相关论文: Loss Functions for Discrete Contextual Pricing wit…

This paper investigates the problem of online prediction learning, where learning proceeds continuously as the agent interacts with an environment. The predictions made by the agent are contingent on a particular way of behaving,…

In the past decade, the usage of mobile devices has gone far beyond simple activities like calling and texting. Today, smartphones contain multiple embedded sensors and are able to collect useful sensing data about the user and infer the…

In practice functional data are sampled on a discrete set of observation points and often susceptible to noise. We consider in this paper the setting where such data are used as explanatory variables in a regression problem. If the primary…

Predictive models are often introduced to decision-making tasks under the rationale that they improve performance over an existing decision-making policy. However, it is challenging to compare predictive performance against an existing…

Many real-world combinatorial problems involve uncertain parameters, which can be predicted given contextual features and historical data. These `predict-then-optimize' or `contextual optimization' problems have gained significant…

Statistical decision problems lie at the heart of statistical machine learning. The simplest problems are binary and multiclass classification and class probability estimation. Central to their definition is the choice of loss function,…

In the last years decision-focused learning framework, also known as predict-and-optimize, have received increasing attention. In this setting, the predictions of a machine learning model are used as estimated cost coefficients in the…

In many areas, practitioners seek to use observational data to learn a treatment assignment policy that satisfies application-specific constraints, such as budget, fairness, simplicity, or other functional form constraints. For example,…

Model-agnostic meta-reinforcement learning requires estimating the Hessian matrix of value functions. This is challenging from an implementation perspective, as repeatedly differentiating policy gradient estimates may lead to biased Hessian…

In this paper we present a new way of predicting the performance of a reinforcement learning policy given historical data that may have been generated by a different policy. The ability to evaluate a policy from historical data is important…

This paper is concerned with constructing a confidence interval for a target policy's value offline based on a pre-collected observational data in infinite horizon settings. Most of the existing works assume no unmeasured variables exist…

Diffusion models have emerged as powerful generative models, inspiring extensive research into their underlying mechanisms. One of the key questions in this area is the loss functions these models shall train with. Multiple formulations…

Off-Policy Evaluation (OPE) aims to estimate the value of a target policy using offline data collected from potentially different policies. In real-world applications, however, logged data often suffers from missingness. While OPE has been…

In many real-world learning scenarios, features are only acquirable at a cost constrained under a budget. In this paper, we propose a novel approach for cost-sensitive feature acquisition at the prediction-time. The suggested method…

Most research questions in agricultural and applied economics are of a causal nature, i.e., how one or more variables (e.g., policies, prices, the weather) affect one or more other variables (e.g., income, crop yields, pollution). Only some…

Recent advances in deep learning have pushed the performances of visual saliency models way further than it has ever been. Numerous models in the literature present new ways to design neural networks, to arrange gaze pattern data, or to…

We introduce a novel loss function, Covariance Loss, which is conceptually equivalent to conditional neural processes and has a form of regularization so that is applicable to many kinds of neural networks. With the proposed loss, mappings…

This paper deals with optimal policy learning (OPL) with observational data, i.e. data-driven optimal decision-making, in multi-action (or multi-arm) settings, where a finite set of decision options is available. It is organized in three…

Latent factor models for Recommender Systems with implicit feedback typically treat unobserved user-item interactions (i.e. missing information) as negative feedback. This is frequently done either through negative sampling (point--wise…

We propose an estimator and confidence interval for computing the value of a policy from off-policy data in the contextual bandit setting. To this end we apply empirical likelihood techniques to formulate our estimator and confidence…