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In this paper, we investigate the task of aggregating search results from heterogeneous sources in an E-commerce environment. First, unlike traditional aggregated web search that merely presents multi-sourced results in the first page, this…
With the growing needs of online A/B testing to support the innovation in industry, the opportunity cost of running an experiment becomes non-negligible. Therefore, there is an increasing demand for an efficient continuous monitoring…
We study a heterogeneous agent macroeconomic model with an infinite number of households and firms competing in a labor market. Each household earns income and engages in consumption at each time step while aiming to maximize a concave…
Many of the observations we make are biased by our decisions. For instance, the demand of items is impacted by the prices set, and online checkout choices are influenced by the assortments presented. The challenge in decision-making under…
In web search, mutual influences between documents have been studied from the perspective of search result diversification. But the methods in web search is not directly applicable to e-commerce search because of their differences. And…
Reinforcement Learning algorithms that learn from human feedback (RLHF) need to be efficient in terms of statistical complexity, computational complexity, and query complexity. In this work, we consider the RLHF setting where the feedback…
We develop a decision making framework to cast the problem of learning a ranking policy for search or recommendation engines in a two-sided e-commerce marketplace as an expected reward optimization problem using observational data. As a…
We investigate brokerage between traders from an online learning perspective. At any round $t$, two traders arrive with their private valuations, and the broker proposes a trading price. Unlike other bilateral trade problems already studied…
Large language model alignment is widely used and studied to avoid LLM producing unhelpful and harmful responses. However, the lengthy training process and predefined preference bias hinder adaptation to online diverse human preferences. To…
We consider the problem of learning optimal solutions of a partially known linear optimization problem and recovering its underlying cost function where a set of past decisions and the feasible set are known. We develop a new framework,…
Motivated by problems in online advertising, we address the task of Learning from Label Proportions (LLP). We introduce a novel and versatile low-variance debiasing methodology to learn from aggregate label information, significantly…
High-level driving behavior decision-making is an open-challenging problem for connected vehicle technology, especially in heterogeneous traffic scenarios. In this paper, a deep reinforcement learning based high-level driving behavior…
Recommendations are commonly used to modify user's natural behavior, for example, increasing product sales or the time spent on a website. This results in a gap between the ultimate business objective and the classical setup where…
Methods to learn under algorithmic triage have predominantly focused on supervised learning settings where each decision, or prediction, is independent of each other. Under algorithmic triage, a supervised learning model predicts a fraction…
Most combinatorial optimization problems can be formulated as mixed integer linear programming (MILP), in which branch-and-bound (B\&B) is a general and widely used method. Recently, learning to branch has become a hot research topic in the…
Most methods for decision-theoretic online learning are based on the Hedge algorithm, which takes a parameter called the learning rate. In most previous analyses the learning rate was carefully tuned to obtain optimal worst-case…
Bundling, the practice of jointly selling two or more products at a discount, is a widely used strategy in industry and a well examined concept in academia. Historically, the focus has been on theoretical studies in the context of…
Online advertising has been the major monetization approach for Internet companies. Advertisers invest budgets to bid for real-time impressions to gain direct and indirect returns. Existing works have been concentrating on optimizing direct…
In e-commerce, ranking the search results based on users' preference is the most important task. Commercial e-commerce platforms, such as, Amazon, Alibaba, eBay, Walmart, etc. perform extensive and relentless research to perfect their…
Federated Learning is an emerging learning paradigm that allows training models from samples distributed across a large network of clients while respecting privacy and communication restrictions. Despite its success, federated learning…