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Miju Ahn

Publications and source records attributed to Miju Ahn.

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Decision-Aware Predictions for Right-Hand Side Parameters in Linear Programs

This paper studies an integrated learning and optimization problem in which a prediction model estimates the right-hand-side parameters of a linear program (LP) using a contextual vector. Considering that such a prediction alters the feasible region of the LP, we aim to estimate the constraint set to contain the optimal solution of the underlying LP, given by the true right-hand side parameters. We propose formulations for training a prediction model by minimizing the decision error while accounting for feasibility, measured by a collection of historical primal and dual solutions. Our analysis identifies conditions under which a resulting predicted feasible region contains the true solution, and whether the latter solution achieves optimality for the predicted problem. To solve the alternative training problems, we employ existing LP and nonconvex programming solution methods. We conduct numerical experiments on a synthetic LP and a network optimization problem. Our results indicate that the proposed methods effectively implement the desired feasibility, compared to standard regression models.

math.OC

A Cardinality Minimization Approach to Security-Constrained Economic Dispatch

We present a threshold-based cardinality minimization formulation to model the security-constrained economic dispatch problem. The model aims to minimize the operating cost of the system while simultaneously reducing the number of lines operating in emergency operating zones during contingency events. The model allows the system operator to monitor the duration for which lines operate in emergency zones and ensure that they are within the acceptable reliability standards determined by the system operators. We develop a continuous difference-of-convex approximation of the cardinality minimization problem and a solution method to solve the problem. Our numerical experiments demonstrate that the cardinality minimization approach reduces the overall system operating cost as well as avoids prolonged periods of high electricity prices during contingency events.

eess.SY

Semi-supervised Nonnegative Matrix Factorization for Document Classification

We propose new semi-supervised nonnegative matrix factorization (SSNMF) models for document classification and provide motivation for these models as maximum likelihood estimators. The proposed SSNMF models simultaneously provide both a topic model and a model for classification, thereby offering highly interpretable classification results. We derive training methods using multiplicative updates for each new model, and demonstrate the application of these models to single-label and multi-label document classification, although the models are flexible to other supervised learning tasks such as regression. We illustrate the promise of these models and training methods on document classification datasets (e.g., 20 Newsgroups, Reuters).

cs.IR

On Large-Scale Dynamic Topic Modeling with Nonnegative CP Tensor Decomposition

There is currently an unprecedented demand for large-scale temporal data analysis due to the explosive growth of data. Dynamic topic modeling has been widely used in social and data sciences with the goal of learning latent topics that emerge, evolve, and fade over time. Previous work on dynamic topic modeling primarily employ the method of nonnegative matrix factorization (NMF), where slices of the data tensor are each factorized into the product of lower-dimensional nonnegative matrices. With this approach, however, information contained in the temporal dimension of the data is often neglected or underutilized. To overcome this issue, we propose instead adopting the method of nonnegative CANDECOMP/PARAPAC (CP) tensor decomposition (NNCPD), where the data tensor is directly decomposed into a minimal sum of outer products of nonnegative vectors, thereby preserving the temporal information. The viability of NNCPD is demonstrated through application to both synthetic and real data, where significantly improved results are obtained compared to those of typical NMF-based methods. The advantages of NNCPD over such approaches are studied and discussed. To the best of our knowledge, this is the first time that NNCPD has been utilized for the purpose of dynamic topic modeling, and our findings will be transformative for both applications and further developments.

cs.LG

Semi-supervised NMF Models for Topic Modeling in Learning Tasks

We propose several new models for semi-supervised nonnegative matrix factorization (SSNMF) and provide motivation for SSNMF models as maximum likelihood estimators given specific distributions of uncertainty. We present multiplicative updates training methods for each new model, and demonstrate the application of these models to classification, although they are flexible to other supervised learning tasks. We illustrate the promise of these models and training methods on both synthetic and real data, and achieve high classification accuracy on the 20 Newsgroups dataset.

cs.LG