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A recent approach to automated mechanism design, differentiable economics, represents auctions by rich function approximators and optimizes their performance by gradient descent. The ideal auction architecture for differentiable economics…
We present a polynomial-time algorithm that, given samples from the unknown valuation distribution of each bidder, learns an auction that approximately maximizes the auctioneer's revenue in a variety of single-parameter auction environments…
We study the optimal auction design problem when bidders' preferences follow the maxmin expected utility model. We suppose that each bidder's set of priors consists of beliefs close to the seller's belief, where "closeness" is defined by a…
Tabular data remain a dominant form of real-world information but pose persistent challenges for deep learning due to heterogeneous feature types, lack of natural structure, and limited label-preserving augmentations. As a result, ensemble…
We consider the problem of repeatedly auctioning a single item to multiple i.i.d buyers who each use a no-regret learning algorithm to bid over time. In particular, we study the seller's optimal revenue, if they know that the buyers are…
The performance of machine learning model can be further improved if contextual cues are provided as input along with base features that are directly related to an inference task. In offline learning, one can inspect historical training…
Combinatorial auctions (CA) are a well-studied area in algorithmic mechanism design. However, contrary to the standard model, empirical studies suggest that a bidder's valuation often does not depend solely on the goods assigned to him. For…
We propose In-Context Translation (ICT), a general learning framework to unify visual recognition (e.g., semantic segmentation), low-level image processing (e.g., denoising), and conditional image generation (e.g., edge-to-image synthesis).…
Sequence optimization, where the items in a list are ordered to maximize some reward has many applications such as web advertisement placement, search, and control libraries in robotics. Previous work in sequence optimization produces a…
We study a linear contextual optimization problem where a decision maker has access to historical data and contextual features to learn a cost prediction model aimed at minimizing decision error. We adopt the predict-then-optimize framework…
In mechanism design it is typical to impose incentive compatibility and then derive an optimal mechanism subject to this constraint. By replacing the incentive compatibility requirement with the goal of minimizing expected ex post regret,…
In digital goods auctions, there is an auctioneer who sells an item with unlimited supply to a set of potential buyers, and the objective is to design truthful auction to maximize the total profit of the auctioneer. Motivated from an…
Signaling is an important topic in the study of asymmetric information in economic settings. In particular, the transparency of information available to a seller in an auction setting is a question of major interest. We introduce the study…
We provide a constructive proof of Border's theorem [Bor91, HR15a] and its generalization to reduced-form auctions with asymmetric bidders [Bor07, MV10, CKM13]. Given a reduced form, we identify a subset of Border constraints that are…
We study information design in click-through auctions, in which the bidders/advertisers bid for winning an opportunity to show their ads but only pay for realized clicks. The payment may or may not happen, and its probability is called the…
In digital advertising, online platforms allocate ad impressions through real-time auctions, where advertisers typically rely on autobidding agents to optimize bids on their behalf. Unlike traditional auctions for physical goods, the value…
Optimal transportation theory is an area of mathematics with real-world applications in fields ranging from economics to optimal control to machine learning. We propose a new algorithm for solving discrete transport (network flow) problems,…
We present a general framework for designing approximately revenue-optimal mechanisms for multi-item additive auctions, which applies to both truthful and non-truthful auctions. Given a (not necessarily truthful) single-item auction format…
Recently, joint advertising has gained significant attention as an effective approach to enhancing the efficiency and revenue of advertising slot allocation. Unlike traditional advertising, which allocates advertising slots exclusively to a…
It has been proposed that, when processing a stream of events, humans divide their experiences in terms of inferred latent causes (LCs) to support context-dependent learning. However, when shared structure is present across contexts, it is…