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Multitask Online Learning: Listen to the Neighborhood Buzz
We study multitask online learning in a setting where agents can only exchange information with their neighbors on an arbitrary communication network.
Regret Analysis of the Stochastic Direct Search Method for Blind Resource Allocation
This is a realistic model for budget allocation across subdivisions of marketing campaigns, when the objective is to maximize the number of conversions.
Fast Rate Learning in Stochastic First Price Bidding
First-price auctions have largely replaced traditional bidding approaches based on Vickrey auctions in programmatic advertising.
Efficient Algorithms for Stochastic Repeated Second-price Auctions
We further provide the first parametric lower bound for this problem that applies to generic UCB-like strategies.
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