We study a variant of the pessimistic bilevel optimization problem, which comprises constraints that must be satisfied for any optimal solution of a subordinate (lower-level) optimization problem. We present conditions that guarantee the existence of optimal solutions in such a problem, and we characterize the computational complexity of various subclasses of the problem. We then focus on probl...

Uplift modeling is a machine learning technique that aims to model treatment effects heterogeneity. It has been used in business and health sectors to predict the effect of a specific action on a given individual. Despite its advantages, uplift models show high sensitivity to noise and disturbance, which leads to unreliable results. In this paper we show different approaches to address the prob...

In this paper, I consider the pessimistic induction construed as a deductive argument (specifically, reductio ad absurdum) and as an inductive argument (specifically, inductive generalization). I argue that both formulations of the pessimistic induction are fallacious. I also consider another possible interpretation of the pessimistic induction, namely, as pointing to counterexamples to the sci...

We give a generalization of the method of pessimistic estimators [14], in which we compose estimators by multiplying them. We give conditions on the pessimistic estimators of two expectations, under which the product of the pessimistic estimators is a pessimistic estimator of the product of the two expectations. This approach can be useful when derandomizing algorithms for which one needs to bo...