Robust Machine Learning for Operations
讲座名称：
Robust Machine Learning for Operations
讲座时间：
2019-12-27
讲座人：
Xi Chen
形式：
校区：
兴庆校区
实践学分：
讲座内容：
讲座题目：Robust Machine Learning for Operations
讲座时间：2019年12月27日星期五上午10：00-11：30
讲座地点：管院311会议室
主讲人：Xi Chen
内容摘要:
A wide range of operations problems are built on an underlying probabilistic model. However, estimation error always exists when learning from these models, which can lead to misleading decision-making. Moreover, these models are inherently mis-specified to a certain degree, which calls for robust learning and policies for these operations problems. In this talk, we will discuss robust machine learning and its applications to operations problems.
In the first part of the talk, we discuss a non-parametric approach for robust learning in sequential stochastic assignment problem. The second part of the talk considers the dynamic assortment optimization problem under the multinomial logit model (MNL) with unknown utility parameters. Based on an online eps-contamination modelling of customers’ purchase behavior, we develop a rate-optimal robust online assortment optimization policy via an active elimination strategy.
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