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We establish a link between a class of discrete choice models and the theory of online learning and multi-armed bandits. Our contributions are: (i) sublinear regret bounds for a broad algorithmic family, encompassing Exp3 as a special case;…

Machine Learning · Computer Science 2025-10-07 Emerson Melo , David Müller

The random utility model (RUM, McFadden and Richter, 1990) has been the standard tool to describe the behavior of a population of decision makers. RUM assumes that decision makers behave as if they maximize a rational preference over a…

General Economics · Economics 2022-07-05 Victor H. Aguiar , Maria Jose Boccardi , Nail Kashaev , Jeongbin Kim

Black-box complexity studies lower bounds for the efficiency of general-purpose black-box optimization algorithms such as evolutionary algorithms and other search heuristics. Different models exist, each one being designed to analyze a…

Neural and Evolutionary Computing · Computer Science 2015-09-11 Carola Doerr , Johannes Lengler

Algorithms for the Multi-Armed Bandit (MAB) problem play a central role in sequential decision-making and have been extensively explored both theoretically and numerically. While most classical approaches aim to identify the arm with the…

Machine Learning · Computer Science 2026-04-02 Gabriel Turinici

It is often remarked that neural networks fail to increase their uncertainty when predicting on data far from the training distribution. Yet naively using softmax confidence as a proxy for uncertainty achieves modest success in tasks…

Machine Learning · Computer Science 2021-06-10 Tim Pearce , Alexandra Brintrup , Jun Zhu

An increasingly important building block of large scale machine learning systems is based on returning slates; an ordered lists of items given a query. Applications of this technology include: search, information retrieval and recommender…

Machine Learning · Computer Science 2024-01-01 Otmane Sakhi , David Rohde , Nicolas Chopin

This paper builds a rule for decisionmaking from the physical behavior of single neurons, the well established neural circuitry of mutual inhibition, and the evolutionary principle of natural selection. No axioms are used in the derivation…

Theoretical Economics · Economics 2023-02-21 Valdes Salvador , Gonzalo ValdesEdwards

The ability to flexibly compose previously acquired skills to execute intelligent behaviors is a hallmark of natural intelligence. Such compositional flexibility is often attributed to context-dependent gating mechanisms that determine how…

Optimization and Control · Mathematics 2026-05-18 Francesca Rossi , Veronica Centorrino , Francesco Bullo , Giovanni Russo

What is intuitive: pro-social or anti-social behaviour? To answer this fundamental question, recent studies analyse decision times in game theory experiments under the assumption that intuitive decisions are fast and that deliberation is…

Physics and Society · Physics 2020-04-14 Riccardo Gallotti , Jelena Grujic

Personalization and recommendations are now accepted as core competencies in just about every online setting, ranging from media platforms to e-commerce to social networks. While the challenge of estimating user preferences has garnered…

Artificial Intelligence · Computer Science 2020-11-18 Vivek F. Farias , Andrew A. Li , Deeksha Sinha

In this paper we derive locally D-optimal designs for discrete choice experiments based on multinomial probit models. These models include several discrete explanatory variables as well as a quantitative one. The commonly used multinomial…

Methodology · Statistics 2021-04-07 Ulrike Graßhoff , Heiko Großmann , Heinz Holling , Rainer Schwabe

Recent advances have shown that optimizing prompts for Large Language Models (LLMs) can significantly improve task performance, yet many optimization techniques rely on heuristics or manual exploration. We present LatentPrompt, a…

Computation and Language · Computer Science 2025-08-05 Mateusz Bystroński , Grzegorz Piotrowski , Nitesh V. Chawla , Tomasz Kajdanowicz

Black-box optimization is often encountered for decision-making in complex systems management, where the knowledge of system is limited. Under these circumstances, it is essential to balance the utilization of new information with…

Computation · Statistics 2025-01-15 Teng Lian , Jian-Qiang Hu , Yuhang Wu , Zeyu Zheng

Motivated by modern-day applications such as Attended Home Delivery and Preference-based Group Scheduling, where decision makers wish to steer a large number of customers toward choosing the exact same alternative, we introduce a novel…

Optimization and Control · Mathematics 2025-02-13 Omar El Housni , Marouane Ibn Brahim , Danny Segev

Given a hierarchical plan (or schedule) with uncertain task times, we propose a deterministic polynomial (time and memory) algorithm for estimating the probability that its meets a deadline, or, alternately, that its {\em makespan} is less…

Artificial Intelligence · Computer Science 2017-12-27 Liat Cohen , Solomon Eyal Shimony , Gera Weiss

We show that one can approximate the least fixed point solution for a multivariate system of monotone probabilistic polynomial equations in time polynomial in both the encoding size of the system of equations and in log(1/\epsilon), where…

Computational Complexity · Computer Science 2013-02-21 Kousha Etessami , Alistair Stewart , Mihalis Yannakakis

Binary logit (BNL) and multinomial logit (MNL) models are the two most widely used discrete choice models for travel behavior modeling and prediction. However, in many scenarios, the collected data for those models are subject to…

Optimization and Control · Mathematics 2025-06-02 Baichuan Mo , Yunhan Zheng , Xiaotong Guo , Ruoyun Ma , Jinhua Zhao

Calibrating verbalized probabilities presents a novel approach for reliably assessing and leveraging outputs from black-box Large Language Models (LLMs). Recent methods have demonstrated improved calibration by applying techniques like…

Computation and Language · Computer Science 2024-10-10 Cheng Wang , Gyuri Szarvas , Georges Balazs , Pavel Danchenko , Patrick Ernst

Learning the optimal ordering of content is an important challenge in website design. The learning to rank (LTR) framework models this problem as a sequential problem of selecting lists of content and observing where users decide to click.…

Machine Learning · Computer Science 2023-05-12 James A. Grant , David S. Leslie

Longitudinal studies with binary or ordinal responses are widely encountered in various disciplines, where the primary focus is on the temporal evolution of the probability of each response category. Traditional approaches build from the…

Methodology · Statistics 2024-09-04 Jizhou Kang , Athanasios Kottas
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