Abdellah Aznag
Ph.D. Candidate - Columbia University
Ph.D. Candidate - Columbia University
Email: aa4693 (at) columbia (dot) edu
CV/LinkedIn/Google Scholar
I am a final year Ph.D. candidate at the Department of Industrial Engineering and Operations Research at Columbia University. I am advised by Prof. Rachel Cummings and Prof. Adam N. Elmachtoub.
My research aims at developing the foundational principles to strategically collect data within complex systems. From dynamic pricing to clinical trials, the value of a final decision is inextricably linked to the quality of the data that informs it. Yet, data collection is often treated as a passive or ad-hoc process, which leads to critical oversight, biased conclusions, and significant opportunity costs. This reality motivates the central question of my work: How do we design policies that optimally balance the cost of acquiring new information against the value it provides for a decision? My work approaches this trade-off through two central themes. The first theme, Decision-aware Collection, addresses settings where the value of data is directly tied to a well-defined downstream decision problem. The second theme, Reliability-aware Collection, focuses on collecting data when an objective function is not yet determined, thereby building a complex system that is reliable.
Prior to joining Columbia, I earned a BS and MS in Applied Mathematics from Ecole Polytechnique. I grew up in El Jadida, Morocco.
I am on the 2025-2026 academic job market !
Papers
Designing Lower Bounds for Active Learning in Multi-Armed Bandits
Abdellah Aznag, Rachel Cummings, Adam N. Elmachtoub.
An active learning framework for multi-group mean estimation
Abdellah Aznag, Rachel Cummings, Adam N. Elmachtoub.
Preliminary version appeared in the proceedings of NeurIPS23
Under review in Management Science
MNL-Bandits with knapsacks: a near-optimal algorithm
Abdellah Aznag, Vineet Goyal, Noemie Perivier
Preliminary version presented at EC21
Major revision in Operations Research
Technical reports
The tropicalization of the entropic barrier
Xavier Allamigeon, Abdellah Aznag, Stephane Gaubert, Yassine Hamdi
Teaching
Teaching Assistant
IEOR4004: Optimization (Fall 2024)
IEOR3658: Probability for Engineers (Fall 2023, Spring 2024)
IEOR4507: Healthcare Operations Management (Spring 2023)
IEOR4106: Stochastic Modeling (Fall 2021)
IEOR4650: Business analytics (Spring 2021)
Instructor
Columbia Science Honors Program: Introduction to algorithms (Fall 2021, Fall 2022)