Related papers: Oracle-Efficient Online Learning and Auction Desig…
Recent advances in algorithmic design show how to utilize predictions obtained by machine learning models from past and present data. These approaches have demonstrated an enhancement in performance when the predictions are accurate, while…
Many auction settings implicitly or explicitly require that bidders are treated equally ex-ante. This may be because discrimination is philosophically or legally impermissible, or because it is practically difficult to implement or…
Aiming to overcome some of the limitations of worst-case analysis, the recently proposed framework of "algorithms with predictions" allows algorithms to be augmented with a (possibly erroneous) machine-learned prediction that they can use…
We consider revenue maximization in online auction/pricing problems. A seller sells an identical item in each period to a new buyer, or a new set of buyers. For the online posted pricing problem, we show regret bounds that scale with the…
The design of revenue-maximizing auctions with strong incentive guarantees is a core concern of economic theory. Computational auctions enable online advertising, sourcing, spectrum allocation, and myriad financial markets. Analytic…
A line of recent work provides welfare guarantees of simple combinatorial auction formats, such as selling m items via simultaneous second price auctions (SiSPAs) (Christodoulou et al. 2008, Bhawalkar and Roughgarden 2011, Feldman et al.…
This paper studies some basic problems in a multiple-object auction model using methodologies from theoretical computer science. We are especially concerned with situations where an adversary bidder knows the bidding algorithms of all the…
We study online learning in contextual pay-per-click auctions where at each of the $T$ rounds, the learner receives some context along with a set of ads and needs to make an estimate on their click-through rate (CTR) in order to run a…
In combinatorial auctions, a designer must decide how to allocate a set of indivisible items amongst a set of bidders. Each bidder has a valuation function which gives the utility they obtain from any subset of the items. Our focus is…
We study revenue optimization pricing algorithms for repeated posted-price auctions where a seller interacts with a single strategic buyer that holds a fixed private valuation. We show that, in the case when both the seller and the buyer…
We study the problem of online multi-group learning, a learning model in which an online learner must simultaneously achieve small prediction regret on a large collection of (possibly overlapping) subsequences corresponding to a family of…
We study online learning in repeated first-price auctions where a bidder, only observing the winning bid at the end of each auction, learns to adaptively bid in order to maximize her cumulative payoff. To achieve this goal, the bidder faces…
Revenue-optimal auction design is a challenging problem with significant theoretical and practical implications. Sequential auction mechanisms, known for their simplicity and strong strategyproofness guarantees, are often limited by…
This paper establishes theoretical bonafides for implicit concurrent multivariate effect evaluation--implicit concurrency for short---a broad and versatile computational learning efficiency thought to underlie general-purpose, non-local,…
In this paper, we analyze a natural learning algorithm for uniform pacing of advertising budgets, equipped to adapt to varying ad sale platform conditions. On the demand side, advertisers face a fundamental technical challenge in automating…
Augmenting the input of algorithms with predictions is an algorithm design paradigm that suggests leveraging a (possibly erroneous) prediction to improve worst-case performance guarantees when the prediction is perfect (consistency), while…
We study the problem of oracle-efficient hybrid online learning when the features are generated by an unknown i.i.d. process and the labels are generated adversarially. Assuming access to an (offline) ERM oracle, we show that there exists a…
Smoothed online learning has emerged as a popular framework to mitigate the substantial loss in statistical and computational complexity that arises when one moves from classical to adversarial learning. Unfortunately, for some spaces, it…
Motivated by the strategic participation of electricity producers in electricity day-ahead market, we study the problem of online learning in repeated multi-unit uniform price auctions focusing on the adversarial opposing bid setting. The…
We consider a setting where $n$ buyers, with combinatorial preferences over $m$ items, and a seller, running a priority-based allocation mechanism, repeatedly interact. Our goal, from observing limited information about the results of these…