Search Results for author: Max Biggs

Found 6 papers, 1 papers with code

Tightness of prescriptive tree-based mixed-integer optimization formulations

no code implementations28 Feb 2023 Max Biggs, Georgia Perakis

At an extreme, we prove that this results in ideal formulations for tree ensembles modeling a one-dimensional feature vector.

Convex Surrogate Loss Functions for Contextual Pricing with Transaction Data

no code implementations16 Feb 2022 Max Biggs

This is in contrast to the well-studied setting in which samples of the customer's valuation (willingness to pay) are observed.

Generalization Bounds

Enhancing Counterfactual Classification via Self-Training

1 code implementation8 Dec 2021 Ruijiang Gao, Max Biggs, Wei Sun, Ligong Han

We approach this task as a domain adaptation problem and propose a self-training algorithm which imputes outcomes with categorical values for finite unseen actions in the observational data to simulate a randomized trial through pseudolabeling, which we refer to as Counterfactual Self-Training (CST).

Classification counterfactual +2

Loss Functions for Discrete Contextual Pricing with Observational Data

no code implementations18 Nov 2021 Max Biggs, Ruijiang Gao, Wei Sun

The goal of this paper is to formulate loss functions that can be used for evaluating pricing policies directly from observational data, rather than going through an intermediate demand estimation stage, which may suffer from bias.

Management Off-policy evaluation

Counterfactual Self-Training

no code implementations1 Jan 2021 Ruijiang Gao, Max Biggs, Wei Sun, Ligong Han

We approach this task as a domain adaptation problem and propose a self-training algorithm which imputes outcomes for the unseen actions in the observational data to simulate a randomized trial.

counterfactual Domain Adaptation +1

Model Distillation for Revenue Optimization: Interpretable Personalized Pricing

no code implementations3 Jul 2020 Max Biggs, Wei Sun, Markus Ettl

Data-driven pricing strategies are becoming increasingly common, where customers are offered a personalized price based on features that are predictive of their valuation of a product.

BIG-bench Machine Learning Fairness

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