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Variable Selection for Feature-Based Newsvendor

Paper recorded by Signals 4 on 2026-09-01 in cs.LG. Abstract reproduced from arXiv; link to the original below.

Published 2026-09-01 on arXiv · recorded by Signals 4 on 2026-09-02

Category: cs.LG · 机器学习 · first seen 2026-09-02

Abstract

Feature-based newsvendor models use observable covariates to tailor inventory decisions, aiming to balance holding and shortage costs under demand uncertainty. However, high-dimensional feature sets often hinder interpretability and inflate data collection and implementation costs. This paper studies variable selection for the feature-based newsvendor problem under a hard cardinality constraint on

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#159 most recent of 215 cs.LG papers we have recorded · ↑ newer: NashDreamer: Model-Based Reinforcement Learning for Zero-Sum Imperfect · ↓ older: Quantum Sparse Autoencoders for Q-Matrix Estimation in Cognitive Diagn
Cite this page: Variable Selection for Feature-Based Newsvendor: the #159 most recent of 215 cs.LG papers we have recorded (as of 2026-09-01). Source: Signals 4 (Signals API) — https://data.jiangzhang.ca/signals4/t/papers/variable-selection-for-feature-based-newsvendor.html
Free to quote with attribution to “Signals 4 (Signals API)”. Machine-readable: papers.json
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