mlsanityData to 14 Oct 2026

Optimizing Bidding Strategies in First-Price Auctions in Binary Feedback Setting with Predictions

arXiv 2506.15817 ↗First posted 18 Jun 2025cs.LGcited by 0

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Abstract (arXiv)

This paper studies Vickrey first-price auctions under binary feedback. Leveraging the enhanced performance of machine learning algorithms, the new algorithm uses past information to improve the regret bounds of the BROAD-OMD algorithm. Motivated by the growing relevance of first-price auctions and the predictive capabilities of machine learning models, this paper proposes a new algorithm within the BROAD-OMD framework (Hu et al., 2025) that leverages predictions of the highest competing bid. This paper's main contribution is an algorithm that achieves zero regret under accurate predictions. Additionally, a bounded regret bound of O(T^(3/4) * Vt^(1/4)) is established under certain normality conditions.

Key facts. No citing papers in the map yet (data through 14 Oct 2026). Builds on 5 of its 8 references that are in the map. First posted on arXiv 18 Jun 2025.

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References · 5

  1. 2013Non-stationary Stochastic Optimizationcited by 175
  2. 2018More Adaptive Algorithms for Adversarial Banditscited by 114
  3. 2015Online Optimization : Competing with Dynamic Comparatorscited by 99
  4. 2019Bayesian Nash Equilibrium in First-Price Auction with Discrete Value Distributionscited by 6
  5. 2025Learning to Bid in Non-Stationary Repeated First-Price Auctionscited by 5

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