SearcharxivSearch

arXiv subjects

Mones Raslan

Publications and source records attributed to Mones Raslan.

9 recordsLinked to original sources

High-Frequency Pricing at Scale for E-Commerce

This paper presents the design, development, and implementation of a specialized forecast-then-optimize algorithmic pricing tool for sales campaigns in fashion e-commerce. Sales events present unique challenges for pricing including volatile demand patterns, rapid pricing decisions, and the need to balance short-term revenue with long-term profitability. We describe our approach combining daily-resolution demand forecasting using gradient-boosted trees with a multi-objective optimization framework that maximizes both long-term profit and net merchandise value for more than 5 million articles. Our solution addresses key limitations of existing weekly-granularity systems by implementing a forecast-then-optimize architecture that reduces pricing decision time from hours to minutes. We validate our approach through 23 A/B tests across 12 markets during 2023-2024 sales campaigns at Zalando, one of Europe's leading online fashion retailers. Experimental results demonstrate that the new pricing system achieves approximately 6% higher profit while maintaining equivalent performance on sales and revenue compared to the previous manual-algorithmic hybrid approach. Based on these results, the algorithm was successfully deployed to production and now handles the majority of algorithmic pricing decisions for sales campaigns at the company.

cs.LG

Deep Learning based Forecasting: a case study from the online fashion industry

Demand forecasting in the online fashion industry is particularly amendable to global, data-driven forecasting models because of the industry's set of particular challenges. These include the volume of data, the irregularity, the high amount of turn-over in the catalog and the fixed inventory assumption. While standard deep learning forecasting approaches cater for many of these, the fixed inventory assumption requires a special treatment via controlling the relationship between price and demand closely. In this case study, we describe the data and our modelling approach for this forecasting problem in detail and present empirical results that highlight the effectiveness of our approach.

cs.LG

Approximation Rates for Neural Networks with Encodable Weights in Smoothness Spaces

We examine the necessary and sufficient complexity of neural networks to approximate functions from different smoothness spaces under the restriction of encodable network weights. Based on an entropy argument, we start by proving lower bounds for the number of nonzero encodable weights for neural network approximation in Besov spaces, Sobolev spaces and more. These results are valid for all sufficiently smooth activation functions. Afterwards, we provide a unifying framework for the construction of approximate partitions of unity by neural networks with fairly general activation functions. This allows us to approximate localized Taylor polynomials by neural networks and make use of the Bramble-Hilbert Lemma. Based on our framework, we derive almost optimal upper bounds in higher-order Sobolev norms. This work advances the theory of approximating solutions of partial differential equations by neural networks.

math.FA

Expressivity of Deep Neural Networks

In this review paper, we give a comprehensive overview of the large variety of approximation results for neural networks. Approximation rates for classical function spaces as well as benefits of deep neural networks over shallow ones for specifically structured function classes are discussed. While the mainbody of existing results is for general feedforward architectures, we also depict approximation results for convolutional, residual and recurrent neural networks.

cs.LG

A Theoretical Analysis of Deep Neural Networks and Parametric PDEs

We derive upper bounds on the complexity of ReLU neural networks approximating the solution maps of parametric partial differential equations. In particular, without any knowledge of its concrete shape, we use the inherent low-dimensionality of the solution manifold to obtain approximation rates which are significantly superior to those provided by classical neural network approximation results. Concretely, we use the existence of a small reduced basis to construct, for a large variety of parametric partial differential equations, neural networks that yield approximations of the parametric solution maps in such a way that the sizes of these networks essentially only depend on the size of the reduced basis.

math.NA

Numerical Solution of the Parametric Diffusion Equation by Deep Neural Networks

We perform a comprehensive numerical study of the effect of approximation-theoretical results for neural networks on practical learning problems in the context of numerical analysis. As the underlying model, we study the machine-learning-based solution of parametric partial differential equations. Here, approximation theory predicts that the performance of the model should depend only very mildly on the dimension of the parameter space and is determined by the intrinsic dimension of the solution manifold of the parametric partial differential equation. We use various methods to establish comparability between test-cases by minimizing the effect of the choice of test-cases on the optimization and sampling aspects of the learning problem. We find strong support for the hypothesis that approximation-theoretical effects heavily influence the practical behavior of learning problems in numerical analysis.

math.NA

Topological properties of the set of functions generated by neural networks of fixed size

We analyze the topological properties of the set of functions that can be implemented by neural networks of a fixed size. Surprisingly, this set has many undesirable properties. It is highly non-convex, except possibly for a few exotic activation functions. Moreover, the set is not closed with respect to $L^p$-norms, $0 < p < \infty$, for all practically-used activation functions, and also not closed with respect to the $L^\infty$-norm for all practically-used activation functions except for the ReLU and the parametric ReLU. Finally, the function that maps a family of weights to the function computed by the associated network is not inverse stable for every practically used activation function. In other words, if $f_1, f_2$ are two functions realized by neural networks and if $f_1, f_2$ are close in the sense that $\|f_1 - f_2\|_{L^\infty} \leq \varepsilon$ for $\varepsilon > 0$, it is, regardless of the size of $\varepsilon$, usually not possible to find weights $w_1, w_2$ close together such that each $f_i$ is realized by a neural network with weights $w_i$. Overall, our findings identify potential causes for issues in the training procedure of deep learning such as no guaranteed convergence, explosion of parameters, and slow convergence.

math.GN

Approximation properties of hybrid shearlet-wavelet frames for Sobolev spaces

In this paper, we study a newly developed shearlet system on bounded domains which yields frames for $H^s(Ω)$ for some $s\in \mathbb{N}$, $Ω\subset \mathbb{R}^2$. We will derive approximation rates with respect to $H^s(Ω)$ norms for functions whose derivatives admit smooth jumps along curves and demonstrate superior rates to those provided by pure wavelet systems. These improved approximation rates demonstrate the potential of the novel shearlet system for the discretization of partial differential equations. Therefore, we implement an adaptive shearlet-based algorithm for the solution of an elliptic PDE and analyze its computational complexity and convergence properties.

math.FA

Anisotropic Multiscale Systems on Bounded Domains

We provide a construction of multiscale systems on a bounded domain $Ω\subset \mathbb{R}^2$ coined boundary shearlet systems, which satisfy several properties advantageous for applications to imaging science and the numerical analysis of partial differential equations. More precisely, we construct boundary shearlet systems that form frames for the Sobolev spaces $H^s(Ω),s\in \mathbb{N} \cup \{0\},$ with controllable frame bounds and admit optimally sparse approximations for functions, which are smooth apart from a curve-like discontinuity. We show that the constructed systems allow incorporating boundary conditions. Furthermore, for $s \geq 0$ and $f\in H^s(Ω)$ we prove that weighted $\ell^2$ norms of the $L^2-$analysis coefficients of $f$ are equivalent to its $H^s(Ω)$ norm. This yields in particular, that the reweighted systems are frames also for $H^{-s}(Ω)$. Moreover, we demonstrate numerically, that the associated $L^2-$synthesis operator is also stable as a map to $H^s(Ω)$ which, in combination with the previous result, strongly indicates that these systems constitute so-called Gelfand frames for $(H^s(Ω), L^2(Ω), H^{-s}(Ω))$.

math.FA