Black-box reductions for parameter-free online learning in banach spaces
A Cutkosky, F Orabona - Conference On Learning Theory, 2018 - proceedings.mlr.press
We introduce several new black-box reductions that significantly improve the design of
adaptive and parameter-free online learning algorithms by simplifying analysis, improving …
adaptive and parameter-free online learning algorithms by simplifying analysis, improving …
Impossible tuning made possible: A new expert algorithm and its applications
We resolve the long-standing" impossible tuning" issue for the classic expert problem and
show that, it is in fact possible to achieve regret $ O\left (\sqrt {(\ln d)\sum_t\ell_ {t, i}^ 2}\right) …
show that, it is in fact possible to achieve regret $ O\left (\sqrt {(\ln d)\sum_t\ell_ {t, i}^ 2}\right) …
Learning in repeated auctions
Online auctions are one of the most fundamental facets of the modern economy and power
an industry generating hundreds of billions of dollars a year in revenue. Auction theory has …
an industry generating hundreds of billions of dollars a year in revenue. Auction theory has …
Dynamic regret of online markov decision processes
Abstract We investigate online Markov Decision Processes (MDPs) with adversarially
changing loss functions and known transitions. We choose dynamic regret as the …
changing loss functions and known transitions. We choose dynamic regret as the …
An -regret analysis of Adversarial Bilateral Trade
We study sequential bilateral trade where sellers and buyers valuations are completely
arbitrary ({\sl ie}, determined by an adversary). Sellers and buyers are strategic agents with …
arbitrary ({\sl ie}, determined by an adversary). Sellers and buyers are strategic agents with …
Settling the sample complexity of single-parameter revenue maximization
This paper settles the sample complexity of single-parameter revenue maximization by
showing matching upper and lower bounds, up to a poly-logarithmic factor, for all families of …
showing matching upper and lower bounds, up to a poly-logarithmic factor, for all families of …
Auction learning as a two-player game
J Rahme, S Jelassi, SM Weinberg - arXiv preprint arXiv:2006.05684, 2020 - arxiv.org
Designing an incentive compatible auction that maximizes expected revenue is a central
problem in Auction Design. While theoretical approaches to the problem have hit some …
problem in Auction Design. While theoretical approaches to the problem have hit some …
Minimax regret for stochastic shortest path with adversarial costs and known transition
We study the stochastic shortest path problem with adversarial costs and known transition,
and show that the minimax regret is $ O (\sqrt {DT_\star K}) $ and $ O (\sqrt {DT_\star SA K}) …
and show that the minimax regret is $ O (\sqrt {DT_\star K}) $ and $ O (\sqrt {DT_\star SA K}) …
Oracle-efficient online learning and auction design
We consider the design of computationally efficient online learning algorithms in an
adversarial setting in which the learner has access to an offline optimization oracle. We …
adversarial setting in which the learner has access to an offline optimization oracle. We …
Comparing the impact of learning in bidding decision-making processes using algorithmic game theory
Although previous research efforts have developed models to assist contractors in different
bidding decisions, there is a lack of research work that investigates the impact of integrating …
bidding decisions, there is a lack of research work that investigates the impact of integrating …