相关论文: LambdaRankIC: Directly Optimizing Rank IC for Fina…

In this paper, we propose deep learning algorithms for ranking response surfaces, with applications to optimal stopping problems in financial mathematics. The problem of ranking response surfaces is motivated by estimating optimal feedback…

Ranking is used for a wide array of problems, most notably information retrieval (search). There are a number of popular approaches to the evaluation of ranking such as Kendall's $\tau$, Average Precision, and nDCG. When dealing with…

Personal digital traces are constantly produced by connected devices, internet services and interactions. These digital traces are typically small, heterogeneous and stored in various locations in the cloud or on local devices, making it a…

Model Predictive Control (MPC) offers rigorous safety and performance guarantees but is computationally intensive. Approximate MPC (AMPC) aims to circumvent this drawback by learning a computationally cheaper surrogate policy. Common…

Inventory-policy comparisons are often difficult to interpret because performance depends on the evaluation contract as much as on the policy itself. Differences in topology, demand regime, information access, feasibility constraints,…

Recent progress on large language models (LLMs) has spurred interest in scaling up recommendation systems, yet two practical obstacles remain. First, training and serving cost on industrial Recommenders must respect strict latency bounds…

The paper addresses the problem of low-rank trace norm minimization. We propose an algorithm that alternates between fixed-rank optimization and rank-one updates. The fixed-rank optimization is characterized by an efficient factorization…

Low-rank representation learning has emerged as a powerful tool for recovering missing values in power load data due to its ability to exploit the inherent low-dimensional structures of spatiotemporal measurements. Among various techniques,…

In this paper, we propose a combined Magnitude Saturated Adaptive Control (MSAC)-Model Predictive Control (MPC) approach to linear quadratic tracking optimal control problems with parametric uncertainties and input saturation. The proposed…

In classification problems, sampling bias between training data and testing data is critical to the ranking performance of classification scores. Such bias can be both unintentionally introduced by data collection and intentionally…

In-Context Learning (ICL) allows Large Language Models (LLMs) to adapt to new tasks with just a few examples, but their predictions often suffer from systematic biases, leading to unstable performance in classification. While calibration…

We propose a unified framework for estimating low-rank matrices through nonconvex optimization based on gradient descent algorithm. Our framework is quite general and can be applied to both noisy and noiseless observations. In the general…

In-context learning (ICL) allows Transformers to adapt to novel tasks without weight updates, yet the underlying algorithms remain poorly understood. We adopt a statistical decision-theoretic perspective by investigating simple binary…

Regularized models have been applied in lots of areas, with high-dimensional data sets being popular. Because tuning parameter decides the theoretical performance and computational efficiency of the regularized models, tuning parameter…

We introduce a new criterion, the Rank Selection Criterion (RSC), for selecting the optimal reduced rank estimator of the coefficient matrix in multivariate response regression models. The corresponding RSC estimator minimizes the Frobenius…

Learning to rank is a machine learning technique broadly used in many areas such as document retrieval, collaborative filtering or question answering. We present experimental results which suggest that the performance of the current…

Recommendation is the task of improving customer experience through personalized recommendation based on users' past feedback. In this paper, we investigate the most common scenario: the user-item (U-I) matrix of implicit feedback. Even…

Iterative learning control (ILC) improves the performance of a repetitive system by learning from previous trials. ILC can be combined with Model Predictive Control (MPC) to mitigate non-repetitive disturbances, thus improving overall…

Pairwise debiasing is one of the most effective strategies in reducing position bias in learning-to-rank (LTR) models. However, limiting the scope of this strategy, are the underlying assumptions required by many pairwise debiasing…

Predictive modeling on tabular data is the cornerstone of many real-world applications. Although gradient boosting machines and some recent deep models achieve strong performance on tabular data, they often lack interpretability. On the…