Posts Tagged ‘data-driven decision making’

Ruihao Zhu — Hedging the Drift: Learning to Optimize under Non-Stationarity

Abstract: We introduce general data-driven decision-making algorithms that achieve state-of-the-art dynamic regret bounds for non-stationary bandit settings. They capture applications such as advertisement allocation and dynamic pricing in changing environments. We show how the difficulty posed by the (unknown a priori and possibly adversarial) non-stationarity can be overcome by an unconventional marriage between stochastic and…

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IEOR Welcomes Paul Grigas as new Assistant Professor

The Department of Industrial Engineering and Operations Research at UC Berkeley is proud to welcome Paul Grigas as a new Assistant Professor this fall. Paul’s research interests include large-scale convex optimization, statistical machine learning, and data-driven decision making.  He is also interested in applications in online advertising and data analytics, among other areas.  Paul was recently awarded…

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