University of Massachusetts Amherst

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Learning in Strategic Environments: Theory and Data

March 2, 4:00pm
Speaker: Vasilis Syrgkanis
Computer Science Building, Room 151

Abstract: The strategic interaction of multiple parties with different objectives is at the heart of modern large scale computer systems and electronic markets. Participants face such complex decisions in these settings that the classic economic equilibrium is not a good predictor of their behavior. The analysis and design of these systems has to go beyond equilibrium assumptions. Evidence from online auction marketplaces suggests that participants rather use algorithmic learning. In the first part of the talk, I will describe a theoretical framework for the analysis and design of efficient market mechanisms, with robust guarantees that hold under learning behavior, incomplete information and in complex environments with many mechanisms running at the same time. In the second part of the talk, I will describe a method for analyzing datasets from such marketplaces and inferring private parameters of participants under the assumption that their observed behavior is the outcome of a learning algorithm. I will give an example application on datasets from Microsoft's sponsored search auction system.

Bio: Vasilis Syrgkanis is a postdoctoral researcher at Microsoft Research NYC, where he is a member of the algorithmic economics and machine learning groups. He received his Ph.D. in Computer Science from Cornell University in 2014, under the supervision of Prof. Eva Tardos. His research addresses problems at the intersection of theoretical computer science, machine learning and economics. His work received best paper awards at the 2015 ACM Conference on Economics and Computation (EC'15) and at the 2015 Annual Conference on Neural Information Processing Systems (NIPS'15). He was the recipient of the Simons Fellowship for graduate students in theoretical computer science 2012-2014.