Linear Program-Based Approximation for Personalized Reserve Prices

2021 ◽  
Author(s):  
Mahsa Derakhshan ◽  
Negin Golrezaei ◽  
Renato Paes Leme

We study the problem of computing data-driven personalized reserve prices in eager second price auctions without having any assumption on valuation distributions. Here, the input is a data set that contains the submitted bids of n buyers in a set of auctions, and the problem is to return personalized reserve prices r that maximize the revenue earned on these auctions by running eager second price auctions with reserve r. For this problem, which is known to be NP complete, we present a novel linear program (LP) formulation and a rounding procedure, which achieves a 0.684 approximation. This improves over the [Formula: see text]-approximation algorithm from Roughgarden and Wang. We show that our analysis is tight for this rounding procedure. We also bound the integrality gap of the LP, which shows that it is impossible to design an algorithm that yields an approximation factor larger than 0.828 with respect to this LP.

2020 ◽  
pp. 3-17
Author(s):  
Peter Nabende

Natural Language Processing for under-resourced languages is now a mainstream research area. However, there are limited studies on Natural Language Processing applications for many indigenous East African languages. As a contribution to covering the current gap of knowledge, this paper focuses on evaluating the application of well-established machine translation methods for one heavily under-resourced indigenous East African language called Lumasaaba. Specifically, we review the most common machine translation methods in the context of Lumasaaba including both rule-based and data-driven methods. Then we apply a state of the art data-driven machine translation method to learn models for automating translation between Lumasaaba and English using a very limited data set of parallel sentences. Automatic evaluation results show that a transformer-based Neural Machine Translation model architecture leads to consistently better BLEU scores than the recurrent neural network-based models. Moreover, the automatically generated translations can be comprehended to a reasonable extent and are usually associated with the source language input.


Water ◽  
2021 ◽  
Vol 13 (1) ◽  
pp. 107
Author(s):  
Elahe Jamalinia ◽  
Faraz S. Tehrani ◽  
Susan C. Steele-Dunne ◽  
Philip J. Vardon

Climatic conditions and vegetation cover influence water flux in a dike, and potentially the dike stability. A comprehensive numerical simulation is computationally too expensive to be used for the near real-time analysis of a dike network. Therefore, this study investigates a random forest (RF) regressor to build a data-driven surrogate for a numerical model to forecast the temporal macro-stability of dikes. To that end, daily inputs and outputs of a ten-year coupled numerical simulation of an idealised dike (2009–2019) are used to create a synthetic data set, comprising features that can be observed from a dike surface, with the calculated factor of safety (FoS) as the target variable. The data set before 2018 is split into training and testing sets to build and train the RF. The predicted FoS is strongly correlated with the numerical FoS for data that belong to the test set (before 2018). However, the trained model shows lower performance for data in the evaluation set (after 2018) if further surface cracking occurs. This proof-of-concept shows that a data-driven surrogate can be used to determine dike stability for conditions similar to the training data, which could be used to identify vulnerable locations in a dike network for further examination.


2020 ◽  
pp. 108128652097760
Author(s):  
Carlos Quesada ◽  
Claire Dupont ◽  
Pierre Villon ◽  
Anne-Virginie Salsac

A novel data-driven real-time procedure based on diffuse approximation is proposed to characterize the mechanical behavior of liquid-core microcapsules from their deformed shape and identify the mechanical properties of the submicron-thick membrane that protects the inner core through inverse analysis. The method first involves experimentally acquiring the deformed shape that a given microcapsule takes at steady state when it flows through a microfluidic microchannel of comparable cross-sectional size. From the mid-plane capsule profile, we deduce two characteristic geometric quantities that uniquely characterize the shape taken by the microcapsule under external hydrodynamic stresses. To identify the values of the unknown rigidity of the membrane and of the size of the capsule, we compare the geometric quantities with the values predicted numerically using a fluid-structure-interaction model by solving the three-dimensional capsule-flow interactions. The complete numerical data set is obtained off-line by systematically varying the governing parameters of the problem, i.e. the capsule-to-tube confinement ratio, and the capillary number, which is the ratio of the viscous to elastic forces. We show that diffuse approximation efficiently estimates the unknown mechanical resistance of the capsule membrane. We validate the data-driven procedure by applying it to the geometric and mechanical characterization of ovalbumin microcapsules (diameter of the order of a few tens of microns). As soon as the capsule is sufficiently deformed to exhibit a parachute shape at the rear, the capsule size and surface shear modulus are determined with an accuracy of 0.2% and 2.7%, respectively, as compared with 2–3% and 25% without it, in the best cases (Hu et al. Characterizing the membrane properties of capsules flowing in a square-section microfluidic channel: Effects of the membrane constitutive law. Phys Rev E 2013; 87(6): 063008). Diffuse approximation thus allows the capsule size and membrane elastic resistance to be provided quasi-instantly with very high precision. This opens interesting perspectives for industrial applications that require tight control of the capsule mechanical properties in order to secure their behavior when they transport active material.


Author(s):  
Xiaolong Guo ◽  
Yugang Yu ◽  
Gad Allon ◽  
Meiyan Wang ◽  
Zhentai Zhang

To support the 2021 Manufacturing & Service Operations Management (MSOM) Data-Driven Research Challenge, RiRiShun Logistics (a Haier group subsidiary focusing on logistics service for home appliances) provides MSOM members with logistics operational-level data for data-driven research. This paper provides a detailed description of the data associated with over 14 million orders from 149 clients (the consigners) associated with 4.2 million end consumers (the recipients and end users of the appliances) in China, involving 18,000 stock keeping units operated at 103 warehouses. Researchers are welcomed to develop econometric models, data-driven optimization techniques, analytical models, and algorithm designs by using this data set to address questions suggested by company managers.


2021 ◽  
pp. 1-22
Author(s):  
Xu Guo ◽  
Zongliang Du ◽  
Chang Liu ◽  
Shan Tang

Abstract In the present paper, a new uncertainty analysis-based framework for data-driven computational mechanics (DDCM) is established. Compared with its practical classical counterpart, the distinctive feature of this framework is that uncertainty analysis is introduced into the corresponding problem formulation explicitly. Instated of only focusing on a single solution in phase space, a solution set is sought for in order to account for the influence of the multi-source uncertainties associated with the data set on the data-driven solutions. An illustrative example provided shows that the proposed framework is not only conceptually new, but also has the potential of circumventing the intrinsic numerical difficulties pertaining to the classical DDCM framework.


2008 ◽  
Vol Vol. 10 no. 3 (Graph and Algorithms) ◽  
Author(s):  
Dariusz Dereniowski ◽  
Adam Nadolski

Graphs and Algorithms International audience We study two variants of edge-coloring of edge-weighted graphs, namely compact edge-coloring and circular compact edge-coloring. First, we discuss relations between these two coloring models. We prove that every outerplanar bipartite graph admits a compact edge-coloring and that the decision problem of the existence of compact circular edge-coloring is NP-complete in general. Then we provide a polynomial time 1:5-approximation algorithm and pseudo-polynomial exact algorithm for compact circular coloring of odd cycles and prove that it is NP-hard to optimally color these graphs. Finally, we prove that if a path P2 is joined by an edge to an odd cycle then the problem of the existence of a compact circular coloring becomes NP-complete.


Automatica ◽  
2022 ◽  
Vol 136 ◽  
pp. 110052
Author(s):  
Andrea Martinelli ◽  
Matilde Gargiani ◽  
John Lygeros

SPE Journal ◽  
2021 ◽  
pp. 1-25
Author(s):  
Chang Gao ◽  
Juliana Y. Leung

Summary The steam-assisted gravity drainage (SAGD) recovery process is strongly impacted by the spatial distributions of heterogeneous shale barriers. Though detailed compositional flow simulators are available for SAGD recovery performance evaluation, the simulation process is usually quite computationally demanding, rendering their use over a large number of reservoir models for assessing the impacts of heterogeneity (uncertainties) to be impractical. In recent years, data-driven proxies have been widely proposed to reduce the computational effort; nevertheless, the proxy must be trained using a large data set consisting of many flow simulation cases that are ideally spanning the model parameter spaces. The question remains: is there a more efficient way to screen a large number of heterogeneous SAGD models? Such techniques could help to construct a training data set with less redundancy; they can also be used to quickly identify a subset of heterogeneous models for detailed flow simulation. In this work, we formulated two particular distance measures, flow-based and static-based, to quantify the similarity among a set of 3D heterogeneous SAGD models. First, to formulate the flow-based distance measure, a physics-basedparticle-tracking model is used: Darcy’s law and energy balance are integrated to mimic the steam chamber expansion process; steam particles that are located at the edge of the chamber would release their energy to the surrounding cold bitumen, while detailed fluid displacements are not explicitly simulated. The steam chamber evolution is modeled, and a flow-based distance between two given reservoir models is defined as the difference in their chamber sizes over time. Second, to formulate the static-based distance, the Hausdorff distance (Hausdorff 1914) is used: it is often used in image processing to compare two images according to their corresponding spatial arrangement and shapes of various objects. A suite of 3D models is constructed using representative petrophysical properties and operating constraints extracted from several pads in Suncor Energy’s Firebag project. The computed distance measures are used to partition the models into different groups. To establish a baseline for comparison, flow simulations are performed on these models to predict the actual chamber evolution and production profiles. The grouping results according to the proposed flow- and static-based distance measures match reasonably well to those obtained from detailed flow simulations. Significant improvement in computational efficiency is achieved with the proposed techniques. They can be used to efficiently screen a large number of reservoir models and facilitate the clustering of these models into groups with distinct shale heterogeneity characteristics. It presents a significant potential to be integrated with other data-driven approaches for reducing the computational load typically associated with detailed flow simulations involving multiple heterogeneous reservoir realizations.


2021 ◽  
Author(s):  
Pavlos Karagiannidis ◽  
Nikolaos Themelis

The paper examines data-driven techniques for the modeling of ship propulsion that could support a strategy for the reduction of emissions and be utilized for the optimization of a fleet’s operations. A large, high-frequency and automated collected data set is exploited for producing models that estimate the required shaft power or main engine’s fuel consumption of a container ship sailing under arbitrary conditions. A variety of statistical calculations and algorithms for data processing are implemented and state-of-the-art techniques for training and optimizing Feed-Forward Neural Networks (FNNs) are applied. Emphasis is given in the pre-processing of the data and the results indicate that with a proper filtering and preparation stage it is possible to significantly increase the model’s accuracy. Thus, increase our prediction ability and our awareness regarding the ship's hull and propeller actual condition.


Geophysics ◽  
2019 ◽  
Vol 84 (5) ◽  
pp. S365-S372 ◽  
Author(s):  
Lele Zhang ◽  
Jan Thorbecke ◽  
Kees Wapenaar ◽  
Evert Slob

We have compared three data-driven internal multiple reflection elimination schemes derived from the Marchenko equations and inverse scattering series (ISS). The two schemes derived from Marchenko equations are similar but use different truncation operators. The first scheme creates a new data set without internal multiple reflections. The second scheme does the same and compensates for transmission losses in the primary reflections. The scheme derived from ISS is equal to the result after the first iteration of the first Marchenko-based scheme. It can attenuate internal multiple reflections with residuals. We evaluate the success of these schemes with 2D numerical examples. It is shown that Marchenko-based data-driven schemes are relatively more robust for internal multiple reflection elimination at a higher computational cost.


Sign in / Sign up

Export Citation Format

Share Document