Search Results for author: Renato Paes Leme

Found 11 papers, 1 papers with code

Learning to Price Against a Moving Target

no code implementations8 Jun 2021 Renato Paes Leme, Balasubramanian Sivan, Yifeng Teng, Pratik Worah

In the Learning to Price setting, a seller posts prices over time with the goal of maximizing revenue while learning the buyer's valuation.

Calibrated Click-Through Auctions: An Information Design Approach

no code implementations19 May 2021 Dirk Bergemann, Paul Duetting, Renato Paes Leme, Song Zuo

While the auctioneer takes as given the auction rule of the click-through auction, namely the generalized second-price auction, the auctioneer can design the information flow regarding the click-through rates among the bidders.

Bandits with adversarial scaling

no code implementations ICML 2020 Thodoris Lykouris, Vahab Mirrokni, Renato Paes Leme

We study "adversarial scaling", a multi-armed bandit model where rewards have a stochastic and an adversarial component.

Optimal Contextual Pricing and Extensions

no code implementations3 Mar 2020 Allen Liu, Renato Paes Leme, Jon Schneider

We provide a generic algorithm with $O(d^2)$ regret where $d$ is the covering dimension of this class.

Learning to Clear the Market

no code implementations4 Jun 2019 Weiran Shen, Sébastien Lahaie, Renato Paes Leme

The problem of market clearing is to set a price for an item such that quantity demanded equals quantity supplied.

Contextual Search via Intrinsic Volumes

no code implementations9 Apr 2018 Renato Paes Leme, Jon Schneider

We present an algorithm for the contextual search problem for the symmetric loss function $\ell(\theta, p) = |\theta - p|$ that achieves $O_{d}(1)$ total loss.

Decision Making

Stochastic bandits robust to adversarial corruptions

no code implementations25 Mar 2018 Thodoris Lykouris, Vahab Mirrokni, Renato Paes Leme

We introduce a new model of stochastic bandits with adversarial corruptions which aims to capture settings where most of the input follows a stochastic pattern but some fraction of it can be adversarially changed to trick the algorithm, e. g., click fraud, fake reviews and email spam.

Multidimensional Binary Search for Contextual Decision-Making

no code implementations2 Nov 2016 Ilan Lobel, Renato Paes Leme, Adrian Vladu

We consider a multidimensional search problem that is motivated by questions in contextual decision-making, such as dynamic pricing and personalized medicine.

Decision Making

Tight Bounds for Approximate Carathéodory and Beyond

no code implementations ICML 2017 Vahab Mirrokni, Renato Paes Leme, Adrian Vladu, Sam Chiu-wai Wong

We give a deterministic nearly-linear time algorithm for approximating any point inside a convex polytope with a sparse convex combination of the polytope's vertices.

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