相关论文: Gradient-based Optimization for Bayesian Preferenc…

Recommender systems are ubiquitous in the domain of e-commerce, used to improve the user experience and to market inventory, thereby increasing revenue for the site. Techniques such as item-based collaborative filtering are used to model…

We present variational sequential optimal experimental design (vsOED), a novel method for optimally designing a finite sequence of experiments within a Bayesian framework with information-theoretic criteria. vsOED employs a one-point reward…

In this paper, we introduce a Bayesian revenue-maximizing mechanism design model where the items have fixed, exogenously-given prices. Buyers are unit-demand and have an ordinal ranking over purchasing either one of these items at its given…

A Bayesian network is a widely used probabilistic graphical model with applications in knowledge discovery and prediction. Learning a Bayesian network (BN) from data can be cast as an optimization problem using the well-known…

We investigate an applicability of Bayesian-optimization (BO) to optimize hyperparameters associated with support-vector-machine (SVM) in order to classify facies using elastic properties derived from well data in the East Central Graben,…

The recommendation of points of interest (POIs) is essential in location-based social networks. It makes it easier for users and locations to share information. Recently, researchers tend to recommend POIs by treating them as large-scale…

We present a mathematical framework and computational methods to optimally design a finite number of sequential experiments. We formulate this sequential optimal experimental design (sOED) problem as a finite-horizon partially observable…

Product assortment selection is a critical challenge facing physical retailers. Effectively aligning inventory with the preferences of shoppers can increase sales and decrease out-of-stocks. However, in real-world settings the problem is…

Motivated by the applications of rental services in e-commerce, we consider revenue maximization in online assortment of reusable resources for a stream of arriving consumers with different types. We design competitive online algorithms…

Informed and robust decision making in the face of uncertainty is critical for robots that perform physical tasks alongside people. We formulate this as Bayesian Reinforcement Learning over latent Markov Decision Processes (MDPs). While…

Algorithmic pricing is the computational problem that sellers (e.g., in supermarkets) face when trying to set prices for their items to maximize their profit in the presence of a known demand. Guruswami et al. (2005) propose this problem…

Bayesian models often involve a small set of hyperparameters determined by maximizing the marginal likelihood. Bayesian optimization is a popular iterative method where a Gaussian process posterior of the underlying function is sequentially…

Investing efficiently in future research to improve policy decisions is an important goal. Expected Value of Sample Information (EVSI) can be used to select the specific design and sample size of a proposed study by assessing the benefit of…

Recommendation plays a key role in e-commerce, enhancing user experience and boosting commercial success. Existing works mainly focus on recommending a set of items, but online e-commerce platforms have recently begun to pay attention to…

The engineering design process often entails optimizing the underlying geometry while simultaneously selecting a suitable material. For a certain class of simple problems, the two are separable where, for example, one can first select an…

Bayesian Optimization (BO) has shown great promise for the global optimization of functions that are expensive to evaluate, but despite many successes, standard approaches can struggle in high dimensions. To improve the performance of BO,…

Online education platforms enable teachers to share a large number of educational resources such as questions to form exercises and quizzes for students. With large volumes of available questions, it is important to have an automated way to…

This paper studies Bayesian ranking and selection (R&S) problems with correlated prior beliefs and continuous domains, i.e. Bayesian optimization (BO). Knowledge gradient methods [Frazier et al., 2008, 2009] have been widely studied for…

We propose a Monte Carlo algorithm to sample from high dimensional probability distributions that combines Markov chain Monte Carlo and importance sampling. We provide a careful theoretical analysis, including guarantees on robustness to…

Bayesian optimization is a powerful tool for fine-tuning the hyper-parameters of a wide variety of machine learning models. The success of machine learning has led practitioners in diverse real-world settings to learn classifiers for…