Timezone: »
Poster
Optimal Regret Minimization in Posted-Price Auctions with Strategic Buyers
Mehryar Mohri · Andres Munoz
We study revenue optimization learning algorithms for posted-price auctions with strategic buyers. We analyze a very broad family of monotone regret minimization algorithms for this problem, which includes the previous best known algorithm, and show that no algorithm in that family admits a strategic regret more favorable than $\Omega(\sqrt{T})$. We then introduce a new algorithm that achieves a strategic regret differing from the lower bound only by a factor in $O(\log T)$, an exponential improvement upon the previous best algorithm. Our new algorithm admits a natural analysis and simpler proofs, and the ideas behind its design are general. We also report the results of empirical evaluations comparing our algorithm with the previous best algorithm and show a consistent exponential improvement in several different scenarios.
Author Information
Mehryar Mohri (Google Research & Courant Institute of Mathematical Sciences)
Andres Munoz (Google)
Related Events (a corresponding poster, oral, or spotlight)
-
2014 Spotlight: Optimal Regret Minimization in Posted-Price Auctions with Strategic Buyers »
Wed. Dec 10th 04:40 -- 05:05 PM Room Level 2, room 210
More from the Same Authors
-
2021 Spotlight: Agnostic Reinforcement Learning with Low-Rank MDPs and Rich Observations »
Ayush Sekhari · Christoph Dann · Mehryar Mohri · Yishay Mansour · Karthik Sridharan -
2021 Spotlight: On the Existence of The Adversarial Bayes Classifier »
Pranjal Awasthi · Natalie Frank · Mehryar Mohri -
2021 Spotlight: Beyond Value-Function Gaps: Improved Instance-Dependent Regret Bounds for Episodic Reinforcement Learning »
Christoph Dann · Teodor Vanislavov Marinov · Mehryar Mohri · Julian Zimmert -
2021 Spotlight: Calibration and Consistency of Adversarial Surrogate Losses »
Pranjal Awasthi · Natalie Frank · Anqi Mao · Mehryar Mohri · Yutao Zhong -
2022 : A Theory of Learning with Competing Objectives and User Feedback »
Pranjal Awasthi · Corinna Cortes · Yishay Mansour · Mehryar Mohri -
2022 : AdaME: Adaptive learning of multisource adaptationensembles »
Scott Yak · Javier Gonzalvo · Mehryar Mohri · Corinna Cortes -
2022 : A Theory of Learning with Competing Objectives and User Feedback »
Pranjal Awasthi · Corinna Cortes · Yishay Mansour · Mehryar Mohri -
2022 Spotlight: Lightning Talks 6A-2 »
Yichuan Mo · Botao Yu · Gang Li · Zezhong Xu · Haoran Wei · Arsene Fansi Tchango · Raef Bassily · Haoyu Lu · Qi Zhang · Songming Liu · Mingyu Ding · Peiling Lu · Yifei Wang · Xiang Li · Dongxian Wu · Ping Guo · Wen Zhang · Hao Zhongkai · Mehryar Mohri · Rishab Goel · Yisen Wang · Yifei Wang · Yangguang Zhu · Zhi Wen · Ananda Theertha Suresh · Chengyang Ying · Yujie Wang · Peng Ye · Rui Wang · Nanyi Fei · Hui Chen · Yiwen Guo · Wei Hu · Chenglong Liu · Julien Martel · Yuqi Huo · Wu Yichao · Hang Su · Yisen Wang · Peng Wang · Huajun Chen · Xu Tan · Jun Zhu · Ding Liang · Zhiwu Lu · Joumana Ghosn · Shanshan Zhang · Wei Ye · Ze Cheng · Shikun Zhang · Tao Qin · Tie-Yan Liu -
2022 Spotlight: Differentially Private Learning with Margin Guarantees »
Raef Bassily · Mehryar Mohri · Ananda Theertha Suresh -
2022 : A Theory of Learning with Competing Objectives and User Feedback »
Pranjal Awasthi · Corinna Cortes · Yishay Mansour · Mehryar Mohri -
2022 : Invited Talk #1, Differentially Private Learning with Margin Guarantees, Mehryar Mohri »
Mehryar Mohri -
2022 Poster: Multi-Class $H$-Consistency Bounds »
Pranjal Awasthi · Anqi Mao · Mehryar Mohri · Yutao Zhong -
2022 Poster: Stochastic Online Learning with Feedback Graphs: Finite-Time and Asymptotic Optimality »
Teodor Vanislavov Marinov · Mehryar Mohri · Julian Zimmert -
2022 Poster: Differentially Private Learning with Margin Guarantees »
Raef Bassily · Mehryar Mohri · Ananda Theertha Suresh -
2021 Poster: A Provably Efficient Model-Free Posterior Sampling Method for Episodic Reinforcement Learning »
Christoph Dann · Mehryar Mohri · Tong Zhang · Julian Zimmert -
2021 Poster: On the Existence of The Adversarial Bayes Classifier »
Pranjal Awasthi · Natalie Frank · Mehryar Mohri -
2021 Poster: Beyond Value-Function Gaps: Improved Instance-Dependent Regret Bounds for Episodic Reinforcement Learning »
Christoph Dann · Teodor Vanislavov Marinov · Mehryar Mohri · Julian Zimmert -
2021 Poster: Learning with User-Level Privacy »
Daniel Levy · Ziteng Sun · Kareem Amin · Satyen Kale · Alex Kulesza · Mehryar Mohri · Ananda Theertha Suresh -
2021 Poster: Boosting with Multiple Sources »
Corinna Cortes · Mehryar Mohri · Dmitry Storcheus · Ananda Theertha Suresh -
2021 Poster: Breaking the centralized barrier for cross-device federated learning »
Sai Praneeth Karimireddy · Martin Jaggi · Satyen Kale · Mehryar Mohri · Sashank Reddi · Sebastian Stich · Ananda Theertha Suresh -
2021 Poster: Agnostic Reinforcement Learning with Low-Rank MDPs and Rich Observations »
Ayush Sekhari · Christoph Dann · Mehryar Mohri · Yishay Mansour · Karthik Sridharan -
2021 Poster: Calibration and Consistency of Adversarial Surrogate Losses »
Pranjal Awasthi · Natalie Frank · Anqi Mao · Mehryar Mohri · Yutao Zhong -
2020 Poster: Adapting to Misspecification in Contextual Bandits »
Dylan Foster · Claudio Gentile · Mehryar Mohri · Julian Zimmert -
2020 Poster: Agnostic Learning with Multiple Objectives »
Corinna Cortes · Mehryar Mohri · Javier Gonzalvo · Dmitry Storcheus -
2020 Poster: Reinforcement Learning with Feedback Graphs »
Christoph Dann · Yishay Mansour · Mehryar Mohri · Ayush Sekhari · Karthik Sridharan -
2020 Poster: PAC-Bayes Learning Bounds for Sample-Dependent Priors »
Pranjal Awasthi · Satyen Kale · Stefani Karp · Mehryar Mohri -
2019 : Mehryar Mohri, "Learning with Sample-Dependent Hypothesis Sets" »
Mehryar Mohri -
2019 Poster: Learning GANs and Ensembles Using Discrepancy »
Ben Adlam · Corinna Cortes · Mehryar Mohri · Ningshan Zhang -
2019 Poster: Bandits with Feedback Graphs and Switching Costs »
Raman Arora · Teodor Vanislavov Marinov · Mehryar Mohri -
2019 Poster: Regularized Gradient Boosting »
Corinna Cortes · Mehryar Mohri · Dmitry Storcheus -
2019 Poster: Hypothesis Set Stability and Generalization »
Dylan Foster · Spencer Greenberg · Satyen Kale · Haipeng Luo · Mehryar Mohri · Karthik Sridharan -
2018 Poster: Policy Regret in Repeated Games »
Raman Arora · Michael Dinitz · Teodor Vanislavov Marinov · Mehryar Mohri -
2018 Poster: Efficient Gradient Computation for Structured Output Learning with Rational and Tropical Losses »
Corinna Cortes · Vitaly Kuznetsov · Mehryar Mohri · Dmitry Storcheus · Scott Yang -
2018 Poster: Algorithms and Theory for Multiple-Source Adaptation »
Judy Hoffman · Mehryar Mohri · Ningshan Zhang -
2017 : Statistical Tests of Incentive Compatibility in Display Ad Auctions »
Andres Munoz -
2017 : Mehryar Mohri (NYU) on Tight Learning Bounds for Multi-Class Classification »
Mehryar Mohri -
2017 : (Invited Talk) Mehryar Mohri: Regret minimization against strategic buyers. »
Mehryar Mohri -
2017 Poster: Discriminative State Space Models »
Vitaly Kuznetsov · Mehryar Mohri -
2017 Poster: Online Learning with Transductive Regret »
Scott Yang · Mehryar Mohri -
2017 Poster: Parameter-Free Online Learning via Model Selection »
Dylan J Foster · Satyen Kale · Mehryar Mohri · Karthik Sridharan -
2017 Spotlight: Parameter-Free Online Learning via Model Selection »
Dylan J Foster · Satyen Kale · Mehryar Mohri · Karthik Sridharan -
2017 Spotlight: Online Learning with Transductive Regret »
Scott Yang · Mehryar Mohri -
2016 Poster: Structured Prediction Theory Based on Factor Graph Complexity »
Corinna Cortes · Vitaly Kuznetsov · Mehryar Mohri · Scott Yang -
2016 Poster: Boosting with Abstention »
Corinna Cortes · Giulia DeSalvo · Mehryar Mohri -
2016 Poster: Optimistic Bandit Convex Optimization »
Scott Yang · Mehryar Mohri -
2016 Tutorial: Theory and Algorithms for Forecasting Non-Stationary Time Series »
Vitaly Kuznetsov · Mehryar Mohri -
2015 : A Theory of Multiple Source Adaptation »
Mehryar Mohri -
2015 : Learning Theory and Algorithms for Time Series »
Mehryar Mohri -
2015 Poster: Revenue Optimization against Strategic Buyers »
Mehryar Mohri · Andres Munoz -
2015 Poster: Learning Theory and Algorithms for Forecasting Non-stationary Time Series »
Vitaly Kuznetsov · Mehryar Mohri -
2015 Oral: Learning Theory and Algorithms for Forecasting Non-stationary Time Series »
Vitaly Kuznetsov · Mehryar Mohri -
2014 Workshop: Second Workshop on Transfer and Multi-Task Learning: Theory meets Practice »
Urun Dogan · Tatiana Tommasi · Yoshua Bengio · Francesco Orabona · Marius Kloft · Andres Munoz · Gunnar Rätsch · Hal Daumé III · Mehryar Mohri · Xuezhi Wang · Daniel Hernández-lobato · Song Liu · Thomas Unterthiner · Pascal Germain · Vinay P Namboodiri · Michael Goetz · Christopher Berlind · Sigurd Spieckermann · Marta Soare · Yujia Li · Vitaly Kuznetsov · Wenzhao Lian · Daniele Calandriello · Emilie Morvant -
2014 Workshop: NIPS Workshop on Transactional Machine Learning and E-Commerce »
David Parkes · David H Wolpert · Jennifer Wortman Vaughan · Jacob D Abernethy · Amos Storkey · Mark Reid · Ping Jin · Nihar Bhadresh Shah · Mehryar Mohri · Luis E Ortiz · Robin Hanson · Aaron Roth · Satyen Kale · Sebastien Lahaie -
2014 Poster: Multi-Class Deep Boosting »
Vitaly Kuznetsov · Mehryar Mohri · Umar Syed -
2014 Session: Oral Session 6 »
Mehryar Mohri -
2014 Poster: Conditional Swap Regret and Conditional Correlated Equilibrium »
Mehryar Mohri · Scott Yang -
2013 Poster: Learning Kernels Using Local Rademacher Complexity »
Corinna Cortes · Marius Kloft · Mehryar Mohri -
2013 Spotlight: Learning Kernels Using Local Rademacher Complexity »
Corinna Cortes · Marius Kloft · Mehryar Mohri -
2012 Poster: Accuracy at the Top »
Stephen Boyd · Corinna Cortes · Mehryar Mohri · Ana Radovanovic -
2012 Poster: Spectral Learning of General Weighted Automata via Constrained Matrix Completion »
Borja Balle · Mehryar Mohri -
2012 Oral: Spectral Learning of General Weighted Automata via Constrained Matrix Completion »
Borja Balle · Mehryar Mohri -
2011 Workshop: Sparse Representation and Low-rank Approximation »
Ameet S Talwalkar · Lester W Mackey · Mehryar Mohri · Michael W Mahoney · Francis Bach · Mike Davies · Remi Gribonval · Guillaume R Obozinski -
2010 Workshop: Low-rank Methods for Large-scale Machine Learning »
Arthur Gretton · Michael W Mahoney · Mehryar Mohri · Ameet S Talwalkar -
2010 Poster: Learning Bounds for Importance Weighting »
Corinna Cortes · Yishay Mansour · Mehryar Mohri -
2009 Poster: Efficient Large-Scale Distributed Training of Conditional Maximum Entropy Models »
Gideon S Mann · Ryan McDonald · Mehryar Mohri · Nathan Silberman · Dan Walker -
2009 Poster: Ensemble Nystrom Method »
Sanjiv Kumar · Mehryar Mohri · Ameet S Talwalkar -
2009 Spotlight: Efficient Large-Scale Distributed Training of Conditional Maximum Entropy Models »
Gideon S Mann · Ryan McDonald · Mehryar Mohri · Nathan Silberman · Dan Walker -
2009 Poster: Learning Non-Linear Combinations of Kernels »
Corinna Cortes · Mehryar Mohri · Afshin Rostamizadeh -
2009 Poster: Polynomial Semantic Indexing »
Bing Bai · Jason E Weston · David Grangier · Ronan Collobert · Kunihiko Sadamasa · Yanjun Qi · Corinna Cortes · Mehryar Mohri -
2008 Workshop: Kernel Learning: Automatic Selection of Optimal Kernels »
Corinna Cortes · Arthur Gretton · Gert Lanckriet · Mehryar Mohri · Afshin Rostamizadeh -
2008 Poster: Domain Adaptation with Multiple Sources »
Yishay Mansour · Mehryar Mohri · Afshin Rostamizadeh -
2008 Spotlight: Domain Adaptation with Multiple Sources »
Yishay Mansour · Mehryar Mohri · Afshin Rostamizadeh -
2008 Poster: Rademacher Complexity Bounds for Non-I.I.D. Processes »
Mehryar Mohri · Afshin Rostamizadeh -
2007 Poster: Stability Bounds for Non-i.i.d. Processes »
Mehryar Mohri · Afshin Rostamizadeh -
2006 Poster: On Transductive Regression »
Corinna Cortes · Mehryar Mohri