Vasilis Syrgkanis: Oracle efficient Learning and Auction Design

Speaker: Vasilis Syrgkanis, Microsoft Research, New England

Date: Tuesday, February 28, 2017

Time: 4:00 PM to 5:00 PM Note: all times are in the Eastern Time Zone

Refreshments: 3:45 PM

Public: Yes

Location: Patil/Kiva G449

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Host: Aleksander Madry

Contact: Deborah Goodwin, 617.324.7303, dlehto@csail.mit.edu

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Reminders to: seminars@csail.mit.edu, theory-seminars@csail.mit.edu, theory-seminars@csail.mit.edu

Reminder Subject: TALK: Vasilis Syrgkanis: Oracle efficient Learning and Auction Design

> Abstract. We consider the design of online no-regret algorithms that are computationally efficient, given access to an offline optimization oracle. We present an algorithm we call Generalized Follow-the-Perturbed-Leader and provide conditions under which it achieves vanishing regret and is oracle-efficient. Our second main contribution is introducing a new adversarial auction-design framework for revenue maximization and applying our oracle-efficient learning results to the adaptive optimization of auctions. Our work extends to oracle-efficient algorithms with contextual information, learning with Maximal-in-Range approximation algorithms, and no-regret bidding in simultaneous auctions.
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> Joint with: Miroslav Dudik, Nika Haghtalab, Haipeng Luo, Robert E.
> Schapire and Jennifer Wortman Vaughan

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Created by Deborah Goodwin at Wednesday, February 22, 2017 at 9:24 AM.