no code implementations • 11 Feb 2025 • Raj Pabari, Udaya Ghai, Dominique Perrault-Joncas, Kari Torkkola, Orit Ronen, Dhruv Madeka, Dean Foster, Omer Gottesman
We introduce and analyze a variation of the Bertrand game in which the revenue is shared between two players.
no code implementations • 10 Jan 2025 • Malcolm L. Wolff, Shenghao Yang, Kari Torkkola, Michael W. Mahoney
Pre-trained Large Language Models (LLMs) encapsulate large amounts of knowledge and take enormous amounts of compute to train.
no code implementations • 24 Sep 2024 • Carson Eisenach, Udaya Ghai, Dhruv Madeka, Kari Torkkola, Dean Foster, Sham Kakade
This paper addresses the capacitated periodic review inventory control problem, focusing on a retailer managing multiple products with limited shared resources, such as storage or inbound labor at a facility.
6 code implementations • 12 Mar 2024 • Abdul Fatir Ansari, Lorenzo Stella, Caner Turkmen, Xiyuan Zhang, Pedro Mercado, Huibin Shen, Oleksandr Shchur, Syama Sundar Rangapuram, Sebastian Pineda Arango, Shubham Kapoor, Jasper Zschiegner, Danielle C. Maddix, Hao Wang, Michael W. Mahoney, Kari Torkkola, Andrew Gordon Wilson, Michael Bohlke-Schneider, Yuyang Wang
We introduce Chronos, a simple yet effective framework for pretrained probabilistic time series models.
no code implementations • 26 Oct 2023 • Sohrab Andaz, Carson Eisenach, Dhruv Madeka, Kari Torkkola, Randy Jia, Dean Foster, Sham Kakade
In this paper we address the problem of learning and backtesting inventory control policies in the presence of general arrival dynamics -- which we term as a quantity-over-time arrivals model (QOT).
1 code implementation • 18 Jul 2023 • Jens Tuyls, Dhruv Madeka, Kari Torkkola, Dean Foster, Karthik Narasimhan, Sham Kakade
Inspired by recent work in Natural Language Processing (NLP) where "scaling up" has resulted in increasingly more capable LLMs, we investigate whether carefully scaling up model and data size can bring similar improvements in the imitation learning setting for single-agent games.
no code implementations • 6 Oct 2022 • Dhruv Madeka, Kari Torkkola, Carson Eisenach, Anna Luo, Dean P. Foster, Sham M. Kakade
This work provides a Deep Reinforcement Learning approach to solving a periodic review inventory control system with stochastic vendor lead times, lost sales, correlated demand, and price matching.
no code implementations • 24 Jul 2019 • Ruofeng Wen, Kari Torkkola
We introduce a new category of multivariate conditional generative models and demonstrate its performance and versatility in probabilistic time series forecasting and simulation.
Probabilistic Time Series Forecasting
quantile regression
+1
5 code implementations • 29 Nov 2017 • Ruofeng Wen, Kari Torkkola, Balakrishnan Narayanaswamy, Dhruv Madeka
We propose a framework for general probabilistic multi-step time series regression.