no code implementations • 4 Oct 2023 • Gianmarco Genalti, Lupo Marsigli, Nicola Gatti, Alberto Maria Metelli
In this setting, we study the regret minimization problem when $\epsilon$ and $u$ are unknown to the learner and it has to adapt.
no code implementations • 27 Apr 2023 • Jacopo Germano, Francesco Emanuele Stradi, Gianmarco Genalti, Matteo Castiglioni, Alberto Marchesi, Nicola Gatti
We study online learning in episodic constrained Markov decision processes (CMDPs), where the goal of the learner is to collect as much reward as possible over the episodes, while guaranteeing that some long-term constraints are satisfied during the learning process.
1 code implementation • 12 Dec 2022 • Francesco Bacchiocchi, Gianmarco Genalti, Davide Maran, Marco Mussi, Marcello Restelli, Nicola Gatti, Alberto Maria Metelli
Autoregressive processes naturally arise in a large variety of real-world scenarios, including stock markets, sales forecasting, weather prediction, advertising, and pricing.
no code implementations • 17 Nov 2022 • Marco Mussi, Gianmarco Genalti, Alessandro Nuara, Francesco Trovò, Marcello Restelli, Nicola Gatti
We ran a real-world 4-month-long A/B testing experiment in collaboration with an Italian e-commerce company, in which our algorithm PVD-B-corresponding to A configuration-has been compared with human pricing specialists-corresponding to B configuration.