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We consider a sequential assortment selection problem where the user choice is given by a multinomial logit (MNL) choice model whose parameters are unknown. In each period, the learning agent observes a $d$-dimensional contextual…

Machine Learning · Statistics 2021-03-26 Min-hwan Oh , Garud Iyengar

We consider dynamic multi-product pricing and assortment problems under an unknown demand over T periods, where in each period, the seller decides on the price for each product or the assortment of products to offer to a customer who…

Machine Learning · Computer Science 2022-11-15 Vineet Goyal , Noemie Perivier

We study the multinomial logit (MNL) contextual bandit problem for sequential assortment selection. Although most existing research assumes utility functions to be linear in item features, this linearity assumption restricts the modeling of…

Machine Learning · Computer Science 2026-01-13 Taehyun Hwang , Dahngoon Kim , Min-hwan Oh

In this paper, we study the contextual multinomial logit (MNL) bandit problem in which a learning agent sequentially selects an assortment based on contextual information, and user feedback follows an MNL choice model. There has been a…

Machine Learning · Statistics 2025-10-17 Joongkyu Lee , Min-hwan Oh

We study the dynamic assortment planning problem, where for each arriving customer, the seller offers an assortment of substitutable products and customer makes the purchase among offered products according to an uncapacitated multinomial…

Machine Learning · Statistics 2019-02-11 Xi Chen , Yining Wang , Yuan Zhou

Optimizing the assortment of products to display to customers is a key to increasing revenue for both offline and online retailers. To trade-off between exploring customers' preference and exploiting customers' choices learned from data, in…

Machine Learning · Computer Science 2022-04-25 Hongbin Zhang , Yu Yang , Feng Wu , Qixin Zhang

We consider the dynamic assortment optimization problem under the multinomial logit model (MNL) with unknown utility parameters. The main question investigated in this paper is model mis-specification under the $\varepsilon$-contamination…

Machine Learning · Statistics 2022-07-12 Xi Chen , Akshay Krishnamurthy , Yining Wang

In this short note we consider a dynamic assortment planning problem under the capacitated multinomial logit (MNL) bandit model. We prove a tight lower bound on the accumulated regret that matches existing regret upper bounds for all…

Machine Learning · Statistics 2018-10-01 Xi Chen , Yining Wang

We consider a dynamic assortment selection problem where a seller has a fixed inventory of $N$ substitutable products and faces an unknown demand that arrives sequentially over $T$ periods. In each period, the seller needs to decide on the…

Machine Learning · Computer Science 2024-01-25 Abdellah Aznag , Vineet Goyal , Noemie Perivier

We consider a sequential subset selection problem under parameter uncertainty, where at each time step, the decision maker selects a subset of cardinality $K$ from $N$ possible items (arms), and observes a (bandit) feedback in the form of…

Machine Learning · Computer Science 2019-01-07 Shipra Agrawal , Vashist Avadhanula , Vineet Goyal , Assaf Zeevi

Motivated by the phenomenon that companies introduce new products to keep abreast with customers' rapidly changing tastes, we consider a novel online learning setting where a profit-maximizing seller needs to learn customers' preferences…

Machine Learning · Computer Science 2019-04-30 Junyu Cao , Wei Sun

We consider a dynamic assortment selection problem, where in every round the retailer offers a subset (assortment) of $N$ substitutable products to a consumer, who selects one of these products according to a multinomial logit (MNL) choice…

Machine Learning · Computer Science 2018-07-03 Shipra Agrawal , Vashist Avadhanula , Vineet Goyal , Assaf Zeevi

Multinomial logit bandit is a sequential subset selection problem which arises in many applications. In each round, the player selects a $K$-cardinality subset from $N$ candidate items, and receives a reward which is governed by a {\it…

Machine Learning · Computer Science 2019-03-05 Mingdong Ou , Nan Li , Shenghuo Zhu , Rong Jin

Motivated by e-commerce, we study the online assortment optimization problem. The seller offers an assortment, i.e. a subset of products, to each arriving customer, who then purchases one or no product from her offered assortment. A…

Machine Learning · Computer Science 2017-04-04 Wang Chi Cheung , David Simchi-Levi

We study an online joint assortment-inventory optimization problem, in which we assume that the choice behavior of each customer follows the Multinomial Logit (MNL) choice model, and the attraction parameters are unknown a priori. The…

Machine Learning · Computer Science 2025-01-03 Yong Liang , Xiaojie Mao , Shiyuan Wang

Contextual multinomial logit (MNL) bandits capture many real-world assortment recommendation problems such as online retailing/advertising. However, prior work has only considered (generalized) linear value functions, which greatly limits…

Machine Learning · Computer Science 2024-02-20 Mengxiao Zhang , Haipeng Luo

Reinforcement learning with multinomial logistic (MNL) function approximation has become an important framework due to its flexibility and broad applicability. While existing studies have established regret guarantees under worst-case…

Machine Learning · Statistics 2026-05-28 Wonyoung Kim , Min-Hwan Oh , Garud Iyengar , Assaf Zeevi

We consider the multinomial logistic bandit problem in which a learner interacts with an environment by selecting actions to maximize expected rewards based on probabilistic feedback from multiple possible outcomes. In the binary setting,…

Machine Learning · Statistics 2026-02-25 Pierre Boudart , Pierre Gaillard , Alessandro Rudi

We study the multinomial logit (MNL) bandit problem, where at each time step, the seller offers an assortment of size at most $K$ from a pool of $N$ items, and the buyer purchases an item from the assortment according to a MNL choice model.…

Machine Learning · Computer Science 2020-11-20 Jiaqi Yang

The contextual duelling bandit problem models adaptive recommender systems, where the algorithm presents a set of items to the user, and the user's choice reveals their preference. This setup is well suited for implicit choices users make…

Machine Learning · Computer Science 2025-08-27 Suryanarayana Sankagiri , Jalal Etesami , Pouria Fatemi , Matthias Grossglauser
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