Related papers: Monotone-Value Neural Networks: Exploiting Prefere…
Predicting user responses, such as clicks and conversions, is of great importance and has found its usage in many Web applications including recommender systems, web search and online advertising. The data in those applications is mostly…
While mixture density networks (MDNs) have been extensively used for regression tasks, they have not been used much for classification tasks. One reason for this is that the usability of MDNs for classification is not clear and…
The importance of inference in Machine Learning (ML) has led to an explosive number of different proposals in ML, and particularly in Deep Learning. In an attempt to reduce the complexity of Convolutional Neural Networks, we propose a…
Neural networks offer a versatile, flexible and accurate approach to loss reserving. However, such applications have focused primarily on the (important) problem of fitting accurate central estimates of the outstanding claims. In practice,…
Deep Neural Networks (DNNs) have achieved great success in a variety of machine learning (ML) applications, delivering high-quality inferencing solutions in computer vision, natural language processing, and virtual reality, etc. However,…
Accurate demand forecasts can help on-line retail organizations better plan their supply-chain processes. The challenge, however, is the large number of associative factors that result in large, non-stationary shifts in demand, which…
We study the problem of achieving high efficiency in iterative combinatorial auctions (ICAs). ICAs are a kind of combinatorial auction where the auctioneer interacts with bidders to gather their valuation information using a limited number…
In addition to being extremely non-linear, modern problems require millions if not billions of parameters to solve or at least to get a good approximation of the solution, and neural networks are known to assimilate that complexity by…
In a sequential auction with multiple bidding agents, it is highly challenging to determine the ordering of the items to sell in order to maximize the revenue due to the fact that the autonomy and private information of the agents heavily…
This paper describes a study of agent bidding strategies, assuming combinatorial valuations for complementary and substitutable goods, in three auction environments: sequential auctions, simultaneous auctions, and the Trading Agent…
We present a preference learning framework for multiple criteria sorting. We consider sorting procedures applying an additive value model with diverse types of marginal value functions (including linear, piecewise-linear, splined, and…
We consider the problem of static assortment optimization, where the goal is to find the assortment of size at most $C$ that maximizes revenues. This is a fundamental decision problem in the area of Operations Management. It has been shown…
Click through rate(CTR) prediction is a core task in advertising systems. The booming e-commerce business in our company, results in a growing number of scenes. Most of them are so-called long-tail scenes, which means that the traffic of a…
It is an enduring question how to combine revealed preference (RP) and stated preference (SP) data to analyze travel behavior. This study presents a framework of multitask learning deep neural networks (MTLDNNs) for this question, and…
Bidders in combinatorial auctions face significant challenges when describing their preferences to an auctioneer. Classical work on preference elicitation focuses on query-based techniques inspired from proper learning--often via proxies…
In this thesis, we research learning algorithms for optimal decision making in two different contexts, Reinforcement Learning in Part I and Auction Design in Part II. Reinforcement learning (RL) is an area of machine learning that is…
Existing graph neural networks (GNNs) largely rely on node embeddings, which represent a node as a vector by its identity, type, or content. However, graphs with unattributed nodes widely exist in real-world applications (e.g., anonymized…
We introduce a new class of combinatorial markets in which agents have covering constraints over resources required and are interested in delay minimization. Our market model is applicable to several settings including scheduling, cloud…
An opaque product is a product for which only partial information is disclosed to the buyer at the time of purchase. Opaque products are common in sectors such as travel and online retail, where the car type or product color is hidden in…
We propose multi-type probabilistic serial (MPS) and multi-type random priority (MRP) as extensions of the well known PS and RP mechanisms to the multi-type resource allocation problem (MTRA) with partial preferences. In our setting, there…