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PASTA: Pessimistic Assortment Optimization

ICML 2023 · Bandits and online learning › Online convex optimization and games · approach: Online allocation with constraints · 1 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use pessimistic optimization instead of plug-in estimate-then-optimizeOffline assortment optimization · Synthetic data, varying sample size n; N=40, K=8, d=16, p=0.9average regret: less than 25% of that of the baseline methodHelped
Use pessimistic optimization instead of plug-in estimate-then-optimizeOffline assortment optimization · Synthetic data, varying sample size n; N=60, K=15average regretHelped
Use pessimistic optimization instead of plug-in estimate-then-optimizeOffline assortment optimization · Synthetic data, varying probability p of sampling the optimal assortment; N=40 and N=60average regretHelped
Use pessimistic optimization instead of plug-in estimate-then-optimizeOffline assortment optimization · Synthetic data, varying feature dimension d; N=20, K=5, p=0.9, n=150average regretHelped

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