Dominique Perrault-Joncas

Harsh Parikh, Gabriel Levin-Konigsberg, Dominique Perrault-Joncas et al.

Suppose a planner has a pre-trained simulator of a sequential decision problem and the option to run real experiments in the field. The simulator is cheap to query but inherits confounding and drift from its calibration data. Experimentation is unbiased but consumes one real unit per trial. We study when, and how, the planner should supplement the simulator with experiments. We give three results. First, an extended simulation lemma decomposes the simulator's value error into a calibration--deployment shift that randomization can identify and a parametric residual that no further interaction can reduce. Second, the value gap between the simulator-optimal policy and the optimum splits into a local component, on states the deployed policy already visits, and a reachability component, on states it does not. The reachability component stays bounded away from zero at any horizon under purely passive learning. Third, we propose Fisher-SEP, a simulation-aided experimental policy (SEP) that minimizes the posterior predictive variance of a target policy's value, with reward-only and transition-only specializations. Two case studies illustrate the regimes. In a vending-machine supply chain, front-loaded experimentation overtakes posterior updating once the horizon is long enough to amortize the pilot. In an HIV mobile-testing example with a corridor that separates a well-surveilled region from a poorly-surveilled one, only designed exploration reaches the poorly-surveilled region.

Angel Wang, Dominique Perrault-Joncas, Alvaro Maggiar et al.

In large-scale multi-agent systems with shared resource constraints, an upstream planner must iteratively evaluate candidate resource plans -- assessing feasibility, aggregate response, and marginal cost -- before committing to one. Lagrangian relaxation separates local decisions through a broadcast cost signal, but the planner still needs the cost-to-utilization response map to explore plan space, and this map depends on population composition that changes across planning cycles. We propose \emph{population-aware coordination interfaces}: learned primal and dual maps, conditioned on compact population summaries, that the planner queries inside its iterative loop. The primal map predicts aggregate utilization under a proposed cost trajectory; the dual map predicts the cost trajectory for a target plan. By encoding response-relevant population structure, these maps remain reliable across evolving populations without per-cycle retraining, and support coordination of large populations from compact subsamples. We additionally cast Sim2Real transfer as a backtestable procedure, enabling evaluation before deployment. In a supply-chain capacity-control case study, population-aware interfaces reduce forecast error by 16--19\% and capacity violations by 20--51\% relative to population-unaware baselines under composition shift; 20K-agent cohorts support accurate coordination of 500K-agent populations; and simulator-trained primal maps achieve 11.1\% MAPE on real observations versus 13--24\% for baselines.

Hanyu Zhang, Chuck Arvin, Dmitry Efimov et al.

Modern time-series forecasting models often fail to make full use of rich unstructured information about the time series themselves. This lack of proper conditioning can lead to obvious model failures; for example, models may be unaware of the details of a particular product, and hence fail to anticipate seasonal surges in customer demand in the lead up to major exogenous events like holidays for clearly relevant products. To address this shortcoming, this paper introduces a novel forecast post-processor -- which we call LLMForecaster -- that fine-tunes large language models (LLMs) to incorporate unstructured semantic and contextual information and historical data to improve the forecasts from an existing demand forecasting pipeline. In an industry-scale retail application, we demonstrate that our technique yields statistically significantly forecast improvements across several sets of products subject to holiday-driven demand surges.

Alvaro Maggiar, Sohrab Andaz, Akhil Bagaria et al.

This paper investigates the application of Deep Reinforcement Learning (DRL) to classical inventory management problems, with a focus on practical implementation considerations. We apply a DRL algorithm based on DirectBackprop to several fundamental inventory management scenarios including multi-period systems with lost sales (with and without lead times), perishable inventory management, dual sourcing, and joint inventory procurement and removal. The DRL approach learns policies across products using only historical information that would be available in practice, avoiding unrealistic assumptions about demand distributions or access to distribution parameters. We demonstrate that our generic DRL implementation performs competitively against or outperforms established benchmarks and heuristics across these diverse settings, while requiring minimal parameter tuning. Through examination of the learned policies, we show that the DRL approach naturally captures many known structural properties of optimal policies derived from traditional operations research methods. To further improve policy performance and interpretability, we propose a Structure-Informed Policy Network technique that explicitly incorporates analytically-derived characteristics of optimal policies into the learning process. This approach can help interpretability and add robustness to the policy in out-of-sample performance, as we demonstrate in an example with realistic demand data. Finally, we provide an illustrative application of DRL in a non-stationary setting. Our work bridges the gap between data-driven learning and analytical insights in inventory management while maintaining practical applicability.

Harsh Parikh, Gabriel Levin-Konigsberg, Dominique Perrault-Joncas et al.

Treatment effects estimated from randomized controlled trials are local not only to the study population but also to the time at which the trial was conducted. We develop a framework for temporal transportation: extrapolating treatment effects to time periods where no experiment was conducted. We target the transported average treatment effect (TATE) and show that under a separable temporal effects assumption, the TATE decomposes into an observed average treatment effect and a temporal ratio. We provide two identification strategies -- one using replicated trials comparing the same treatments at different times, another using common treatment arms observed across time -- and develop doubly robust, semiparametrically efficient estimators for each. Monte Carlo simulations confirm that both estimators achieve nominal coverage, with the common arm strategy yielding substantial efficiency gains when its stronger assumptions hold. We apply our methods to A/B tests from the Upworthy Research Archive, demonstrating that the two strategies exhibit a variance-bias tradeoff: the common arm approach offers greater precision but may incur bias when treatments interact heterogeneously with temporal factors.

Robert Joseph George, Carson Eisenach, Udaya Ghai et al.

Large language models (LLMs) are good at generating code, but remain brittle for formal verification in systems like Lean4. A core scalability challenge is that verified synthesis requires consistent outputs across multiple artifacts: executable code, precise specifications, theorem statements, and ultimately proofs. Existing approaches rarely treat these as a unified pipeline. We present BRIDGE, a structured prompting framework that decomposes verification into three interconnected domains: Code (implementations), Specifications (formal intent), and Theorem Statements (constructive correctness claims), and elicits domain-specific intermediate reasoning to connect them. In Lean4, BRIDGE often adopts a code-first workflow, using the generated implementation as a semantic anchor for downstream specification and theorem statement generation. Across 178 algorithmic problems and five LLMs, BRIDGE improves Lean executable correctness by nearly 1.5x (pass at 5) over direct baselines and can be 2x more sample-efficient at inference time, requiring fewer samples per verified solution at comparable generation lengths. We further find that specification-driven prompting improves Python pass rates by up to 17.5 percent. Beyond inference-time prompting, supervised fine-tuning on BRIDGE-style reasoning traces yields nearly 1.5x higher Lean pass success than code-only SFT, indicating that these intermediate representations are learnable. BRIDGE provides a practical foundation for scaling verified synthesis and motivates future work on expert iteration and full proof generation.

Kavosh Asadi, Julien Han, Idan Pipano et al.

Direct preference optimization (\texttt{DPO}) has emerged as a promising approach for solving the alignment problem in AI. In this paper, we make two counter-intuitive observations about \texttt{DPO}. First, we show that \texttt{DPO} loss could be derived by starting from an alternative optimization problem that only defines the KL guardrail on in-sample responses, unlike the original RLHF problem where guardrails are defined on the entire distribution. Second, we prove a surprising property of this alternative optimization problem, namely that under its optimal policy, both preferred and rejected responses tend to decrease in probability, a phenomenon typically displayed by DPO in practice. To control this behavior, we propose a set of constraints designed to limit the displacement of probability mass between the preferred and rejected responses in the reference and target policies. The resulting algorithm, which we call Constrained Controlled DPO (\texttt{C2-DPO}), has a meaningful RLHF interpretation. By hedging against the displacement, \texttt{C2-DPO} provides practical improvements over vanilla \texttt{DPO} when aligning several language models using standard preference datasets.

Nilesh Tripuraneni, Dhruv Madeka, Dean Foster et al.

A central obstacle in the objective assessment of treatment effect (TE) estimators in randomized control trials (RCTs) is the lack of ground truth (or validation set) to test their performance. In this paper, we propose a novel cross-validation-like methodology to address this challenge. The key insight of our procedure is that the noisy (but unbiased) difference-of-means estimate can be used as a ground truth ``label" on a portion of the RCT, to test the performance of an estimator trained on the other portion. We combine this insight with an aggregation scheme, which borrows statistical strength across a large collection of RCTs, to present an end-to-end methodology for judging an estimator's ability to recover the underlying treatment effect as well as produce an optimal treatment "roll out" policy. We evaluate our methodology across 699 RCTs implemented in the Amazon supply chain. In this heavy-tailed setting, our methodology suggests that procedures that aggressively downweight or truncate large values, while introducing bias, lower the variance enough to ensure that the treatment effect is more accurately estimated.

Dominique Perrault-Joncas, Marina Meila

We address the problem of setting the kernel bandwidth used by Manifold Learning algorithms to construct the graph Laplacian. Exploiting the connection between manifold geometry, represented by the Riemannian metric, and the Laplace-Beltrami operator, we set the bandwidth by optimizing the Laplacian's ability to preserve the geometry of the data. Experiments show that this principled approach is effective and robust.

Dominique Perrault-Joncas, Marina Meila

This paper considers the problem of embedding directed graphs in Euclidean space while retaining directional information. We model a directed graph as a finite set of observations from a diffusion on a manifold endowed with a vector field. This is the first generative model of its kind for directed graphs. We introduce a graph embedding algorithm that estimates all three features of this model: the low-dimensional embedding of the manifold, the data density and the vector field. In the process, we also obtain new theoretical results on the limits of "Laplacian type" matrices derived from directed graphs. The application of our method to both artificially constructed and real data highlights its strengths.