Zobrazeno 1 - 10
of 379
pro vyhledávání: '"Nakata, Kazuhide"'
Coupon allocation drives customer purchases and boosts revenue. However, it presents a fundamental trade-off between exploiting the current optimal policy to maximize immediate revenue and exploring alternative policies to collect data for future pol
Externí odkaz:
http://arxiv.org/abs/2407.11039
We consider solving linear optimization (LO) problems with uncertain objective coefficients. For such problems, we often employ robust optimization (RO) approaches by introducing an uncertainty set for the unknown coefficients. Typical RO approaches
Externí odkaz:
http://arxiv.org/abs/2312.00391
Autor:
Kiyohara, Haruka, Kishimoto, Ren, Kawakami, Kosuke, Kobayashi, Ken, Nakata, Kazuhide, Saito, Yuta
Off-Policy Evaluation (OPE) aims to assess the effectiveness of counterfactual policies using only offline logged data and is often used to identify the top-k promising policies for deployment in online A/B tests. Existing evaluation metrics for OPE
Externí odkaz:
http://arxiv.org/abs/2311.18207
Autor:
Kiyohara, Haruka, Kishimoto, Ren, Kawakami, Kosuke, Kobayashi, Ken, Nakata, Kazuhide, Saito, Yuta
This paper introduces SCOPE-RL, a comprehensive open-source Python software designed for offline reinforcement learning (offline RL), off-policy evaluation (OPE), and selection (OPS). Unlike most existing libraries that focus solely on either policy
Externí odkaz:
http://arxiv.org/abs/2311.18206
In modern recommendation systems, unbiased learning-to-rank (LTR) is crucial for prioritizing items from biased implicit user feedback, such as click data. Several techniques, such as Inverse Propensity Weighting (IPW), have been proposed for single-
Externí odkaz:
http://arxiv.org/abs/2307.10204
Autor:
Nishijima, Mitsuhiro, Nakata, Kazuhide
We first provide an inner-approximation hierarchy described by a sum-of-squares (SOS) constraint for the copositive (COP) cone over a general symmetric cone. The hierarchy is a generalization of that proposed by Parrilo (2000) for the usual COP cone
Externí odkaz:
http://arxiv.org/abs/2211.12753
Autor:
Nishijima, Mitsuhiro, Nakata, Kazuhide
In this study, we examine the various extensions of the doubly nonnegative (DNN) cone, frequently used in completely positive programming (CPP) to achieve a tighter relaxation than the positive semidefinite cone. To provide tighter relaxation for gen
Externí odkaz:
http://arxiv.org/abs/2204.12119
This paper studies a distributionally robust portfolio optimization model with a cardinality constraint for limiting the number of invested assets. We formulate this model as a mixed-integer semidefinite optimization (MISDO) problem by means of the m
Externí odkaz:
http://arxiv.org/abs/2112.12454
Quantum annealing (QA) has gained considerable attention because it can be applied to combinatorial optimization problems, which have numerous applications in logistics, scheduling, and finance. In recent years, research on solving practical combinat
Externí odkaz:
http://arxiv.org/abs/2110.07239
Autor:
Ishikawa, Koya, Nakata, Kazuhide
In recent years, a wide range of investment models have been created using artificial intelligence. Automatic trading by artificial intelligence can expand the range of trading methods, such as by conferring the ability to operate 24 hours a day and
Externí odkaz:
http://arxiv.org/abs/2106.03035