Related papers: Gamifying optimization: a Wasserstein distance-bas…
Personalization in marketing aims at improving the shopping experience of customers by tailoring services to individuals. In order to achieve this, businesses must be able to make personalized predictions regarding the next purchase. That…
Estimating the density of a distribution from samples is a fundamental problem in statistics. In many practical settings, the Wasserstein distance is an appropriate error metric for density estimation. For example, when estimating…
Fairness-accuracy trade-offs are a central concern in the deployment of fairness-aware machine learning methods. When sensitive attributes are unavailable at inference time-the so called unawareness setting, principled methods for obtaining…
We introduce a new approach for comparing reinforcement learning policies, using Wasserstein distances (WDs) in a newly defined latent behavioral space. We show that by utilizing the dual formulation of the WD, we can learn score functions…
Performativity means that the deployment of a predictive model incentivizes agents to strategically adapt their behavior, thereby inducing a model-dependent distribution shift. Practitioners often repeatedly retrain the model on data…
Optimal behavior in (competitive) situation is traditionally determined with the help of utility functions that measure the payoff of different actions. Given an ordering on the space of revenues (payoffs), the classical axiomatic approach…
An increasing number of domains are providing us with detailed trace data on human decisions in settings where we can evaluate the quality of these decisions via an algorithm. Motivated by this development, an emerging line of work has…
While real-world decisions involve many competing objectives, algorithmic decisions are often evaluated with a single objective function. In this paper, we study algorithmic policies which explicitly trade off between a private objective…
This paper focuses on the contextual optimization problem where a decision is subject to some uncertain parameters and covariates that have some predictive power on those parameters are available before the decision is made. More…
In this paper, we extend the Descent framework, which enables learning and planning in the context of two-player games with perfect information, to the framework of stochastic games. We propose two ways of doing this, the first way…
We study finite horizon reachable set estimation for unknown discrete-time dynamical systems using only sampled state trajectories. Rather than treating scenario optimization as a black-box tool, we show how it can be tailored to reachable…
This work lies in the fusion of experimental economics and data mining. It continues author's previous work on mining behaviour rules of human subjects from experimental data, where game-theoretic predictions partially fail to work.…
We study a sequence of independent one-shot non-cooperative games where agents play equilibria determined by a tunable mechanism. Observing only equilibrium decisions, without parametric or distributional knowledge of utilities, we aim to…
In prediction-based decision-making systems, different perspectives can be at odds: The short-term business goals of the decision makers are often in conflict with the decision subjects' wish to be treated fairly. Balancing these two…
Many studies have shown that humans are "predictably irrational": they do not act in a fully rational way, but their deviations from rational behavior are quite systematic. Our goal is to see the extent to which we can explain and justify…
Decision making under uncertainty is a key component of many AI settings, and in particular of voting scenarios where strategic agents are trying to reach a joint decision. The common approach to handle uncertainty is by maximizing expected…
We study stochastic two-player turn-based games in which the objective of one player is to ensure several infinite-horizon total reward objectives, while the other player attempts to spoil at least one of the objectives. The games have…
Inferential decision-making algorithms typically assume that an underlying probabilistic model of decision alternatives and outcomes may be learned a priori or online. Furthermore, when applied to robots in real-world settings they often…
Decision diagrams (DDs) have emerged as a state-of-the-art method for exact multiobjective integer linear programming. When the DD is too large to fit into memory or the decision-maker prefers a fast approximation to the Pareto frontier,…
This paper introduces a probabilistic framework to estimate parameters of an acquisition function given observed human behavior that can be modeled as a collection of sample paths from a Bayesian optimization procedure. The methodology…