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We propose a novel approach for analyzing dynamic regret of first-order constrained online convex optimization algorithms for strongly convex and Lipschitz-smooth objectives. Crucially, we provide a general analysis that is applicable to a…
We consider the problem of online allocation subject to a long-term fairness penalty. Contrary to existing works, however, we do not assume that the decision-maker observes the protected attributes -- which is often unrealistic in practice.…
Motivated by recent insights into the online bipartite matching problem (\textsc{OBM}), our goal was to extend the optimal algorithm for it, namely \textsc{Ranking}, all the way to the special case of adwords problem, called \textsc{Small},…
In the online (time-series) search problem, a player is presented with a sequence of prices which are revealed in an online manner. In the standard definition of the problem, for each revealed price, the player must decide irrevocably…
Budget-management systems are one of the key components of modern auction markets. Internet advertising platforms typically offer advertisers the possibility to pace the rate at which their budget is depleted, through budget-pacing…
Wind power producers (WPPs) participating in short-term power markets face significant imbalance costs due to their non-dispatchable and variable production. While some WPPs have a large enough market share to influence prices with their…
Online advertising banners are sold in real-time through auctions.Typically, the more banners a user is shown, the smaller the marginalvalue of the next banner for this user is. This fact can be detected bybasic ML models, that can be used…
We address the problem of learning in an online setting where the learner repeatedly observes features, selects among a set of actions, and receives reward for the action taken. We provide the first efficient algorithm with an optimal…
We investigate online classification with paid stochastic experts. Here, before making their prediction, each expert must be paid. The amount that we pay each expert directly influences the accuracy of their prediction through some unknown…
We study reinforcement learning with linear function approximation and adversarially changing cost functions, a setup that has mostly been considered under simplifying assumptions such as full information feedback or exploratory…
The majority of online display ads are served through real-time bidding (RTB) --- each ad display impression is auctioned off in real-time when it is just being generated from a user visit. To place an ad automatically and optimally, it is…
We propose a new architecture to approximately learn incentive compatible, revenue-maximizing auctions from sampled valuations. Our architecture uses the Sinkhorn algorithm to perform a differentiable bipartite matching which allows the…
In this work, we study nonconvex-strongly convex online bilevel optimization (OBO) using only first-order oracle. Existing OBO algorithms are mainly based on hypergradient descent, which requires access to a Hessian-vector product (HVP)…
Sponsored search auctions constitute one of the most successful applications of microeconomic mechanisms. In mechanism design, auctions are usually designed to incentivize advertisers to bid their truthful valuations and to assure both the…
We study various discrete nonlinear combinatorial optimization problems in an online learning framework. In the first part, we address the question of whether there are negative results showing that getting a vanishing (or even vanishing…
This paper examines whether widely used online learning algorithms in pricing can independently reach competitive outcomes or instead foster tacit collusion. This issue has drawn considerable attention from competition regulators as…
I consider a mechanism design problem of selling multiple goods to multiple bidders when the designer has minimal amount of information. I assume that the designer only knows the upper bounds of bidders' values for each good and has no…
Algorithms for online learning typically require one or more boundedness assumptions: that the domain is bounded, that the losses are Lipschitz, or both. In this paper, we develop a new setting for online learning with unbounded domains and…
Considering that a trader or a trading algorithm interacting with markets during continuous auctions can be modeled by an iterating procedure adjusting the price at which he posts orders at a given rhythm, this paper proposes a procedure…
When online sellers use AI learning algorithms to automatically compete on e-commerce platforms, there is concern that they will learn to coordinate on higher than competitive prices. However, this concern was primarily raised in…