machine learning

Learning Thresholds with Latent Values and Censored Feedback

Persuading a Learning Agent

We study a repeated Bayesian persuasion problem (and more generally, any generalized principal-agent problem with complete information) where the principal does not have commitment power and the agent uses algorithms to learn to respond to the …

Multi-Sender Persuasion -- A Computational Perspective

We consider multiple senders with informational advantage signaling to convince a single self-interested actor towards certain actions. Generalizing the seminal Bayesian Persuasion framework, such settings are ubiquitous in computational economics, …

Sample Complexity of Forecast Aggregation

We consider a Bayesian forecast aggregation model where n experts, after observing private signals about an unknown binary event, report their posterior beliefs about the event to a principal, who then aggregates the reports into a single prediction …

Persuading a Behavioral Agent: Approximately Best Responding and Learning

The classic Bayesian persuasion model assumes a Bayesian and best-responding receiver. We study a relaxation of the Bayesian persuasion model where the receiver can approximately best respond to the sender's signaling scheme. We show that, under …

How Does Independence Help Generalization? Sample Complexity of ERM on Product Distributions

While many classical notions of learnability (e.g., PAC learnability) are distribution-free, utilizing the specific structures of an input distribution may improve learning performance. For example, a product distribution on a multi-dimensional input …

Nash Convergence of Mean-Based Learning Algorithms in First Price Auctions

Understanding the convergence properties of learning dynamics in repeated auctions is a timely and important question in the area of learning in auctions, with numerous applications in, e.g., online advertising markets. This work focuses on repeated …

A Game-Theoretic Analysis of the Empirical Revenue Maximization Algorithm with Endogenous Sampling

The Empirical Revenue Maximization (ERM) is one of the most important price learning algorithms in auction design: as the literature shows it can learn approximately optimal reserve prices for revenue-maximizing auctioneers in both repeated auctions …

Learning Utilities and Equilibria in Non-Truthful Auctions

In non-truthful auctions, agents' utility for a strategy depends on the strategies of the opponents and also the prior distribution over their private types; the set of Bayes Nash equilibria generally has an intricate dependence on the prior. Using …