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Scalable Approaches in Optimization, Preference Modeling, and Predictive Simulation for Decision-Making
Scalable Approaches in Optimization, Preference Modeling, and Predictive Simulation for De...
Scalable Approaches in Optimization, Preference Modeling, and Predictive Simulation for Decision-Making

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자료유형  
 학위논문 서양
최종처리일시  
20260202103620
ISBN  
9798283139333
DDC  
004
저자명  
Chen, Haoxian.
서명/저자  
Scalable Approaches in Optimization, Preference Modeling, and Predictive Simulation for Decision-Making
발행사항  
[Sl] : Columbia University, 2025
발행사항  
Ann Arbor : ProQuest Dissertations & Theses, 2025
형태사항  
202 p
주기사항  
Source: Dissertations Abstracts International, Volume: 86-12, Section: B.
주기사항  
Advisor: Lam, Henry;Tang, Wenpin.
학위논문주기  
Thesis (Ph.D.)--Columbia University, 2025.
초록/해제  
요약In an era where data-driven decisions increasingly influence high-stakes outcomes, from financial risk assessment and healthcare resource allocation to AI model alignment, the demand for algorithms that are both statistically principled and computationally scalable has become increasingly urgent. Classical methods grounded in probabilistic modeling and statistical inference offer strong theoretical guarantees, including unbiasedness, consistency, and well-calibrated uncertainty estimates. However, these methods often struggle to adapt to the scale, complexity, and heterogeneity of modern machine learning tasks. In contrast, contemporary machine learning models are highly expressive and flexible, but frequently lack transparency, reliability, and rigorous control over uncertainty. This thesis aims to bridge this divide by developing hybrid frameworks that integrate the scalability and adaptability of modern machine learning with the foundational strengths of statistical methodology, preserving properties such as unbiasedness, (local) consistency, and uncertainty quantification while enabling practical performance across complex real-world applications. The work spans three major threads: black-box optimization, preference-based fine-tuning, and simulation-based evaluation. In Chapter 2, we propose Pseudo-Bayesian Optimization (PseudoBO), a general-purpose framework for black-box optimization that extends beyond Gaussian processes. By decomposing exploration-based black-box optimization algorithms into modular surrogate predictors, uncertainty quantifiers, and acquisition functions, and formalizing their interaction via a set of axioms, PseudoBO provides convergence guarantees for a wide class of functions using non-Bayesian models such as neural networks and local regressors. In Chapter 3, we introduce MallowsPO, a novel generalization of Direct Preference Optimization (DPO) that explicitly accounts for heterogeneity in human preferences through dispersion modeling. By leveraging Mallows ranking theory, MallowsPO adapts the training objective of language models based on how consistently users agree on different types of prompts, enhancing robustness, generalization, and controllability in LLM alignment tasks. In Chapter 4, we develop Prediction-Enhanced Monte Carlo (PEMC), a hybrid estimation method that combines cheap, parallelizable simulation features with machine-learned predictors to reduce variance while preserving unbiasedness and valid confidence intervals. PEMC offers a drop-in enhancement to classical Monte Carlo workflows, demonstrating substantial runtime and sample efficiency gains across domains such as ambulance diversion policies evaluation and exotic financial derivative pricing. Taken together, these contributions advance a new paradigm in statistical machine learning that embraces a stronger interplay between predictive modeling and uncertainty quantification. By designing learning-augmented algorithms that remain grounded in theoretical rigor, this thesis lays the foundation for more trustworthy, scalable, and efficient decision-making systems in uncertain and high-stakes environments.
일반주제명  
Computer science
키워드  
Black-box optimization
키워드  
Preference learning
키워드  
Simulation-based evaluation
키워드  
Uncertainty quantification
키워드  
Unbiasedness
기타저자  
Columbia University Operations Research
기본자료저록  
Dissertations Abstracts International. 86-12B.
전자적 위치 및 접속  
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MARC

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■24510▼aScalable  Approaches  in  Optimization,  Preference  Modeling,  and  Predictive  Simulation  for  Decision-Making
■260    ▼a[Sl]▼bColumbia  University▼c2025
■260  1▼aAnn  Arbor▼bProQuest  Dissertations  &  Theses▼c2025
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■500    ▼aSource:  Dissertations  Abstracts  International,  Volume:  86-12,  Section:  B.
■500    ▼aAdvisor:  Lam,  Henry;Tang,  Wenpin.
■5021  ▼aThesis  (Ph.D.)--Columbia  University,  2025.
■520    ▼aIn  an  era  where  data-driven  decisions  increasingly  influence  high-stakes  outcomes,  from  financial  risk  assessment  and  healthcare  resource  allocation  to  AI  model  alignment,  the  demand  for  algorithms  that  are  both  statistically  principled  and  computationally  scalable  has  become  increasingly  urgent.  Classical  methods  grounded  in  probabilistic  modeling  and  statistical  inference  offer  strong  theoretical  guarantees,  including  unbiasedness,  consistency,  and  well-calibrated  uncertainty  estimates.  However,  these  methods  often  struggle  to  adapt  to  the  scale,  complexity,  and  heterogeneity  of  modern  machine  learning  tasks.  In  contrast,  contemporary  machine  learning  models  are  highly  expressive  and  flexible,  but  frequently  lack  transparency,  reliability,  and  rigorous  control  over  uncertainty.  This  thesis  aims  to  bridge  this  divide  by  developing  hybrid  frameworks  that  integrate  the  scalability  and  adaptability  of  modern  machine  learning  with  the  foundational  strengths  of  statistical  methodology,  preserving  properties  such  as  unbiasedness,  (local)  consistency,  and  uncertainty  quantification  while  enabling  practical  performance  across  complex  real-world  applications.  The  work  spans  three  major  threads:  black-box  optimization,  preference-based  fine-tuning,  and  simulation-based  evaluation.  In  Chapter  2,  we  propose  Pseudo-Bayesian  Optimization  (PseudoBO),  a  general-purpose  framework  for  black-box  optimization  that  extends  beyond  Gaussian  processes.  By  decomposing  exploration-based  black-box  optimization  algorithms  into  modular  surrogate  predictors,  uncertainty  quantifiers,  and  acquisition  functions,  and  formalizing  their  interaction  via  a  set  of  axioms,  PseudoBO  provides  convergence  guarantees  for  a  wide  class  of  functions  using  non-Bayesian  models  such  as  neural  networks  and  local  regressors.  In  Chapter  3,  we  introduce  MallowsPO,  a  novel  generalization  of  Direct  Preference  Optimization  (DPO)  that  explicitly  accounts  for  heterogeneity  in  human  preferences  through  dispersion  modeling.  By  leveraging  Mallows  ranking  theory,  MallowsPO  adapts  the  training  objective  of  language  models  based  on  how  consistently  users  agree  on  different  types  of  prompts,  enhancing  robustness,  generalization,  and  controllability  in  LLM  alignment  tasks.  In  Chapter  4,  we  develop  Prediction-Enhanced  Monte  Carlo  (PEMC),  a  hybrid  estimation  method  that  combines  cheap,  parallelizable  simulation  features  with  machine-learned  predictors  to  reduce  variance  while  preserving  unbiasedness  and  valid  confidence  intervals.  PEMC  offers  a  drop-in  enhancement  to  classical  Monte  Carlo  workflows,  demonstrating  substantial  runtime  and  sample  efficiency  gains  across  domains  such  as  ambulance  diversion  policies  evaluation  and  exotic  financial  derivative  pricing.  Taken  together,  these  contributions  advance  a  new  paradigm  in  statistical  machine  learning  that  embraces  a  stronger  interplay  between  predictive  modeling  and  uncertainty  quantification.  By  designing  learning-augmented  algorithms  that  remain  grounded  in  theoretical  rigor,  this  thesis  lays  the  foundation  for  more  trustworthy,  scalable,  and  efficient  decision-making  systems  in  uncertain  and  high-stakes  environments.
■590    ▼aSchool  code:  0054.
■650  4▼aComputer  science
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■71020▼aColumbia  University▼bOperations  Research.
■7730  ▼tDissertations  Abstracts  International▼g86-12B.
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■791    ▼aPh.D.
■792    ▼a2025
■793    ▼aEnglish
■85640▼uhttp://www.riss.kr/pdu/ddodLink.do?id=T17357938▼nKERIS▼z이  자료의  원문은  한국교육학술정보원에서  제공합니다.

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