Abstract: Motivated by pricing in ad exchange markets, we consider the problem of robust learning of reserve prices against strategic buyers in repeated contextual second-price auctions. Buyers’ valuations for an item depend on the context that describes the item. However, the seller is not aware of the relationship between the context and buyers’ valuations, i.e., buyers’ preferences. The seller’s goal is to design a learning policy to set reserve prices via observing the past sales data, and her objective is…

Abstract: We give a solution to the following question from manifold learning. Suppose data belonging to a high dimensional Euclidean space is drawn independently, identically distributed from a measure supported on a low dimensional twice differentiable embedded compact manifold M, and is corrupted by a small amount of i.i.d gaussian noise. How can we produce a manifold M whose Hausdorff distance to M is small and whose reach (normal injectivity radius) is not much smaller than the reach of M? This…

Abstract: We will discuss variational problems arising in machine learning and their limits as the number of data points goes to infinity. Consider point clouds obtained as random samples of an underlying "ground-truth" measure. Graph representing the point cloud is obtained by assigning weights to edges based on the distance between the points. Many machine learning tasks, such as clustering and semi-supervised learning, can be posed as minimizing  functionals on such graphs. We consider functionals involving graph cuts, graph laplacians…

Abstract: We consider the problem of data feature selection prior to inference task specification, which is central to high-dimensional learning. Introducing natural notions of universality for such problems, we show a local equivalence among them. Our analysis is naturally expressed via information geometry, and represents a conceptually and practically useful learning methodology. The development reveals the key roles of the singular value decomposition, Hirschfeld-Gebelein-Renyi maximal correlation, canonical correlation and principle component analyses, Tishby's information bottleneck, Wyner's common information, Ky Fan…

Abstract: Concentration of measure refers to a collection of tools and results from analysis and probability theory that have been used in many areas of pure and applied mathematics. Arguably, the first data science application of measure concentration (under the name ‘‘blowing-up lemma’’) is the proof of strong converses in multiuser information theory by Ahlswede, G'acs and K"orner in 1976. Since then, measure concentration has found applications in many other information theoretic problems, most notably the converse (impossibility) results in…

Abstract: The Graph Matching problem is a robust version of the Graph Isomorphism problem: given two not-necessarily-isomorphic graphs, the goal is to find a permutation of the vertices which maximizes the number of common edges. We study a popular average-case variant; we deviate from the common heuristic strategy and give the first quasi-polynomial time algorithm, where previously only sub-exponential time algorithms were known. Based on joint work with Boaz Barak, Chi-Ning Chou, Zhixian Lei, and Yueqi Sheng.   Biography:  Tselil Schramm is a postdoc in theoretical…