Related papers: Pattern based learning and optimisation through pr…
We consider the problem of online learning in the presence of distribution shifts that occur at an unknown rate and of unknown intensity. We derive a new Bayesian online inference approach to simultaneously infer these distribution shifts…
The structure of data organization is widely recognized as having a substantial influence on the efficacy of machine learning algorithms, particularly in binary classification tasks. Our research provides a theoretical framework suggesting…
Online Resource Allocation addresses the problem of efficiently allocating limited resources to buyers with incomplete knowledge of future requests. In our setting, buyers arrive sequentially requesting a set of items, each with a value…
We examine the supervised learning problem in its continuous setting and give a general optimality condition through techniques of functional analysis and the calculus of variations. This enables us to solve the optimality condition for the…
We propose a new efficient online algorithm to learn the parameters governing the purchasing behavior of a utility maximizing buyer, who responds to prices, in a repeated interaction setting. The key feature of our algorithm is that it can…
We tackle the Online 3D Bin Packing Problem, a challenging yet practically useful variant of the classical Bin Packing Problem. In this problem, the items are delivered to the agent without informing the full sequence information. Agent…
Modern stochastic optimization methods often rely on uniform sampling which is agnostic to the underlying characteristics of the data. This might degrade the convergence by yielding estimates that suffer from a high variance. A possible…
We study sequential decision making in environments where rewards are only partially observed, but can be modeled as a function of observed contexts and the chosen action by the decision maker. This setting, known as contextual bandits,…
In order for an e-commerce platform to maximize its revenue, it must recommend customers items they are most likely to purchase. However, the company often has business constraints on these items, such as the number of each item in stock.…
This paper considers a time-varying optimization problem associated with a network of systems, with each of the systems shared by (and affecting) a number of individuals. The objective is to minimize cost functions associated with the…
We consider an online matching problem with concave returns. This problem is a significant generalization of the Adwords allocation problem and has vast applications in online advertising. In this problem, a sequence of items arrive…
Training large language models with data collected from various domains can improve their performance on downstream tasks. However, given a fixed training budget, the sampling proportions of these different domains significantly impact the…
We introduce a combinatorial optimization-enriched machine learning pipeline and a novel learning paradigm to solve inventory routing problems with stochastic demand and dynamic inventory updates. After each inventory update, our approach…
Constrained sequential pattern mining aims at identifying frequent patterns on a sequential database of items while observing constraints defined over the item attributes. We introduce novel techniques for constraint-based sequential…
Gathering training data is a key step of any supervised learning task, and it is both critical and expensive. Critical, because the quantity and quality of the training data has a high impact on the performance of the learned function.…
Networks analysis has been commonly used to study the interactions between units of complex systems. One problem of particular interest is learning the network's underlying connection pattern given a single and noisy instantiation. While…
Distributionally robust policy learning aims to find a policy that performs well under the worst-case distributional shift, and yet most existing methods for robust policy learning consider the worst-case joint distribution of the covariate…
We address the bin packing problem (BPP), which aims to maximize bin utilization when packing a variety of items. The offline problem, where the complete information about the item set and their sizes is known in advance, is proven to be…
The off-policy learning paradigm allows for recommender systems and general ranking applications to be framed as decision-making problems, where we aim to learn decision policies that optimize an unbiased offline estimate of an online…
The use of machine learning techniques to improve the performance of branch-and-bound optimization algorithms is a very active area in the context of mixed integer linear problems, but little has been done for non-linear optimization. To…