Wei Sun

I am a Senior Research Scientist under the AI Models division at IBM T. J. Watson Research Center  in Yorktown Heights, NY. I am also a research affiliate at the MIT Sloan School of Management. My research centers on the intersections of machine learning and optimization, with topics including data-driven constrained prescriptive and predictive models, causal inference, and game theory. My work has been applied to solve real-world challenges of many companies in digital marketing, travel/transport, and financial services. 

I graduated with a Ph.D. in Operations Research from MIT, and an M.S. in Computational Design and Optimization from the same school. My dissertation advisor was Georgia Perakis. I also have an M.S. in Computational Engineering, and a B.Eng. in Electrical and Computer Engineering with First-Class Honors from National University of Singapore.

Recent Publications

Manifold-Aligned Counterfactual Explanations for Neural Networks Asterios Tsiourvas, Wei Sun, Georgia Perakis. AISTATS 2024

PresAIse, Prescriptive AI Solutions for Enterprise Wei Sun, Scott McFaddin, Linh Ha Tran, Shivaram Subramanian, Kristjan Greenewald, Yeshi Tenzin, Zack Xue, Youssef Drissi, and Markus Ettl. AAAI Workshop on Artificial Intelligence for Operations Research 2024

Learning Prescriptive ReLU Networks Wei Sun, Asterios Tsiourvas. ICML 2023

Scalable Optimal Multiway-Split Decision Trees with Constraints Shivaram Subramanian*, Wei Sun*. AAAI 2023 (*: Equal contribution)

Tiered Assortment: Optimization and Online Learning Junyu Cao, Wei Sun. Management Science 2023

Enhancing Counterfactual Classification via Self-Training Ruijiang Gao, Max Biggs, Wei Sun, Ligong Han. AAAI 2022

Constrained Prescriptive Trees via Column Generation Shivaram Subramanian*, Wei Sun*, Youssef Drissi, Markus Ettl. AAAI 2022 (*: Equal contribution)

Model Distillation for Revenue Optimization: Interpretable Personalized Pricing Max Biggs, Wei Sun, Markus Ettl. ICML 2021

Fatigue-aware Bandits for Dependent Click Models Junyu Cao, Wei Sun, Max Shen, Markus Ettl. AAAI 2020

Strategic Capacity Planning Problems in Revenue‐Sharing Joint Ventures Retsef Levi, Georgia Perakis, Cong Shi, Wei Sun. Production and Operations Management 2020

Dynamic Learning of Sequential Choice Bandit Problem under Marketing Fatigue Junyu Cao, Wei Sun. AAAI 2019

Dynamic Learning with Frequent New Product Launches: A Sequential Multinomial Logit Bandit Problem Junyu Cao, Wei Sun. ICML 2019