平台在不知买家卖家偏好时,动态优化推荐组合并自适应学习。
Data-Driven Dynamic Assortment in Online Platforms: Learning about Two Sides
- 通过数据驱动算法同时学习买卖双方的决策偏好
- 理论证明后悔值随时间呈多对数增长,达到最优速率
- 适合研究双边平台动态推荐与在线学习的学者
我们研究一个离散时间下具有不完全信息和异质客户的双侧服务平台动态选品问题。每期有客户到来寻求服务,平台从若干卖家中选择一个组合进行展示;客户根据多项对数概率模型向组合中至多一位卖家提出交易请求。固定周期后,卖家根据收到的请求,也按多项对数概率模型选择最多一位客户,随后循环重复。核心挑战在于平台事先未知买卖双方的决策模型参数。据我们所知,这是首个研究双方参数均未知的动态选品问题的工作。本文提出一种数据驱动算法,在优化平台目标的同时学习这些参数。使用后悔值衡量性能,即相对于知晓全部参数与客户到达情况的全知基准的收入损失。我们证明该算法最坏情况下后悔值随时间多对数增长,并推导出匹配的下界,证明其速率最优。
原文摘要 · Abstract (English)
We study a dynamic assortment problem on a two-sided service platform with incomplete information and heterogeneous customers in a discrete-time setting. In each period, a customer arrives seeking service, and the platform chooses an assortment of sellers to display. The customer then proposes a transaction to at most one seller in the assortment according to a multinomial logit choice model. After a fixed number of periods, sellers review the proposals they have received and each chooses at most one customer according to another multinomial logit choice model, after which the cycle repeats. A key challenge is that the platform does not know the choice-model parameters of either customers or sellers in advance. To our knowledge, this is the first study of a dynamic assortment problem in which both sides' choice parameters are unknown. We develop a data-driven algorithm that learns these parameters while optimizing the platform's objective over time. We evaluate performance using regret, which measures revenue loss relative to a clairvoyant benchmark that knows all parameters and customer arrivals in advance. We show that the algorithm's worst-case regret grows polylogarithmically over time, and we derive a matching lower bound, establishing its rate optimality.
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