James R. Luedtke

Woojin Kim, James R. Luedtke

Binarized neural networks (BNNs) are feedforward neural networks with binary weights and activation functions. In the context of using a BNN for classification, the verification problem seeks to determine whether a small perturbation of a given input can lead it to be misclassified by the BNN, and the robustness of the BNN can be measured by solving the verification problem over multiple inputs. The BNN verification problem can be formulated as an integer programming (IP) problem. However, the natural IP formulation is often challenging to solve due to a large integrality gap induced by big-$M$ constraints. We present two techniques to improve the IP formulation. First, we introduce a new method for obtaining a linear objective for the multi-class setting. Second, we introduce a new technique for generating valid inequalities for the IP formulation that exploits the recursive structure of BNNs. We find that our techniques enable verifying BNNs against a higher range of input perturbation than existing IP approaches within a limited time.

Rohit Kannan, Güzin Bayraksan, James R. Luedtke

We consider data-driven approaches that integrate a machine learning prediction model within distributionally robust optimization (DRO) given limited joint observations of uncertain parameters and covariates. Our framework is flexible in the sense that it can accommodate a variety of regression setups and DRO ambiguity sets. We investigate asymptotic and finite sample properties of solutions obtained using Wasserstein, sample robust optimization, and phi-divergence-based ambiguity sets within our DRO formulations, and explore cross-validation approaches for sizing these ambiguity sets. Through numerical experiments, we validate our theoretical results, study the effectiveness of our approaches for sizing ambiguity sets, and illustrate the benefits of our DRO formulations in the limited data regime even when the prediction model is misspecified.