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Support vector machine (SVM) has been one of the most popular learning algorithms, with the central idea of maximizing the minimum margin, i.e., the smallest distance from the instances to the classification boundary. Recent theoretical…
In social networks, individuals' decisions are strongly influenced by recommendations from their friends and acquaintances. The influence maximization (IM) problem asks to select a seed set of users that maximizes the influence spread,…
Targeted marketing policies target different customers with different marketing actions. While most research has focused on training targeting policies without managerial constraints, in practice, many firms face managerial constraints when…
Support Vector Machines (SVM), a popular machine learning technique, has been applied to a wide range of domains such as science, finance, and social networks for supervised learning. Whether it is identifying high-risk patients by…
Variational inference methods for latent variable statistical models have gained popularity because they are relatively fast, can handle large data sets, and have deterministic convergence guarantees. However, in practice it is unclear…
In sketched clustering, a dataset of $T$ samples is first sketched down to a vector of modest size, from which the centroids are subsequently extracted. Advantages include i) reduced storage complexity and ii) centroid extraction complexity…
Nowadays, organizations use viral marketing strategies to promote their products through social networks. It is expensive to directly send the product promotional information to all the users in the network. In this context, Kempe et al.…
One of the most challenging problems in kernel online learning is to bound the model size and to promote the model sparsity. Sparse models not only improve computation and memory usage, but also enhance the generalization capacity, a…
Influence maximization is the task of selecting a small number of seed nodes in a social network to maximize the influence spread from these seeds. It has been widely investigated in the past two decades. In the canonical setting, the…
Motivated by the prominence of Conditional Value-at-Risk (CVaR) as a measure for tail risk in settings affected by uncertainty, we develop a new formula for approximating CVaR based optimization objectives and their gradients from limited…
Driven by applications in telecommunication networks, we explore the simulation task of estimating rare event probabilities for tandem queues in their steady state. Existing literature has recognized that importance sampling methods can be…
Node popularity is recognized as a key factor in modeling real-world networks, capturing heterogeneity in connectivity across communities. This concept is equally important in bipartite networks, where nodes in different partitions may…
Influence maximization is the task of finding k seed nodes in a social network such that the expected number of activated nodes in the network (under certain influence propagation model), referred to as the influence spread, is maximized.…
Given the popularity of the viral marketing campaign in online social networks, finding an effective method to identify a set of most influential nodes so to compete well with other viral marketing competitors is of upmost importance. We…
Invariant Causal Prediction (Peters et al., 2016) is a technique for out-of-distribution generalization which assumes that some aspects of the data distribution vary across the training set but that the underlying causal mechanisms remain…
In traditional models for word-of-mouth recommendations and viral marketing, the objective function has generally been based on reaching as many people as possible. However, a number of studies have shown that the indiscriminate spread of a…
This paper introduces the {\it particle swarm filter} (not to be confused with particle swarm optimization): a recursive and embarrassingly parallel algorithm that targets an approximation to the sequence of posterior predictive…
The Empirical Revenue Maximization (ERM) is one of the most important price learning algorithms in auction design: as the literature shows it can learn approximately optimal reserve prices for revenue-maximizing auctioneers in both repeated…
Influence maximization in networks is a central problem in machine learning and causal inference, where an intervention on a subset of individuals triggers a diffusion process through the network. Existing approaches typically optimize…
We consider the optimal value of information (VoI) problem, where the goal is to sequentially select a set of tests with a minimal cost, so that one can efficiently make the best decision based on the observed outcomes. Existing algorithms…