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In this paper, we consider an online resource allocation problem where a decision maker accepts or rejects incoming customer requests irrevocably in order to maximize expected reward given limited resources. At each time, a new…

Data Structures and Algorithms · Computer Science 2022-05-03 Guanting Chen , Xiaocheng Li , Yinyu Ye

Causal mediation analysis is an important statistical method in social and medical studies, as it can provide insights about why an intervention works and inform the development of future interventions. Currently, most causal mediation…

Methodology · Statistics 2016-01-26 Cheng Zheng , David C. Atkins , Melissa A. Lewis , Xiao-Hua Zhou

We propose an computational framework for real-time risk assessment and prioritizing for random outcomes without prior information on probability distributions. The basic model is built based on satisficing measure (SM) which yields a…

Optimization and Control · Mathematics 2018-07-03 Wenjie Huang

In this paper, we combine ideas from machine learning (ML) and operations research and management science (OR/MS) in developing a framework, along with specific methods, for using data to prescribe optimal decisions in OR/MS problems. In a…

Machine Learning · Statistics 2018-07-20 Dimitris Bertsimas , Nathan Kallus

Off-policy estimation (OPE) methods enable unbiased offline evaluation of recommender systems, directly estimating the online reward some target policy would have obtained, from offline data and with statistical guarantees. The theoretical…

Machine Learning · Statistics 2025-08-12 Olivier Jeunen

This paper describes a purely data-driven solution to a class of sequential decision-making problems with a large number of concurrent online decisions, with applications to computing systems and operations research. We assume that while…

Artificial Intelligence · Computer Science 2019-10-02 Hardik Meisheri , Vinita Baniwal , Nazneen N Sultana , Balaraman Ravindran , Harshad Khadilkar

This paper presents a new optimization approach to causal estimation. Given data that contains covariates and an outcome, which covariates are causes of the outcome, and what is the strength of the causality? In classical machine learning…

Methodology · Statistics 2024-10-22 Mingzhang Yin , Yixin Wang , David M. Blei

An important problem in econometrics and marketing is to infer the causal impact that a designed market intervention has exerted on an outcome metric over time. This paper proposes to infer causal impact on the basis of a…

Applications · Statistics 2015-06-02 Kay H. Brodersen , Fabian Gallusser , Jim Koehler , Nicolas Remy , Steven L. Scott

This paper introduces the offline meta-reinforcement learning (offline meta-RL) problem setting and proposes an algorithm that performs well in this setting. Offline meta-RL is analogous to the widely successful supervised learning strategy…

Machine Learning · Computer Science 2021-07-22 Eric Mitchell , Rafael Rafailov , Xue Bin Peng , Sergey Levine , Chelsea Finn

A fundamental question for companies with large amount of logged data is: How to use such logged data together with incoming streaming data to make good decisions? Many companies currently make decisions via online A/B tests, but wrong…

Machine Learning · Computer Science 2020-11-10 Li Ye , Yishi Lin , Hong Xie , John C. S. Lui

Causal mediation analysis seeks to investigate how the treatment effect of an exposure on outcomes is mediated through intermediate variables. Although many applications involve longitudinal data, the existing methods are not directly…

Applications · Statistics 2021-02-24 Shuxi Zeng , Stacy Rosenbaum , Elizabeth Archie , Susan Alberts , Fan Li

The online assignment problem plays an important role in operational research and computer science which is why immense attention has been given to improving its solution quality. Due to the incomplete information about the input, it is…

Computational Complexity · Computer Science 2022-08-09 Clarence Gabriel R. Kasilag , Pollux M. Rey , Jhoirene B. Clemente

The study of online decision-making problems that leverage contextual information has drawn notable attention due to their significant applications in fields ranging from healthcare to autonomous systems. In modern applications, contextual…

Machine Learning · Statistics 2025-04-22 Qiyu Han , Will Wei Sun , Yichen Zhang

Attribution modelling lies at the heart of marketing effectiveness, yet most existing approaches depend on user-level path data, which are increasingly inaccessible due to privacy regulations and platform restrictions. This paper introduces…

Machine Learning · Statistics 2025-12-25 Georgios Filippou , Boi Mai Quach , Diana Lenghel , Arthur White , Ashish Kumar Jha

For online resource allocation problems, we propose a new demand arrival model where the sequence of arrivals contains both an adversarial component and a stochastic one. Our model requires no demand forecasting; however, due to the…

Data Structures and Algorithms · Computer Science 2018-10-02 Dawsen Hwang , Patrick Jaillet , Vahideh Manshadi

Most existing work in online stochastic combinatorial optimization assumes that inputs are drawn from independent distributions -- a strong assumption that often fails in practice. At the other extreme, arbitrary correlations are equivalent…

Data Structures and Algorithms · Computer Science 2025-11-11 Zhimeng Gao , Evangelia Gergatsouli , Kalen Patton , Sahil Singla

Recently, many causal estimators for Conditional Average Treatment Effect (CATE) and instrumental variable (IV) problems have been published and open sourced, allowing to estimate granular impact of both randomized treatments (such as A/B…

Machine Learning · Computer Science 2022-12-21 Egor Kraev , Timo Flesch , Hudson Taylor Lekunze , Mark Harley , Pere Planell Morell

When people buy products online, they primarily base their decisions on the recommendations of others given in online reviews. The current work analyzed these online reviews by sentiment analysis and used the extracted sentiments as…

Artificial Intelligence · Computer Science 2020-03-03 Chaehan So

Most major retailers today have multiple divisions focused on various aspects, such as marketing, supply chain, online customer experience, store customer experience, employee productivity, and vendor fulfillment. They also regularly…

Machine Learning · Computer Science 2025-12-16 Pranav Gupta , Nithin Surendran

The paradigm of decision-making has been revolutionised by reinforcement learning and deep learning. Although this has led to significant progress in domains such as robotics, healthcare, and finance, the use of RL in practice is…

Machine Learning · Computer Science 2026-02-23 Daqian Shao