arXiv:2608.11419cs.LG2026-08

用扩散模型生成商品组合,比传统方法更稳且能发现多样高收益方案。

Diffusion-Based Data-Driven Assortment Optimization

论文配图:Diffusion-Based Data-Driven Assortment Optimization
图 1 · 摘自论文原文
  • 将商品组合看作二进制向量,通过反向扩散过程随机搜索最优解。
  • 在高维场景下常逼近最优,且对模型错误不敏感,鲁棒性强。
  • 可生成多个高性能组合,适合需要灵活性的商业决策场景。

商品组合优化是收益管理中的核心问题,传统方法多依赖多项式逻辑(MNL)等参数化选择模型,虽计算可行,但易受模型误设影响,难以捕捉复杂客户行为。本文提出一种基于引导式离散扩散的模型无关框架:将商品组合表示为二进制向量,通过学习的反向扩散过程进行随机搜索,避免显式枚举所有组合。引入奖励引导机制,利用期望收益估计影响局部转移,有效平衡探索与利用。实验表明,该方法能持续生成高质量组合,在模型误设下仍保持稳健,高维情形下常恢复近优解。此外,扩散模型的生成特性可产出多样高性能组合,突破单一确定性解的局限。结果表明,生成建模为数据驱动决策中的组合优化提供了一种可扩展、鲁棒的新范式。

原文摘要 · Abstract (English)

Assortment optimization is a fundamental problem in revenue management, typically addressed using parametric choice models such as the multinomial logit (MNL) and its variants. While these models enable tractable formulations, their performance is sensitive to model misspecification and often struggles to capture complex customer behavior. In this paper, we propose a model-agnostic framework for assortment optimization based on guided discrete diffusion. We represent assortments as binary vectors and perform stochastic search via a learned reverse diffusion process, avoiding explicit combinatorial enumeration. To incorporate decision objectives, we introduce a reward-guided mechanism that biases local transitions using estimates of expected revenue. This allows the method to effectively balance exploration and exploitation during generation. Empirically, we show that the proposed approach consistently identifies high-quality assortments and remains robust under model misspecification, often recovering near-optimal solutions in high-dimensional settings. Moreover, the generative nature of diffusion enables the production of diverse high-performing assortments, offering flexibility beyond a single deterministic solution. These results highlight the potential of generative modeling as a scalable and robust paradigm for combinatorial optimization in data-driven decision-making.

组合优化扩散模型收益管理

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