← Search

Jon Schneider

21 accepted papers

2025

Best of Both Worlds: Regret Minimization versus Minimax Play

ICML 2025poster

In this paper, we investigate the existence of online learning algorithms with bandit feedback that simultaneously guarantee $O(1)$ regret compared to a given comparator strategy, and $\tilde{O}(\sqrt{T})$ regret compared to any fixed strategy, where $T$ is the number of rounds. We provide the first…

Cited by 0SourcePDFScholar
2024

Contracting with a Learning Agent

NeurIPS 2024poster

Real-life contractual relations typically involve repeated interactions between the principal and agent, where, despite theoretical appeal, players rarely use complex dynamic strategies and instead manage uncertainty through learning algorithms. In this paper, we initiate the study of repeated cont…

Cited by 32SourcePDFScholar
2023

Optimal No-Regret Learning for One-Sided Lipschitz Functions

ICML 2023poster

Inspired by applications in pricing and contract design, we study the maximization of one-sided Lipschitz functions, which only provide the (weaker) guarantee that they do not grow too quickly in one direction. We show that it is possible to learn a maximizer for such a function while incurring $O(\…

Cited by 22SourcePDFScholar
2023

Optimal cross-learning for contextual bandits with unknown context distributions

NeurIPS 2023poster

We consider the problem of designing contextual bandit algorithms in the ``cross-learning'' setting of Balseiro et al., where the learner observes the loss for the action they play in all possible contexts, not just the context of the current round. We specifically consider the setting where losses…

Cited by 10SourcePDFScholar
2021

Contextual Recommendations and Low-Regret Cutting-Plane Algorithms

NeurIPS 2021poster

We consider the following variant of contextual linear bandits motivated by routing applications in navigational engines and recommendation systems. We wish to learn a hidden $d$-dimensional value $w^*$. Every round, we are presented with a subset $\mathcal{X}_t \subseteq \mathbb{R}^d$ of possible…

Cited by 5SourcePDFScholar
2021

Jointly Learning Prices and Product Features

IJCAI 2021poster

Product Design is an important problem in marketing research where a firm tries to learn what features of a product are more valuable to consumers. We study this problem from the viewpoint of online learning: a firm repeatedly interacts with a buyer by choosing a product configuration as well as…

Cited by 1SourcePDFScholar
2021

Margin-Independent Online Multiclass Learning via Convex Geometry

NeurIPS 2021poster

We consider the problem of multi-class classification, where a stream of adversarially chosen queries arrive and must be assigned a label online. Unlike traditional bounds which seek to minimize the misclassification rate, we minimize the total distance from each query to the region corresponding to…

Cited by 0SourcePDFScholar
2021

Reserve Price Optimization for First Price Auctions in Display Advertising

ICML 2021oral

The display advertising industry has recently transitioned from second- to first-price auctions as its primary mechanism for ad allocation and pricing. In light of this, publishers need to re-evaluate and optimize their auction parameters, notably reserve prices. In this paper, we propose a gradient…

Cited by 11SourcePDFScholar
2019

Contextual Bandits with Cross-Learning

NeurIPS 2019poster

In the classical contextual bandits problem, in each round $t$, a learner observes some context $c$, chooses some action $a$ to perform, and receives some reward $r_{a,t}(c)$. We consider the variant of this problem where in addition to receiving the reward $r_{a,t}(c)$, the learner also learns the…

Cited by 62SourcePDFScholar