no code implementations • 15 Jul 2023 • Yinglun Xu, Bhuvesh Kumar, Jacob Abernethy
Efficient learning in multi-armed bandit mechanisms such as pay-per-click (PPC) auctions typically involves three challenges: 1) inducing truthful bidding behavior (incentives), 2) using personalization in the users (context), and 3) circumventing manipulations in click patterns (corruptions).
no code implementations • 4 Feb 2022 • Bhuvesh Kumar, Jamie Morgenstern, Okke Schrijvers
We present four main results: 1) for the episodic setting we give sample complexity bounds for the spend rate prediction problem: given $n$ samples from each episode, with high probability we have $|\widehat{\rho}_e - \rho_e| \leq \tilde{O}(\frac{1}{n^{1/3}})$ where $\rho_e$ is the optimal spend rate for the episode, $\widehat{\rho}_e$ is the estimate from our algorithm, 2) we extend the algorithm of Balseiro and Gur (2017) to operate on varying, approximate spend rates and show that the resulting combined system of optimal spend rate estimation and online pacing algorithm for episodic settings has regret that vanishes in number of historic samples $n$ and the number of rounds $T$, 3) for non-episodic but slowly-changing distributions we show that the same approach approximates the optimal bidding strategy up to a factor dependent on the rate-of-change of the distributions and 4) we provide experiments showing that our algorithm outperforms both static spend plans and non-pacing across a wide variety of settings.
no code implementations • NeurIPS 2021 • Yinglun Xu, Bhuvesh Kumar, Jacob D. Abernethy
To the best of our knowledge, we develop the first data corruption attack on stochastic multi arm bandit algorithms which works without observing the algorithm's realized behavior.
no code implementations • NeurIPS 2019 • Jacob D. Abernethy, Rachel Cummings, Bhuvesh Kumar, Sam Taggart, Jamie H. Morgenstern
We study the problem of learning Bayesian-optimal revenue-maximizing auctions.