Settling the Sample Complexity of Single-parameter Revenue Maximization (Zhiyi Huang)

Abstract

This work settles the sample complexity of single-parameter revenue maximization by showing matching upper and lower bounds, up to a poly-logarithmic factor, for all families of value distributions that have been considered in the literature. The upper bounds are unified under a novel framework, which builds on the strong revenue monotonicity by Devanur, Huang, and Psomas (STOC 2016), and an information theoretic argument. This is fundamentally different from the previous approaches that rely on either constructing an epsilon-net of the mechanism space, explicitly or implicitly via statistical learning theory, or learning an approximately accurate version of the virtual values. To our knowledge, it is the first time information theoretical arguments are used to show sample complexity upper bounds, instead of lower bounds. Our lower bounds are also unified under a meta construction of hard instances.

Time

2018-12-04   14:00 ~ 15:00   

Speaker

Zhiyi Huang, University of Hong Kong

Room

Room 602, School of Information Management & Engineering, Shanghai University of Finance & Economics