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A repository holding methods from data-driven-optimization used in data science and operations research including sample average approximations, bandit problems, robust optimization, stochastic optimization and reinforcement learning.

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DLA Project
DLA Project
 
 
Expectation maximization algorithm (closed-form).ipynb
Expectation maximization algorithm (closed-form).ipynb
 
 
Finite horizon Bernoulli bandit problems.ipynb
Finite horizon Bernoulli bandit problems.ipynb
 
 
Finite horizon Beta-Bernoulli bandit problems.ipynb
Finite horizon Beta-Bernoulli bandit problems.ipynb
 
 
K-means clustering.ipynb
K-means clustering.ipynb
 
 
Kiefer-Wolfowitz algorithm.ipynb
Kiefer-Wolfowitz algorithm.ipynb
 
 
LICENSE
LICENSE
 
 
MRP for single-dimensional news vendor problem.ipynb
MRP for single-dimensional news vendor problem.ipynb
 
 
NSGS-procedure.ipynb
NSGS-procedure.ipynb
 
 
PCA from scratch.ipynb
PCA from scratch.ipynb
 
 
Perceptron algorithm for data set separation.ipynb
Perceptron algorithm for data set separation.ipynb
 
 
README.md
README.md
 
 
Reinforcement Learning - Monte Carlo Policy Evaluation for MDP with first visit policy.ipynb
Reinforcement Learning - Monte Carlo Policy Evaluation for MDP with first visit policy.ipynb
 
 
Reinforcement Learning - Q-Learning.ipynb
Reinforcement Learning - Q-Learning.ipynb
 
 
Ridge regression and LASSO regression for multivariate regression problem.ipynb
Ridge regression and LASSO regression for multivariate regression problem.ipynb
 
 
Rinotts ranking and selection procedure.ipynb
Rinotts ranking and selection procedure.ipynb
 
 
SAA for stochastic knapsack problem.ipynb
SAA for stochastic knapsack problem.ipynb
 
 
SOCP for robust optimization with ellipsoidal uncertainty.ipynb
SOCP for robust optimization with ellipsoidal uncertainty.ipynb
 
 
Stochastic gradient ascent for logistic regression.ipynb
Stochastic gradient ascent for logistic regression.ipynb
 
 
Support Vector Machine from scratch.ipynb
Support Vector Machine from scratch.ipynb
 
 
Varaiya Walrand Buyukkoc recursive algorithm for two arm bandit problem.ipynb
Varaiya Walrand Buyukkoc recursive algorithm for two arm bandit problem.ipynb
 
 

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Data-Driven-Optimization

A repository holding implementations of methods from data-driven-optimization used in data science and operations research including sample average approximations, bandit problems, robust optimization, stochastic optimization and reinforcement learning.

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A repository holding methods from data-driven-optimization used in data science and operations research including sample average approximations, bandit problems, robust optimization, stochastic optimization and reinforcement learning.

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