管理科学系学术讲座（5月22日）

时间：2026年5月22日（周五） 13:30-15:00

地点：管理学院思源楼524室

主题：Contextual Linear Optimization under Full and Partial Feedback

主讲人：毛小介清华大学经济管理学院管理科学与工程系副教授

主持人：冯天俊复旦大学管理学院教授

Abstract:This talk is about Contextual Linear Optimization (CLO) across two feedback regimes, where we study the traditional two-stage Estimate-Then-Optimize (ETO) approach and the new integrated Induced Empirical Risk Minimization (IERM) framework. In the full-feedback setting, we theoretically demonstrate that under model correct specification, ETO can surprisingly achieve faster regret convergence rates than IERM by leveraging problem-specific geometric properties. In partial-feedback settings (bandit and semi-bandit), we propose a unified offline IERM framework and establish novel fast-rate guarantees. Numerical experiments on shortest path problems validate our theoretical findings across different regimes.

个人简介：毛小介，清华大学经济管理学院管理科学与工程系副教授。2016年获武汉大学数理经济与数理金融专业学士学位，2021年获得美国康奈尔大学统计与数据科学专业博士学位。主要研究方向为因果推断、数据驱动的决策理论与方法、统计机器学习。相关研究成果发表于Management Science、Operations Research、Information Systems Research、Journal of Machine Learning Research、Journal of the Royal Statistical Society Series B、NeurIPS、ICML、COLT等运筹管理、统计学与机器学习领域的知名学术期刊和会议。