6 accepted papers
The effectiveness of advertising in e-commerce largely depends on the ability of merchants to bid on and win impressions for their targeted users. The bidding procedure is highly complex due to various factors such as market competition, user behavior, and the diverse objectives of advertisers. In t…
We address the problem of stochastic combinatorial semi-bandits, where a player selects among $P$ actions from the power set of a set containing $d$ base items. Adaptivity to the problem's structure is essential in order to obtain optimal regret upper bounds. As estimating the coefficients of a cova…
Standard neural networks struggle to generalize under distribution shifts in computer vision. Fortunately, combining multiple networks can consistently improve out-of-distribution generalization. In particular, weight averaging (WA) strategies were shown to perform best on the competitive DomainBed…
In many online decision processes, the optimizing agent is called to choose between large numbers of alternatives with many inherent similarities; in turn, these similarities imply closely correlated losses that may confound standard discrete choice models and bandit algorithms. We study this questi…
We propose a hierarchical version of dual averaging for zeroth-order online non-convex optimization {–} i.e., learning processes where, at each stage, the optimizer is facing an unknown non-convex loss function and only receives the incurred loss as feedback. The proposed class of policies relies on…
We consider the problem of online learning with non-convex losses. In terms of feedback, we assume that the learner observes – or otherwise constructs – an inexact model for the loss function encountered at each stage, and we propose a mixed-strategy learning policy based on dual averaging. In this…