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Auction-based recommender systems are prevalent in online advertising platforms, but they are typically optimized to allocate recommendation slots based on immediate expected return metrics, neglecting the downstream effects of…

Information Retrieval · Computer Science 2023-08-01 Ruiyang Xu , Jalaj Bhandari , Dmytro Korenkevych , Fan Liu , Yuchen He , Alex Nikulkov , Zheqing Zhu

Real-time bidding is the new paradigm of programmatic advertising. An advertiser wants to make the intelligent choice of utilizing a \textbf{Demand-Side Platform} to improve the performance of their ad campaigns. Existing approaches are…

Artificial Intelligence · Computer Science 2022-09-14 Yining Lu , Changjie Lu , Naina Bandyopadhyay , Manoj Kumar , Gaurav Gupta

Reinforcement learning is well suited for optimizing policies of recommender systems. Current solutions mostly focus on model-free approaches, which require frequent interactions with the real environment, and thus are expensive in model…

Machine Learning · Computer Science 2020-01-22 Xueying Bai , Jian Guan , Hongning Wang

We study the budget allocation problem in online marketing campaigns that utilize previously collected offline data. We first discuss the long-term effect of optimizing marketing budget allocation decisions in the offline setting. To…

Machine Learning · Computer Science 2023-09-07 Tianchi Cai , Jiyan Jiang , Wenpeng Zhang , Shiji Zhou , Xierui Song , Li Yu , Lihong Gu , Xiaodong Zeng , Jinjie Gu , Guannan Zhang

Offline reinforcement learning (RL) allows for the training of competent agents from offline datasets without any interaction with the environment. Online finetuning of such offline models can further improve performance. But how should we…

Machine Learning · Computer Science 2023-03-31 Yicheng Luo , Jackie Kay , Edward Grefenstette , Marc Peter Deisenroth

Offline reinforcement learning enables agents to leverage large pre-collected datasets of environment transitions to learn control policies, circumventing the need for potentially expensive or unsafe online data collection. Significant…

Machine Learning · Computer Science 2022-03-17 Cong Lu , Philip J. Ball , Jack Parker-Holder , Michael A. Osborne , Stephen J. Roberts

In online advertising markets, budget-constrained advertisers acquire ad placements through repeated bidding in auctions on various platforms. We present a strategy for bidding optimally in a set of auctions that may or may not be…

Computer Science and Game Theory · Computer Science 2023-06-14 Fransisca Susan , Negin Golrezaei , Okke Schrijvers

Conventional reinforcement learning (RL) needs an environment to collect fresh data, which is impractical when online interactions are costly. Offline RL provides an alternative solution by directly learning from the previously collected…

Machine Learning · Computer Science 2023-03-15 Han Zheng , Xufang Luo , Pengfei Wei , Xuan Song , Dongsheng Li , Jing Jiang

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…

Machine Learning · Computer Science 2017-01-13 Han Cai , Kan Ren , Weinan Zhang , Kleanthis Malialis , Jun Wang , Yong Yu , Defeng Guo

Offline optimization is an emerging problem in many experimental engineering domains including protein, drug or aircraft design, where online experimentation to collect evaluation data is too expensive or dangerous. To avoid that, one has…

Machine Learning · Computer Science 2024-05-10 Yassine Chemingui , Aryan Deshwal , Trong Nghia Hoang , Janardhan Rao Doppa

Our team is proposing to run a full-scale energy demand response experiment in an office building. Although this is an exciting endeavor which will provide value to the community, collecting training data for the reinforcement learning…

Machine Learning · Computer Science 2021-08-21 Doseok Jang , Lucas Spangher , Manan Khattar , Utkarsha Agwan , Selvaprabuh Nadarajah , Costas Spanos

The training of autonomous agents often requires expensive and unsafe trial-and-error interactions with the environment. Nowadays several data sets containing recorded experiences of intelligent agents performing various tasks, spanning…

Machine Learning · Computer Science 2020-10-06 Giorgio Angelotti , Nicolas Drougard , Caroline Ponzoni Carvalho Chanel

Implementing an autonomous vehicle that is able to output feasible, smooth and efficient trajectories is a long-standing challenge. Several approaches have been considered, roughly falling under two categories: rule-based and learning-based…

Robotics · Computer Science 2022-03-22 Branka Mirchevska , Moritz Werling , Joschka Boedecker

Modern decision-making systems, from robots to web recommendation engines, are expected to adapt: to user preferences, changing circumstances or even new tasks. Yet, it is still uncommon to deploy a dynamically learning agent (rather than a…

Machine Learning · Computer Science 2022-11-15 Shengpu Tang , Felipe Vieira Frujeri , Dipendra Misra , Alex Lamb , John Langford , Paul Mineiro , Sebastian Kochman

Bidding strategies that help advertisers determine bidding prices are receiving increasing attention as more and more ad impressions are sold through real-time bidding systems. This paper first describes the problem and challenges of…

Computer Science and Game Theory · Computer Science 2022-12-06 Mengjuan Liu , Zhengning Hu , Zhi Lai , Daiwei Zheng , Xuyun Nie

Online auction scenarios, such as bidding searches on advertising platforms, often require bidders to participate repeatedly in auctions for identical or similar items. Most previous studies have only considered the process by which the…

Computer Science and Game Theory · Computer Science 2024-02-28 Yudong Hu , Congying Han , Tiande Guo , Hao Xiao

Real-time bidding (RTB) plays a pivotal role in online advertising ecosystems. Advertisers employ strategic bidding to optimize their advertising impact while adhering to various financial constraints, such as the return-on-investment (ROI)…

Artificial Intelligence · Computer Science 2024-12-30 Shenghong He , Chao Yu

In some applications of reinforcement learning, a dataset of pre-collected experience is already available but it is also possible to acquire some additional online data to help improve the quality of the policy. However, it may be…

Machine Learning · Computer Science 2023-07-11 Ruiqi Zhang , Andrea Zanette

We study the problem of finding the optimal bidding strategy for an advertiser in a multi-platform auction setting. The competition on a platform is captured by a value and a cost function, mapping bidding strategies to value and cost…

Computer Science and Game Theory · Computer Science 2025-02-27 Gagan Aggarwal , Anupam Gupta , Xizhi Tan , Mingfei Zhao

We consider some classical optimization problems in path planning and network transport, and we introduce new auction-based algorithms for their optimal and suboptimal solution. The algorithms are based on mathematical ideas that are…

Optimization and Control · Mathematics 2022-07-21 Dimitri Bertsekas
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