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Adaptive Combinatorial Allocation

Maximilian Kasy, Alexander Teytelboym

arXiv 4 Nov 2020 · Econometrics

arXiv:2011.02330 · PDF · DOI · OpenAlex · Extracted main text

Abstract

We consider settings where an allocation has to be chosen repeatedly, returns are unknown but can be learned, and decisions are subject to constraints. Our model covers two-sided and one-sided matching, even with complex constraints. We propose an approach based on Thompson sampling. Our main result is a prior-independent finite-sample bound on the expected regret for this algorithm. Although the number of allocations grows exponentially in the number of participants, the bound does not depend on this number. We illustrate the performance of our algorithm using data on refugee resettlement in the United States.

Citation extraction

26
references
45
in-text mentions
26
distinct cited
4
self-citations
5,679
main-text words

appendix boundary found by appendix_command · 79% of the source is main text. Read the extracted text to check this.

Most heavily cited references

The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.

ReferenceIntensityMentionsSectionsMain text
1Trapp, A. C., Teytelboym, A., Martinello, A., Andersson, T., Ahani,… (2020) Placement optimization in refugee resettlement self0.87452100%
2Russo, D. and Van Roy, B (2016) An information-theoretic analysis of thompson sampling0.8115280%
3Thompson, W. R (1933) On the likelihood that one unknown probability exceeds another in view of the evidence of two samples0.73732100%
4Bubeck, S. and Sellke, M (2020) First-order bayesian regret analysis of thompson sampling0.64441100%
5Bansak, K., Ferwerda, J., Hainmueller, J., Dillon, A., Hangartner, D… (2018) Improving refugee integration through data-driven algorithmic assignment0.64422100%
6Graham, B. S., Imbens, G. W., and Ridder, G (2010) Measuring the effects of segregation in the presence of social spillovers: a nonparametric approach0.64422100%
7MacDonald, D. E (2019) Foster care: A dynamic matching approach0.64422100%
8Robinson-Cortés, A (2019) Who gets placed where and why? an empirical framework for foster care placement0.64422100%
9Caria, S., Gordon, G., Kasy, M., Osman, S., Quinn, S., and Teytelboy… (2020) Adaptive treatment assignment in experiments for policy choice self0.51121100%
10Kasy, M. and Sautmann, A (2020) Adaptive treatment assignment in experiments for policy choice self0.51121100%

Showing the top 10 of 26 scored citations.