9 accepted papers
Online linear programming plays an important role in both revenue management and resource allocation, and recent research has focused on developing efficient first-order online learning algorithms. Despite the empirical success of first-order methods, they typically achieve regret no better than $\m…
As artificial intelligence (AI) systems play an increasingly prominent role in human decision-making, challenges surface in the realm of human-AI interactions. One challenge arises from the suboptimal AI policies due to the inadequate consideration of humans disregarding AI recommendations, as well…
Learning with rejection has been a prototypical model for studying the human-AI interaction on prediction tasks. Upon the arrival of a sample instance, the model first uses a rejector to decide whether to accept and use the AI predictor to make a prediction or reject and defer the sample to humans.…
In this paper, we study the predict-then-optimize problem where the output of a machine learning prediction task is used as the input of some downstream optimization problem, say, the objective coefficient vector of a linear program. The problem is also known as predictive analytics or contextual li…
Contextual optimization, also known as predict-then-optimize or prescriptive analytics, considers an optimization problem with the presence of covariates (context or side information). The goal is to learn a prediction model (from the training data) that predicts the objective function from the cova…
This paper presents fast first-order methods for solving linear programs (LPs) approximately. We adapt online linear programming algorithms to offline LPs and obtain algorithms that avoid any matrix multiplication. We also introduce a variable-duplication technique that copies each variable $K$ time…
We study the learning problem of revealed preference in a stochastic setting: a learner observes the utility-maximizing actions of a set of agents whose utility follows some unknown distribution, and the learner aims to infer the distribution through the observations of actions. The problem can be v…
In this paper, we study the bandits with knapsacks (BwK) problem and develop a primal-dual based algorithm that achieves a problem-dependent logarithmic regret bound. The BwK problem extends the multi-arm bandit (MAB) problem to model the resource consumption, and the existing BwK literature has bee…
In this paper, we develop a simple and fast online algorithm for solving a class of binary integer linear programs (LPs) arisen in the general resource allocation problem. The algorithm requires only one single pass through the input data and is free of doing any matrix inversion. It can be viewed a…