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Hyperparameter Optimization for Deep Learning Neural Networks Using Simulation Optimization
In: CAIE-D-22-03270
SSRN
Optimal Off-line Experimentation for Games
In: Decision analysis: a journal of the Institute for Operations Research and the Management Sciences, INFORMS, Band 17, Heft 4, S. 277-298
ISSN: 1545-8504
Many business situations can be called "games" because outcomes depend on multiple decision makers with differing objectives. Yet, in many cases, the payoffs for all combinations of player options are not available, but the ability to experiment off-line is available. For example, war-gaming exercises, test marketing, cyber-range activities, and many types of simulations can all be viewed as off-line gaming-related experimentation. We address the decision problem of planning and analyzing off-line experimentation for games with an initial procedure seeking to minimize the errors in payoff estimates. Then, we provide a sequential algorithm with reduced selections from option combinations that are irrelevant to evaluating candidate Nash, correlated, cumulative prospect theory or other equilibria. We also provide an efficient formula to estimate the chance that given Nash equilibria exists, provide convergence guarantees relating to general equilibria, and provide a stopping criterion called the estimated expected value of perfect off-line information (EEVPOI). The EEVPOI is based on bounded gains in expected utility from further off-line experimentation. An example of using a simulation model to illustrate all the proposed methods is provided based on a cyber security capture-the-flag game. The example demonstrates that the proposed methods enable substantial reductions in both the number of test runs (half) compared with a full factorial and the computational time for the stopping criterion.
Timely Decision Analysis Enabled by Efficient Social Media Modeling
In: Decision analysis: a journal of the Institute for Operations Research and the Management Sciences, INFORMS, Band 14, Heft 4, S. 250-260
ISSN: 1545-8504
Many decision problems are set in changing environments. For example, determining the optimal investment in cyber maintenance depends on whether there is evidence of an unusual vulnerability, such as "Heartbleed," that is causing an especially high rate of incidents. This gives rise to the need for timely information to update decision models so that optimal policies can be generated for each decision period. Social media provide a streaming source of relevant information, but that information needs to be efficiently transformed into numbers to enable the needed updates. This article explores the use of social media as an observation source for timely decision making. To efficiently generate the observations for Bayesian updates, we propose a novel computational method to fit an existing clustering model. The proposed method is called k-means latent Dirichlet allocation (KLDA). We illustrate the method using a cybersecurity problem. Many organizations ignore "medium" vulnerabilities identified during periodic scans. Decision makers must choose whether staff should be required to address these vulnerabilities during periods of elevated risk. Also, we study four text corpora with 100 replications and show that KLDA is associated with significantly reduced computational times and more consistent model accuracy.
SSRN
Optimal Classification Trees with Leaf-Branch and Binary Constraints Applied to Pipeline Inspection
In: CAOR-D-23-00130
SSRN
Method to allocate voting resources with unequal ballots and/or education
Apportionment in election systems refers to determination of the number of voting resources (poll books, poll workers, or voting machines) needed to ensure that all voters can expect to wait no longer than an appropriate amount, even the voter who waits the longest. Apportionment is a common problem for election officials and legislatures. A related problem is "allocation," which relates to the deployment of an existing number of resources so that the longest expected wait is held to an appropritate amount. Provisioning and allocation are difficult because the numbers of expected voters, the ballot lengths, and the education levels of voters may all differ significantly from precinct-to-precinct in a county. Consider that predicting the waiting time of the voter who waits the longest generally requires discrete event simulation. • The methods here rigorously guarantee that all voters expect to wait a prescribed time with a bounded probability, e.g., everyone expects to wait less than thirty minutes with probability greater than 95%. • The methods here can handle both a single type of resource (e.g., voting machines or scan machines) and multiple resource types (e.g., voting machines and poll books). • The methods are provided in a freely available, easy-to-use Excel software program.
BASE
Perceptually Discriminating the Highest Priority Alarms Reduces Response Time: A Retrospective Pre-Post Study at Four Hospitals
In: Human factors: the journal of the Human Factors Society, Band 65, Heft 4, S. 636-650
ISSN: 1547-8181
Objective Reduce nurse response time for emergency and high-priority alarms by increasing discriminability between emergency and all other alarms and suppressing redundant and likely false high-priority alarms in a secondary alarm notification system (SANS). Background Emergency alarms are the most urgent, requiring immediate action to address a dangerous situation. They are clinician-triggered and have higher positive predictive value (PPV). High-priority alarms are automatically triggered and have lower PPV. Method We performed a retrospective pre-post study, analyzing data 15 months before and 25 months after a SANS redesign was implemented in four hospitals. For emergency alarms, we incorporated digitized human speech to distinguish them from automatically triggered alarms, leaving their onset and escalation pathways unchanged. For automatically triggered alarms, we suppressed some by delaying initial onset and escalation by 20 s. We used linear mixed models to assess the change in response time, Fisher's exact test for the proportion of response times longer than 120 s, and control charts for process stability. Results Response time for emergency alarms decreased at all hospitals (main, from 26.91 s to 22.32 s, p < .001; cardiac, from 127.10 s to 52.43 s, p < .001; cancer, from 18.03 s to 15.39 s, p < .001). Improvements were sustained. Automatically triggered alarms decreased 25.0%. Response time for the three automatically triggered cardiac alarms increased at the four hospitals. Conclusion Auditory sound disambiguation was associated with a sustained reduced nurse response time for emergency alarms, but suppressing some high-priority automatically triggered alarms was not. Application Distinguishing and escalating urgent, actionable alarms with higher PPV improves response time.