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Quantile optimization in semidiscrete optimal transport

半离散最优输运中的分位数优化

Optimal transport is the problem of designing a joint distribution for two random variables with fixed marginals. In virtually the entire literature on this topic, the objective is to minimize expected cost. This paper is the first to study a variant in which the goal is to minimize a quantile of the cost, rather than the mean. For the semidiscrete setting, where one distribution is continuous and the other is discrete, we derive a complete characterization of the optimal…

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Semidiscrete optimal transport with unknown costs

成本未知的半离散最优传输

Semidiscrete optimal transport is a challenging generalization of the classical transportation problem in linear programming. The goal is to design a joint distribution for two random variables (one continuous, one discrete) with fixed marginals, in a way that minimizes expected cost. We formulate a novel variant of this problem in which the cost functions are unknown, but can be learned through noisy observations; however, only one function can be sampled at a time. We…

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Optimal data-driven hiring with equity for underrepresented groups

兼顾代表性不足群体公平性的最优数据驱动招聘

We present a data-driven prescriptive framework for fair decisions, motivated by hiring. An employer evaluates a set of applicants based on their observable attributes. The goal is to hire the best candidates while avoiding bias with regard to a certain protected attribute. Simply ignoring the protected attribute will not eliminate bias due to correlations in the data. We present a hiring policy that depends on the protected attribute functionally, but not statistically, and…

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