Related papers: Learning Competitive Equilibria in Noisy Combinato…

Equilibria in auctions can be very difficult to analyze, beyond the symmetric environments where revenue equivalence renders the analysis straightforward. This paper takes a robust approach to evaluating the equilibria of auctions. Rather…

This paper studies Markov perfect equilibria in a repeated duopoly model where sellers choose algorithms. An algorithm is a mapping from the competitor's price to own price. Once set, algorithms respond quickly. Customers arrive randomly…

We consider a single buyer with a combinatorial preference that would like to purchase related products and services from different vendors, where each vendor supplies exactly one product. We study the general case where subsets of products…

Ensemble learning has gain attention in resent deep learning research as a way to further boost the accuracy and generalizability of deep neural network (DNN) models. Recent ensemble training method explores different training algorithms or…

We tackle the fundamental problem of Bayesian active learning with noise, where we need to adaptively select from a number of expensive tests in order to identify an unknown hypothesis sampled from a known prior distribution. In the case of…

This work studies equilibrium problems under uncertainty where firms maximize their profits in a robust way when selling their output. Robust optimization plays an increasingly important role when best guaranteed objective values are to be…

Boosting techniques and neural networks are particularly effective machine learning methods for insurance pricing. Often in practice, there are nevertheless endless debates about the choice of the right loss function to be used to train the…

Self-supervised learning is an increasingly popular approach to unsupervised learning, achieving state-of-the-art results. A prevalent approach consists in contrasting data points and noise points within a classification task: this requires…

Equilibrium problems in Bayesian auction games can be described as systems of differential equations. Depending on the model assumptions, these equations might be such that we do not have a rigorous mathematical solution theory. The lack of…

Reinforcement learning has traditionally been studied with exponential discounting or the average reward setup, mainly due to their mathematical tractability. However, such frameworks fall short of accurately capturing human behavior, which…

Recent methods for learning unsupervised visual representations, dubbed contrastive learning, optimize the noise-contrastive estimation (NCE) bound on mutual information between two views of an image. NCE uses randomly sampled negative…

We consider the efficient outcome of a canonical economic market model involving buyers and sellers with independent and identically distributed random valuations and costs, respectively. When the number of buyers and sellers is large, we…

Ensemble learning combines several individual models to obtain a better generalization performance. In this work we present a practical method for estimating the joint power of several classifiers. It differs from existing approaches which…

Noise Contrastive Estimation (NCE) is a popular approach for learning probability density functions parameterized up to a constant of proportionality. The main idea is to design a classification problem for distinguishing training data from…

Algorithmic pricing raises a question of interpretation as well as intervention: when autonomous deep-learning pricing systems sustain supracompetitive prices, what strategic pattern have they learned, and how might market institutions…

In binary classification framework, we are interested in making cost sensitive label predictions in the presence of uniform/symmetric label noise. We first observe that $0$-$1$ Bayes classifiers are not (uniform) noise robust in cost…

We consider the problem of Probably Approximate Correct (PAC) learning of a binary classifier from noisy labeled examples acquired from multiple annotators (each characterized by a respective classification noise rate). First, we consider…

Traditionally the probabilistic ranking principle is used to rank the search results while the ranking based on expected profits is used for paid placement of ads. These rankings try to maximize the expected utilities based on the user…

Prediction markets are used in real life to predict outcomes of interest such as presidential elections. This paper presents a mathematical theory of artificial prediction markets for supervised learning of conditional probability…

We study competitive equilibria in the classic Shapley-Shubik assignment model with indivisible goods and unit-demand buyers, with budget constraints: buyers can specify a maximum price they are willing to pay for each item, beyond which…