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Ruihao Zhu

Publications and source records attributed to Ruihao Zhu.

At least 19 recordsLinked to original sources

DASH: Decoupled Adaptive Surrogate - Acquisition Harness for Automated Bayesian Optimization

Bayesian optimization (BO) relies on a surrogate model and an acquisition function, yet the most suitable choices vary across tasks and optimization stages. Automated Bayesian optimization (AutoBO) addresses this variability by adapting BO components online. However, existing AutoBO methods either adapt one component, leaving the other mismatched and creating a bottleneck, or jointly select surrogate--acquisition pairs under a shared criterion, overlooking their distinct roles: surrogate selection depends on predictive reliability, whereas acquisition adaptation should respond to campaign context.In this paper, we propose DASH, a Decoupled Adaptive Surrogate--Acquisition Harness for large-language- model (LLM)-enhanced AutoBO. DASH selects surrogates by predictive reliability, uncertainty calibration, and ranking consistency; its two-stage acquisition controller periodically reallocates quotas across acquisition functions, builds a BO shortlist accordingly, and delegates final selection to an LLM. DASH also incorporates an integrated harness, consisting of knowledge-guided warm start and structured memory, to ground optimization in domain knowledge and accumulated feedback. Across four chemical optimization tasks, DASH outperforms the best AutoBO baseline by 12.51% in trajectory-level Acceleration Factor and 5.00% in endpoint Enhancement Factor. Results remain strong across LLM backbones, and ablations verify the complementary contributions of all components. Full-table and behavioral contamination checks find no detectable evidence that direct benchmark memorization or source-cell leakage explains these gains.

cs.AI

Best-Arm Identification with Generative Proxy

Best-arm identification is a canonical model for data-driven decision-making, but in many applications each reward observation is costly. Motivated by the growing availability of cheap predictions from machine learning and large language models, we study fixed-confidence best-arm identification in which each costly reward pull is paired with a cheap but correlated proxy score. The marginal mean of the proxy can be estimated offline and is treated as known, whereas its correlation $\rho$ with the reward, which governs how much the proxy helps, is unknown and must be learned online in pair with real rewards. We show that a control-variate adjustment turns this model into a heteroscedastic identification problem whose oracle sample complexity improves by residual variance $1-\rho^2$. The central difficulty is that the correlation must be learned from the same costly samples that identification consumes online, and that a plug-in estimate of the residual variance is anti-conservative and can compromise correctness. We propose PROBE (PRoxy OLS for Best-arm Exploration), a phase-elimination algorithm that directly maintains an upper certificate on the residual variance with an ordinary least squares fit, whose exact chi-square law keeps the certificate valid regardless of the unknown correlation. We prove that PROBE is $\delta$-PAC and attains the known-correlation oracle sample complexity up to a constant multiplicative factor and a constant additive calibration cost. The guarantee extends to the $(\epsilon,\delta)$-PAC setting under minimal changes to the algorithm. Numerical experiments on synthetic instances and on an auto-loan pricing replay with large language model and tabular proxies confirm that the sample savings of PROBE scale with the strength of the reward-proxy correlation, exactly as the theory predicts.

cs.LG

The Last Human-Written Paper: Agent-Native Research Artifacts

Scientific publication compresses a branching, iterative research process into a linear narrative, discarding the majority of what was discovered along the way. This compilation imposes two structural costs: a Storytelling Tax, where failed experiments, rejected hypotheses, and the branching exploration process are discarded to fit a linear narrative; and an Engineering Tax, where the gap between reviewer-sufficient prose and agent-sufficient specification leaves critical implementation details unwritten. Tolerable for human readers, these costs become critical when AI agents must understand, reproduce, and extend published work. We introduce the Agent-Native Research Artifact (ARA), a protocol that replaces the narrative paper with a machine-executable research package structured around four layers: scientific logic, executable code with full specifications, an exploration graph that preserves the failures compilation discards, and evidence grounding every claim in raw outputs. Three mechanisms support the ecosystem: a Live Research Manager that captures decisions and dead ends during ordinary development; an ARA Compiler that translates legacy PDFs and repos into ARAs; and an ARA-native review system that automates objective checks so human reviewers can focus on significance, novelty, and taste. On PaperBench and RE-Bench, ARA raises question-answering accuracy from 72.4% to 93.7% and reproduction success from 57.4% to 64.4%. On RE-Bench's five open-ended extension tasks, preserved failure traces in ARA accelerate progress, but can also constrain a capable agent from stepping outside the prior-run box depending on the agent's capabilities. Our code is open-sourced at https://github.com/Orchestra-Research/Agent-Native-Research-Artifact.

cs.LG

On the Peril of (Even a Little) Nonstationarity in Satisficing Regret Minimization

Motivated by the principle of satisficing in decision-making, we study satisficing regret guarantees for nonstationary $K$-armed bandits. We show that in the general realizable, piecewise-stationary setting with $L$ stationary segments, the optimal regret is $\Theta(L\log T)$ as long as $L\geq 2$. This stands in sharp contrast to the case of $L=1$ (i.e., the stationary setting), where a $T$-independent $\Theta(1)$ satisficing regret is achievable under realizability. In other words, the optimal regret has to scale with $T$ even if just a little nonstationarity presents. A key ingredient in our analysis is a novel Fano-based framework tailored to nonstationary bandits via a \emph{post-interaction reference} construction. This framework strictly extends the classical Fano method for passive estimation as well as recent interactive Fano techniques for stationary bandits. As a complement, we also discuss a special regime in which constant satisficing regret is again possible.

stat.ML

Large-Scale Optimization Model Auto-Formulation: Harnessing LLM Flexibility via Structured Workflow

Large-scale optimization is a key backbone of modern business decision-making. However, building these models is often labor-intensive and time-consuming. We address this by proposing LEAN-LLM-OPT, a LightwEight AgeNtic workflow construction framework for LLM-assisted large-scale OPTimization auto-formulation. LEAN-LLM-OPT takes as input a problem description together with associated datasets and orchestrates a team of LLM agents to produce an optimization formulation. Specifically, upon receiving a query, two upstream LLM agents dynamically construct a workflow that specifies, step-by-step, how optimization models for similar problems can be formulated. A downstream LLM agent then follows this workflow to generate the final output. The agentic workflow leverages common modeling practices to structure the modeling process into a sequence of sub-tasks, offloading mechanical data-handling operations to auxiliary tools. This reduces the LLM's burden in planning and data handling, allowing us to exploit its flexibility to address unstructured components. Extensive simulations show that LEAN-LLM-OPT, instantiated with GPT-4.1 and the open source gpt-oss-20B, achieves strong performance on large-scale optimization modeling tasks and is competitive with state-of-the-art approaches. In addition, in a Singapore Airlines choice-based revenue management use case, LEAN-LLM-OPT demonstrates practical value by achieving leading performance across a range of scenarios. Along the way, we introduce Large-Scale-OR and Air-NRM, the first comprehensive benchmarks for large-scale optimization auto-formulation. The code and data of this work is available at https://github.com/CoraLiang01/lean-llm-opt.

cs.AI

Rethinking the Design of Reinforcement Learning-Based Deep Research Agents

Large language models (LLMs) augmented with external tools are increasingly deployed as deep research agents that gather, reason over, and synthesize web information to answer complex queries. Although recent open-source systems achieve strong empirical performance via reinforcement learning from web interactions, the impact of key design choices remains under-explored. We formalize deep research as reinforcement learning in an episodic finite Markov decision process and construct a competitive baseline agent grounded in this formulation. Building on this foundation, we systematically examine critical design decisions at both training and inference time and identify four factors that substantially improve performance: replacing rule-based rewards with AI feedback from an LLM judge, fine-tuning with the on-policy RLOO algorithm instead of the off-policy GRPO algorithm, filtering low-quality training samples, and employing an error-tolerant test-time rollout strategy. Together, these design choices yield a deep research agent that establishes state-of-the-art performance among 7B-scale agents when evaluated across ten widely used benchmarks.

cs.AI

Identifying All ε-Best Arms in (Misspecified) Linear Bandits

Motivated by the need to efficiently identify multiple candidates in high trial-and-error cost tasks such as drug discovery, we propose a near-optimal algorithm to identify all ε-best arms (i.e., those at most ε worse than the optimum). Specifically, we introduce LinFACT, an algorithm designed to optimize the identification of all ε-best arms in linear bandits. We establish a novel information-theoretic lower bound on the sample complexity of this problem and demonstrate that LinFACT achieves instance optimality by matching this lower bound up to a logarithmic factor. A key ingredient of our proof is to integrate the lower bound directly into the scaling process for upper bound derivation, determining the termination round and thus the sample complexity. We also extend our analysis to settings with model misspecification and generalized linear models. Numerical experiments, including synthetic and real drug discovery data, demonstrate that LinFACT identifies more promising candidates with reduced sample complexity, offering significant computational efficiency and accelerating early-stage exploratory experiments.

stat.ML

Vibe Coding in Product Teams: Reconfiguring AI-Assisted Workflows, Prototyping, and Collaboration

Generative AI is reshaping product design practices through "vibe coding," where product team members express intent in natural language and AI translates it into functional prototypes and code. Despite rapid adoption, little research has examined how vibe coding reconfigures product development workflows and collaboration. Drawing on interviews with 22 product team members across enterprises, startups, and academia, we show how vibe coding follows a four-stage workflow of ideation, generation, debugging, and review. This accelerates iteration, supports creativity, and lowers participation barriers. However, participants reported challenges of code unreliability, integration, and AI over-reliance. We find tensions between efficiency-driven prototyping ("intending the right design") and reflection ("designing the right intention"), introducing new asymmetries in trust, responsibility, and social stigma within teams. Through a responsible human-AI collaboration lens for AI-assisted product design and development, we contribute a deeper understanding of deskilling, ownership and disclosure, and creativity safeguarding in the age of vibe coding.

cs.HC

Contextual Online Pricing with (Biased) Offline Data

We study contextual online pricing with biased offline data. For the scalar price elasticity case, we identify the instance-dependent quantity $δ^2$ that measures how far the offline data lies from the (unknown) online optimum. We show that the time length $T$, bias bound $V$, size $N$ and dispersion $λ_{\min}(\hatΣ)$ of the offline data, and $δ^2$ jointly determine the statistical complexity. An Optimism-in-the-Face-of-Uncertainty (OFU) policy achieves a minimax-optimal, instance-dependent regret bound $\tilde{\mathcal{O}}\big(d\sqrt{T} \wedge (V^2T + \frac{dT}{λ_{\min}(\hatΣ) + (N \wedge T) δ^2})\big)$. For general price elasticity, we establish a worst-case, minimax-optimal rate $\tilde{\mathcal{O}}\big(d\sqrt{T} \wedge (V^2T + \frac{dT }{λ_{\min}(\hatΣ)})\big)$ and provide a generalized OFU algorithm that attains it. When the bias bound $V$ is unknown, we design a robust variant that always guarantees sub-linear regret and strictly improves on purely online methods whenever the exact bias is small. These results deliver the first tight regret guarantees for contextual pricing in the presence of biased offline data. Our techniques also transfer verbatim to stochastic linear bandits with biased offline data, yielding analogous bounds.

cs.LG

Multi-Armed Bandits With Machine Learning-Generated Surrogate Rewards

Multi-armed bandit (MAB) is a widely adopted framework for sequential decision-making under uncertainty. Traditional bandit algorithms rely solely on online data, which tends to be scarce as it must be gathered during the online phase when the arms are actively pulled. However, in many practical settings, rich auxiliary data, such as covariates of past users, is available prior to deploying any arms. We introduce a new setting for MAB where pre-trained machine learning (ML) models are applied to convert side information and historical data into \emph{surrogate rewards}. A prominent challenge of this setting is that the surrogate rewards may exhibit substantial bias, as true reward data is typically unavailable in the offline phase, forcing ML predictions to heavily rely on extrapolation. To address the issue, we propose the Machine Learning-Assisted Upper Confidence Bound (MLA-UCB) algorithm, which can be applied to any reward prediction model and any form of auxiliary data. When the predicted and true rewards are jointly Gaussian, it provably improves the cumulative regret, even in cases where the mean surrogate reward completely misaligns with the true mean rewards, and achieves the asymptotic optimality among a broad class of policies. Notably, our method requires no prior knowledge of the covariance matrix between true and surrogate rewards. We further extend the method to a batched reward MAB problem, where each arm pull yields a batch of observations and rewards may be non-Gaussian, and we derive computable confidence bounds and regret guarantees that improve upon classical UCB algorithms. Finally, extensive simulations with both Gaussian and ML-generated surrogates, together with real-world studies on language model selection and video recommendation, demonstrate consistent and often substantial regret reductions with moderate offline surrogate sample sizes and correlations.

math.ST

MERIT: A Merchant Incentive Ranking Model for Hotel Search & Ranking

Online Travel Platforms (OTPs) have been working on improving their hotel Search & Ranking (S&R) systems that facilitate efficient matching between consumers and hotels. Existing OTPs focus almost exclusively on improving platform revenue. In this work, we take a first step in incorporating hotel merchants' objectives into the design of hotel S&R systems to achieve an incentive loop: the OTP tilts impressions and better-ranked positions to merchants with high quality, and in return, the merchants provide better service to consumers. Three critical design challenges need to be resolved to achieve this incentive loop: Matthew Effect in the consumer feedback-loop, unclear relation between hotel quality and performance, and conflicts between short-term and long-term revenue. To address these challenges, we propose MERIT, a MERchant IncenTive ranking model, which can simultaneously take the interests of merchants and consumers into account. We define a new Merchant Competitiveness Index (MCI) to represent hotel merchant quality and propose a new Merchant Tower to model the relation between MCI and ranking scores. Also, we design a monotonic structure for Merchant Tower to provide a clear relation between hotel quality and performance. Finally, we propose a Multi-objective Stratified Pairwise Loss, which can mitigate the conflicts between OTP's short-term and long-term revenue. The offline experiment results indicate that MERIT outperforms these methods in optimizing the demands of consumers and merchants. Furthermore, we conduct an online A/B test and obtain an improvement of 3.02% for the MCI score.

cs.IR

Thompson Sampling for Repeated Newsvendor

In this paper, we investigate the performance of Thompson Sampling (TS) for online learning with censored feedback, focusing primarily on the classic repeated newsvendor model--a foundational framework in inventory management--and demonstrating how our techniques can be naturally extended to a broader class of problems. We first model demand using a Weibull distribution and initialize TS with a Gamma prior to dynamically adjust order quantities. Our analysis establishes optimal (up to logarithmic factors) frequentist regret bounds for TS without imposing restrictive prior assumptions. More importantly, it yields novel and highly interpretable insights on how TS addresses the exploration-exploitation trade-off in the repeated newsvendor setting. Specifically, our results show that when past order quantities are sufficiently large to overcome censoring, TS accurately estimates the unknown demand parameters, leading to near-optimal ordering decisions. Conversely, when past orders are relatively small, TS automatically increases future order quantities to gather additional demand information. Then, we extend our analysis to general parametric distribution family and provide proof for Bayesian regret. Extensive numerical simulations further demonstrate that TS outperforms more conservative and widely-used approaches such as online convex optimization, upper confidence bounds, and myopic Bayesian dynamic programming.

cs.LG

Reward Learning From Preference With Ties

Reward learning plays a pivotal role in Reinforcement Learning from Human Feedback (RLHF), ensuring the alignment of language models. The Bradley-Terry (BT) model stands as the prevalent choice for capturing human preferences from datasets containing pairs of chosen and rejected responses. In preference modeling, the focus is not on absolute values but rather on the reward difference between chosen and rejected responses, referred to as preference strength. Thus, precise evaluation of preference strength holds paramount importance in preference modeling. However, an easily overlooked factor significantly affecting preference strength measurement is that human attitudes towards two responses may not solely indicate a preference for one over the other and ties are also a common occurrence. To address this, we propose the adoption of the generalized Bradley-Terry model -- the Bradley-Terry model with ties (BTT) -- to accommodate tied preferences, thus leveraging additional information. We prove that even with the access to the true distributions of prompt and response, disregarding ties can lead to a notable bias in preference strength measurement. Comprehensive experiments further validate the advantages of incorporating ties in preference modeling. Notably, fine-tuning with BTT significantly outperforms fine-tuning with BT on synthetic preference datasets with ties, labeled by state-of-the-art open-source LLMs.

cs.LG

Satisficing Regret Minimization in Bandits: Constant Rate and Light-Tailed Distribution

Motivated by the concept of satisficing in decision-making, we consider the problem of satisficing regret minimization in bandit optimization. In this setting, the learner aims at selecting satisficing arms (arms with mean reward exceeding a certain threshold value) as frequently as possible. The performance is measured by satisficing regret, which is the cumulative deficit of the chosen arm's mean reward compared to the threshold. We propose SELECT, a general algorithmic template for Satisficing REgret Minimization via SampLing and LowEr Confidence bound Testing, that attains constant expected satisficing regret for a wide variety of bandit optimization problems in the realizable case (i.e., a satisficing arm exists). As a complement, SELECT also enjoys the same (standard) regret guarantee as the oracle in the non-realizable case. To further ensure stability of the algorithm, we introduce SELECT-LITE that achieves a light-tailed satisficing regret distribution plus a constant expected satisficing regret in the realizable case and a sub-linear expected (standard) regret in the non-realizable case. Notably, SELECT-LITE can operate on learning oracles with heavy-tailed (standard) regret distribution. More importantly, our results reveal the surprising compatibility between constant expected satisficing regret and light-tailed satisficing regret distribution, which is in sharp contrast to the case of (standard) regret. Finally, we conduct numerical experiments to validate the performance of SELECT and SELECT-LITE on both synthetic datasets and a real-world dynamic pricing case study.

stat.ML

User Experience Design Professionals' Perceptions of Generative Artificial Intelligence

Among creative professionals, Generative Artificial Intelligence (GenAI) has sparked excitement over its capabilities and fear over unanticipated consequences. How does GenAI impact User Experience Design (UXD) practice, and are fears warranted? We interviewed 20 UX Designers, with diverse experience and across companies (startups to large enterprises). We probed them to characterize their practices, and sample their attitudes, concerns, and expectations. We found that experienced designers are confident in their originality, creativity, and empathic skills, and find GenAI's role as assistive. They emphasized the unique human factors of "enjoyment" and "agency", where humans remain the arbiters of "AI alignment". However, skill degradation, job replacement, and creativity exhaustion can adversely impact junior designers. We discuss implications for human-GenAI collaboration, specifically copyright and ownership, human creativity and agency, and AI literacy and access. Through the lens of responsible and participatory AI, we contribute a deeper understanding of GenAI fears and opportunities for UXD.

cs.CY

Efficient and Interpretable Bandit Algorithms

Motivated by the importance of explainability in modern machine learning, we design bandit algorithms that are efficient and interpretable. A bandit algorithm is interpretable if it explores with the objective of reducing uncertainty in the unknown model parameter. To quantify the interpretability, we introduce a novel metric of model error, which compares the rate reduction of the mean reward estimates to their actual means among all the plausible actions. We propose CODE, a bandit algorithm based on a Constrained Optimal DEsign, that is interpretable and maximally reduces the uncertainty. The key idea in CODE is to explore among all plausible actions, determined by a statistical constraint, to achieve interpretability. We implement CODE efficiently in both multi-armed and linear bandits and derive near-optimal regret bounds by leveraging the optimality criteria of the approximate optimal design. CODE can be also viewed as removing phases in conventional phased elimination, which makes it more practical and general. We demonstrate the advantage of CODE by numerical experiments on both synthetic and real-world problems. CODE outperforms other state-of-the-art interpretable designs while matching the performance of popular but uninterpretable designs, such as upper confidence bound algorithms.

cs.LG

Phase Transitions in Learning and Earning under Price Protection Guarantee

Motivated by the prevalence of ``price protection guarantee", which allows a customer who purchased a product in the past to receive a refund from the seller during the so-called price protection period (typically defined as a certain time window after the purchase date) in case the seller decides to lower the price, we study the impact of such policy on the design of online learning algorithm for data-driven dynamic pricing with initially unknown customer demand. We consider a setting where a firm sells a product over a horizon of $T$ time steps. For this setting, we characterize how the value of $M$, the length of price protection period, can affect the optimal regret of the learning process. We show that the optimal regret is $\tildeΘ(\sqrt{T}+\min\{M,\,T^{2/3}\})$ by first establishing a fundamental impossible regime with novel regret lower bound instances. Then, we propose LEAP, a phased exploration type algorithm for \underline{L}earning and \underline{EA}rning under \underline{P}rice Protection to match this lower bound up to logarithmic factors or even doubly logarithmic factors (when there are only two prices available to the seller). Our results reveal the surprising phase transitions of the optimal regret with respect to $M$. Specifically, when $M$ is not too large, the optimal regret has no major difference when compared to that of the classic setting with no price protection guarantee. We also show that there exists an upper limit on how much the optimal regret can deteriorate when $M$ grows large. Finally, we conduct extensive numerical experiments to show the benefit of LEAP over other heuristic methods for this problem.

stat.ML

Learning to Price Supply Chain Contracts against a Learning Retailer

The rise of big data analytics has automated the decision-making of companies and increased supply chain agility. In this paper, we study the supply chain contract design problem faced by a data-driven supplier who needs to respond to the inventory decisions of the downstream retailer. Both the supplier and the retailer are uncertain about the market demand and need to learn about it sequentially. The goal for the supplier is to develop data-driven pricing policies with sublinear regret bounds under a wide range of possible retailer inventory policies for a fixed time horizon. To capture the dynamics induced by the retailer's learning policy, we first make a connection to non-stationary online learning by following the notion of variation budget. The variation budget quantifies the impact of the retailer's learning strategy on the supplier's decision-making. We then propose dynamic pricing policies for the supplier for both discrete and continuous demand. We also note that our proposed pricing policy only requires access to the support of the demand distribution, but critically, does not require the supplier to have any prior knowledge about the retailer's learning policy or the demand realizations. We examine several well-known data-driven policies for the retailer, including sample average approximation, distributionally robust optimization, and parametric approaches, and show that our pricing policies lead to sublinear regret bounds in all these cases. At the managerial level, we answer affirmatively that there is a pricing policy with a sublinear regret bound under a wide range of retailer's learning policies, even though she faces a learning retailer and an unknown demand distribution. Our work also provides a novel perspective in data-driven operations management where the principal has to learn to react to the learning policies employed by other agents in the system.

cs.LG