Related papers: Breaking Determinism: Stochastic Modeling for Reli…
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…
Click-through rate (CTR) prediction is a crucial task in online advertising to recommend products that users are likely to be interested in. To identify the best-performing models, rigorous model evaluation is necessary. Offline…
Online advertising platforms must decide how to allocate multiple ads across limited screen real estate, where each ad's effectiveness depends not only on its own placement but also on nearby ads competing for user attention. Such spatial…
Off-policy evaluation (OPE) in ranking settings with large ranking action spaces, which stems from an increase in both the number of unique actions and length of the ranking, is essential for assessing new recommender policies using only…
We explore off-policy evaluation and learning (OPE/L) in contextual combinatorial bandits (CCB), where a policy selects a subset in the action space. For example, it might choose a set of furniture pieces (a bed and a drawer) from available…
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…
A/B testing, or controlled experiments, is the gold standard approach to causally compare the performance of algorithms on online platforms. However, conventional Bernoulli randomization in A/B testing faces many challenges such as…
We provide efficient estimation methods for first- and second-price auctions under independent (asymmetric) private values and partial observability. Given a finite set of observations, each comprising the identity of the winner and the…
The real-time bidding (RTB), aka programmatic buying, has recently become the fastest growing area in online advertising. Instead of bulking buying and inventory-centric buying, RTB mimics stock exchanges and utilises computer algorithms to…
The optimal prediction strategy for out-of-distribution (OOD) setups is a fundamental question in machine learning. In this paper, we address this question and present several contributions. We propose three reject option models for OOD…
Opportunistic detection rules (ODRs) are variants of fixed-sample-size detection rules in which the statistician is allowed to make an early decision on the alternative hypothesis opportunistically based on the sequentially observed…
In practice, it is essential to compare and rank candidate policies offline before real-world deployment for safety and reliability. Prior work seeks to solve this offline policy ranking (OPR) problem through value-based methods, such as…
Neural Jump ODEs model the conditional expectation between observations by neural ODEs and jump at arrival of new observations. They have demonstrated effectiveness for fully data-driven online forecasting in settings with irregular and…
We improve the best known competitive ratio (from 1/4 to 1/2), for the online multi-unit allocation problem, where the objective is to maximize the single-price revenue. Moreover, the competitive ratio of our algorithm tends to 1, as the…
Motivated by Internet advertising applications, online allocation problems have been studied extensively in various adversarial and stochastic models. While the adversarial arrival models are too pessimistic, many of the stochastic (such as…
Off-policy learning plays a pivotal role in optimizing and evaluating policies prior to the online deployment. However, during the real-time serving, we observe varieties of interventions and constraints that cause inconsistency between the…
We propose a uniform approach for the design and analysis of prior-free competitive auctions and online auctions. Our philosophy is to view the benchmark function as a variable parameter of the model and study a broad class of functions…
In this work, we present a novel way of computing IPS using a position-bias model for deterministic logging policies. This technique significantly widens the policies on which OPE can be used. We validate this technique using two different…
Off-policy evaluation (OPE) estimates the value of a contextual bandit policy prior to deployment. As such, OPE plays a critical role in ensuring safety in high-stakes domains such as healthcare. However, standard OPE approaches are limited…
We adopt a policy optimization viewpoint towards policy evaluation for robust Markov decision process with $\mathrm{s}$-rectangular ambiguity sets. The developed method, named first-order policy evaluation (FRPE), provides the first unified…