Related papers: Transfer Learning for Nonparametric Contextual Dyn…
Transfer learning (TL) enables the transfer of knowledge gained in learning to perform one task (source) to a related but different task (target), hence addressing the expense of data acquisition and labeling, potential computational power…
Firms increasingly rely on dynamic pricing to respond to evolving customer demand, yet in many applications they observe only the revenue generated by a single posted price in each period. At the same time, market conditions may shift…
This paper introduces a novel contextual bandit algorithm for personalized pricing under utility fairness constraints in scenarios with uncertain demand, achieving an optimal regret upper bound. Our approach, which incorporates dynamic…
We consider dynamic pricing with covariates under a generalized linear demand model: a seller can dynamically adjust the price of a product over a horizon of $T$ time periods, and at each time period $t$, the demand of the product is…
We consider a planning problem where the dynamics and rewards of the environment depend on a hidden static parameter referred to as the context. The objective is to learn a strategy that maximizes the accumulated reward across all contexts.…
E-commerce business is revolutionizing our shopping experiences by providing convenient and straightforward services. One of the most fundamental problems is how to balance the demand and supply in market segments to build an efficient…
In this paper, we study the Tiered Reinforcement Learning setting, a parallel transfer learning framework, where the goal is to transfer knowledge from the low-tier (source) task to the high-tier (target) task to reduce the exploration risk…
Transfer learning aims to learn classifiers for a target domain by transferring knowledge from a source domain. However, due to two main issues: feature discrepancy and distribution divergence, transfer learning can be a very difficult…
When the available data for a target domain is limited, transfer learning (TL) methods can be used to develop models on related data-rich domains, before deploying them on the target domain. However, these TL methods are typically designed…
In this paper, hypernetworks are trained to generate behaviors across a range of unseen task conditions, via a novel TD-based training objective and data from a set of near-optimal RL solutions for training tasks. This work relates to meta…
In this work, we analyze the conditions under which information about the context of an input $X$ can improve the predictions of deep learning models in new domains. Following work in marginal transfer learning in Domain Generalization…
We study the dynamic pricing problem faced by a broker seeking to learn prices for a large number of credit market securities, such as corporate bonds, government bonds, loans, and other credit-related securities. A major challenge in…
In this paper, we study the contextual dynamic pricing problem where the market value of a product is linear in its observed features plus some market noise. Products are sold one at a time, and only a binary response indicating success or…
We study the dynamic pricing problem where the demand function is nonparametric and H\"older smooth, and we focus on adaptivity to the unknown H\"older smoothness parameter $\beta$ of the demand function. Traditionally the optimal dynamic…
Transfer learning aims to improve inference in a target domain by leveraging information from related source domains, but its effectiveness critically depends on how cross-domain heterogeneity is modeled and controlled. When the conditional…
In data-driven decision-making in marketing, healthcare, and education, it is desirable to utilize a large amount of data from existing ventures to navigate high-dimensional feature spaces and address data scarcity in new ventures. We…
We consider a periodical equilibrium pricing problem for multiple firms over a planning horizon of T periods. At each period, firms set their selling prices and receive stochastic demand from consumers. Firms do not know their underlying…
First-price auctions have recently gained significant traction in digital advertising markets, exemplified by Google's transition from second-price to first-price auctions. Unlike in second-price auctions, where bidding one's private…
Diffusion models, a specific type of generative model, have achieved unprecedented performance in recent years and consistently produce high-quality synthetic samples. A critical prerequisite for their notable success lies in the presence…
We propose a new framework for binary classification in transfer learning settings where both covariate and label distributions may shift between source and target domains. Unlike traditional covariate shift or label shift assumptions, we…