no code implementations • 17 Sep 2022 • Wenjia Ba, J. Michael Harrison, Harikesh S. Nair
We present a data-driven algorithm that advertisers can use to automate their digital ad-campaigns at online publishers.
1 code implementation • 6 Dec 2021 • Wenjia Ba, Tianyi Lin, Jiawei Zhang, Zhengyuan Zhou
Leveraging self-concordant barrier functions, we first construct a new bandit learning algorithm and show that it achieves the single-agent optimal regret of $\tilde{\Theta}(n\sqrt{T})$ under smooth and strongly concave reward functions ($n \geq 1$ is the problem dimension).