optimization

You Shall Pass: Dealing with the Zero-Gradient Problem in Predict and Optimize for Convex Optimization

no code implementations30 Jul 2023 Grigorii Veviurko, Wendelin Böhmer, Mathijs de Weerdt

The key challenge to train such models is the computation of the Jacobian of the solution of the optimization problem with respect to its parameters.

Decision Making

EXPObench: Benchmarking Surrogate-based Optimisation Algorithms on Expensive Black-box Functions

1 code implementation8 Jun 2021 Laurens Bliek, Arthur Guijt, Rickard Karlsson, Sicco Verwer, Mathijs de Weerdt

Surrogate algorithms such as Bayesian optimisation are especially designed for black-box optimisation problems with expensive objectives, such as hyperparameter tuning or simulation-based optimisation.

Bayesian Optimisation Benchmarking

Continuous surrogate-based optimization algorithms are well-suited for expensive discrete problems

no code implementations6 Nov 2020 Rickard Karlsson, Laurens Bliek, Sicco Verwer, Mathijs de Weerdt

One method to solve expensive black-box optimization problems is to use a surrogate model that approximates the objective based on previous observed evaluations.

Bayesian Optimization Gaussian Processes

Black-box Mixed-Variable Optimisation using a Surrogate Model that Satisfies Integer Constraints

no code implementations8 Jun 2020 Laurens Bliek, Arthur Guijt, Sicco Verwer, Mathijs de Weerdt

A challenging problem in both engineering and computer science is that of minimising a function for which we have no mathematical formulation available, that is expensive to evaluate, and that contains continuous and integer variables, for example in automatic algorithm configuration.

Black-box Combinatorial Optimization using Models with Integer-valued Minima

1 code implementation20 Nov 2019 Laurens Bliek, Sicco Verwer, Mathijs de Weerdt

When a black-box optimization objective can only be evaluated with costly or noisy measurements, most standard optimization algorithms are unsuited to find the optimal solution.

Bayesian Optimization Combinatorial Optimization

Complexity of Scheduling Charging in the Smart Grid

no code implementations21 Sep 2017 Mathijs de Weerdt, Michael Albert, Vincent Conitzer

In the smart grid, the intent is to use flexibility in demand, both to balance demand and supply as well as to resolve potential congestion.

Scheduling

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