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 …

Impossible tuning made possible: A new expert algorithm and its applications

L Chen, H Luo, CY Wei - Conference on Learning Theory, 2021 - proceedings.mlr.press
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) …

Learning in repeated auctions

T Nedelec, C Calauzènes, N El Karoui… - … and Trends® in …, 2022 - nowpublishers.com
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 …

Dynamic regret of online markov decision processes

P Zhao, LF Li, ZH Zhou - International Conference on …, 2022 - proceedings.mlr.press
Abstract We investigate online Markov Decision Processes (MDPs) with adversarially
changing loss functions and known transitions. We choose dynamic regret as the …

An -regret analysis of Adversarial Bilateral Trade

Y Azar, A Fiat, F Fusco - Advances in Neural Information …, 2022 - proceedings.neurips.cc
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 …

Settling the sample complexity of single-parameter revenue maximization

C Guo, Z Huang, X Zhang - Proceedings of the 51st Annual ACM …, 2019 - dl.acm.org
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 …

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 …

Minimax regret for stochastic shortest path with adversarial costs and known transition

L Chen, H Luo, CY Wei - Conference on Learning Theory, 2021 - proceedings.mlr.press
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}) …

Oracle-efficient online learning and auction design

M Dudík, N Haghtalab, H Luo, RE Schapire… - Journal of the ACM …, 2020 - dl.acm.org
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 …

Comparing the impact of learning in bidding decision-making processes using algorithmic game theory

R Assaad, MO Ahmed, IH El-Adaway… - … of management in …, 2021 - ascelibrary.org
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 …