Related papers: Learning Multinomial Logits in $O(n \log n)$ time
We consider an assortment optimization problem under the multinomial logit choice model with general covering constraints. In this problem, the seller offers an assortment that should contain a minimum number of products from multiple…
Discrete choice models (DCMs) require a priori knowledge of the utility functions, especially how tastes vary across individuals. Utility misspecification may lead to biased estimates, inaccurate interpretations and limited predictability.…
We study dynamic joint assortment and pricing where a seller updates decisions at regular accounting/operating intervals to maximize the cumulative per-period revenue over a horizon $T$. In many settings, assortment and prices affect not…
We consider a sequential subset selection problem under parameter uncertainty, where at each time step, the decision maker selects a subset of cardinality $K$ from $N$ possible items (arms), and observes a (bandit) feedback in the form of…
This paper considers ranking inference of $n$ items based on the observed data on the top choice among $M$ randomly selected items at each trial. This is a useful modification of the Plackett-Luce model for $M$-way ranking with only the top…
In this paper, we revisit parameter estimation for multinomial logit (MNL), nested logit (NL), and tree-nested logit (TNL) models through the framework of convex conic optimization. Traditional approaches typically solve the maximum…
Multi-distribution learning (MDL), which seeks to learn a shared model that minimizes the worst-case risk across $k$ distinct data distributions, has emerged as a unified framework in response to the evolving demand for robustness,…
Ranking is a central task in machine learning and information retrieval. In this task, it is especially important to present the user with a slate of items that is appealing as a whole. This in turn requires taking into account interactions…
An opaque product is a product for which only partial information is disclosed to the buyer at the time of purchase. Opaque products are common in sectors such as travel and online retail, where the car type or product color is hidden in…
Due to numerous applications in retail and (online) advertising the problem of assortment selection has been widely studied under many combinations of discrete choice models and feasibility constraints. In many situations, however, an…
We consider assortment and inventory planning problems with dynamic stockout-based substitution effects, and without replenishment, in two different settings: (1) Customers can see all available products when they arrive, a typical scenario…
This paper develops nonparametric estimation for discrete choice models based on the mixed multinomial logit (MMNL) model. It has been shown that MMNL models encompass all discrete choice models derived under the assumption of random…
Active learning is commonly used to train label-efficient models by adaptively selecting the most informative queries. However, most active learning strategies are designed to either learn a representation of the data (e.g., embedding or…
We study a stylized dynamic assortment planning problem during a selling season of finite length $T$. At each time period, the seller offers an arriving customer an assortment of substitutable products and the customer makes the purchase…
Recent research has employed reinforcement learning (RL) algorithms to optimize long-term user engagement in recommender systems, thereby avoiding common pitfalls such as user boredom and filter bubbles. They capture the sequential and…
Motivated by modern-day applications such as Attended Home Delivery and Preference-based Group Scheduling, where decision makers wish to steer a large number of customers toward choosing the exact same alternative, we introduce a novel…
We study an assortment optimization problem under a multi-purchase choice model in which customers choose a bundle of up to one product from each of two product categories. Different bundles have different utilities and the bundle price is…
Learning a good distance measure for distance-based classification in time series leads to significant performance improvement in many tasks. Specifically, it is critical to effectively deal with variations and temporal dependencies in time…
Motivated by real-world applications such as fast fashion retailing and online advertising, the Multinomial Logit Bandit (MNL-bandit) is a popular model in online learning and operations research, and has attracted much attention in the…
We consider dynamic multi-product pricing and assortment problems under an unknown demand over T periods, where in each period, the seller decides on the price for each product or the assortment of products to offer to a customer who…