Qi Qi

Qi Qi, Jiameng Lyu, Kung sik Chan et al.

Distributionally Robust Optimization (DRO), as a popular method to train robust models against distribution shift between training and test sets, has received tremendous attention in recent years. In this paper, we propose and analyze stochastic algorithms that apply to both non-convex and convex losses for solving Kullback Leibler divergence constrained DRO problem. Compared with existing methods solving this problem, our stochastic algorithms not only enjoy competitive if not better complexity independent of sample size but also just require a constant batch size at every iteration, which is more practical for broad applications. We establish a nearly optimal complexity bound for finding an $ε$ stationary solution for non-convex losses and an optimal complexity for finding an $ε$ optimal solution for convex losses. Empirical studies demonstrate the effectiveness of the proposed algorithms for solving non-convex and convex constrained DRO problems.

Zhen Zhang, Luowen Liu, Wanzhi Zhang et al.

With the advancement of machine learning, an increasing number of studies are employing automated mechanism design (AMD) methods for optimal auction design. However, all previous AMD architectures designed to generate optimal mechanisms that satisfy near dominant strategy incentive compatibility (DSIC) fail to achieve deterministic allocation, and some also lack anonymity, thereby impacting the efficiency and fairness of advertising allocation. This has resulted in a notable discrepancy between the previous AMD architectures for generating near-DSIC optimal mechanisms and the demands of real-world advertising scenarios. In this paper, we prove that in all online advertising scenarios, previous non-deterministic allocation methods lead to the non-existence of feasible solutions, resulting in a gap between the rounded solution and the optimal solution. Furthermore, we propose JTransNet, a transformer-based neural network architecture, designed for optimal deterministic-allocation and anonymous joint auction design. Although the deterministic allocation module in JTransNet is designed for the latest joint auction scenarios, it can be applied to other non-deterministic AMD architectures with minor modifications. Additionally, our offline and online data experiments demonstrate that, in joint auction scenarios, JTransNet significantly outperforms the considered baselines in terms of platform revenue.

Jiarui Ji, Yang Li, Hongtao Liu et al.

Public scarce resource allocation plays a crucial role in economics as it directly influences the efficiency and equity in society. Traditional studies including theoretical model-based, empirical study-based and simulation-based methods encounter limitations due to the idealized assumption of complete information and individual rationality, as well as constraints posed by limited available data. In this work, we propose an innovative framework, SRAP-Agent (Simulating and Optimizing Scarce Resource Allocation Policy with LLM-based Agent), which integrates Large Language Models (LLMs) into economic simulations, aiming to bridge the gap between theoretical models and real-world dynamics. Using public housing allocation scenarios as a case study, we conduct extensive policy simulation experiments to verify the feasibility and effectiveness of the SRAP-Agent and employ the Policy Optimization Algorithm with certain optimization objectives. The source code can be found in https://github.com/jijiarui-cather/SRAPAgent_Framework

Mengtao Yan, Qi Wang, Haining Wang et al.

Simulation of fluid flows is crucial for modeling physical phenomena like meteorology, aerodynamics, and biomedicine. Classical numerical solvers often require fine spatiotemporal grids to satisfy stability, consistency, and convergence conditions, leading to substantial computational costs. Although machine learning has demonstrated better efficiency, they typically suffer from issues of interpretability, generalizability, and data dependency. Hence, we propose a learnable and differentiable finite volume solver, called LDSolver, designed for efficient and accurate simulation of fluid flows on spatiotemporal coarse grids. LDSolver comprises two key components: (1) a differentiable finite volume solver, and (2) an learnable module providing equivalent approximation for fluxes (derivatives and interpolations), and temporal error correction on coarse grids. Even with limited training data (e.g., only a few trajectories), our model could accelerate the simulation while maintaining a high accuracy with superior generalizability. Experiments on different flow systems (e.g., Burgers, decaying, forced and shear flows) show that LDSolver achieves state-of-the-art performance, surpassing baseline models with notable margins.

Yang Li, Yuchao Ma, Qi Qi

Online advertising is a vital revenue source for major internet platforms. Recently, joint advertising, which assigns a bundle of two advertisers in an ad slot instead of allocating a single advertiser, has emerged as an effective method for enhancing allocation efficiency and revenue. However, existing mechanisms for joint advertising fail to realize the optimality, as they tend to focus on individual advertisers and overlook bundle structures. This paper identifies an optimal mechanism for joint advertising in a single-slot setting. For multi-slot joint advertising, we propose \textbf{BundleNet}, a novel bundle-based neural network approach specifically designed for joint advertising. Our extensive experiments demonstrate that the mechanisms generated by \textbf{BundleNet} approximate the theoretical analysis results in the single-slot setting and achieve state-of-the-art performance in the multi-slot setting. This significantly increases platform revenue while ensuring approximate dominant strategy incentive compatibility and individual rationality.

Xiaotie Deng, Ron Lavi, Tao Lin et al.

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 and uniform-price auctions. However, in these applications the agents who provide inputs to ERM have incentives to manipulate the inputs to lower the outputted price. We generalize the definition of an incentive-awareness measure proposed by Lavi et al (2019), to quantify the reduction of ERM's outputted price due to a change of $m\ge 1$ out of $N$ input samples, and provide specific convergence rates of this measure to zero as $N$ goes to infinity for different types of input distributions. By adopting this measure, we construct an efficient, approximately incentive-compatible, and revenue-optimal learning algorithm using ERM in repeated auctions against non-myopic bidders, and show approximate group incentive-compatibility in uniform-price auctions.

Qi Qi, Zhishuai Guo, Yi Xu et al.

In this paper, we propose a practical online method for solving a class of distributionally robust optimization (DRO) with non-convex objectives, which has important applications in machine learning for improving the robustness of neural networks. In the literature, most methods for solving DRO are based on stochastic primal-dual methods. However, primal-dual methods for DRO suffer from several drawbacks: (1) manipulating a high-dimensional dual variable corresponding to the size of data is time expensive; (2) they are not friendly to online learning where data is coming sequentially. To address these issues, we consider a class of DRO with an KL divergence regularization on the dual variables, transform the min-max problem into a compositional minimization problem, and propose practical duality-free online stochastic methods without requiring a large mini-batch size. We establish the state-of-the-art complexities of the proposed methods with and without a Polyak-Łojasiewicz (PL) condition of the objective. Empirical studies on large-scale deep learning tasks (i) demonstrate that our method can speed up the training by more than 2 times than baseline methods and save days of training time on a large-scale dataset with $\sim$ 265K images, and (ii) verify the supreme performance of DRO over Empirical Risk Minimization (ERM) on imbalanced datasets. Of independent interest, the proposed method can be also used for solving a family of stochastic compositional problems with state-of-the-art complexities.