Annie Duke on playing poker and making good decisions under uncertainty

Poker player Annie Duke appeared on the Slate Money podcast this week to discuss decision science, and it reminded me that I should blog about her. On the podcast, she talked about how thinking in terms of betting can help make everyday decisions and decisions in engineering systems.

I first heard of Annie Duke on The Moth podcast, where she talked about imposter syndrome as one of the few women who played poker professionally. Her story on imposter syndrome was compelling, because in a tournament on television, her cards were shown on camera during play. This transparency made her vulnerable to judgment, because the viewers could assess her choices with full information and possibly second guess her strategies. She didn’t just feel transparent, she was transparent.

Annie Duke pursued a Ph.D. in cognitive science, which she ultimately did not finish, and has written about how to make decisions. Her knowledge of decision-making helped her to be one of the best poker players ever. Duke uses heuristics instead of optimal decision strategies, which is appropriate for playing poker and making decisions in real-time. She understands that humans are not rational decision makers who think differently about short term decisions versus long term decisions. She wrote a book called “Thinking in Bets: Making Smarter Decisions When You Don’t Have All the Facts” about decision making under uncertainty.

In many of her interviews, such as her interview in Slate Money and in the video below, Duke articulates how the decision-making strategies she used to win at poker can inform decisions in systems, including engineering systems. In poker, quite often having a good process does not guarantee good outcomes. In poker, unlike chess, information is incomplete and other plays may be adopting sub-optimal or deceptive strategies.

For more reading: Decisions sciences was instrumental in substantially improving predictions in the Netflix prize.

 

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Punk Rock OR goes to Heinz College

I visited the Heinz College at Carnegie Mellon University to give a talk about my research on cyber security and trustworthy computing.

My talk was entitled “Models and algorithms for protecting critical information technology infrastructure”

Abstract
This talk is motivated by a cyber-security planning application, where we explore how to mitigate vulnerabilities within information technology (IT) supply chains for securing cyber-infrastructure. To do so, we formulate new optimization models based on the coverage models and network interdiction models. In this research, we investigate how to identify a best combination of cost-effective mitigations that maximally delays supply chain attacks when there exist multiple adversaries. We present new Stackelberg game models that explicitly formulate the interaction between a defender and multiple attackers. We propose max-min interdiction models for critical infrastructure protection that prioritizes cost-effective security mitigations to maximally delay adversarial attacks. We consider attacks originating from multiple adversaries, each of which aims to find a “critical path” through the attack surface to complete the corresponding attack as soon as possible. Decision makers can deploy mitigations to delay attack exploits, however, mitigation effectiveness is sometimes uncertain. We propose a Lagrangian heuristic that identifies near-optimal solutions efficiently.

I discussed the following two papers in my talk:

  1. Zheng, K., Albert, L.A., Luedtke, J.R., Towle, E. 2017. A budgeted maximum multiple coverage model for cybersecurity planning and management.
  2. Zheng, K., and Albert, L.A. 2018. Interdiction models for delaying adversarial attacks against critical information technology infrastructure.

I had a delightful visit. I have visited Pittsburgh several times before, and I always enjoy seeing the Cathedral of Learning. The highlight this time was meeting with the faculty and students at CMU. Dr. Alex Jacquillat was my faculty host. Carnegie Mellon is a university with a lot of collaboration, and this was evident during my visit. My schedule included meetings with faculty and students from Heinz College, the Tepper School, computer science, and engineering.

I saw Dr. Al Blumstein of Heinz College give a talk about criminal justice and operations research when I was a graduate student, and he is part of the reason why I pursued research in public safety in emergency medical services. I gave my seminar in the Alfred Blumstein Classroom at CMU. It was an honor.


Punk Rock OR is on PBS!

I do not believe teaching is confined by the walls of the classroom or the boundaries of the university. I am passionate about talking to the public about science, engineering, operations research, and analytics. I especially enjoy talking about my research. Operations researchers and industrial engineers make important contributions to basic science and important applications, yet what we do has been a well kept secret. This is why I agree to give public talks about my research whenever I can. Doing so gives me an opportunity to educate the general public and improve scientific literacy. I have always hypothesized that most people would appreciate the work we do if they knew more about it. My experiences suggest that my hypothesis is true.

I gave a talk that was recorded on campus in the Spring. It aired on the University Place series on July 23, 2018 on Wisconsin Public Television, Madison’s Public Broadcasting Service (PBS) station. My talk aired the same day as the Great Wisconsin Baking Challenge: Week 5 Pies Recap. What great company! You’ve gotta love public television 🙂

Here is my talk title and description:

Advanced Analytics: From Emergency Response to Brackets

University of Wisconsin-Madison Industrial and Systems Engineering professor Laura Albert will talk about how engineers use math models and analytics to solve problems and design systems. She will provide an overview her discipline of operations research and advanced analytics and will discuss its wide ranging applications, focusing on examples from her research that addresses problems in emergency response and bracketology.

You can watch the video on PBS using the link below. The talk has closed captioning. My dad endorsed the video and told me he particularly liked the graphics in my talk.
https://player.pbs.org/viralplayer/3014502909/

The unedited talk is on YouTube:

I gave an earlier version of this talk at the Middleton Public Library for their “Scholar’d for Life” lecture series. The lecture series is in partnership with the UW Madison Speaker’s Bureau (my profile is here). Taking the “Wisconsin Idea” as its starting point, this series aims to promote lifelong learning, intellectual curiosity, and engagement between academics and the community as a whole.

The organizers at the library asked me to speak about applications of industrial engineering. I thought that no one would show up for a talk marketed like that. I was wrong. About 100 people showed up for my talk. It was a packed house! The attendees were really engaged and asked me many questions after the talk.

I was thrilled that a few kids in middle school and high school came to my Middleton Public Library talk, including girls. I try to embody the spirit of the #ILookLikeAnEngineer movement in my public engagements to challenge stereotypes about engineering. One of the girls who attended the talk told me I reminded her of Lucy Wilde from Despicable Me 2 and showed me this picture:

I’m not sure if Lucy is my doppelganger, but I certainly like her hair and style 🙂

 


preparing for my first sabbatical in 2019-2020

I am preparing for my first sabbatical in 2019-2020.

It’s been awhile since I’ve blegged, but I’m a bit behind schedule on planning due to the demands of my administrative role. I am turning to my blog for the wisdom of the OR/MS community 🙂

On my sabbatical, I am hoping to spend some time abroad, potentially with a home base in Germany or elsewhere in Europe, to work on research, collaborate, and even teach. I am exploring opportunities to collaborate, visit universities, give seminars, and take advantage of visiting professor programs at various universities abroad during this time. If you have any interest in having me visit you or if you want to share opportunities with me, please let me know.  During my sabbatical, I am planning to focus on my research in emergency medical services and emergency response. I am interested in starting new collaborations loosely related to this research.

A few other important pieces of information: I speak German fairly well (although not fluently) and I plan to bring my three daughters with me so they can have new experiences.

Please contact me with information. My email is laura.albert ‘at’ wisc ‘dot’ edu.

 

 


flood markers

I visited Germany over the winter break. I have to admit that most of my time was spent admiring Germany’s infrastructure and clean streets. In fact, here is a picture of me on the Neckar river in Heidelberg, where I stopped during my run to admire the dam on the river.

I went on a walking tour of Frankfurt, Germany and was enthralled by the flood markers on a bridge on the river Main. Here is a picture of the flood markers. The plaques on the left show the height of the flood waters and the dates when they occurred. I zoomed in below so you can see them better.

 

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Places where floods occur regularly, such as coastal areas, often have markers that indicate the height of the flood waters. These markers can be formal, as in Frankfurt, or informal. They intend to provide a recording of the historic flooding that occurred and to communicate this information to future generations.

Flood markers are important in areas that are flood prone, because serious floods may occur fairly rarely. It’s easy to forget how bad the last flood really was and to make poor flood-related decisions, like build in low-lying areas that could floor and not buy mandatory flood insurance. I once blogged about this issue in my post “flood risks and management science”.

The Floodstone project seeks to create a database of flood markers. This website on flood markers contains a collection of images illustrating the height of the flood waters. It includes an image from Frankfurt as well as many others. Another site contains images only from the 1974 flooding in Brisbane to illustrate the variety of ways a flooding was recorded.

For more reading:

Other pictures from my trip:

View this post on Instagram

In #heidelberg #germany at the #castle

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2018 INFORMS Government & Analytics Summit: a recap

I chaired the 2018 INFORMS Government & Analytics Summit, an outreach event to government policymakers and Congressional staffers about how operations research can save lives, save money, and solve problems. It was a blast. Here is a recap of the event. Please visit the website for more information and to find recordings of the talks that will be posted soon. INFORMS Executive Director Melissa Moore kicked off the Summit with the following video:

I gave a few opening remarks and gave a quick, non-technical overview of operations research and analytics:

Secretary Anthony Foxx and General Michael Hayden gave the two keynotes that were the center of the Summit. Both speakers were experienced, understood the value proposition that OR and analytics offer to government officials and policymakers, and are dynamic and engaging speakers.

Former Transportation Secretary Foxx focused on transportation, and he emphasized the importance of integrating transportation solutions. In the United States, transportation is decentralized, with decisions, operations, and maintenance being made by many players, including the Federal government, local governments, and the private sector. A challenge is in developing a cohesive transportation plan with so many players. It is further compounded by transportation data that is collected and owned by so many of these players and stored at various sites. Yet Foxx was optimistic about our ability to bring these transportation issues together and solve problems. Foxx noted, “Waze knows more about transportation activity than I ever knew as Transportation Secretary.”

Foxx noted that transportation is not just a transportation problem. Transportation plays a key role in building communities, should be people-centric, and impacts community health. Transportation solutions should strive to build better communities, not just expand transportation infrastructure. He discussed the smart city initiative as an avenue to incentive cities to develop plans that integrate transportation plans with other objectives.

General Michael Hayden’s talk focused on guiding policy decisions in a post truth world. Intelligence is centered on making fact-based decisions and in collecting facts and expert judgement that are consistent with the facts. We increasingly live in a post-truth world, where decisions are made on feeling, emotion, loyalty, tribe and identify. These factors increasingly inform our truth, not the facts.

General Hayden’s talk was fascinating and philosophical at times. He mentioned Oxford Dictionary’s word of the year (post-truth) and discussed how the Enlightenment philosophy based on truth, data, hypotheses, and validation inspired our founding fathers. He discussed the flow of information and ideas as a system with reinforcement, cycles, and feedback loops. He views information flow as a structured system. He noted that intelligence is pessimistic and policy is optimistic. I wholeheartedly agree with the latter; I even wrote a blog post about it.

Hayden ended his talk with advice on how to work with decision makers. As NSA director, he worked with many decision-makers who were not in his field and not always enthusiastic about the facts and analysis he brought to the table. He found it helpful to use intelligence as a way to bound the possible policy decisions. By putting a box around the set of feasible policy decisions, he could help rule out bad and disastrous decisions from consideration. This also helped the decision-maker (often, a President) feel like the one in charge with input from an intelligence expert, which was helpful in facilitating productive conversations.

The three panels focused on transportation, national security, and healthcare. The INFORMS member experts and moderators were outstanding!

Healthcare

Jim Bagian, University of Michigan

Sommer Gentry, U.S. Naval Academy

Eva Lee, Georgia Tech

Julie Swann, N.C. State

Moderator: Don Kleinmuntz

 

Transportation

Saif Benjaafar, University of Minnesota

Pooja Dewan, BNSF

Peter Frazier, Cornell University & Uber

Steve Sashihara, Princeton Consultants

Moderator: José Holguín-Veras, Rensselaer Polytechnic Institute

 

National Security

David Alderson, Naval Postgraduate School

Natalie Scala, Towson University

Harrison Schramm, CAP, Center for Strategic and Budgetary Analysis

Moderator: Col. Greg Parlier (Ret.)

 

As chair, I would like to mention that we were fortunate to have many nominations and would have liked to have more opportunities to participate in the Summit. Moving forward there will be other opportunities to support INFORMS’ advocacy activities. We look forward to the chance to involve even more members as we work to help make sure policymakers in Washington better understand and appreciate how they can leverage O.R. and Analytics to help save lives, save money and solve problems.

I want to thank the INFORMS Staff and especially Jeff Cohen for making the INFORMS Government & Analytics Summit a reality.

 

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Resilience Analytics at the University of Oklahoma

I was invited to give a guest lecture and public research seminar at the University of Oklahoma for Dr. Kash Barker’s Presidential Dream Course entitled “Analytics of Resilient Cyber-Physical-Social Networks.” Kash and I are collaborating on a project entitled “Resilience Analytics: A Data-Driven Approach for Enhanced Interdependent Network Resilience” funded by the National Science Foundation as part of the Critical Resilient Interdependent Infrastructure Systems and Processes (CRISP) initiative. My lecture and research talk were motivated by our collaborative research project.

My lecture was about modeling service networks and focused on location problems using network optimization for public safety. I introduced public safety operations research and discussed several location models for modeling service networks.

My research seminar was entitled “Designing emergency medical service systems to enhance community resilience.” My slides are below.

I enjoyed exploring the OU campus and the gorgeous gothic architecture everywhere. I especially liked seeing gargoyles on the campus library.