139 citations · 200 across the 19 of their papers we have counts for
4 papers · 1 filter
Non-parametric Binary regression in metric spaces with KL loss
Ariel Avital, Klim Efremenko, Aryeh Kontorovich +2
We propose a non-parametric variant of binary regression, where the hypothesis is regularized to be a Lipschitz function taking a metric space to [0,1] and the loss is logarithmic.…
Computing Equilibria of Prediction Markets via Persuasion
Jerry Anunrojwong, Yiling Chen, Bo Waggoner +1
We study the computation of equilibria in prediction markets in perhaps the most fundamental special case with two players and three trading opportunities. To do so, we show equiva…
A Smoothed Analysis of Online Lasso for the Sparse Linear Contextual Bandit Problem
Zhiyuan Liu, Huazheng Wang, Bo Waggoner +3
We investigate the sparse linear contextual bandit problem where the parameter is sparse. To relieve the sampling inefficiency, we utilize the "perturbed adversary" where the c…
Prophet Inequalities with Linear Correlations and Augmentations
Nicole Immorlica, Sahil Singla, Bo Waggoner
In a classical online decision problem, a decision-maker who is trying to maximize her value inspects a sequence of arriving items to learn their values (drawn from known distribut…