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The proliferation of the Internet has led to the emergence of online advertising, driven by the mechanics of online auctions. In these repeated auctions, software agents participate on behalf of aggregated advertisers to optimize for their…

Machine Learning · Computer Science 2023-06-13 Haozhe Wang , Chao Du , Panyan Fang , Li He , Liang Wang , Bo Zheng

Learning-augmented algorithms have been extensively studied across the computer science community in the recent years, driven by advances in machine learning predictors, which can provide additional information to augment classical…

Data Structures and Algorithms · Computer Science 2024-11-14 Elena Grigorescu , Young-San Lin , Maoyuan Song

The configuration balancing problem with stochastic requests generalizes many well-studied resource allocation problems such as load balancing and virtual circuit routing. In it, we have $m$ resources and $n$ requests. Each request has…

Data Structures and Algorithms · Computer Science 2022-08-30 Franziska Eberle , Anupam Gupta , Nicole Megow , Benjamin Moseley , Rudy Zhou

We address online learning in complex auction settings, such as sponsored search auctions, where the value of the bidder is unknown to her, evolving in an arbitrary manner and observed only if the bidder wins an allocation. We leverage the…

Computer Science and Game Theory · Computer Science 2018-06-04 Zhe Feng , Chara Podimata , Vasilis Syrgkanis

Online strategic classification studies settings in which agents strategically modify their features to obtain favorable predictions. For example, given a classifier that determines loan approval based on credit scores, applicants may open…

Machine Learning · Computer Science 2026-02-09 Chase Hutton , Adam Melrod , Han Shao

Many high-stakes AI deployments proceed only if every stakeholder deems the system acceptable relative to their own minimum standard. With randomization over a finite menu of options, this becomes a feasibility question: does there exist a…

Computer Science and Game Theory · Computer Science 2026-04-21 Davin Choo , Paul W. Goldberg , Nicholas Teh

Fisher markets are one of the most fundamental models for resource allocation. However, the problem of computing equilibrium prices in Fisher markets typically relies on complete knowledge of users' budgets and utility functions and…

Computer Science and Game Theory · Computer Science 2024-09-23 Devansh Jalota , Yinyu Ye

Motivated by the prevalence and success of machine learning, a line of recent work has studied learning-augmented algorithms in the streaming model. These results have shown that for natural and practical oracles implemented with machine…

Data Structures and Algorithms · Computer Science 2026-03-04 Soham Nagawanshi , Shalini Panthangi , Chen Wang , David P. Woodruff , Samson Zhou

Online auctions play a central role in online advertising, and are one of the main reasons for the industry's scalability and growth. With great changes in how auctions are being organized, such as changing the second- to first-price…

Computer Science and Game Theory · Computer Science 2020-09-04 Djordje Gligorijevic , Tian Zhou , Bharatbhushan Shetty , Brendan Kitts , Shengjun Pan , Junwei Pan , Aaron Flores

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…

Data Structures and Algorithms · Computer Science 2017-06-14 Joan Boyar , Leah Epstein , Lene M. Favrholdt , Kim S. Larsen , Asaf Levin

This paper combines two key ingredients for online algorithms - competitive analysis (e.g. the competitive ratio) and advice complexity (e.g. the number of advice bits needed to improve online decisions) - in the context of a simple online…

Computer Science and Game Theory · Computer Science 2020-06-30 Martin Aleksandrov , Toby Walsh

We introduce the study of search games between a mobile Searcher and an immobile Hider in a new setting in which the Searcher has some potentially erroneous information, i.e., a prediction on the Hider's position. The objective is to…

Computer Science and Game Theory · Computer Science 2024-09-05 Spyros Angelopoulos , Thomas Lidbetter , Konstantinos Panagiotou

Emerging networked systems become increasingly flexible and reconfigurable. This introduces an opportunity to adjust networked systems in a demand-aware manner, leveraging spatial and temporal locality in the workload for online…

Data Structures and Algorithms · Computer Science 2019-05-08 Chen Avin , Ingo van Duijn , Stefan Schmid

Real-Time Bidding is nowadays one of the most promising systems in the online advertising ecosystem. In the presented study, the performance of RTB campaigns is improved by optimising the parameters of the users' profiles and the…

Machine Learning · Computer Science 2019-10-30 Luis Miralles , M. Atif Qureshi , Brian Mac Namee

Auto-bidding systems are widely used in advertising to automatically determine bid values under constraints such as total budget and Return-on-Spend (RoS) targets. Existing works often assume that the value of an ad impression, such as the…

Machine Learning · Computer Science 2026-02-03 Jiale Han , Chun Gan , Chengcheng Zhang , Jie He , Zhangang Lin , Ching Law , Xiaowu Dai

We study online boosting, the task of converting any weak online learner into a strong online learner. Based on a novel and natural definition of weak online learnability, we develop two online boosting algorithms. The first algorithm is an…

Machine Learning · Computer Science 2015-02-10 Alina Beygelzimer , Satyen Kale , Haipeng Luo

We study a multi-objective model on the allocation of reusable resources under model uncertainty. Heterogeneous customers arrive sequentially according to a latent stochastic process, request for certain amounts of resources, and occupy…

Optimization and Control · Mathematics 2023-08-02 Xilin Zhang , Wang Chi Cheung

Real-time bidding (RTB) based display advertising has become one of the key technological advances in computational advertising. RTB enables advertisers to buy individual ad impressions via an auction in real-time and facilitates the…

Computer Science and Game Theory · Computer Science 2018-03-13 Kan Ren , Weinan Zhang , Ke Chang , Yifei Rong , Yong Yu , Jun Wang

Motivated by emerging applications in machine learning, we consider an optimization problem in a general form where the gradient of the objective function is available through a biased stochastic oracle. We assume a bias-control parameter…

Optimization and Control · Mathematics 2026-02-10 Yin Liu , Sam Davanloo Tajbakhsh

In this paper, we study the behavior of the Hedge algorithm in the online stochastic setting. We prove that anytime Hedge with decreasing learning rate, which is one of the simplest algorithm for the problem of prediction with expert…

Machine Learning · Statistics 2019-07-10 Jaouad Mourtada , Stéphane Gaïffas