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This paper describes an approach to solving the next destination city recommendation problem for a travel reservation system. We propose a two stages approach: a heuristic approach for candidates selection and an attention neural network…
We study the incentivized information acquisition problem, where a principal hires an agent to gather information on her behalf. Such a problem is modeled as a Stackelberg game between the principal and the agent, where the principal…
We consider the problem of bidding in online advertising, where an advertiser aims to maximize value while adhering to budget and Return-on-Spend (RoS) constraints. Unlike prior work that assumes knowledge of the value generated by winning…
For many applications of reinforcement learning it can be more convenient to specify both a reward function and constraints, rather than trying to design behavior through the reward function. For example, systems that physically interact…
Gaining insights into the preferences of new users and subsequently personalizing recommendations necessitate managing user interactions intelligently, namely, posing pertinent questions to elicit valuable information effectively. In this…
Reinforcement learning (RL) problems are fundamental in online decision-making and have been instrumental in finding an optimal policy for Markov decision processes (MDPs). Function approximations are usually deployed to handle large or…
Debiased recommender models have recently attracted increasing attention from the academic and industry communities. Existing models are mostly based on the technique of inverse propensity score (IPS). However, in the recommendation domain,…
We propose a novel approach using supervised learning to obtain near-optimal primal solutions for two-stage stochastic integer programming (2SIP) problems with constraints in the first and second stages. The goal of the algorithm is to…
Sponsored search is a multi-billion dollar industry and makes up a major source of revenue for search engines (SE). click-through-rate (CTR) estimation plays a crucial role for ads selection, and greatly affects the SE revenue, advertiser…
Our goal in this paper is to automatically extract a set of decision rules (rule set) that best explains a classification data set. First, a large set of decision rules is extracted from a set of decision trees trained on the data set. The…
Real-life combinatorial optimization problems often involve several conflicting objectives, such as price, product quality and sustainability. A computationally-efficient way to tackle multiple objectives is to aggregate them into a…
Randomized rounding is a technique that was originally used to approximate hard offline discrete optimization problems from a mathematical programming relaxation. Since then it has also been used to approximately solve sequential stochastic…
A natural optimization model that formulates many online resource allocation and revenue management problems is the online linear program (LP) in which the constraint matrix is revealed column by column along with the corresponding…
We study an online linear classification problem, in which the data is generated by strategic agents who manipulate their features in an effort to change the classification outcome. In rounds, the learner deploys a classifier, and an…
Advertisers usually enjoy the flexibility to choose criteria like target audience, geographic area and bid price when planning an campaign for online display advertising, while they lack forecast information on campaign performance to…
Adversarial imitation learning (AIL) is a popular method that has recently achieved much success. However, the performance of AIL is still unsatisfactory on the more challenging tasks. We find that one of the major reasons is due to the low…
We consider approximate dynamic programming in $\gamma$-discounted Markov decision processes and apply it to approximate planning with linear value-function approximation. Our first contribution is a new variant of Approximate Policy…
Software Categorization is the task of organizing software into groups that broadly describe the behavior of the software, such as "editors" or "science." Categorization plays an important role in several maintenance tasks, such as…
In this paper, we present a novel approach for conformal prediction (CP), in which we aim to identify a set of promising prediction candidates -- in place of a single prediction. This set is guaranteed to contain a correct answer with high…
With the rise of e-commerce and increasing customer requirements, logistics service providers face a new complexity in their daily planning, mainly due to efficiently handling same day deliveries. Existing multi-stage stochastic…