Related papers: Multi-Item Mechanisms without Item-Independence: L…
When selling many goods with independent valuations, we develop a distributionally robust framework, consisting of a two-player game between seller and nature. The seller has only limited knowledge about the value distribution. The seller…
Algorithmic trading relies on machine learning models to make trading decisions. Despite strong in-sample performance, these models often degrade when confronted with evolving real-world market regimes, which can shift dramatically due to…
In many applications, data is collected in batches, some of which are corrupt or even adversarial. Recent work derived optimal robust algorithms for estimating discrete distributions in this setting. We consider a general framework of…
We give an algorithm for learning a mixture of {\em unstructured} distributions. This problem arises in various unsupervised learning scenarios, for example in learning {\em topic models} from a corpus of documents spanning several topics.…
Learning dynamics from dissipative chaotic systems is notoriously difficult due to their inherent instability, as formalized by their positive Lyapunov exponents, which exponentially amplify errors in the learned dynamics. However, many of…
An indivisible object may be sold to one of $n$ agents who know their valuations of the object. The seller would like to use a revenue-maximizing mechanism but her knowledge of the valuations' distribution is scarce: she knows only the…
We study the problem of learning predictors that are robust to adversarial examples with respect to an unknown perturbation set, relying instead on interaction with an adversarial attacker or access to attack oracles, examining different…
We resolve the complexity of revenue-optimal deterministic auctions in the unit-demand single-buyer Bayesian setting, i.e., the optimal item pricing problem, when the buyer's values for the items are independent. We show that the problem of…
This paper introduces a flexible Bayesian nonparametric Item Response Theory (IRT) model, which applies to dichotomous or polytomous item responses, and which can apply to either unidimensional or multidimensional scaling. This is an…
Likelihood-free Bayesian inference algorithms are popular methods for calibrating the parameters of complex, stochastic models, required when the likelihood of the observed data is intractable. These algorithms characteristically rely…
We analyze the sample complexity of learning from multiple experiments where the experimenter has a total budget for obtaining samples. In this problem, the learner should choose a hypothesis that performs well with respect to multiple…
The study presents an exploratory graphical modeling approach for evaluating local item dependency within cognitively diagnostic classification models (DCMs). Current approaches to modeling local dependence require known item structure and…
We study the design of prior-independent auctions in a setting with heterogeneous bidders. In particular, we consider the setting of selling to $n$ bidders whose values are drawn from $n$ independent but not necessarily identical…
We study revenue maximization in multi-item multi-bidder auctions under the natural item-independence assumption - a classical problem in Multi-Dimensional Bayesian Mechanism Design. One of the biggest challenges in this area is developing…
The usual setting for learning the structure and parameters of a graphical model assumes the availability of independent samples produced from the corresponding multivariate probability distribution. However, for many models the mixing time…
In recommender systems, a common problem is the presence of various biases in the collected data, which deteriorates the generalization ability of the recommendation models and leads to inaccurate predictions. Doubly robust (DR) learning…
This paper presents a general stochastic model developed for a class of cooperative wireless relay networks, in which imperfect knowledge of the channel state information at the destination node is assumed. The framework incorporates…
We consider the well known, and notoriously difficult, problem of a single revenue-maximizing seller selling two or more heterogeneous goods to a single buyer whose private values for the goods are drawn from a (possibly correlated) known…
We propose a new yet natural algorithm for learning the graph structure of general discrete graphical models (a.k.a. Markov random fields) from samples. Our algorithm finds the neighborhood of a node by sequentially adding nodes that…
Robustness is of central importance in machine learning and has given rise to the fields of domain generalization and invariant learning, which are concerned with improving performance on a test distribution distinct from but related to the…