Related papers: Primal-Dual Algorithms with Predictions for Online…
With the unprecedented growth of signal processing and machine learning application domains, there has been a tremendous expansion of interest in distributed optimization methods to cope with the underlying large-scale problems.…
Distributed optimization algorithms are used in a wide variety of problems involving complex network systems where the goal is for a set of agents in the network to solve a network-wide optimization problem via distributed update rules. In…
We study a variation of the canonical online resource allocation problem in which resources are throughput, rather than budget, constrained. As in the classical setting, the decision-maker must assign sequentially arriving jobs to one of…
Online bipartite matching is a fundamental problem in online optimization, extensively studied both in its integral and fractional forms due to its theoretical significance and practical applications, such as online advertising and resource…
Internet search companies sell advertisement slots based on users' search queries via an auction. While there has been a lot of attention on the auction process and its game-theoretic aspects, our focus is on the advertisers. In particular,…
We consider Lagrangian duality based approaches to design and analyze algorithms for online energy-efficient scheduling. First, we present a primal-dual framework. Our approach makes use of the Lagrangian weak duality and convexity to…
Second-price auctions with reserve play a critical role for modern search engine and popular online sites since the revenue of these companies often directly de- pends on the outcome of such auctions. The choice of the reserve price is the…
Online platforms increasingly rely on sequential decision-making algorithms to allocate resources, match users, or control exposure, while facing growing pressure to ensure fairness over time. We study a general online decision-making…
In this paper, we consider the problem of optimizing the revenue a web publisher gets through real-time bidding (i.e. from ads sold in real-time auctions) and direct (i.e. from ads sold through contracts agreed in advance). We consider a…
Over the last two decades, we have seen extensive industrial research in the area of computational advertising. In this paper, our goal is to study the performance of various online learning algorithms to identify and display the best…
Auctions are widely used in exchanges to match buy and sell requests. Once the buyers and sellers place their requests, the exchange determines how these requests are to be matched. The two most popular objectives used while determining the…
We consider revenue maximization in online auction/pricing problems. A seller sells an identical item in each period to a new buyer, or a new set of buyers. For the online posted pricing problem, we show regret bounds that scale with the…
Online auction has been very widespread in the recent years. Platform administrators are working hard to refine their auction mechanisms that will generate high profits while maintaining a fair resource allocation. With the advancement of…
There is significant interest in deploying machine learning algorithms for diagnostic radiology, as modern learning techniques have made it possible to detect abnormalities in medical images within minutes. While machine-assisted diagnoses…
In this work, we propose a deep neural network architecture motivated by primal-dual splitting methods from convex optimization. We show theoretically that there exists a close relation between the derived architecture and residual…
Sponsored search is an important monetization channel for search engines, in which an auction mechanism is used to select the ads shown to users and determine the prices charged from advertisers. There have been several pieces of work in…
Algorithms with predictions} has emerged as a powerful framework to combine the robustness of traditional online algorithms with the data-driven performance benefits of machine-learned (ML) predictions. However, most existing approaches in…
Calibration is a basic property for prediction systems, and algorithms for achieving it are well-studied in both statistics and machine learning. In many applications, however, the predictions are used to make decisions that select which…
Devising efficient algorithms to solve continuously-varying strongly convex optimization programs is key in many applications, from control systems to signal processing and machine learning. In this context, solving means to find and track…
Though competitive analysis is often a very good tool for the analysis of online algorithms, sometimes it does not give any insight and sometimes it gives counter-intuitive results. Much work has gone into exploring other performance…