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Researcher profile

Somdeb Sarkhel

Somdeb Sarkhel contributes to research discovery and scholarly infrastructure.

ResearcherAffiliation not importedOpen to collaborate
Machine LearningArtificial IntelligenceComputer Science and Game TheorySocial and Information NetworksSoftware Engineering

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Published work

5 published item(s)

preprint2026arXiv

MOCHA: Multi-Objective Chebyshev Annealing for Agent Skill Optimization

LLM agents organize behavior through skills - structured natural-language specifications governing how an agent reasons, retrieves, and responds. Unlike monolithic prompts, skills are multi-field artifacts subject to hard platform constraints: description fields are truncated for routing, instruction bodies are compacted via progressive disclosure, and co-resident skills compete for limited context windows. These constraints make skill optimization inherently multi-objective: a skill must simultaneously maximize task performance and satisfy platform limits. Yet existing prompt optimizers either ignore these trade-offs or collapse them into a weighted sum, missing Pareto-optimal variants in non-convex objective regions. We introduce MOCHA (Multi-Objective Chebyshev Annealing), which replaces single-objective selection with Chebyshev scalarization - covering the full Pareto front, including non-convex regions - combined with exponential annealing that transitions from exploration to exploitation. In our experiments across six diverse agent skills - where all methods share the same multi-objective mutation operator and baselines receive identical per-objective textual feedback - existing optimizers fail to improve the seed skill on 4 of 6 tasks: 1000 rollouts yield zero progress. MOCHA breaks through on every task, achieving 7.5% relative improvement in mean correctness over the strongest baseline (up to 14.9% on FEVER and 10.4% on TheoremQA) while discovering twice as many more Pareto-optimal skill variants.

0 citations0 reviewsNo code linkedOpen access
preprint2024arXiv

Verifying Relational Explanations: A Probabilistic Approach

Explanations on relational data are hard to verify since the explanation structures are more complex (e.g. graphs). To verify interpretable explanations (e.g. explanations of predictions made in images, text, etc.), typically human subjects are used since it does not necessarily require a lot of expertise. However, to verify the quality of a relational explanation requires expertise and is hard to scale-up. GNNExplainer is arguably one of the most popular explanation methods for Graph Neural Networks. In this paper, we develop an approach where we assess the uncertainty in explanations generated by GNNExplainer. Specifically, we ask the explainer to generate explanations for several counterfactual examples. We generate these examples as symmetric approximations of the relational structure in the original data. From these explanations, we learn a factor graph model to quantify uncertainty in an explanation. Our results on several datasets show that our approach can help verify explanations from GNNExplainer by reliably estimating the uncertainty of a relation specified in the explanation.

0 citations0 reviewsNo code linkedOpen access
preprint2020arXiv

Inferring Individual Level Causal Models from Graph-based Relational Time Series

In this work, we formalize the problem of causal inference over graph-based relational time-series data where each node in the graph has one or more time-series associated to it. We propose causal inference models for this problem that leverage both the graph topology and time-series to accurately estimate local causal effects of nodes. Furthermore, the relational time-series causal inference models are able to estimate local effects for individual nodes by exploiting local node-centric temporal dependencies and topological/structural dependencies. We show that simpler causal models that do not consider the graph topology are recovered as special cases of the proposed relational time-series causal inference model. We describe the conditions under which the resulting estimate can be used to estimate a causal effect, and describe how the Durbin-Wu-Hausman test of specification can be used to test for the consistency of the proposed estimator from data. Empirically, we demonstrate the effectiveness of the causal inference models on both synthetic data with known ground-truth and a large-scale observational relational time-series data set collected from Wikipedia.

0 citations0 reviewsNo code linkedOpen access
preprint2020arXiv

Optimal Bidding Strategy without Exploration in Real-time Bidding

Maximizing utility with a budget constraint is the primary goal for advertisers in real-time bidding (RTB) systems. The policy maximizing the utility is referred to as the optimal bidding strategy. Earlier works on optimal bidding strategy apply model-based batch reinforcement learning methods which can not generalize to unknown budget and time constraint. Further, the advertiser observes a censored market price which makes direct evaluation infeasible on batch test datasets. Previous works ignore the losing auctions to alleviate the difficulty with censored states; thus significantly modifying the test distribution. We address the challenge of lacking a clear evaluation procedure as well as the error propagated through batch reinforcement learning methods in RTB systems. We exploit two conditional independence structures in the sequential bidding process that allow us to propose a novel practical framework using the maximum entropy principle to imitate the behavior of the true distribution observed in real-time traffic. Moreover, the framework allows us to train a model that can generalize to the unseen budget conditions than limit only to those observed in history. We compare our methods on two real-world RTB datasets with several baselines and demonstrate significantly improved performance under various budget settings.

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preprint2020arXiv

Scalable Bid Landscape Forecasting in Real-time Bidding

In programmatic advertising, ad slots are usually sold using second-price (SP) auctions in real-time. The highest bidding advertiser wins but pays only the second-highest bid (known as the winning price). In SP, for a single item, the dominant strategy of each bidder is to bid the true value from the bidder's perspective. However, in a practical setting, with budget constraints, bidding the true value is a sub-optimal strategy. Hence, to devise an optimal bidding strategy, it is of utmost importance to learn the winning price distribution accurately. Moreover, a demand-side platform (DSP), which bids on behalf of advertisers, observes the winning price if it wins the auction. For losing auctions, DSPs can only treat its bidding price as the lower bound for the unknown winning price. In literature, typically censored regression is used to model such partially observed data. A common assumption in censored regression is that the winning price is drawn from a fixed variance (homoscedastic) uni-modal distribution (most often Gaussian). However, in reality, these assumptions are often violated. We relax these assumptions and propose a heteroscedastic fully parametric censored regression approach, as well as a mixture density censored network. Our approach not only generalizes censored regression but also provides flexibility to model arbitrarily distributed real-world data. Experimental evaluation on the publicly available dataset for winning price estimation demonstrates the effectiveness of our method. Furthermore, we evaluate our algorithm on one of the largest demand-side platforms and significant improvement has been achieved in comparison with the baseline solutions.

0 citations0 reviewsNo code linkedOpen access