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This paper discusses the revenue management (RM) problem to maximize revenue by pricing items or services. One challenge in this problem is that the demand distribution is unknown and varies over time in real applications such as airline…

Machine Learning · Computer Science 2024-05-09 Kazuma Shimizu , Junya Honda , Shinji Ito , Shinji Nakadai

Negative sampling is essential for implicit-feedback-based collaborative filtering, which is used to constitute negative signals from massive unlabeled data to guide supervised learning. The state-of-the-art idea is to utilize hard negative…

Information Retrieval · Computer Science 2023-08-14 Yuhan Zhao , Rui Chen , Riwei Lai , Qilong Han , Hongtao Song , Li Chen

Common crowdsourcing systems average estimates of a latent quantity of interest provided by many crowdworkers to produce a group estimate. We develop a new approach -- predict-each-worker -- that leverages self-supervised learning and a…

Machine Learning · Computer Science 2024-02-05 Anmol Kagrecha , Henrik Marklund , Benjamin Van Roy , Hong Jun Jeon , Richard Zeckhauser

Claim reserving in insurance has been studied through two primary frameworks: the macro-level approach, which estimates reserves at an aggregate level (e.g., Chain-Ladder), and the micro-level approach, which estimates reserves at the…

Methodology · Statistics 2025-02-24 Sebastian Calcetero Vanegas , Andrei L. Badescu , X. Sheldon Lin

We consider a personalized pricing problem in which we have data consisting of feature information, historical pricing decisions, and binary realized demand. The goal is to perform off-policy evaluation for a new personalized pricing policy…

Machine Learning · Statistics 2023-02-27 Adam N. Elmachtoub , Vishal Gupta , Yunfan Zhao

Many epidemiologic studies forgo probability sampling and turn to nonprobability volunteer-based samples because of cost, response burden, and invasiveness of biological samples. However, finite population inference is difficult to make…

Applications · Statistics 2021-03-01 Lingxiao Wang , Richard Valliant , Yan Li

Survival outcomes are common in comparative effectiveness studies and require unique handling because they are usually incompletely observed due to right-censoring. A ``once for all'' approach for causal inference with survival outcomes…

Methodology · Statistics 2021-12-21 Shuxi Zeng , Fan Li , Liangyuan Hu , Fan Li

The rapid growth of the Industry 4.0 paradigm is increasing the pressure to develop effective automated monitoring systems. Artificial Intelligence (AI) is a convenient tool to improve the efficiency of industrial processes while reducing…

Computer Vision and Pattern Recognition · Computer Science 2024-04-17 Meriam Zribi , Paolo Pagliuca , Francesca Pitolli

Most recommender systems optimize the model on observed interaction data, which is affected by the previous exposure mechanism and exhibits many biases like popularity bias. The loss functions, such as the mostly used pointwise Binary…

Information Retrieval · Computer Science 2022-04-27 Qi Wan , Xiangnan He , Xiang Wang , Jiancan Wu , Wei Guo , Ruiming Tang

Regression uses supervised machine learning to find a model that combines several independent variables to predict a dependent variable based on ground truth (labeled) data, i.e., tuples of independent and dependent variables (labels).…

Machine Learning · Computer Science 2021-10-29 Maria Ulan , Welf Löwe , Morgan Ericsson , Anna Wingkvist

Using multiple user representations (MUR) to model user behavior instead of a single user representation (SUR) has been shown to improve personalization in recommendation systems. However, the performance gains observed with MUR can be…

Information Retrieval · Computer Science 2023-08-04 Nikhil Mehta , Anima Singh , Xinyang Yi , Sagar Jain , Lichan Hong , Ed H. Chi

We present in this paper a new premium computation principle based on the use of prior information from multiple sources for computing the premium charged to a policyholder. Under this framework, based on the use of Ordered Weighted…

Optimization and Control · Mathematics 2016-11-10 Víctor Blanco , José M. Pérez-Sánchez

Estimating the average treatment causal effect in clustered data often involves dealing with unmeasured cluster-specific confounding variables. Such variables may be correlated with the measured unit covariates and outcome. When the…

Methodology · Statistics 2018-08-07 Zhulin He

We study off-policy evaluation in the setting of contextual bandits, where we aim to evaluate a new policy using historical data that consists of contexts, actions and received rewards. This historical data typically does not faithfully…

Machine Learning · Computer Science 2026-03-11 Rong J. B. Zhu

Recommender systems are personalized: we expect the results given to a particular user to reflect that user's preferences. Some researchers have studied the notion of calibration, how well recommendations match users' stated preferences,…

Information Retrieval · Computer Science 2019-09-17 Kun Lin , Nasim Sonboli , Bamshad Mobasher , Robin Burke

This paper deals with the market-bidding problem of a cluster of price-responsive consumers of electricity. We develop an inverse optimization scheme that, recast as a bilevel programming problem, uses price-consumption data to estimate the…

Optimization and Control · Mathematics 2015-11-04 Javier Saez-Gallego , Juan M. Morales , Marco Zugno , Henrik Madsen

Demand forecasting is a crucial component of demand management. While shortening the forecasting horizon allows for more recent data and less uncertainty, this frequently means lower data aggregation levels and a more significant data…

Machine Learning · Computer Science 2021-03-26 Jože M. Rožanec , Dunja Mladenić

This paper advances empirical demand analysis by integrating multimodal product representations derived from artificial intelligence (AI). Using a detailed dataset of toy cars on textit{Amazon.com}, we combine text descriptions, images, and…

Adaptive monitoring of a large population of dynamic processes is critical for the timely detection of abnormal events under limited resources in many healthcare and engineering systems. Examples include the risk-based disease screening and…

Machine Learning · Computer Science 2023-10-24 Tanapol Kosolwattana , Huazheng Wang , Ying Lin

With the rapid development of modern technology, the Web has become an important platform for users to make friends and acquire information. However, since information on the Web is over-abundant, information filtering becomes a key task…

Social and Information Networks · Computer Science 2022-07-28 Hao Liao , Qi-xin Liu , Ze-cheng Huang , Chi Ho Yeung , Yi-Cheng Zhang