28 juillet 2025 à 1 août 2025
Fuseau horaire Europe/Paris

ApplicationDrivenLearning.jl: A High-Performance Library for Training Predictive Models Based on the Application Cost

28 juil. 2025, 15:30
30m
F206

F206

Contributed talk Contextual stochastic programming Contextual stochastic programming

Orateur

Joaquim Dias Garcia (Soma Energy)

Description

The Application Driven Learning is a framework that integrates the predictive machine learning model training directly with the decision-making processes, optimizing predictions specifically for the application context.

We present ApplicationDrivenLearning.jl, a high-performance Julia package that enables efficient experimentation and implementation of the framework, particularly for large-scale decision-making problems. The package allows users to apply the novel gradient-based heuristic and the two original methods: the heuristic based on Nelder-Mead and Bilevel Optimization. Moreover, the heuristics have also been parallelized with MPI allowing the user to optimize their models in high-performance computing (HPC) clusters.

To demonstrate the usage of the package, we present a case study contrasting the multiple implementations that are available to the users.

Authors

Documents de présentation