arXiv subjects

Phebe Vayanos

Publications and source records attributed to Phebe Vayanos.

At least 19 recordsLinked to original sources

arXiv2025

Toward AI Matching Policies in Homeless Services: A Qualitative Study with Policymakers

Artificial intelligence researchers have proposed various data-driven algorithms to improve the processes that match individuals experiencing homelessness to scarce housing resources. It remains unclear whether and how these algorithms are received or adopted by practitioners and what their corresponding consequences are. Through semi-structured interviews with 13 policymakers in homeless services in Los Angeles, we investigate whether such change-makers are open to the idea of integrating AI into the housing resource matching process, identifying where they see potential gains and drawbacks from such a system in issues of efficiency, fairness, and transparency. Our qualitative analysis indicates that, even when aware of various complicating factors, policymakers welcome the idea of an AI matching tool if thoughtfully designed and used in tandem with human decision-makers. Though there is no consensus as to the exact design of such an AI system, insights from policymakers raise open questions and design considerations that can be enlightening for future researchers and practitioners who aim to build responsible algorithmic systems to support decision-making in low-resource scenarios.

cs.HC↗

arXiv2025

Making a Case for Research Collaboration Between Artificial Intelligence and Operations Research Experts

In 2021, INFORMS, ACM SIGAI, and the Computing Community Consortium (CCC) hosted three workshops to explore synergies between Artificial Intelligence (AI) and Operations Research (OR) to improve decision-making. The workshops aimed to create a unified research vision for AI/OR collaboration, focusing on overcoming cultural differences and maximizing societal impact. The first two workshops addressed technological innovations, applications, and trustworthy AI development, while the final workshop highlighted specific areas for AI/OR integration. Participants discussed "Challenge Problems" and strategies for combining AI and OR techniques. This report outlines five key recommendations to enhance AI/OR collaboration: 1) Funding Opportunities, 2) Joint Education, 3) Long-term Research Programs, 4) Aligning Conferences/Journals, and 5) Benchmark Creation.

cs.CY↗

arXiv2025

Responsible Machine Learning via Mixed-Integer Optimization

In the last few decades, Machine Learning (ML) has achieved significant success across domains ranging from healthcare, sustainability, and the social sciences, to criminal justice and finance. But its deployment in increasingly sophisticated, critical, and sensitive areas affecting individuals, the groups they belong to, and society as a whole raises critical concerns around fairness, transparency and robustness, among others. As the complexity and scale of ML systems and of the settings in which they are deployed grow, so does the need for responsible ML methods that address these challenges while providing guaranteed performance in deployment. Mixed-integer optimization (MIO) offers a powerful framework for embedding responsible ML considerations directly into the learning process while maintaining performance. For example, it enables learning of inherently transparent models that can conveniently incorporate fairness or other domain specific constraints. This tutorial paper provides an accessible and comprehensive introduction to this topic discussing both theoretical and practical aspects. It outlines some of the core principles of responsible ML, their importance in applications, and the practical utility of MIO for building ML models that align with these principles. Through examples and mathematical formulations, it illustrates practical strategies and available tools for efficiently solving MIO problems for responsible ML. It concludes with a discussion on current limitations and open research questions, providing suggestions for future work.

cs.LG↗

arXiv2025

Mixed-feature Logistic Regression Robust to Distribution Shifts

Logistic regression models are widely used in the social and behavioral sciences and in high-stakes domains, due to their simplicity and interpretability properties. At the same time, such domains are permeated by distribution shifts, where the distribution generating the data changes between training and deployment. In this paper, we study a distributionally robust logistic regression problem that seeks the model that will perform best against adversarial realizations of the data distribution drawn from a suitably constructed Wasserstein ambiguity set. Our model and solution approach differ from prior work in that we can capture settings where the likelihood of distribution shifts can vary across features, significantly broadening the applicability of our model relative to the state-of-the-art. We propose a graph-based solution approach that can be integrated into off-the-shelf optimization solvers. We evaluate the performance of our model and algorithms on numerous publicly available datasets. Our solution achieves a 408x speed-up relative to the state-of-the-art. Additionally, compared to the state-of-the-art, our model reduces average calibration error by up to 36.19% and worst-case calibration error by up to 41.70%, while increasing the average area under the ROC curve (AUC) by up to 18.02% and worst-case AUC by up to 48.37%.

cs.LG↗

arXiv2024

Distributionally Robust Optimization with Decision-Dependent Information Discovery

We study two-stage distributionally robust optimization (DRO) problems with decision-dependent information discovery (DDID) wherein (a portion of) the uncertain parameters are revealed only if an (often costly) investment is made in the first stage. This class of problems finds many important applications in selection problems (e.g., in hiring, project portfolio optimization, or optimal sensor location). Despite the wide applicability of the problem, it has not been previously studied. We propose a framework for modeling and approximately solving DRO problems with DDID. We formulate the problem as a min-max-min-max problem and adopt the popular K-adaptability approximation scheme, which chooses K candidate recourse actions here-and-now and implements the best of those actions after the uncertain parameters that were chosen to be observed are revealed. We then present a decomposition algorithm that solves the K-adaptable formulation exactly. In particular, we devise a cutting plane algorithm that iteratively solves a relaxed version of the problem, evaluates the true objective value of the corresponding solution, generates valid cuts, and imposes them in the relaxed problem. For the evaluation problem, we develop a branch-and-cut algorithm that provably converges to an optimal solution. We showcase the effectiveness of our framework on the R&D project portfolio optimization problem and the best box problem.

math.OC↗

arXiv2023

Learning Fair Policies for Multi-stage Selection Problems from Observational Data

We consider the problem of learning fair policies for multi-stage selection problems from observational data. This problem arises in several high-stakes domains such as company hiring, loan approval, or bail decisions where outcomes (e.g., career success, loan repayment, recidivism) are only observed for those selected. We propose a multi-stage framework that can be augmented with various fairness constraints, such as demographic parity or equal opportunity. This problem is a highly intractable infinite chance-constrained program involving the unknown joint distribution of covariates and outcomes. Motivated by the potential impact of selection decisions on people's lives and livelihoods, we propose to focus on interpretable linear selection rules. Leveraging tools from causal inference and sample average approximation, we obtain an asymptotically consistent solution to this selection problem by solving a mixed binary conic optimization problem, which can be solved using standard off-the-shelf solvers. We conduct extensive computational experiments on a variety of datasets adapted from the UCI repository on which we show that our proposed approaches can achieve an 11.6% improvement in precision and a 38% reduction in the measure of unfairness compared to the existing selection policy.

cs.LG↗

arXiv2023

Learning Optimal and Fair Policies for Online Allocation of Scarce Societal Resources from Data Collected in Deployment

We study the problem of allocating scarce societal resources of different types (e.g., permanent housing, deceased donor kidneys for transplantation, ventilators) to heterogeneous allocatees on a waitlist (e.g., people experiencing homelessness, individuals suffering from end-stage renal disease, Covid-19 patients) based on their observed covariates. We leverage administrative data collected in deployment to design an online policy that maximizes expected outcomes while satisfying budget constraints, in the long run. Our proposed policy waitlists each individual for the resource maximizing the difference between their estimated mean treatment outcome and the estimated resource dual-price or, roughly, the opportunity cost of using the resource. Resources are then allocated as they arrive, in a first-come first-serve fashion. We demonstrate that our data-driven policy almost surely asymptotically achieves the expected outcome of the optimal out-of-sample policy under mild technical assumptions. We extend our framework to incorporate various fairness constraints. We evaluate the performance of our approach on the problem of designing policies for allocating scarce housing resources to people experiencing homelessness in Los Angeles based on data from the homeless management information system. In particular, we show that using our policies improves rates of exit from homelessness by 5.16% and that policies that are fair in either allocation or outcomes by race come at a very low price of fairness.

math.OC↗

arXiv2023

Learning Optimal Classification Trees Robust to Distribution Shifts

We consider the problem of learning classification trees that are robust to distribution shifts between training and testing/deployment data. This problem arises frequently in high stakes settings such as public health and social work where data is often collected using self-reported surveys which are highly sensitive to e.g., the framing of the questions, the time when and place where the survey is conducted, and the level of comfort the interviewee has in sharing information with the interviewer. We propose a method for learning optimal robust classification trees based on mixed-integer robust optimization technology. In particular, we demonstrate that the problem of learning an optimal robust tree can be cast as a single-stage mixed-integer robust optimization problem with a highly nonlinear and discontinuous objective. We reformulate this problem equivalently as a two-stage linear robust optimization problem for which we devise a tailored solution procedure based on constraint generation. We evaluate the performance of our approach on numerous publicly available datasets, and compare the performance to a regularized, non-robust optimal tree. We show an increase of up to 12.48% in worst-case accuracy and of up to 4.85% in average-case accuracy across several datasets and distribution shifts from using our robust solution in comparison to the non-robust one.

cs.LG↗

arXiv2023

ODTlearn: A Package for Learning Optimal Decision Trees for Prediction and Prescription

ODTlearn is an open source Python package that provides methods for learning optimal decision trees for high-stakes predictive and prescriptive tasks based on the state-of-the-art mixed-integer optimization (MIO) framework proposed in Aghaei et al. (2025). The current version of the package provides implementations for learning optimal classification trees, optimal fair classification trees, optimal prescriptive trees from observational data, and optimal classification trees robust to distribution shifts. We have designed the package to be easy to maintain and extend as new optimal decision tree problem classes, reformulation strategies, and solution algorithms are introduced. To this end, the package follows object-oriented design principles and supports both commercial (Gurobi) and open source (COIN-OR branch and cut) solvers. The package documentation, user guide, installation instructions, link to source code, and instructions for submitting bug reports and feature requests can all be found at https://d3m-research-group.github.io/odtlearn/.

stat.ML↗

arXiv2023

Deploying a Robust Active Preference Elicitation Algorithm on MTurk: Experiment Design, Interface, and Evaluation for COVID-19 Patient Prioritization

Preference elicitation leverages AI or optimization to learn stakeholder preferences in settings ranging from marketing to public policy. The online robust preference elicitation procedure of arXiv:2003.01899 has been shown in simulation to outperform various other elicitation procedures in terms of effectively learning individuals' true utilities. However, as with any simulation, the method makes a series of assumptions that cannot easily be verified to hold true beyond simulation. Thus, we propose to validate the robust method's performance using real users, focusing on the particular challenge of selecting policies for prioritizing COVID-19 patients for scarce hospital resources during the pandemic. To this end, we develop an online platform for preference elicitation where users report their preferences between alternatives over a moderate number of pairwise comparisons chosen by a particular elicitation procedure. We recruit 193 Amazon Mechanical Turk (MTurk) workers to report their preferences and demonstrate that the robust method outperforms asking random queries by 21%, the next best performing method in the simulated results of arXiv:2003.01899, in terms of recommending policies with a higher utility.

cs.HC↗

arXiv2022

Fairness in Contextual Resource Allocation Systems: Metrics and Incompatibility Results

We study critical systems that allocate scarce resources to satisfy basic needs, such as homeless services that provide housing. These systems often support communities disproportionately affected by systemic racial, gender, or other injustices, so it is crucial to design these systems with fairness considerations in mind. To address this problem, we propose a framework for evaluating fairness in contextual resource allocation systems that is inspired by fairness metrics in machine learning. This framework can be applied to evaluate the fairness properties of a historical policy, as well as to impose constraints in the design of new (counterfactual) allocation policies. Our work culminates with a set of incompatibility results that investigate the interplay between the different fairness metrics we propose. Notably, we demonstrate that: 1) fairness in allocation and fairness in outcomes are usually incompatible; 2) policies that prioritize based on a vulnerability score will usually result in unequal outcomes across groups, even if the score is perfectly calibrated; 3) policies using contextual information beyond what is needed to characterize baseline risk and treatment effects can be fairer in their outcomes than those using just baseline risk and treatment effects; and 4) policies using group status in addition to baseline risk and treatment effects are as fair as possible given all available information. Our framework can help guide the discussion among stakeholders in deciding which fairness metrics to impose when allocating scarce resources.

cs.CY↗

arXiv2022

Learning Resource Allocation Policies from Observational Data with an Application to Homeless Services Delivery

We study the problem of learning, from observational data, fair and interpretable policies that effectively match heterogeneous individuals to scarce resources of different types. We model this problem as a multi-class multi-server queuing system where both individuals and resources arrive stochastically over time. Each individual, upon arrival, is assigned to a queue where they wait to be matched to a resource. The resources are assigned in a first come first served (FCFS) fashion according to an eligibility structure that encodes the resource types that serve each queue. We propose a methodology based on techniques in modern causal inference to construct the individual queues as well as learn the matching outcomes and provide a mixed-integer optimization (MIO) formulation to optimize the eligibility structure. The MIO problem maximizes policy outcome subject to wait time and fairness constraints. It is very flexible, allowing for additional linear domain constraints. We conduct extensive analyses using synthetic and real-world data. In particular, we evaluate our framework using data from the U.S. Homeless Management Information System (HMIS). We obtain wait times as low as an FCFS policy while improving the rate of exit from homelessness for underserved or vulnerable groups (7% higher for the Black individuals and 15% higher for those below 17 years old) and overall.

cs.LG↗

arXiv2022

Learning Optimal Fair Classification Trees: Trade-offs Between Interpretability, Fairness, and Accuracy

The increasing use of machine learning in high-stakes domains -- where people's livelihoods are impacted -- creates an urgent need for interpretable, fair, and highly accurate algorithms. With these needs in mind, we propose a mixed integer optimization (MIO) framework for learning optimal classification trees -- one of the most interpretable models -- that can be augmented with arbitrary fairness constraints. In order to better quantify the "price of interpretability", we also propose a new measure of model interpretability called decision complexity that allows for comparisons across different classes of machine learning models. We benchmark our method against state-of-the-art approaches for fair classification on popular datasets; in doing so, we conduct one of the first comprehensive analyses of the trade-offs between interpretability, fairness, and predictive accuracy. Given a fixed disparity threshold, our method has a price of interpretability of about 4.2 percentage points in terms of out-of-sample accuracy compared to the best performing, complex models. However, our method consistently finds decisions with almost full parity, while other methods rarely do.

cs.LG↗

arXiv2021

Learning Optimal Prescriptive Trees from Observational Data

We consider the problem of learning an optimal prescriptive tree (i.e., an interpretable treatment assignment policy in the form of a binary tree) of moderate depth, from observational data. This problem arises in numerous socially important domains such as public health and personalized medicine, where interpretable and data-driven interventions are sought based on data gathered in deployment -- through passive collection of data -- rather than from randomized trials. We propose a method for learning optimal prescriptive trees using mixed-integer optimization (MIO) technology. We show that under mild conditions our method is asymptotically exact in the sense that it converges to an optimal out-of-sample treatment assignment policy as the number of historical data samples tends to infinity. Contrary to existing literature, our approach: 1) does not require data to be randomized, 2) does not impose stringent assumptions on the learned trees, and 3) has the ability to model domain specific constraints. Through extensive computational experiments, we demonstrate that our asymptotic guarantees translate to significant performance improvements in finite samples, as well as showcase our uniquely flexible modeling power by incorporating budget and fairness constraints.

cs.LG↗

arXiv2021

Strong Optimal Classification Trees

Decision trees are among the most popular machine learning models and are used routinely in applications ranging from revenue management and medicine to bioinformatics. In this paper, we consider the problem of learning optimal binary classification trees with univariate splits. Literature on the topic has burgeoned in recent years, motivated both by the empirical suboptimality of heuristic approaches and the tremendous improvements in mixed-integer optimization (MIO) technology. Yet, existing MIO-based approaches from the literature do not leverage the power of MIO to its full extent: they rely on weak formulations, resulting in slow convergence and large optimality gaps. To fill this gap in the literature, we propose an intuitive flow-based MIO formulation for learning optimal binary classification trees. Our formulation can accommodate side constraints to enable the design of interpretable and fair decision trees. Moreover, we show that our formulation has a stronger linear optimization relaxation than existing methods in the case of binary data. We exploit the decomposable structure of our formulation and max-flow/min-cut duality to derive a Benders' decomposition method to speed-up computation. We propose a tailored procedure for solving each decomposed subproblem that provably generates facets of the feasible set of the MIO as constraints to add to the main problem. We conduct extensive computational experiments on standard benchmark datasets on which we show that our proposed approaches are 29 times faster than state-of-the-art MIO-based techniques and improve out-of-sample performance by up to 8%.

cs.LG↗

arXiv2020

ROC++: Robust Optimization in C++

Robust optimization is a very popular means to address decision-making problems affected by uncertainty. Its success has been fueled by its attractive robustness and scalability properties, by ease of modeling, and by the limited assumptions it needs about the uncertain parameters to yield meaningful solutions. Robust optimization techniques can address both single- and multi-stage decision-making problems involving real-valued and/or binary decisions, and exogenous and/or endogenous uncertain parameters. Many of these techniques apply to problems with either robust (worst-case) or stochastic (expectation) objectives and can thus be tailored to the risk preferences of the decision-maker. Robust optimization techniques rely on duality theory (potentially augmented with approximations) to transform a semi-infinite optimization problem to a finite program of benign complexity (the ``robust counterpart''). While writing down the model for a robust or stochastic optimization problem is usually a simple task, obtaining the robust counterpart requires expertise in robust optimization. To date, very few solutions are available that can facilitate the modeling and solution of such problems. This has been a major impediment to their being put to practical use. In this paper, we propose ROC++, a C++ based platform for automatic robust optimization, applicable to a wide array of single- and multi-stage stochastic and robust problems with both exogenous and endogenous uncertain parameters. We also propose the ROB file format that generalizes the LP file format to robust optimization. Our platform can help streamline the modeling and solution of stochastic and robust optimization problems for both researchers and practitioners. It comes with detailed documentation to facilitate its use and expansion. ROC++ is freely distributed for academic use.

math.OC↗

arXiv2020

Fair Influence Maximization: A Welfare Optimization Approach

Several behavioral, social, and public health interventions, such as suicide/HIV prevention or community preparedness against natural disasters, leverage social network information to maximize outreach. Algorithmic influence maximization techniques have been proposed to aid with the choice of "peer leaders" or "influencers" in such interventions. Yet, traditional algorithms for influence maximization have not been designed with these interventions in mind. As a result, they may disproportionately exclude minority communities from the benefits of the intervention. This has motivated research on fair influence maximization. Existing techniques come with two major drawbacks. First, they require committing to a single fairness measure. Second, these measures are typically imposed as strict constraints leading to undesirable properties such as wastage of resources. To address these shortcomings, we provide a principled characterization of the properties that a fair influence maximization algorithm should satisfy. In particular, we propose a framework based on social welfare theory, wherein the cardinal utilities derived by each community are aggregated using the isoelastic social welfare functions. Under this framework, the trade-off between fairness and efficiency can be controlled by a single inequality aversion design parameter. We then show under what circumstances our proposed principles can be satisfied by a welfare function. The resulting optimization problem is monotone and submodular and can be solved efficiently with optimality guarantees. Our framework encompasses as special cases leximin and proportional fairness. Extensive experiments on synthetic and real world datasets including a case study on landslide risk management demonstrate the efficacy of the proposed framework.

cs.SI↗

arXiv2020

Exploring Algorithmic Fairness in Robust Graph Covering Problems

Fueled by algorithmic advances, AI algorithms are increasingly being deployed in settings subject to unanticipated challenges with complex social effects. Motivated by real-world deployment of AI driven, social-network based suicide prevention and landslide risk management interventions, this paper focuses on robust graph covering problems subject to group fairness constraints. We show that, in the absence of fairness constraints, state-of-the-art algorithms for the robust graph covering problem result in biased node coverage: they tend to discriminate individuals (nodes) based on membership in traditionally marginalized groups. To mitigate this issue, we propose a novel formulation of the robust graph covering problem with group fairness constraints and a tractable approximation scheme applicable to real-world instances. We provide a formal analysis of the price of group fairness (PoF) for this problem, where we show that uncertainty can lead to greater PoF. We demonstrate the effectiveness of our approach on several real-world social networks. Our method yields competitive node coverage while significantly improving group fairness relative to state-of-the-art methods.

math.OC↗