相关论文: Nonparametric Pricing Analytics with Customer Cova…
In modern advertising platforms, learning algorithms are deployed by budget-constrained bidders to maximize their accumulated value. These algorithms often offer classical utility guarantees like no-regret, i.e., the agent's utility is at…
Estimating consumer preferences is central to many problems in economics and marketing. This paper develops a flexible framework for learning individual preferences from partial ranking information by interpreting observed rankings as…
Contextual bandits are a central framework for sequential decision-making, with applications ranging from recommendation systems to clinical trials. While nonparametric methods can flexibly model complex reward structures, they suffer from…
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…
Partnering with a large online retailer, we consider the problem of sending daily personalized promotions to a userbase of over 20 million customers. We propose an efficient policy for determining, every day, the promotion that each…
We consider a situation where an agent has $T$ ressources to be allocated to a larger number $N$ of actions. Each action can be completed at most once and results in a stochastic reward with unknown mean. The goal of the agent is to…
We consider a contextual online learning (multi-armed bandit) problem with high-dimensional covariate $\mathbf{x}$ and decision $\mathbf{y}$. The reward function to learn, $f(\mathbf{x},\mathbf{y})$, does not have a particular parametric…
Recommendation systems when employed in markets play a dual role: they assist users in selecting their most desired items from a large pool and they help in allocating a limited number of items to the users who desire them the most. Despite…
For each of $T$ time steps, $m$ experts report probability distributions over $n$ outcomes; we wish to learn to aggregate these forecasts in a way that attains a no-regret guarantee. We focus on the fundamental and practical aggregation…
This paper investigates regret minimization, statistical inference, and their interplay in high-dimensional online decision-making based on the sparse linear context bandit model. We integrate the $\varepsilon$-greedy bandit algorithm for…
E-commerce is shifting from search-based shopping to agentic purchasing. Rather than relying on keywords, AI shopping agents learn customer preferences through targeted multi-round conversations and then recommend a tailored set of…
In many businesses, and particularly in finance, the behavior of a client might drastically change over time. It is consequently crucial for recommender systems used in such environments to be able to adapt to these changes. In this study,…
Learning to bid in repeated first-price auctions is a fundamental problem at the interface of game theory and machine learning, which has seen a recent surge in interest due to the transition of display advertising to first-price auctions.…
Online strategic classification studies settings in which agents strategically modify their features to obtain favorable predictions. For example, given a classifier that determines loan approval based on credit scores, applicants may open…
In many settings, a decision-maker wishes to learn a rule, or policy, that maps from observable characteristics of an individual to an action. Examples include selecting offers, prices, advertisements, or emails to send to consumers, as…
We study nonparametric covariance function estimation for functional data observed with noise at discrete locations on a $d$-dimensional domain. Estimating the covariance function from discretely observed data is a challenging nonparametric…
The Random Utility Maximization model is by far the most adopted framework to estimate consumer choice behavior. However, behavioral economics has provided strong empirical evidence of irrational choice behavior, such as halo effects, that…
A firm that sells a non perishable product considers intertemporal price discrimination in the objective of maximizing its long-run average revenue. We consider a general model of patient customers with changing valuations. Arriving…
We study the problem of learning personalized decision policies from observational data while accounting for possible unobserved confounding. Previous approaches, which assume unconfoundedness, i.e., that no unobserved confounders affect…
This paper presents an efficient preference elicitation framework for uncertain matroid optimization, where precise weight information is unavailable, but insights into possible weight values are accessible. The core innovation of our…