arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 1902.02495stat.MLcs.LG
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Cost-Effective Incentive Allocation via Structured Counterfactual Inference

University of California, Berkeley(加州大学伯克利分校);Ant Financial Service Group(蚂蚁金融服务集团);Georgia Institute of Technology(佐治亚理工学院);Shanghai Jiao Tong University(上海交通大学)

Romain Lopez, Chenchen Li, Xiang Yan, Junwu Xiong, Michael I. Jordan, Yuan Qi, Le Song

英文摘要:

We address a practical problem ubiquitous in modern marketing campaigns, in which a central agent tries to learn a policy for allocating strategic financial incentives to customers and observes only bandit feedback. In contrast to traditional policy optimization frameworks, we take into account the additional reward structure and budget constraints common in this setting, and develop a new two-step method for solving this constrained counterfactual policy optimization problem. Our method first casts the reward estimation problem as a domain adaptation problem with supplementary structure, and then subsequently uses the estimators for optimizing the policy with constraints. We also establish theoretical error bounds for our estimation procedure and we empirically show that the approach leads to significant improvement on both synthetic and real datasets.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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