Search Results for author: Ho-Yin Mak

Found 1 papers, 0 papers with code

Prescriptive PCA: Dimensionality Reduction for Two-stage Stochastic Optimization

no code implementations4 Jun 2023 Long He, Ho-Yin Mak

In this paper, we consider the alignment between an upstream dimensionality reduction task of learning a low-dimensional representation of a set of high-dimensional data and a downstream optimization task of solving a stochastic program parameterized by said representation.

Dimensionality Reduction Stochastic Optimization

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