arXiv subjects

Ruihan Lin

Publications and source records attributed to Ruihan Lin.

5 recordsLinked to original sources

arXiv2026

Nonparametric Contextual Pricing and Inventory Learning under Censored Demand

In online retailing, when a product sells out, a retailer often sees only the units sold, not how many customers would have bought it had inventory been available. However, the inventory level determines how much demand is revealed, and this information can influence subsequent decisions and future profits. We study an online selling problem in which, in each round, the seller observes a market context and then makes pricing and stocking decisions based on censored sales data from previous rounds. The challenge is to learn a context-dependent pricing and stocking policy without assuming a particular formula for demand or observing realized profit. To overcome this difficulty, we propose a Mean-Calibrated Kernel UCB (MCK-UCB) algorithm that turns each incomplete sales record into a reliable guide for both inventory and price decisions, using data from past rounds with similar market conditions. This design allows us to learn while serving customers, without a separate exploration phase or the need to recover all demand hidden by stockouts. We prove the minimax optimality of the proposed algorithm, with strictly faster rates when expected profit varies more smoothly with price. Comprehensive numerical experiments have been conducted to confirm the effectiveness of the proposed algorithm.

cs.LG↗

arXiv2026

Direction-Aware Offline-to-Online Learning in Linear Contextual Bandits

Many bandit systems are deployed with offline historical data, such as past logs from earlier policies. Using these data can reduce early online exploration when they remain informative for the online problem. When the offline and online environments differ, such data can be biased for the online problem. For linear (contextual) bandits, this bias is directional: offline data may be informative in some feature directions and misleading in others. However, prior work typically controls this gap through a known Euclidean bound on the model parameters, which we prove is too coarse: even with the offline parameter known, bias in a single unknown direction can force dimension-dependent regret. To address this challenge, we introduce a directional bias certificate $(M_{\mathrm{bias}},\rho)$ that measures the offline-to-online gap through an $M_{\mathrm{bias}}$-induced norm and assigns different bias budgets to different directions. Building on this certificate, we propose \emph{Ellipsoidal-MINUCB}, which augments the online learning with an offline-pooled branch that safely exploits historical data. When the certificate is known, we show that the algorithm matches the standard SupLinUCB rate in the worst case and improves when offline coverage aligns with low-bias directions. When the certificate is unknown, we estimate it adaptively from offline and accumulated online data and establish a corresponding regret guarantee. Numerical experiments support the theory and show gains in aligned regimes.

cs.LG↗

arXiv2026

When to Screen, When to Bypass: LLM-Judges in Resource-Scarce AI-Human Workflow

AI systems can generate outputs at scale, but most outputs require human approval before release. This creates a bottleneck: humans cannot keep pace with AI-generated volume. A natural response is to insert an LLM-judge that screens outputs before they reach humans, filtering errors and amplifying effective review capacity. But judges are imperfect. False rejections send correct outputs back for unnecessary rework; false acceptances consume judge capacity without relieving humans. When should outputs be routed through the judge, and when should they bypass it directly to human review? We model this workflow as a queueing network with three resource pools and use a fluid approximation to characterize optimal judge allocation. The analysis reveals that optimal allocation depends critically on which resource is the current bottleneck: screening amplifies human capacity when reviewers are scarce, yet generates a rework trap that crowds out new production when workers are stretched thin. For heterogeneous task classes with different error profiles, optimal priority can reverse across operating regimes, and classes with complementary error structures can be mixed to achieve throughput that neither class attains alone. We propose a policy that uses the fluid-optimal allocation fractions for routing and the fluid-optimal service levels for admission control, and establish its asymptotic optimality as system scale grows. Extensions incorporate human feedback that improves rework quality and joint capacity planning under budget constraints. Numerical experiments confirm rapid convergence to the fluid optimum and demonstrate that the policy significantly outperforms benchmarks that either always screen or never screen.

math.OC↗

arXiv2026

Large-Scale LLM Inference with Heterogeneous Workloads: Prefill-Decode Contention and Asymptotically Optimal Control

Large Language Models (LLMs) are rapidly becoming critical infrastructure for enterprise applications, driving unprecedented demand for GPU-based inference services. A key operational challenge arises from the two-phase nature of LLM inference: a compute-intensive \emph{prefill} phase that processes user input, followed by a memory-bound \emph{decode} phase that generates output tokens. When these phases share GPU resources, prefill tasks throttle the processing speed of concurrent decodes, creating state-dependent contention. This contention is further complicated by workload heterogeneity, as different applications exhibit vastly different input and output lengths. We develop a stochastic control framework for scheduling heterogeneous LLM workloads across large GPU clusters. We formulate LLM inference as a multiclass many-server queueing network with state-dependent service rates, grounded in empirical iteration-time measurements. We analyze the fluid approximation of this system and solve steady-state linear programs that characterize optimal resource allocation. We design gate-and-route policies that regulate prefill admission and decode routing, and prove that they are asymptotically optimal in the many-GPU limit under both bundled and separate token-pricing schemes. We further extend the framework to incorporate Service Level Indicators (SLIs) such as latency and fairness, providing a general approach to constrained scheduling. Numerical experiments calibrated to empirical iteration-time data demonstrate that our policies outperform standard serving heuristics.

cs.DC↗

arXiv2025

Make Optimization Once and for All with Fine-grained Guidance

Learning to Optimize (L2O) enhances optimization efficiency with integrated neural networks. L2O paradigms achieve great outcomes, e.g., refitting optimizer, generating unseen solutions iteratively or directly. However, conventional L2O methods require intricate design and rely on specific optimization processes, limiting scalability and generalization. Our analyses explore general framework for learning optimization, called Diff-L2O, focusing on augmenting sampled solutions from a wider view rather than local updates in real optimization process only. Meanwhile, we give the related generalization bound, showing that the sample diversity of Diff-L2O brings better performance. This bound can be simply applied to other fields, discussing diversity, mean-variance, and different tasks. Diff-L2O's strong compatibility is empirically verified with only minute-level training, comparing with other hour-levels.

cs.LG↗