Related papers: Equilibrium-Constrained Estimation of Recursive Lo…

Routing problems are canonical combinatorial optimization tasks with wide-ranging applications in logistics, transportation, and supply chain management. However, solving these problems becomes significantly more challenging when complex…

Recourse provides individuals who received undesirable labels (e.g., denied a loan) from algorithmic decision-making systems with a minimum-cost improvement suggestion to achieve the desired outcome. However, in practice, models often get…

Reinforcement learning with multinomial logistic (MNL) function approximation has become an important framework due to its flexibility and broad applicability. While existing studies have established regret guarantees under worst-case…

Attention-based sequential recommendation methods have shown promise in accurately capturing users' evolving interests from their past interactions. Recent research has also explored the integration of reinforcement learning (RL) into these…

With the continuous growth in communication network complexity and traffic volume, communication load balancing solutions are receiving increasing attention. Specifically, reinforcement learning (RL)-based methods have shown impressive…

Designing efficient transit route networks is an NP-hard problem with exponentially large solution spaces that traditionally relies on manual planning processes. We present an end-to-end reinforcement learning (RL) framework based on graph…

As mobile networks embrace the 5G era, the interest in adopting Reinforcement Learning (RL) algorithms to handle challenges in ultra-low-latency and high throughput scenarios increases. Simultaneously, the advent of packetized fronthaul…

Reinforcement Learning (RL) has proven to be a powerful tool for combinatorial optimization (CO) problems due to its ability to learn heuristics that can generalize across problem instances. However, integrating knowledge that will steer…

The Logit lane assignment model has been introduced recently in order to describe multi-lane traffic flow from a macroscopic point of view. The model is based on the idea that each available lane has a specific utility for each driver, who…

Constrained Reinforcement Learning (CRL) is a subset of machine learning that introduces constraints into the traditional reinforcement learning (RL) framework. Unlike conventional RL which aims solely to maximize cumulative rewards, CRL…

A systematic approach to finding variational approximation in an otherwise intractable non-conjugate model is to exploit the general principle of convex duality by minorizing the marginal likelihood that renders the problem tractable. While…

One way to make decisions under uncertainty is to select an optimal option from a possible range of options, by maximizing the expected utilities derived from a probability model. However, under severe uncertainty, identifying precise…

In this paper, we study a novel episodic risk-sensitive Reinforcement Learning (RL) problem, named Iterated CVaR RL, which aims to maximize the tail of the reward-to-go at each step, and focuses on tightly controlling the risk of getting…

We present a computational motivation for restricted maximum likelihood (REML) estimation in linear mixed models using an expectation--maximization (EM) algorithm. At each iteration, maximum likelihood (ML) and REML solve the same…

We study a challenging form of Smoothed Online Convex Optimization, a.k.a. SOCO, including multi-step nonlinear switching costs and feedback delay. We propose a novel machine learning (ML) augmented online algorithm, Robustness-Constrained…

Latent class model (LCM), which is a finite mixture of different categorical distributions, is one of the most widely used models in statistics and machine learning fields. Because of its non-continuous nature and the flexibility in shape,…

LLM routing aims to achieve a favorable quality--cost trade-off by dynamically assigning easy queries to smaller models and harder queries to stronger ones. However, across both unimodal and multimodal settings, we uncover a pervasive yet…

Recoverable robust optimization is a multi-stage approach, where it is possible to adjust a first-stage solution after the uncertain cost scenario is revealed. We analyze this approach for a class of selection problems. The aim is to choose…

Non-linear Trajectory Optimisation (TO) methods require good initial guesses to converge to a locally optimal solution. A feasible guess can often be obtained by allocating a large amount of time for the trajectory to complete. However for…

We study the classic Vehicle Routing Problem in the setting of stochastic optimization with recourse. StochVRP is a two-stage optimization problem, where demand is satisfied using two routes: fixed and recourse. The fixed route is computed…