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We study the problem of improving the performance of online algorithms by incorporating machine-learned predictions. The goal is to design algorithms that are both consistent and robust, meaning that the algorithm performs well when…

Machine Learning · Computer Science 2020-10-23 Alexander Wei , Fred Zhang

In display advertising, a small group of sellers and bidders face each other in up to 10 12 auctions a day. In this context, revenue maximisation via monopoly price learning is a high-value problem for sellers. By nature, these auctions are…

Machine Learning · Computer Science 2020-10-21 Lorenzo Croissant , Marc Abeille , Clément Calauzènes

Aiming to overcome some of the limitations of worst-case analysis, the recently proposed framework of "algorithms with predictions" allows algorithms to be augmented with a (possibly erroneous) machine-learned prediction that they can use…

Computer Science and Game Theory · Computer Science 2024-03-28 Eric Balkanski , Vasilis Gkatzelis , Xizhi Tan , Cherlin Zhu

We give a very general and simple framework to incorporate predictions on requests for online covering problems in a rigorous and black-box manner. Our framework turns any online algorithm with competitive ratio $\rho(k, \cdot)$ depending…

Data Structures and Algorithms · Computer Science 2025-07-09 Afrouz Jabal Ameli , Laura Sanita , Moritz Venzin

In a sequential auction with multiple bidding agents, it is highly challenging to determine the ordering of the items to sell in order to maximize the revenue due to the fact that the autonomy and private information of the agents heavily…

Artificial Intelligence · Computer Science 2018-10-16 Sicco Verwer , Yingqian Zhang , Qing Chuan Ye

We study the online learning problem of a bidder who participates in repeated auctions. With the goal of maximizing his T-period payoff, the bidder determines the optimal allocation of his budget among his bids for $K$ goods at each period.…

Computer Science and Game Theory · Computer Science 2017-11-20 Sevi Baltaoglu , Lang Tong , Qing Zhao

We consider the problem of the optimization of bidding strategies in prior-dependent revenue-maximizing auctions, when the seller fixes the reserve prices based on the bid distributions. Our study is done in the setting where one bidder is…

Computer Science and Game Theory · Computer Science 2019-05-15 Thomas Nedelec , Noureddine El Karoui , Vianney Perchet

We study a generalization of the advice complexity model of online computation in which the advice is provided by an untrusted source. Our objective is to quantify the impact of untrusted advice so as to design and analyze online algorithms…

Data Structures and Algorithms · Computer Science 2024-04-17 Spyros Angelopoulos , Christoph Dürr , Shendan Jin , Shahin Kamali , Marc Renault

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

In the application of machine learning to real-life decision-making systems, e.g., credit scoring and criminal justice, the prediction outcomes might discriminate against people with sensitive attributes, leading to unfairness. The commonly…

Machine Learning · Computer Science 2022-03-21 Suyun Liu , Luis Nunes Vicente

In multi-task learning, multiple tasks are solved jointly, sharing inductive bias between them. Multi-task learning is inherently a multi-objective problem because different tasks may conflict, necessitating a trade-off. A common compromise…

Machine Learning · Computer Science 2019-01-14 Ozan Sener , Vladlen Koltun

In an online contract selection problem there is a seller which offers a set of contracts to sequentially arriving buyers whose types are drawn from an unknown distribution. If there exists a profitable contract for the buyer in the offered…

Machine Learning · Computer Science 2013-05-16 Cem Tekin , Mingyan Liu

Budget management strategies in repeated auctions have received growing attention in online advertising markets. However, previous work on budget management in online bidding mainly focused on second-price auctions. The rapid shift from…

Computer Science and Game Theory · Computer Science 2023-04-27 Qian Wang , Zongjun Yang , Xiaotie Deng , Yuqing Kong

Decision-makers often have access to machine-learned predictions about future demand that can help guide online resource allocation decisions. However, such predictions may be inaccurate. We develop a framework for online resource…

Data Structures and Algorithms · Computer Science 2026-05-19 Negin Golrezaei , Patrick Jaillet , Zijie Zhou

In this paper, we study a general online linear programming problem whose formulation encompasses many practical dynamic resource allocation problems, including internet advertising display applications, revenue management, various routing,…

Data Structures and Algorithms · Computer Science 2015-03-20 Patrick Jaillet , Xin Lu

In modern deep learning, algorithmic choices (such as width, depth, and learning rate) are known to modulate nuanced resource tradeoffs. This work investigates how these complexities necessarily arise for feature learning in the presence of…

Machine Learning · Computer Science 2023-10-31 Benjamin L. Edelman , Surbhi Goel , Sham Kakade , Eran Malach , Cyril Zhang

Distributed online learning is gaining increased traction due to its unique ability to process large-scale datasets and streaming data. To address the growing public awareness and concern on privacy protection, plenty of algorithms have…

Machine Learning · Computer Science 2024-08-27 Ziqin Chen , Yongqiang Wang

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

This paper studies online algorithms augmented with multiple machine-learned predictions. While online algorithms augmented with a single prediction have been extensively studied in recent years, the literature for the multiple predictions…

Machine Learning · Computer Science 2022-07-14 Keerti Anand , Rong Ge , Amit Kumar , Debmalya Panigrahi

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