4 papers · 1 filter
Learning to Bid with Unknown Private Values in Budget-Constrained First-Price Auctions
Zihao Hu, Yuxiao Wen, Yuan Yao +2
We study the operational problem of automated bidding in repeated first-price auctions under budget and return-on-spend (RoS) constraints. In this setting, an auto-bidder must tran…
Optimal Arm Elimination Algorithms for Combinatorial Bandits
Yuxiao Wen, Yanjun Han, Zhengyuan Zhou
Combinatorial bandits extend the classical bandit framework to settings where the learner selects multiple arms in each round, motivated by applications such as online recommendati…
Joint Value Estimation and Bidding in Repeated First-Price Auctions
Yuxiao Wen, Yanjun Han, Zhengyuan Zhou
We study regret minimization in repeated first-price auctions (FPAs), where a bidder observes only the realized outcome after each auction -- win or loss. This setup reflects pract…
Stochastic contextual bandits with graph feedback: from independence number to MAS number
Yuxiao Wen, Yanjun Han, Zhengyuan Zhou
We consider contextual bandits with graph feedback, a class of interactive learning problems with richer structures than vanilla contextual bandits, where taking an action reveals…