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07/10/2023
Online Ad Procurement in Non-stationary Autobidding Worlds
Today's online advertisers procure digital ad impressions through intera...
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02/16/2023
Joint Feedback Loop for Spend and Return-On-Spend Constraints
Budget pacing is a popular service that has been offered by major intern...
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02/12/2022
From Online Optimization to PID Controllers: Mirror Descent with Momentum
We study a family of first-order methods with momentum based on mirror d...
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02/04/2022
A J-Symmetric Quasi-Newton Method for Minimax Problems
Minimax problems have gained tremendous attentions across the optimizati...
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11/10/2021
Linear Convergence of Stochastic Primal Dual Methods for Linear Programming Using Variance Reduction and Restarts
There is a recent interest on first-order methods for linear programming...
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11/18/2020
The Best of Many Worlds: Dual Mirror Descent for Online Allocation Problems
Online allocation problems with resource constraints are central problem...
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10/20/2020
Limiting Behaviors of Nonconvex-Nonconcave Minimax Optimization via Continuous-Time Systems
Unlike nonconvex optimization, where gradient descent is guaranteed to c...
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07/01/2020
Regularized Online Allocation Problems: Fairness and Beyond
Online allocation problems with resource constraints have a rich history...
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06/15/2020
The Landscape of Nonconvex-Nonconcave Minimax Optimization
Minimax optimization has become a central tool for modern machine learni...
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02/20/2020
Contextual Reserve Price Optimization in Auctions
We study the problem of learning a linear model to set the reserve price...
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01/23/2020
An O(s^r)-Resolution ODE Framework for Discrete-Time Optimization Algorithms and Applications to Convex-Concave Saddle-Point Problems
There has been a long history of using Ordinary Differential Equations (...
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07/09/2019
A Stochastic First-Order Method for Ordered Empirical Risk Minimization
We propose a new stochastic first-order method for empirical risk minimi...
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03/20/2019
Accelerating Gradient Boosting Machine
Gradient Boosting Machine (GBM) is an extremely powerful supervised lear...
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10/25/2018
The Second-Price Knapsack Problem: Near-Optimal Real Time Bidding in Internet Advertisement
In the past decade, Real Time Bidding (RTB) has become one of the most c...
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10/25/2018
Near-Optimal Online Knapsack Strategy for Real-Time Bidding in Internet Advertising
In the past decade, Real Time Bidding (RTB) has become one of the most c...
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10/24/2018
Randomized Gradient Boosting Machine
Gradient Boosting Machine (GBM) introduced by Friedman is an extremely p...
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10/04/2018
Approximate Leave-One-Out for High-Dimensional Non-Differentiable Learning Problems
Consider the following class of learning schemes: β̂ := β∈C ∑_j=1^n ℓ(x_...
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07/07/2018
Approximate Leave-One-Out for Fast Parameter Tuning in High Dimensions
Consider the following class of learning schemes: β̂ := _β ∑_j=1^n ℓ(x_j...
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02/27/2017