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Generalized Inverse Optimization through Online Learning

NeurIPS 2018 · Bandits and online learning › Online convex optimization and games · approach: Online decision-making with feedback structure · 33 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use warm-start initialization instead of zero-vector cold-start (ablation)Online implicit learning for consumer utility estimation · Consumer behavior: utility learningearly-round parameter estimation errorHelped
Use warm-start initialization instead of zero-vector cold-start (ablation)Online implicit learning for consumer utility estimation · Consumer behavior: utility learninglong-run parameter estimationNo clear effect
Process observations online rather than using batch inverse optimizationInverse optimization · Consumer behavior: utility learningcomputational timeHelped
Learn a one-dimensional budget parameter rather than a ten-dimensional utility vectorOnline implicit learning · Consumer behaviorlearning speedHelped
Use online implicit updates on sequential noisy observationsOnline inverse optimization · Consumer behavior: utility learningaverage cumulative loss: 0.2083Helped
Use online implicit updates on sequential noisy observationsOnline inverse optimization · Transshipment: transportation cost learningaverage cumulative loss: 0.1667Helped
Use online implicit updates instead of batch inverse optimizationInverse optimization · Consumer behavior and transshipmentcomputational efficacyHelped

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