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Pieter Smet

Publications and source records attributed to Pieter Smet.

4 recordsLinked to original sources

Simulating Classification Models for Ex-Ante Evaluation of Predict-Then-Optimize Methods

Predict-Then-Optimize combines machine learning predictions with downstream optimization to support decision-making when problem parameters are unknown at the time of solving. However, better predictive performance does not necessarily lead to better decisions, making it useful to assess this relationship before investing in the development of a prediction model. Existing simulation-based approaches enable such ex-ante evaluation, but are limited to binary classification and may require solving the downstream optimization problem many times. We generalize this methodology to optimization problems with categorical uncertain parameters by introducing a method for simulating multiclass predictions at prescribed performance levels and using it to construct a prediction-error-to-decision-regret mapping. To reduce the computational effort required to obtain this mapping, we also propose a first-order approximation based on the regret caused by individual misclassifications. Computational experiments confirm that the proposed prediction simulation algorithm reproduces the target classification performance and that the first-order approximation closely matches the simulation-based error-to-regret mapping for some problems. Its accuracy decreases when interactions between simultaneous misclassifications become more important. These results demonstrate the potential of the proposed approach and identify new questions about when simple approximations of the error-to-regret relationship are sufficiently accurate.

cs.LG

Prediction accuracy versus rescheduling flexibility in elective surgery management

The availability of downstream resources plays is critical in planning the admission of elective surgery patients. The most crucial one is inpatient beds. To ensure bed availability, hospitals may use machine learning (ML) models to predict patients' length-of-stay (LOS) in the admission planning stage. However, the real value of the LOS for each patient may differ from the predicted one, potentially making the schedule infeasible. To address such infeasibilities, it is possible to implement rescheduling strategies that take advantage of operational flexibility. For example, planners may postpone admission dates, relocate patients to different wards, or even transfer patients who are already admitted among wards. A straightforward assumption is that better LOS predictions can help reduce the impact of rescheduling. However, the training process of ML models that can make such accurate predictions can be very costly. Building on previous work that proposed simulated ML for evaluating data-driven approaches, this paper explores the relationship between LOS prediction accuracy and rescheduling flexibility across various corrective policies. Specifically, we examine the most effective patient rescheduling strategies under LOS prediction errors to prevent bed overflows while optimizing resource utilization

cs.LG

Robust personnel rostering: how accurate should absenteeism predictions be?

Disruptions to personnel rosters caused by absenteeism often necessitate last-minute adjustments to the employees' working hours. A common strategy to mitigate the impact of such changes is to assign employees to reserve shifts: special on-call duties during which an employee can be called in to cover for an absent employee. To maximize roster robustness, we assume a predict-then-optimize approach that uses absence predictions from a machine learning model to schedule an adequate number of reserve shifts. In this paper we propose a methodology to evaluate the robustness of rosters generated by the predict-then-optimize approach, assuming the machine learning model will make predictions at a predetermined prediction performance level. Instead of training and testing machine learning models, our methodology simulates the predictions based on a characterization of model performance. We show how this methodology can be applied to identify the minimum performance level needed for the model to outperform simple non-data-driven robust rostering policies. In a computational study on a nurse rostering problem, we demonstrate how the predict-then-optimize approach outperforms non-data-driven policies under reasonable performance requirements, particularly when employees possess interchangeable skills.

cs.LG

Models and algorithms for simple disjunctive temporal problems

Simple temporal problems represent a powerful class of models capable of describing the temporal relations between events that arise in many real-world applications such as logistics, robot planning and management systems. The classic simple temporal problem permits each event to have only a single release and due date. In this paper, we focus on the case where events may have an arbitrarily large number of release and due dates. This type of problem, however, has been referred to by various names. In order to simplify and standardize nomenclatures, we introduce the name Simple Disjunctive Temporal Problem. We provide three mathematical models to describe this problem using constraint programming and linear programming. To efficiently solve simple disjunctive temporal problems, we design two new algorithms inspired by previous research, both of which exploit the problem's structure to significantly reduce their space complexity. Additionally, we implement algorithms from the literature and provide the first in-depth empirical study comparing methods to solve simple disjunctive temporal problems across a wide range of experiments. Our analysis and conclusions offer guidance for future researchers and practitioners when tackling similar temporal constraint problems in new applications. All results, source code and instances are made publicly available to further assist future research.

cs.DS