Related papers: ProbSAINT: Probabilistic Tabular Regression for Us…

We present Natural Gradient Boosting (NGBoost), an algorithm for generic probabilistic prediction via gradient boosting. Typical regression models return a point estimate, conditional on covariates, but probabilistic regression models…

The economic and banking importance of the small and medium enterprise (SME) sector is well recognized in contemporary society. Business credit loans are very important for the operation of SMEs, and the revenue is a key indicator of credit…

As computational agents are developed for increasingly complicated e-commerce applications, the complexity of the decisions they face demands advances in artificial intelligence techniques. For example, an agent representing a seller in an…

Matrix approximation is a common tool in machine learning for building accurate prediction models for recommendation systems, text mining, and computer vision. A prevalent assumption in constructing matrix approximations is that the…

Developing efficient sequential bidding strategies for repeated auctions is an important practical challenge in various marketing tasks. In this setting, the bidding agent obtains information, on both the value of the item at sale and the…

Machine teaching often involves the creation of an optimal (typically minimal) dataset to help a model (referred to as the `student') achieve specific goals given by a teacher. While abundant in the continuous domain, the studies on the…

An informed seller designs a dynamic mechanism to sell an experience good. The seller has partial information about the product match, which affects the buyer's private consumption experience. We characterize equilibrium mechanisms of this…

Online auctions are one of the most fundamental facets of the modern economy and power an industry generating hundreds of billions of dollars a year in revenue. Auction theory has historically focused on the question of designing the best…

Online advertising banners are sold in real-time through auctions.Typically, the more banners a user is shown, the smaller the marginalvalue of the next banner for this user is. This fact can be detected bybasic ML models, that can be used…

The broader ambition of this article is to popularize an approach for the fair distribution of the quantity of a system's output to its subsystems, while allowing for underlying complex subsystem level interactions. Particularly, we present…

Gaussian processes are a powerful framework for quantifying uncertainty and for sequential decision-making but are limited by the requirement of solving linear systems. In general, this has a cubic cost in dataset size and is sensitive to…

Cold-start is a notoriously difficult problem which can occur in recommendation systems, and arises when there is insufficient information to draw inferences for users or items. To address this challenge, a contextual bandit algorithm --…

Predicting travel times of vehicles in urban settings is a useful and tangible quantity of interest in the context of intelligent transportation systems. We address the problem of travel time prediction in arterial roads using data sampled…

In Chinese societies, superstition is of paramount importance, and vehicle license plates with desirable numbers can fetch very high prices in auctions. Unlike other valuable items, license plates are not allocated an estimated price before…

Combining the merits of both denoising diffusion probabilistic models and gradient boosting, the diffusion boosting paradigm is introduced for tackling supervised learning problems. We develop Diffusion Boosted Trees (DBT), which can be…

Rolling forecasts have been almost overlooked in the renewable energy storage literature. In this paper, we provide a new approach for handling uncertainty not just in the accuracy of a forecast, but in the evolution of forecasts over time.…

The reliability assessment of a machine learning model's prediction is an important quantity for the deployment in safety critical applications. Not only can it be used to detect novel sceneries, either as out-of-distribution or anomaly…

Automatic performance tuning (auto-tuning) is widely used to optimize performance-critical applications across many scientific domains by finding the best program variant among many choices. Efficient optimization algorithms are crucial for…

We address the challenging problem of dynamically pricing complementary items that are sequentially displayed to customers. An illustrative example is the online sale of flight tickets, where customers navigate through multiple web pages.…

We present here a regress later based Monte Carlo approach that uses neural networks for pricing high-dimensional contingent claims. The choice of specific architecture of the neural networks used in the proposed algorithm provides for…