https://www2.econ.iastate.edu/tesfatsi/DeepLearningInNeuralNetworksOverview.JSchmidhuber2015.pdf

Deep learning in neural networks

https://www.cs.jhu.edu/~misha/ReadingSeminar/Papers/Bay08.pdf

Speeded-Up Robust Features (SURF)

We will review some of the major results in random graphs and some of the more challenging open problems. We will cover algorithmic and structural questions. We will touch on newer models, including those related to the WWW.

Random graphs

/pdf/convex-analysisnoer-san-nojin-zhan-nituite-5dl2rbmoyr.pdf

Convex Analysisの二,三の進展について

Models for the processes by which ideas and influence propagate through a social network have been studied in a number of domains, including the diffusion of medical and technological innovations, the sudden and widespread adoption of various strategies in game-theoretic settings, and the effects of "word of mouth" in the promotion of new products. Recently, motivated by the design of viral marketing strategies, Domingos and Richardson posed a fundamental algorithmic problem for such social network processes: if we can try to convince a subset of individuals to adopt a new product or innovation, and the goal is to trigger a large cascade of further adoptions, which set of individuals should we target?We consider this problem in several of the most widely studied models in social network analysis. The optimization problem of selecting the most influential nodes is NP-hard here, and we provide the first provable approximation guarantees for efficient algorithms. Using an analysis framework based on submodular functions, we show that a natural greedy strategy obtains a solution that is provably within 63% of optimal for several classes of models; our framework suggests a general approach for reasoning about the performance guarantees of algorithms for these types of influence problems in social networks.We also provide computational experiments on large collaboration networks, showing that in addition to their provable guarantees, our approximation algorithms significantly out-perform node-selection heuristics based on the well-studied notions of degree centrality and distance centrality from the field of social networks.

/pdf/maximizing-the-spread-of-influence-through-a-social-network-47y1ehuvwi.pdf

Maximizing the Spread of Influence through a Social Network

Service providers rely on the management systems housed in their Network Operations Centers (NOCs) to remotely operate, monitor and provision their data networks. Lately there has been a tremendous increase in management traffic due to the growing complexity and size of the data networks and the services provisioned on them. Traffic engineering for management flows is essential for the smooth functioning of these networks to avoid congestion, which can result in loss of critical data such as billing records, network alarms, etc. As is the case with most intra-domain routing protocols, the management flows in many of these networks are routed on shortest paths connecting the NOC with the service provider's POPs (points of presence). This collection of paths thus forms a "confluent" tree rooted at the gateway router connected to the NOC. The links close to the gateway router may form a bottleneck in this tree resulting in congestion. Typically this congestion is alleviated by adding layer two tunnels (virtual links) that offload the traffic from some links of this tree by routing it directly to the gateway router. The traffic engineering problem is then to minimize the number of virtual links needed for alleviating congestion. The traffic engineering problem described above also has applications to alleviating congestion resulting from focused overloads in VoIP networks and for dealing with congesting resulting from flash crowds in the world wide web.In this paper we formulate a traffic engineering problem motivated by the above mentioned applications. We show that the general versions of this problem are hard to solve. However, for some simpler cases in which the underlying network is a tree, we design efficient algorithms. We use these algorithms as the basis for designing efficient heuristics for alleviating congestion in general (non-tree) service provider network topologies.

/pdf/traffic-engineering-of-management-flows-by-link-1cl498afhi.pdf

Traffic engineering of management flows by link augmentations on confluent trees

In this paper, we initiate the study of the multiplicative bidding language adopted by major Internet search companies. In multiplicative bidding, the effective bid on a particular search auction is the product of a base bid and bid adjustments that are dependent on features of the search (for example, the geographic location of the user, or the platform on which the search is conducted). We consider the task faced by the advertiser when setting these bid adjustments, and establish a foundational optimization problem that captures the core difficulty of bidding under this language. We give matching algorithmic and approximation hardness results for this problem; these results are against an information-theoretic bound, and thus have implications on the power of the multiplicative bidding language itself. Inspired by empirical studies of search engine price data, we then codify the relevant restrictions of the problem, and give further algorithmic and hardness results. Our main technical contribution is an $O(\log n)$-approximation for the case of multiplicative prices and monotone values. We also provide empirical validations of our problem restrictions, and test our algorithms on real data against natural benchmarks. Our experiments show that they perform favorably compared with the baseline.

Multiplicative Bidding in Online Advertising

We study the problem of learning a linear model to set the reserve price in an auction, given contextual information, in order to maximize expected revenue from the seller side. First, we show that it is not possible to solve this problem in polynomial time unless the \emph{Exponential Time Hypothesis} fails. Second, we present a strong mixed-integer programming (MIP) formulation for this problem, which is capable of exactly modeling the nonconvex and discontinuous expected reward function. Moreover, we show that this MIP formulation is ideal (i.e. the strongest possible formulation) for the revenue function of a single impression. Since it can be computationally expensive to exactly solve the MIP formulation in practice, we also study the performance of its linear programming (LP) relaxation. Though it may work well in practice, we show that, unfortunately, in the worst case the optimal objective of the LP relaxation can be O(number of samples) times larger than the optimal objective of the true problem. Finally, we present computational results, showcasing that the MIP formulation, along with its LP relaxation, are able to achieve superior in- and out-of-sample performance, as compared to state-of-the-art algorithms on both real and synthetic datasets. More broadly, we believe this work offers an indication of the strength of optimization methodologies like MIP to exactly model intrinsic discontinuities in machine learning problems.

/pdf/contextual-reserve-price-optimization-in-auctions-via-mixed-1c2gce2h29.pdf

Contextual Reserve Price Optimization in Auctions via Mixed Integer Programming

In fully dynamic graphs, we know how to maintain a 2-approximation of maximum matching extremely fast, that is, in polylogarithmic update time or better. In a sharp contrast and despite extensive studies, all known algorithms that maintain a $2-\Omega(1)$ approximate matching are much slower. Understanding this gap and, in particular, determining the best possible update time for algorithms providing a better-than-2 approximate matching is a major open question. 
In this paper, we show that for any constant $\epsilon > 0$, there is a randomized algorithm that with high probability maintains a $2-\Omega(1)$ approximate maximum matching of a fully-dynamic general graph in worst-case update time $O(\Delta^{\epsilon}+\text{polylog } n)$, where $\Delta$ is the maximum degree. 
Previously, the fastest fully dynamic matching algorithm providing a better-than-2 approximation had $O(m^{1/4})$ update-time [Bernstein and Stein, SODA 2016]. A faster algorithm with update-time $O(n^\epsilon)$ was known, but worked only for maintaining the size (and not the edges) of the matching in bipartite graphs [Bhattacharya, Henzinger, and Nanongkai, STOC 2016].

Fully Dynamic Matching: Beating 2-Approximation in $\Delta^\epsilon$ Update Time

In classic auction theory, reserve prices are known to be effective for improving revenue for the auctioneer against quasi-linear utility maximizing bidders. The introduction of reserve prices, however, usually do not help improve total welfare of the auctioneer and the bidders. In this paper, we focus on value maximizing bidders with return on spend constraints -- a paradigm that has drawn considerable attention recently as more advertisers adopt auto-bidding algorithms in advertising platforms -- and show that the introduction of reserve prices has a novel impact on the market. Namely, by choosing reserve prices appropriately the auctioneer can improve not only the total revenue but also the total welfare. Our results also demonstrate that reserve prices are robust to bidder types, i.e., reserve prices work well for different bidder types, such as value maximizers and utility maximizers, without using bidder type information. We generalize these results for a variety of auction mechanisms such as VCG, GSP, and first-price auctions. Moreover, we show how to combine these results with additive boosts to improve the welfare of the outcomes of the auction further. Finally, we complement our theoretical observations with an empirical study confirming the effectiveness of these ideas using data from online advertising auctions.

Vahab Mirrokni

Papers

Traffic engineering of management flows by link augmentations on confluent trees

Multiplicative Bidding in Online Advertising

Contextual Reserve Price Optimization in Auctions via Mixed Integer Programming

Fully Dynamic Matching: Beating 2-Approximation in $\Delta^\epsilon$ Update Time

Robust Auction Design in the Auto-bidding World