ASSET Seminar featuring Ellen Vitercik (Stanford University)

Many of the most important optimization problems in practice are massive in scale, mathematically complex, and involve numerous unknown parameters. Machine learning offers a powerful way to address these challenges by uncovering hidden structure and improving decision quality, but integrating predictions into algorithms raises fundamental questions: which architectures align with combinatorial structure, and how can we ensure robustness to error? This talk presents two case studies. First, we show how graph neural networks can approximate the optimal dynamic program for online matching, yielding algorithms that generalize across graph sizes and achieve strong empirical performance. Second, we introduce calibration as a principled interface between machine learning and decision-making, demonstrating through rent-or-buy and job scheduling problems that calibrated predictions yield both theoretical guarantees and practical improvements. This is joint work with Alexandre Hayderi, Amin Saberi, Anders Wikum, and Judy Hanwen Shen.