arXiv Machine Learning

Uncertainty Modeling for Multi-Objective RTA Interception with Distillation Acceleration

arXiv:2511. 05582v3 Announce Type: replace Abstract: Real-Time Auction (RTA) interception decides which incoming advertising requests reach downstream systems, and therefore controls the quality of the data those systems learn from.

arXiv Machine Learning
Aug 12

MARCO: Click-Intent Decomposition for Calibrated Ads Conversion Prediction

arXiv:2608. 10562v1 Announce Type: new Abstract: Not all clicks are equal.

By Shiwen Shen, Xiru Huang, Liang Luo, Jianbo Sun, He Lyu, Zihang Fu, Ivonne Xu, Zhizhuo Li, Zhengyu Zhang, Pei-Ju Sung, Yunmiao Wang, Zixuan Wang, Zhengli Zhao, Qiang Jin, Mike Jermann, Mingda Li, Yang Xiao, Bhavana Challa, Brooke Bian, Yang Li, Ashish Chamoli, Bibek Bhusal, Danning Di, Yuan Jin, Meet Raval, Zhiwen Chen, Boyao Sun, Shuguang Wang, Yunlong He, Yantao Yao, Sagar Chordia, Wenlin Chen, Santanu Kolay, Qin Huang, Ellie Wen
arXiv Machine Learning
Aug 20

Contrasting Cost-Agnostic and Cost-Sensitive Losses under Limited Model Capacity via $\mathcal H$-consistency

The paper investigates the difference between cost‑agnostic and cost‑sensitive loss functions when model capacity is limited. It shows that, unlike in ideal infinite‑capacity settings, optimizing a cost‑sensitive objective can yield a strictly better downstream decision than post‑processing a cost‑agnostic model. The authors prove this gap under a hypothesis class that can recover the optimal decision boundary but not the optimal cost‑agnostic hypothesis, and provide a simple example and empirical evidence on UCI datasets with simple models.

By Jessica Finocchiaro, Sanket Shah, Milind Tambe
arXiv Machine Learning
Aug 31

Budget-Constrained Causal Bandits: Bridging Uplift Modeling and Sequential Decision-Making

The paper introduces Budget-Constrained Causal Bandits (BCCB), an online framework that learns individual treatment effects, explores uncertain users, and manages budget pacing simultaneously. It derives a per-arrival decision rule from a KKT condition of a Lagrangian relaxation, providing a principled algorithmic foundation. Experiments on the Criteo Uplift dataset show BCCB outperforms offline pipelines and other online baselines, especially when historical data is scarce (below 7,500 observations).

By Abhirami Pillai
arXiv Machine Learning
6d ago

Constrained Triple-Head Price Optimization (C3PO) Network for Discrete-Choice Models

The paper introduces the Constrained Triple-Head Price Optimization (C3PO) network, a transformer-based model designed for real‑time bi‑level decision making in discrete‑choice settings. C3PO integrates price imitation learning, multi‑task revenue prediction, and in‑context elasticity learning, while a lightweight differentiable constraint layer enforces business pricing rules. Experiments on simulated, synthetic, and real‑world datasets show that C3PO outperforms calibrated MNL baselines by up to 7.9 percentage points in expected revenue and reduces constraint violations by over 50%, with significant improvements in healthcare tender and airline ancillary pricing applications.

By Shivaram Subramanian, Zhengliang Xue, Markus Ettl, Yingdong Lu, Jayant Kalagnanam
arXiv Machine Learning
Jul 22

JD-BP: A Joint-Decision Generative Framework for Auto-Bidding and Pricing

arXiv:2604. 05845v2 Announce Type: replace-cross Abstract: Auto-bidding services optimize real-time bidding strategies for advertisers under key performance indicator (KPI) constraints such as target return on investment and budget.

By Linghui Meng, Chun Gan, Shengsheng Niu, Chengcheng Zhang, Chenchen Li, Chuan Yang, Yi Mao, Xin Zhu, Jie He, Zhangang Lin, Ching Law
arXiv Machine Learning
Jun 9

LARP: Learner-Agnostic Robust Data Prefiltering

arXiv:2506. 20573v4 Announce Type: replace-cross Abstract: Public datasets, crucial for modern machine learning and statistical inference, often contain low-quality or contaminated samples that can harm model performance.

By Kristian Minchev, Dimitar I. Dimitrov, Nikola Konstantinov