Related papers: Robust Budget Pacing with a Single Sample
We consider the problem of reward maximization in the dueling bandit setup along with constraints on resource consumption. As in the classic dueling bandits, at each round the learner has to choose a pair of items from a set of $K$ items…
We consider the problem of an aggregator attempting to learn customers' load flexibility models while implementing a load shaping program by means of broadcasting daily dispatch signals. We adopt a multi-armed bandit formulation to account…
Small operators who take part in secondary wireless spectrum markets typically have strict budget limits. In this paper, we study the bidding problem of a budget constrained operator in repeated secondary spectrum auctions. In existing…
Data-Augmentation (DA) is known to improve performance across tasks and datasets. We propose a method to theoretically analyze the effect of DA and study questions such as: how many augmented samples are needed to correctly estimate the…
Motivated by applications in digital health, this work studies the novel problem of online uniform sampling (OUS), where the goal is to distribute a sampling budget uniformly across unknown decision times. In the OUS problem, the algorithm…
In this paper, we study a strategic model of marketing and product consumption in social networks. We consider two competing firms in a market providing two substitutable products with preset qualities. Agents choose their consumptions…
We study stochastic programs where the decision-maker cannot observe the distribution of the exogenous uncertainties but has access to a finite set of independent samples from this distribution. In this setting, the goal is to find a…
We present a sublinear time algorithm that allows one to sample multiple edges from a distribution that is pointwise $\epsilon$-close to the uniform distribution, in an \emph{amortized-efficient} fashion. We consider the adjacency list…
Statistical inference is often simplified by sample-splitting. This simplification comes at the cost of the introduction of randomness not native to the data. We propose a simple procedure for sequentially aggregating statistics constructed…
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.…
We study non-monetary mechanisms for the fair and efficient allocation of reusable public resources, i.e., resources used for varying durations. We consider settings where a limited resource is repeatedly shared among a set of agents, each…
We consider constrained sampling problems in paid research studies or clinical trials. When qualified volunteers are more than the budget allowed, we recommend a D-optimal sampling strategy based on the optimal design theory and develop a…
The note studies the problem of selecting a good enough subset out of a finite number of alternatives under a fixed simulation budget. Our work aims to maximize the posterior probability of correctly selecting a good subset. We formulate…
We study how to best spend a budget of noisy labels to compare the accuracy of two binary classifiers. It's common practice to collect and aggregate multiple noisy labels for a given data point into a less noisy label via a majority vote.…
Annotating large collections of textual data can be time consuming and expensive. That is why the ability to train models with limited annotation budgets is of great importance. In this context, it has been shown that under tight annotation…
Motivated by information sharing in online platforms, we study repeated persuasion between a sender and a stream of receivers where at each time, the sender observes a payoff-relevant state drawn independently and identically from an…
We consider an online ad network problem in which an ad exchange auctions ad slots and intermediaries called demand side platforms (DSPs) buy these ad slots for their clients (advertisers). An intermediary represents multiple advertisers.…
Estimation frameworks for statistical inference are preferred to hypothesis testing when quantifying uncertainty and precise estimation are more valuable than binary decisions about statistical significance. Study design for…
Firms (businesses, service providers, entertainment organizations, political parties, etc.) advertise on social networks to draw people's attention and improve their awareness of the brands of the firms. In all such cases, the competitive…
One of the challenges in online reinforcement learning (RL) is that the agent needs to trade off the exploration of the environment and the exploitation of the samples to optimize its behavior. Whether we optimize for regret, sample…