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We provide algorithms that learn simple auctions whose revenue is approximately optimal in multi-item multi-bidder settings, for a wide range of valuations including unit-demand, additive, constrained additive, XOS, and subadditive. We…

Computer Science and Game Theory · Computer Science 2017-09-04 Yang Cai , Constantinos Daskalakis

Testing independence among a number of (ultra) high-dimensional random samples is a fundamental and challenging problem. By arranging $n$ identically distributed $p$-dimensional random vectors into a $p \times n$ data matrix, we investigate…

Statistics Theory · Mathematics 2017-03-28 Xi Chen , Weidong Liu

In mechanism design, it is challenging to design the optimal auction with correlated values in general settings. Although value distribution can be further exploited to improve revenue, the complex correlation structure makes it hard to…

Computer Science and Game Theory · Computer Science 2023-02-21 Da Huo , Zhilin Zhang , Zhenzhe Zheng , Chuan Yu , Jian Xu , Fan Wu

Motivated by the dynamic assortment offerings and item pricings occurring in e-commerce, we study a general problem of allocating finite inventories to heterogeneous customers arriving sequentially. We analyze this problem under the…

Data Structures and Algorithms · Computer Science 2019-05-14 Will Ma , David Simchi-Levi

Blackbox algorithms for linear algebra problems start with projection of the sequence of powers of a matrix to a sequence of vectors (Lanczos), a sequence of scalars (Wiedemann) or a sequence of smaller matrices (block methods). Such…

Symbolic Computation · Computer Science 2015-06-18 Gavin Harrison , Jeremy Johnson , B. David Saunders

This paper considers the maximization of the expected maximum value of a portfolio of random variables subject to a budget constraint. We refer to this as the optimal college application problem. When each variable's cost, or each college's…

Optimization and Control · Mathematics 2022-05-10 Max Kapur , Sung-Pil Hong

Consider a network design application where we wish to lay down a minimum-cost spanning tree in a given graph; however, we only have stochastic information about the edge costs. To learn the precise cost of any edge, we have to conduct a…

Data Structures and Algorithms · Computer Science 2017-11-02 Sahil Singla

Correlation clustering is a widely used technique in unsupervised machine learning. Motivated by applications where individual privacy is a concern, we initiate the study of differentially private correlation clustering. We propose an…

Machine Learning · Computer Science 2021-02-18 Mark Bun , Marek Eliáš , Janardhan Kulkarni

Herein, we investigate the zero-error randomized complexity, which is the least cost against the worst input, of AND-OR tree computation by imposing various restrictions on the algorithm to find the Boolean value of the root of that tree…

Artificial Intelligence · Computer Science 2025-05-26 Fuki Ito , Toshio Suzuki

We study the problem of how to coordinate the actions of independent agents in a distributed system where message arrival times are unbounded, but are determined by an exponential probability distribution. Asynchronous protocols executed in…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-11-10 Ariel Livshits , Yoram Moses

Through the lens of information-theoretic reductions, we examine a reductions approach to fair optimization and learning where a black-box optimizer is used to learn a fair model for classification or regression. Quantifying the complexity,…

Machine Learning · Computer Science 2021-05-25 Daniel Alabi

We consider the problem of designing a revenue-maximizing auction for a single item, when the values of the bidders are drawn from a correlated distribution. We observe that there exists an algorithm that finds the optimal randomized…

Computer Science and Game Theory · Computer Science 2015-03-17 Shahar Dobzinski , Hu Fu , Robert Kleinberg

Value iteration is a popular algorithm for finding near optimal policies for POMDPs. It is inefficient due to the need to account for the entire belief space, which necessitates the solution of large numbers of linear programs. In this…

Artificial Intelligence · Computer Science 2011-07-04 N. L. Zhang , W. Zhang

Randomized mechanisms, which map a set of bids to a probability distribution over outcomes rather than a single outcome, are an important but ill-understood area of computational mechanism design. We investigate the role of randomized…

Computer Science and Game Theory · Computer Science 2009-04-17 Patrick Briest , Shuchi Chawla , Robert Kleinberg , S. Matthew Weinberg

There has been growing progress on theoretical analyses for provably efficient learning in MDPs with linear function approximation, but much of the existing work has made strong assumptions to enable exploration by conventional exploration…

Machine Learning · Computer Science 2020-10-23 Andrea Zanette , Alessandro Lazaric , Mykel J. Kochenderfer , Emma Brunskill

In correlation clustering, we are given $n$ objects together with a binary similarity score between each pair of them. The goal is to partition the objects into clusters so to minimise the disagreements with the scores. In this work we…

Machine Learning · Computer Science 2020-01-15 Marco Bressan , Nicolò Cesa-Bianchi , Andrea Paudice , Fabio Vitale

A simple problem is studied in which there are N boxes and a prize known to be in one of the boxes. Furthermore, the probability that the prize is in any box is given. It is desired to find the prize with minimal expected work, where it…

Optimization and Control · Mathematics 2021-05-19 Marshall Buck , Doug Wiedemann

In this article we propose a probabilistic framework in order to study the fair division of a divisible good, e.g., a cake, between n players. Our framework follows the same idea than the ''Full independence model'' used in the study of…

Computational Complexity · Computer Science 2021-08-25 Guillaume Chèze

The pigeonhole principle states that if $n$ items are contained in $m$ boxes, then at least one box has no more than $n / m$ items. It is utilized to solve many data management problems, especially for thresholded similarity searches.…

Databases · Computer Science 2020-02-14 Jianbin Qin , Chuan Xiao

We study the problem of identifying correlations in multivariate data, under information constraints: Either on the amount of memory that can be used by the algorithm, or the amount of communication when the data is distributed across…

Machine Learning · Computer Science 2018-06-07 Yuval Dagan , Ohad Shamir