相关论文: Auditing and Fixing Economic Validity in Tabular F…

We obtain a necessary and sufficient condition under which random-coefficient discrete choice models, such as mixed-logit models, are rich enough to approximate any nonparametric random utility models arbitrarily well across choice sets.…

Time series forecasting has long been dominated by advances in model architecture, with recent progress driven by deep learning and hybrid statistical techniques. However, as forecasting models approach diminishing returns in accuracy, a…

A frequent problem in binary classification is class imbalance between a minority and a majority class such as defaults and non-defaults in default prediction. In this article, we introduce a novel binary classification model, the Grabit…

Additive models can be used for interpretable machine learning for their clarity and simplicity. However, In the classical models for high-order data, the vectorization operation disrupts the data structure, which may lead to degenerated…

We derive new prox-functions on the simplex from additive random utility models of discrete choice. They are convex conjugates of the corresponding surplus functions. In particular, we explicitly derive the convexity parameter of discrete…

The saturation-based reasoning methods are among the most theoretically developed ones and are used by most of the state-of-the-art first-order logic reasoners. In the last decade there was a sharp increase in performance of such systems,…

Calculating the primordial bispectrum predicted by a model of inflation and comparing it to what we see in the sky is very computationally intensive, necessitating layers of approximations and limiting the models which can be constrained.…

The goal of uplift modeling is to recommend actions that optimize specific outcomes by determining which entities should receive treatment. One common approach involves two steps: first, an inference step that estimates conditional average…

Recommendations are commonly used to modify user's natural behavior, for example, increasing product sales or the time spent on a website. This results in a gap between the ultimate business objective and the classical setup where…

Models with a large number of latent variables are often used to fully utilize the information in big or complex data. However, they can be difficult to estimate using standard approaches, and variational inference methods are a popular…

In policy learning, the goal is typically to optimize a primary performance metric, but other subsidiary metrics often also warrant attention. This paper presents two strategies for evaluating these subsidiary metrics under a policy that is…

Route Choice Models predict the route choices of travelers traversing an urban area. Most of the route choice models link route characteristics of alternative routes to those chosen by the drivers. The models play an important role in…

Tabular foundation models based on pretrained prior-data fitted networks~(PFNs) have shown strong generalization on diverse tabular tasks, but they are typically designed for \emph{non-strategic} settings where data distributions are…

Standard methods in preference learning involve estimating the parameters of discrete choice models from data of selections (choices) made by individuals from a discrete set of alternatives (the choice set). While there are many models for…

Linear dynamical systems that obey stochastic differential equations are canonical models. While optimal control of known systems has a rich literature, the problem is technically hard under model uncertainty and there are hardly any…

Pricing decisions of companies require an understanding of the causal effect of a price change on the demand. When real-life pricing experiments are infeasible, data-driven decision-making must be based on alternative data sources such as…

Bayesian models quantify uncertainty and facilitate optimal decision-making in downstream applications. For most models, however, practitioners are forced to use approximate inference techniques that lead to sub-optimal decisions due to…

In linear regression with fixed design, we propose two procedures that aggregate a data-driven collection of supports. The collection is a subset of the $2^p$ possible supports and both its cardinality and its elements can depend on the…

We develop SHOPPER, a sequential probabilistic model of shopping data. SHOPPER uses interpretable components to model the forces that drive how a customer chooses products; in particular, we designed SHOPPER to capture how items interact…

We analyze sources of error in prediction market forecasts in order to bound the difference between a security's price and the ground truth it estimates. We consider cost-function-based prediction markets in which an automated market maker…